hroff-1902
9ec9a7b124
Fix t_index to be normalized
2020-02-09 21:20:15 +03:00
hroff-1902
c89a32224c
Fix SharpeHyperOptLossDaily
2020-02-09 18:40:19 +03:00
Matthias
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
hroff-1902
61ced5e926
Fix typo
2020-02-08 02:49:06 +03:00
Yazeed Al Oyoun
e8b9d88eb6
moved line for total_downside
2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
9bcc5d2eed
fixed downside_returns to read from profit_percent_after_slippage
2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun
728ab0ff21
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun
b56a1f0603
initial push of sortino, work not done, still need own tests
2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun
deb0b7ad67
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun
44d67389d2
initial push of sortino, work not done, still need own tests
2020-02-07 16:29:27 +03:00
Yazeed Al Oyoun
ff819386e1
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
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
hroff-1902
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
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Add some type hints
2020-02-03 23:24:26 +03:00
Yazeed Al Oyoun
3499f1b85c
better readability and more consistent with daily sharpe loss method
2020-02-02 08:47:33 +01:00
hroff-1902
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
Matthias
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
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fixed some more line alignments
2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
Matthias
c396ad4daa
Align quotes in same area
2020-01-31 20:41:51 +01:00
Yazeed Al Oyoun
907a61152c
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
2020-01-31 04:53:37 +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
Matthias
e033df6a2f
Move optimize_commands to commands module
2020-01-26 13:46:01 +01:00
Matthias
6e85280467
Adjust imports
2020-01-26 13:46:01 +01:00
Matthias
bd4dd8403b
Fix type-errors with stake_amount
2020-01-25 12:49:37 +01:00
hroff-1902
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
Matthias
7d2d0235a0
Fix typo in sell-reason table generation
2020-01-22 06:08:34 +01:00
Matthias
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
Tejesh
f73f0b1653
Update comments on backtesting
2020-01-15 19:29:00 +05:30
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
a9fbad0741
Improve docstrings
2020-01-02 09:37:54 +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
2537b8cb0c
Merge pull request #2725 from freqtrade/minor_fix
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[Minor] Edge-cli should use exchangeresolver
2019-12-30 19:27:40 +01:00
Matthias
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
fb3a53b8af
Use ExchangeResolver for edge_cli too
2019-12-30 14:28:34 +01:00
Matthias
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
Matthias
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
hroff-1902
6db75bc244
Merge pull request #2706 from freqtrade/data_dir
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Convert datadir within config to Path
2019-12-28 05:14:48 +03:00
Matthias
e5aed098b5
Enhance backtest results with sell reason profit / loss table
2019-12-25 09:39:29 +01:00
Matthias
c6b9c8eca0
Forgot to save
2019-12-23 19:32:31 +01:00
Matthias
c6d2233978
Convert StrategyLoader to static loader
2019-12-23 10:23:48 +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
Matthias
560acb7cea
Convert ExchangeResolver to static loader class
2019-12-23 10:03:18 +01:00
Matthias
fc5764f9df
Edge small cleanup
2019-12-19 19:55:21 +01:00
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
Matthias
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
hroff-1902
26ab108890
Fix mypy errors in develop
2019-12-15 01:10:09 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
hroff-1902
e26f563f4b
Merge pull request #2655 from freqtrade/avoid_keyerror_backtest
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Use first pair of pairlist to get fee
2019-12-14 23:10:40 +03:00
Matthias
2f7181e236
Merge pull request #2648 from hroff-1902/hyperopt-random-state
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Seed hyperopt random_state if not passed
2019-12-14 15:54:59 +01:00
hroff-1902
f2266ea9f4
Use shorter range for seeded random-state
2019-12-14 15:17:45 +03:00
Matthias
a48c0ad868
Use first pair of pairlist to get fee
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Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
2019-12-14 12:55:02 +01:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins
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Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
hroff-1902
6e778ad710
Seed hyperopt random_state if not passed
2019-12-12 03:12:28 +03:00
Matthias
f44e3dc319
Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing
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Fix generation of hyperopt trailing params
2019-12-11 19:53:42 +01:00
Matthias
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
Matthias
b2a9b87be3
Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22
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Bump scikit-learn from 0.21.3 to 0.22
2019-12-10 16:20:39 +01:00
Matthias
3f9f29ba4e
Fix Flake8 import error
2019-12-10 16:10:51 +01:00
hroff-1902
3448f86263
Suppress scikit-learn FutureWarnings from skopt imports
2019-12-10 15:46:29 +03:00
hroff-1902
641e3fdf7a
Fix generation of hyperopt trailing params
2019-12-10 03:32:43 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
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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
45d12dbc83
Avoid a few calculations during backtesting
2019-12-07 15:28:56 +01:00
Matthias
3163cbdf8a
Apply special case for negative ROI
2019-12-07 15:18:12 +01:00
Matthias
3091869115
refactor get_close_rate out of get_sell_trade-entry
2019-12-07 14:30:14 +01:00
hroff-1902
d21ae4edd3
Add fixes for comments in the review
2019-12-05 23:29:31 +03:00
Matthias
4b0a4c936a
Fix hyperopt with ticker_interval from strategy
2019-12-05 20:31:02 +01:00
hroff-1902
b61f43835d
Make flake happy
2019-12-05 01:11:06 +03:00
hroff-1902
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
hroff-1902
54694dd3a4
Manual merge of some conflicts in hyperopt
2019-12-04 23:14:47 +03:00
hroff-1902
668d42447f
Refactor log_trials_result()
2019-12-01 16:15:00 +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
a88bfa8ded
Fix: trailing_stop_positive should be positive
2019-12-01 02:27:17 +03:00
hroff-1902
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
hroff-1902
8e7512161a
Add hyperopt-list and hyperopt-show commands
2019-11-26 15:01:42 +03:00
Matthias
af3eea3805
Move config json validation to after strategy loading
...
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
2019-11-25 07:05:30 +01:00
hroff-1902
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
hroff-1902
737c07c5b6
Make mypy happy
2019-11-23 11:51:52 +03:00
hroff-1902
097cdcb57a
Save epochs at intermediate points
2019-11-23 11:32:33 +03:00
hroff-1902
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space
2019-11-23 03:42:58 +03:00
Matthias
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
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require subcommand for all actions
2019-11-14 06:28:42 +01:00
Matthias
5b62ad876e
Remove hyperopts occurances
2019-11-13 09:39:00 +01:00
Matthias
c449e39280
Replace more occurances of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
d801dec6aa
Some more places with ticker_interval gone
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
31ab32f0b9
Always set trailing_stop=True with 'trailing' hyperspace
2019-11-08 12:47:28 +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
eb0b0350e0
Introduce remove_credentials to remove code duplication
2019-11-05 12:39:19 +01:00
Matthias
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
Matthias
861f10dca6
Allow populate-indicators to come from strategy
2019-11-02 11:10:33 +01:00