f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
6aaaad29d7
Use backtesting output for hyperopt results
2021-05-02 09:46:27 +02:00
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
bb89e44e19
[SQUASH] Address PR comments.
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* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
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Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
4532222010
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
345f7404e9
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
4ce4eadc23
remove only ccxt objects when hyperopting
2021-02-27 09:32:59 +01:00
009a447d8a
Adjust documentation for new parameter in loss functions
2021-02-16 19:51:09 +01:00
3e06cd8b3a
pass data and config to loss function
2021-02-16 10:11:33 +01:00
c659150d9f
Also print trade_duration in seconds to json
2021-01-25 19:42:34 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
e2d15f4082
Add parameter to enable protections for backtesting
2020-12-07 11:39:01 +01:00
cf2ae788d7
Convert backtesting rows to Tuples for performance gains
2020-10-18 17:16:57 +02:00
2591a34db4
Don't use arrow objects for backtesting
2020-10-18 16:18:52 +02:00
40b61bbfe3
Adjust trailing-stop to be python compliant
2020-10-05 07:44:12 +02:00
cb74c9bcde
Fix hyperopt output
2020-10-03 13:27:06 +02:00
6977ffdbf9
Merge branch 'develop' into isort_config
2020-09-28 20:21:55 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
c42a924df8
Load latest file
2020-09-27 16:50:42 +02:00
ff96cf154c
Keep hyperopt result history
2020-09-27 16:33:26 +02:00
b736691e0e
Remove hyperopt --continue
2020-09-27 16:18:28 +02:00
f0d7f18cf9
Pad wins / draws / losses for hyperopt with spaces instead of 0's
2020-09-19 17:32:22 +02:00
f63a378967
Update hyperopt.py
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zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
2020-09-07 23:26:55 +08:00
3d93236709
Remove unused import
2020-08-21 14:55:47 +02:00
301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
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Test colorama init again (after the fixes done to progressbar)
2020-08-21 14:54:35 +02:00
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
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Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
a6dac9acf3
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
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Hyperopt enable dataprovider
2020-08-17 07:00:48 +02:00
b98107375e
Improve formatting of result string to be a bit conciser
2020-08-14 07:31:14 +02:00
d76ee43246
Show wins / draws / losses in hyperopt table
2020-08-14 07:14:10 +02:00
05bd099f51
Merge branch 'develop' into pr/yazeed/3008
2020-08-14 06:58:09 +02:00
dd430455e4
Enable dataprovier for hyperopt
2020-08-08 17:04:32 +02:00
fbddfaeacf
Introduce DatetimePrintFormat
2020-07-03 06:58:27 +02:00
0b2982caed
Merge branch 'develop' into hyperopt_colorama_init
2020-06-16 10:16:41 +02:00
ea77edce05
Make flake happy
2020-06-13 18:54:54 +03:00
3d9b107761
Changes after review
2020-06-13 17:12:37 +03:00
69ac5c1ac7
change hyperopt return to better copy to strategy file
2020-06-10 14:35:31 -03:00
d9afef8fe1
Move colorama_init to where it was
2020-06-01 09:37:10 +02:00
ffa93377b4
Test colorama init again (after the fixes done to progressbar)
2020-06-01 09:34:03 +02:00
889a153731
fix PEP8
2020-05-03 17:29:56 +02:00
690bb7646a
hyperopt csv export - add params
2020-05-03 17:00:12 +02:00
509f38d3aa
Use non-deprectated parameter for progressbar
2020-05-01 17:59:24 +02:00
726e52aaa7
Use skopt model_queue_size instead of custom hack
2020-04-29 10:49:25 +03:00
c26835048c
Hyperopt cleanup, do not use 'trials'
2020-04-28 22:56:19 +03:00
a01ed170f5
Improve hyperopt-list logging
2020-04-28 17:33:07 +03:00
9ebc997e9d
Merge pull request #3215 from freqtrade/backtest_use_pairlists
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Backtest use pairlists
2020-04-27 13:34:06 +03:00
e8530c36d3
Remove pairlists from hyperopt too (it holds a reference to exchange)
2020-04-25 15:46:20 +02:00
d9f255a6c0
Fix asterisk printing for csv output
2020-04-25 12:49:14 +03:00
c9711678fd
fixed indent
2020-04-25 11:31:51 +02:00
181b12b3a8
added wins/draws/losses
2020-04-25 11:31:51 +02:00
6147498fd4
fixed indent
2020-04-25 11:31:51 +02:00
2fb3d94938
added wins/draws/losses
2020-04-25 11:31:51 +02:00
2d994f6feb
Better printing of asterisk
2020-04-24 21:57:29 +03:00
6e5f0869b3
Remove another unused method
2020-04-24 18:39:08 +03:00
5c012d79eb
Remove unused method
2020-04-24 18:14:07 +03:00
d36e2cf6ab
Fix random test failure in hyperopt
2020-04-16 07:06:47 +02:00
2c1c1c7f16
Update freqtrade/optimize/hyperopt.py
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nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:32 +02:00
d9e54ab7a4
Update freqtrade/optimize/hyperopt.py
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nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:19 +02:00
4707484a4c
Fix issue with colring enabled + styling
2020-04-09 11:42:13 +02:00
cdc774549e
Merge branch 'develop' into progress-bar
2020-04-08 01:56:43 +02:00
132f5f73f5
Update hyperopt.py
2020-04-07 10:44:18 +02:00
c95906cfcf
Update hyperopt.py
2020-04-07 10:42:15 +02:00
d5609d4997
Changed back to progressbar2 for better handling of logger.
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Coloring still needs some work (bug + what colors to use)
2020-04-06 13:12:32 +02:00
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
a7ed51c642
return back the name of the hyperopt data file
2020-03-13 04:04:23 +03:00
5737139979
Small fix
2020-03-12 16:47:09 +01:00
1a59fc11be
doh
2020-03-12 02:36:18 +01:00
df1ae565dc
clean-up
2020-03-12 02:26:41 +01:00
9387ed923c
fix for empty lines
2020-03-12 02:07:50 +01:00
81cbb92556
Switch to TQDM
2020-03-11 22:30:36 +01:00
3a8b68c0fd
Initial work on progressbar
2020-03-10 20:30:36 +01:00
f148b5f734
cosmetics in lambdas
2020-03-10 10:38:37 +03:00
bd158eefd2
Fixed loggin
2020-03-10 03:02:52 +01:00
2f5fc731bb
Removed overwrite option
2020-03-09 18:53:30 +01:00
cb419614cd
Spelling miss
2020-03-08 23:00:21 +01:00
4ad93ed6bb
Changed output for null columns
2020-03-08 22:41:05 +01:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
7606d814fa
Initial work on csv-file export. Missing docs and tests
2020-03-05 01:58:33 +01:00
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
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Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
090d1e8a70
Alignment and cleanups
2020-03-04 20:51:09 +01:00
7652a2bb95
Updated table layout and aligning better for hyperopt
2020-03-04 00:10:47 +01:00
399c419163
Changed table formating. Adding some code to align hyperopt table generation. WIP
2020-03-03 01:14:56 +01:00
52cd5f9127
Better use enumerate: more correct and more pythonic
2020-03-03 01:42:25 +03:00
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration
2020-03-03 01:33:11 +03:00
a7d4755859
optimize calculation of current_jobs
2020-03-03 01:20:14 +03:00
92425642da
Fix config_jobs
2020-03-03 01:00:24 +03:00
0e4862b0c8
Added logging if argument is miss-configured
2020-03-02 22:58:54 +01:00
7713cfeb79
Corrected logic for -j + and - argument
2020-03-02 21:02:32 +01:00
f08c7eedf1
Changed jobs to be dynamic for last loop
2020-03-01 14:35:13 +01:00
75b4f1a442
Fix alignment of higher values
2020-03-01 14:12:27 +01:00
e89fd33229
Fix for more arguments
2020-02-29 23:57:15 +01:00
7a4edb1cd8
Fix: When total epochs is less than cpu cores
2020-02-29 23:41:59 +01:00
23ae0653bd
Changed table output to match hyperopt-list command
2020-02-29 23:24:08 +01:00
349aa2f957
Added dynamic print table function to hyperopt
2020-02-28 21:54:04 +01:00
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table
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Added function to print hyperopt-list as table using tabulate
2020-02-27 05:22:41 +03:00
cd7efde6c0
Fixed coloring so it's only targeting the values not the table borders
2020-02-24 22:06:21 +01:00
23bf135b8a
Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best
2020-02-24 11:01:14 +01:00
2058b492eb
Added function to print hyperopt-list as table using tabulate
2020-02-18 22:46:53 +01:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
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
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
6d5aca4f32
Convert hyperoptloss resolver to static loader
2019-12-23 10:09:08 +01:00
248ef5a0ea
Convert HyperoptResolver to static loader
2019-12-23 10:06:19 +01:00
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
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
f2266ea9f4
Use shorter range for seeded random-state
2019-12-14 15:17:45 +03:00
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
6e778ad710
Seed hyperopt random_state if not passed
2019-12-12 03:12:28 +03:00
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
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
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
3f9f29ba4e
Fix Flake8 import error
2019-12-10 16:10:51 +01:00
3448f86263
Suppress scikit-learn FutureWarnings from skopt imports
2019-12-10 15:46:29 +03:00
641e3fdf7a
Fix generation of hyperopt trailing params
2019-12-10 03:32:43 +03:00
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
d21ae4edd3
Add fixes for comments in the review
2019-12-05 23:29:31 +03:00
4b0a4c936a
Fix hyperopt with ticker_interval from strategy
2019-12-05 20:31:02 +01:00
b61f43835d
Make flake happy
2019-12-05 01:11:06 +03:00
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
54694dd3a4
Manual merge of some conflicts in hyperopt
2019-12-04 23:14:47 +03:00
668d42447f
Refactor log_trials_result()
2019-12-01 16:15:00 +03:00
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
2019-12-01 03:28:23 +03:00
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
8e7512161a
Add hyperopt-list and hyperopt-show commands
2019-11-26 15:01:42 +03:00
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
737c07c5b6
Make mypy happy
2019-11-23 11:51:52 +03:00
097cdcb57a
Save epochs at intermediate points
2019-11-23 11:32:33 +03:00
31ab32f0b9
Always set trailing_stop=True with 'trailing' hyperspace
2019-11-08 12:47:28 +03:00
f90676cfc5
Add trailing stoploss hyperspace
2019-11-08 03:07:43 +03:00
Matthias
Rokas Kupstys
Rokas Kupstys
Patrick Weber
raoulus
Florian Merz
Allen Day
hroff-1902
Felipe Lambert
hroff-1902
Yazeed Al Oyoun
Fredrik81
Fredrik Rydin