524290d678
Fix backtesting ticker interval download
2018-01-29 22:51:29 -08:00
94172091ae
Refactoring the sell conditions evaluation to share the function with backtesting
2018-01-29 10:10:19 +01:00
a5155b3b20
Merge pull request #465 from gcarq/fix/increase_test_coverage
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Fix/increase test coverage
2018-01-29 08:47:26 +02:00
2bccaa31c9
Increase pylint score on misc.py
2018-01-28 14:28:28 -08:00
f66958c34f
optimize/__init__.py:
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Added support for gzip ticker data files if they exist.
2018-01-28 21:57:25 +08:00
b44adaa5ab
Added support in /optimize for gzip ticker data files if they exist.
2018-01-28 21:52:27 +08:00
a6a479f7aa
balances to min roi hyperopt settings
2018-01-28 10:46:22 +02:00
67ddb2e7f8
lower precision for most search space variables
2018-01-27 09:51:06 +02:00
95ab7c84bc
remove unnecessary else
2018-01-26 18:41:41 +02:00
f33923c784
fix typings for hyperopt code
2018-01-26 18:32:45 +02:00
a7a7c37121
add day counter to timeframe
2018-01-26 18:32:45 +02:00
b7e297ebda
remove unused loop variable
2018-01-26 11:50:00 +02:00
4fe6ae0bae
fix search space for min ROI
2018-01-25 22:32:46 +02:00
42087c9bfe
let hyperopt optimize ROI table
2018-01-25 11:12:00 +02:00
5007165908
add search space for ROI table
2018-01-25 09:34:26 +02:00
7dc63c06e7
Merge pull request #356 from kryofly/test_coverage
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Test coverage
2018-01-25 09:31:06 +02:00
c400d15ed1
rip out hyperopt things from strategy, add indicator populating to hyperopt
2018-01-23 16:56:12 +02:00
a6cbc1ba16
Merge pull request #400 from gcarq/feature/custom_strategy
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Allow custom strategy files
2018-01-23 15:25:18 +02:00
e220ad5389
Remove useless USDT_BTC filename conversion
2018-01-22 21:40:07 -08:00
eac6e05392
Fix error when config does not have stoploss
2018-01-22 20:51:39 -08:00
1c7da95fed
Move hyperopt_trials.pickle to user_data/
2018-01-22 20:51:39 -08:00
baae374899
Move hyperopt_conf.py into user_data/
2018-01-22 20:51:39 -08:00
be75522507
Fix flake8
2018-01-22 20:51:39 -08:00
c46d78b4b9
Decouple strategy from analyse.py
2018-01-22 20:51:39 -08:00
ad2a5f1717
Remove optimize.load_data() that is called twice
2018-01-20 15:35:13 -08:00
e94e6292e9
Merge branch 'develop' into test_coverage
2018-01-20 22:01:03 +01:00
36797cda30
Merge branch 'develop' into support_multiple_ticker
2018-01-20 19:25:47 +01:00
cf266a67ad
Merge branch 'develop' into test_coverage
2018-01-20 10:06:53 +01:00
e3088647fc
Merge branch 'develop' into test_coverage
2018-01-19 08:40:40 +01:00
4a9e1cb345
Merge branch 'develop' into backtest-export
2018-01-19 07:02:38 +01:00
14d16f2574
Merge pull request #357 from kryofly/timeperiod
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Timeperiod
2018-01-18 20:26:44 -08:00
c9e1fd3fc4
Merge branch 'develop' into support_multiple_ticker
2018-01-17 21:29:36 +01:00
7b292d5ca3
backtesting takes its ticker_interval from the config file, else from the command line options
2018-01-17 13:52:14 +01:00
2509ce030d
Refreshing pair of only selected ticker_interval
2018-01-17 13:52:14 +01:00
e2e2005567
Adding 30 minutes, 1 hour, 1 day tickers
2018-01-17 13:52:14 +01:00
c670ccfd37
add trigger +DI crossed above -DI
2018-01-16 18:52:06 +02:00
8896b39231
add heikenashi reversal bullish trigger to hyperopt
2018-01-16 18:52:06 +02:00
ce963aae58
add macd < 0 guard to hyperopt
2018-01-16 18:52:06 +02:00
dc01807b3c
switch ema5 trigger to ema3 cross trigger
2018-01-16 18:52:06 +02:00
fadac5fe4a
remove too aggressive trigger
2018-01-16 18:52:06 +02:00
99260735ae
remove broken bbands trigger from hyperopt. add two working bbands triggers
2018-01-16 18:52:06 +02:00
501be8a3bc
adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
2018-01-16 16:36:50 +02:00
38fe7ec7cd
adjust default target values for hyperopt
2018-01-16 16:35:48 +02:00
0e58ab7e01
more advanced use of --timerange
2018-01-16 00:15:49 +01:00
71bb348698
rename --timeperiod to --timerange
2018-01-15 21:49:06 +01:00
ec7bfba8df
add comment about checking the new total profit logging
2018-01-14 13:11:19 +02:00
f1e176d35c
log total profit in percentages also
2018-01-14 13:10:25 +02:00
92241baade
log the loss value
2018-01-14 13:09:39 +02:00
d4008374f6
backtest export: include enter,exit dates
2018-01-12 22:12:00 +01:00
05f5a1b0ee
Merge branch 'develop' into test_coverage
2018-01-11 19:49:33 +01:00
153e11f045
Merge branch 'develop' into timeperiod
2018-01-11 19:45:47 +01:00
4781a23809
Merge branch 'develop' into backtest-export
2018-01-11 19:40:42 +01:00
ed47ee4e29
backtest export json2
2018-01-11 19:14:11 +01:00
27769f0301
uncomplex backtest
2018-01-11 17:45:41 +01:00
feb5da0c35
file_dump_json
2018-01-11 15:49:04 +01:00
c11102cf4a
another run of autopep8
2018-01-11 07:08:56 +02:00
86db6c9084
sort imports
2018-01-11 07:08:56 +02:00
1b6b0ad9d2
autopep8
2018-01-11 06:50:36 +02:00
b0f3fd7ffb
timeperiod argument to backtesting and hyperopt
2018-01-10 23:48:59 +01:00
feca87345f
refactor
2018-01-10 23:00:40 +01:00
f848a5c87d
tests optimize load_data
2018-01-10 13:43:03 +01:00
e67c652988
use os.path.join, fix docstrings
2018-01-10 11:50:00 +02:00
ffae0b2cd5
hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS
2018-01-09 12:37:56 +02:00
1647e7a0c1
update fix failing tests, unitest that resume hyperopt functionality works
2018-01-09 12:26:52 +02:00
b35fa4c9f6
hyperopt: show the best results so far
2018-01-09 12:25:58 +02:00
a48840509b
Hyperopt: use results from previous runs
2018-01-09 12:25:58 +02:00
ca8cab0ce9
Hyperopt to handle SIGINT by saving/reading the trials file
2018-01-09 12:25:58 +02:00
dd2ccea6e5
fix wrong range in stoploss search space
2018-01-08 21:59:46 +02:00
9dd38aebe0
add stoploss to the hyperopt parameters
2018-01-07 21:08:12 -08:00
9c21077dc1
Fix hypeopt issue when no result found
2018-01-07 17:53:21 -08:00
890083ce7f
Merge branch 'develop' into datadir
2018-01-07 10:00:35 +01:00
b3ea0f4ec5
Make readable hyperopt best parameters result
2018-01-06 17:19:48 -08:00
60ed4b9d1e
--datadir <path> argument
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This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
2018-01-06 23:24:35 +01:00
41933c31ca
Merge pull request #315 from kryofly/tests_jan05
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tests cover more backtesting
2018-01-06 09:26:20 +02:00
79fcd0b06c
tests cover more backtesting
2018-01-05 10:44:10 +01:00
421ccb23d3
split load tickerdata function
2018-01-05 10:20:48 +01:00
7fd6d089c0
Fix Backtesting header alignment
2018-01-04 23:14:10 -08:00
90017998fc
Use named argument for backtest()
2018-01-04 22:27:55 -08:00
ea6a1c629d
fixing pep8 compliance
2018-01-03 11:50:30 +01:00
eb53a796e2
pep8 compliance
2018-01-03 11:35:54 +01:00
45f2d01895
- add a profit/loss counter
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- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
c176ace889
Adding sell_profit_only and stoploss in hyperopt
2018-01-03 10:56:18 +01:00
fed3024302
rewrite get_timeframe in backtesting
2018-01-02 21:54:31 +02:00
dc2f048c98
make tuples smaller in backtesting loops
2018-01-02 21:52:47 +02:00
82e9ed2ac2
shorten table title to match table length
2018-01-02 17:53:47 +02:00
ae52880f81
improve backtesting result formatting
2018-01-02 17:39:02 +02:00
0d605d2396
Refactor Optimize tests, and add more unit tests
2017-12-28 22:32:48 -08:00
a36fd00f6a
also print dot when hyperopt eval result is fail
2017-12-28 06:40:11 +02:00
7f44ba6df4
unit tests for optimize.hyperopt
2017-12-28 06:39:56 +02:00
7b0beb0afa
cleanups
2017-12-28 06:36:18 +02:00
de33d69eed
Lint fixes ( #236 )
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* correct docstring
* add type annotation to trade_count_lock
* fix indentations
* allow globals in hyperopt.py
* fix import order
* simplify asserts
* use proper variable name
* simplify condition
* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
9959d53f5e
Logging improvements to Hyperopt ( #235 )
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* make log texts go on new line
* remove unnecessary fields from hyperopt log messages
* shorten log text in hyperopt
* consider making zero trades a failed hyperopt eval
* only log from hyperopt when result improves
* remove unnecessary temp variables
* remove unused result data variables
* remove unused import
* fix an outdated comment
2017-12-25 08:18:34 +01:00
353b0d2d34
balance hyperopt objective to adjusted profit calculations
2017-12-23 19:18:28 +02:00
e644d57dbe
log should state profit is in BTC to avoid confusion
2017-12-23 19:00:49 +02:00
50e7cef5f3
remove commented-out code
2017-12-23 19:00:49 +02:00
1058820e1b
just pass stake_amount instead of the whole config
2017-12-23 19:00:49 +02:00
24bc3a8390
show more digits for profits
2017-12-23 15:11:19 +02:00
5309ea3820
use newline for each log result for readability
2017-12-23 15:11:19 +02:00
a063680d32
calculate log line only if really logging
2017-12-23 15:11:19 +02:00
10cf2ce853
remove unnecessary confusing division
2017-12-23 15:11:19 +02:00
Gerald Lonlas
Jean-Baptiste LE STANG
Janne Sinivirta
Michael Smith
kryofly
Samuel Husso