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156 Commits

Author SHA1 Message Date
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-02-06 06:49:08 +01:00
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902
52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias
785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias
c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias
989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias
8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias
10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias
904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias
caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias
18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
6860491189 Rename datahandler module to history module 
Also move previous history.py into this module - so everything is
bundled
 2019-12-28 11:01:42 +01:00
Matthias
5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias
80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias
aa39f2160b Use load_data instead of a sequence of calls 
in tests which don't test this
 2019-12-28 11:01:41 +01:00
Matthias
a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias
e4f185f357 Remove 'line' from load_cached_data tests 
Users are unable to use line anyway, it's only there for tests
 2019-12-28 11:01:41 +01:00
hroff-1902
004993583b
Merge pull request #2712 from freqtrade/strategylist 
add list-strategies subcommand
 2019-12-28 12:32:06 +03:00
Matthias
e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias
25e6d6a7bf Combine load_object methods into one 2019-12-24 13:54:46 +01:00
Matthias
6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias
248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902
60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor 
handle and document ROI=-1
 2019-12-14 23:11:36 +03:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins 
Remove min (plural) from codebase
 2019-12-12 14:27:39 +01:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
hroff-1902
3252654ed3 Test adjusted 2019-12-10 14:06:17 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list 
Add hyperopt-list and hyperopt-show commands
 2019-12-10 00:30:26 +03:00
Matthias
de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias
1e6f9f9fe2 Add testcase for negative ROI sell using open 2019-12-07 15:18:09 +01:00
Matthias
703458f365 Add test for loading ticker-interval from strategy 2019-12-05 20:35:54 +01:00
hroff-1902
017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902
b20bea8492 Adjust tests 2019-12-04 23:15:19 +03:00
Matthias
054484ad73 load_pair_history should not return None, but an empty dataframe if no 
data is found
 2019-12-04 06:57:44 +01:00
hroff-1902
86342efa7a Adjust test 2019-12-01 18:34:25 +03:00
hroff-1902
05967442c3 Adjust test 2019-12-01 18:01:59 +03:00
hroff-1902
d6b587678e Adjust test 2019-12-01 17:44:14 +03:00
hroff-1902
69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902
8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00
hroff-1902
1b645d64c8
Merge pull request #2538 from freqtrade/strategy_template 
new-strategy / new-hyperopt - from templates
 2019-11-24 15:21:23 +03:00
hroff-1902
6cb4830534 Testcase added 2019-11-23 12:30:49 +03:00
hroff-1902
067267f4cf Log messages improved (plural/singular) 2019-11-23 12:20:41 +03:00
hroff-1902
99db53417c Tests adjusted 2019-11-23 12:00:43 +03:00
hroff-1902
175591e524 Fix test 2019-11-23 04:03:47 +03:00
hroff-1902
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space 2019-11-23 03:42:58 +03:00
Matthias
084efc98d7 Address test-failures due to file moves 2019-11-21 06:32:45 +01:00
Matthias
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system 
require subcommand for all actions
 2019-11-14 06:28:42 +01:00
hroff-1902
f9a92c2879 Adjust test 2019-11-13 23:32:37 +03:00
hroff-1902
ab194c7d75 Add test 2019-11-13 23:09:05 +03:00
Matthias
c449e39280 Replace more occurances of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
hroff-1902
d3a3765819 Fix test 2019-11-08 03:48:08 +03:00
hroff-1902
f90676cfc5 Add trailing stoploss hyperspace 2019-11-08 03:07:43 +03:00
Matthias
ca77dbe8da Fix UnicodeError in hyperopt output 2019-11-06 19:33:15 +01:00
Matthias
1e44f93c31 Fix pandas access warning 2019-11-03 10:58:31 +01:00
Matthias
6f01d7f8ea Merge branch 'develop' into feat/new_args_system 2019-11-03 10:09:49 +01:00
Matthias
80ad37ad93 Updated plot_indicators test 2019-11-02 14:17:15 +01:00
Matthias
dac88c6aed extract Find parallel trades per interval 2019-10-30 13:35:55 +01:00
Matthias
0c3a8ddfb9 Merge branch 'develop' into feat/new_args_system 2019-10-30 11:12:27 +01:00
Matthias
6fe7b13e37 Replace coins in whitelist with existing ones 2019-10-30 09:26:08 +01:00
Matthias
a368646745 Merge branch 'develop' into feat/new_args_system 2019-10-29 19:33:56 +01:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
2ba388074e Fix small bugs 2019-10-27 09:44:56 +01:00
Matthias
6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
1c503f39b2 Handle some merge aftermaths 2019-10-21 06:38:30 +02:00
Matthias
f3cfe147b5 Merge branch 'develop' into feat/new_args_system 2019-10-20 19:32:34 +02:00
hroff-1902
4f17511fdc
Merge pull request #2393 from freqtrade/remove_timeframe 
Remove non-date based timeframe selection
 2019-10-19 22:05:44 +03:00
Matthias
c48876b196 Trades should use timestamps or dates, not indexes 2019-10-19 15:21:47 +02:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
Matthias
89283ef486 Rename --custom-hyperopt to --hyperopt 2019-10-14 19:42:28 +02:00
hroff-1902
08e6d8a780 Rollback defaulting to DefaultHyperOptLoss 2019-10-11 23:33:22 +03:00
Matthias
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental 
Move experimental settings to ask_strategy
 2019-10-10 16:08:11 +02:00
hroff-1902
c4105436eb Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss 2019-10-10 04:37:32 +03:00
hroff-1902
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi 
Don't have backtest sells outside of a candle
 2019-10-08 11:19:34 +03:00
hroff-1902
057ab1b7a6 Remove unnecessary comments 2019-10-08 00:50:47 +03:00
Matthias
22733e44bf Add tests for --fee 2019-10-05 15:34:31 +02:00
hroff-1902
9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
Matthias
9b98e608e6 Add testcase for negative ROI after certain period 2019-10-05 10:52:57 +02:00
Matthias
885edc9768 Allow multiple ROI in detail-backtest tests 2019-10-05 10:52:49 +02:00
Matthias
52523bcd8b Use strategy child parser 2019-09-29 19:18:52 +02:00
Matthias
09f18d07b0 Adjust some hyperopt tests 2019-09-29 16:17:20 +02:00
Matthias
db3b974479 Fix calling sequence 2019-09-29 16:17:20 +02:00
Matthias
03add90c94 Adjust some tests to new call-method 2019-09-29 16:17:20 +02:00
Matthias
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config 
Allow use of config in custom hyperopt methods
 2019-09-28 10:36:46 +02:00
Matthias
42b5a0977e fix failing test 2019-09-28 10:14:38 +02:00
Matthias
e9de088209 Add import-fails code as a fixture 2019-09-25 11:55:24 +02:00
Matthias
27cc73f47e Dynamically import hyperopt modules 2019-09-25 11:40:34 +02:00
Matthias
313091eb1c some more refresh_pairs cleanups 2019-09-20 20:22:51 +02:00
Matthias
e66fa1cec6 Adjust tests to not use --refresh-pairs 2019-09-20 20:16:12 +02:00
hroff-1902
50b4563912 Tests adjusted 2019-09-18 22:57:37 +03:00
hroff-1902
c3e19507bf
Merge pull request #2268 from gaugau3000/hyperopt_test_use_case 
Hyperopt test use case
 2019-09-18 01:01:41 +03:00
hroff-1902
e9a75e57b8 test adjusted 2019-09-16 21:53:19 +03:00
Pialat
b7da02aab4 realistic fixture datas 2019-09-16 14:05:39 +02:00