1585 Commits

Author	SHA1	Message	Date
Matthias	52acacbed5	Check min-trade-stake in backtesting	2021-02-27 09:33:00 +01:00
Matthias	f04f07299c	Improve backtesting metrics	2021-02-27 09:33:00 +01:00
Matthias	7913166453	Improve performance by updating wallets only when necessary	2021-02-27 09:33:00 +01:00
Matthias	f367375e5b	ABS drawdown should show wallet high and low values	2021-02-27 09:33:00 +01:00
Matthias	0d2f877e77	Use absolute drawdown calc	2021-02-27 09:32:59 +01:00
Matthias	74fc4bdab5	Shorten debug log	2021-02-27 09:32:59 +01:00
Matthias	72f21fc5ec	Add trade-volume metric	2021-02-27 09:32:59 +01:00
Matthias	35e6a9ab3a	Backtest-reports should calculate total gains based on starting capital	2021-02-27 09:32:59 +01:00
Matthias	8d61a26382	Allow dynamic stake for backtesting and hyperopt	2021-02-27 09:32:59 +01:00
Matthias	e4abe902fc	Enable compounding for backtesting	2021-02-27 09:32:59 +01:00
Matthias	0faa6f84dc	Improve Wallet logging disabling for backtesting	2021-02-27 09:32:59 +01:00
Matthias	081b9be45c	use get_all_locks to get locks for backtest result	2021-02-27 09:32:59 +01:00
Matthias	712d503e6c	Use sell-reason value in backtesting, not the enum object	2021-02-27 09:32:59 +01:00
Matthias	b5177eadab	Extract close method for exchange	2021-02-27 09:32:59 +01:00
Matthias	4ce4eadc23	remove only ccxt objects when hyperopting	2021-02-27 09:32:59 +01:00
Matthias	9361aa1c95	Add wallets to backtesting	2021-02-27 09:32:59 +01:00
Matthias	11b20d6932	Add config to hyperopt_loss_function documentation	2021-02-17 07:04:29 +01:00
Matthias	eff0d46ea1	Merge pull request #4375 from flomerz/pass_processed_data ... pass data and config to loss function	2021-02-16 20:06:50 +01:00
Matthias	009a447d8a	Adjust documentation for new parameter in loss functions	2021-02-16 19:51:09 +01:00
Florian Merz	3e06cd8b3a	pass data and config to loss function	2021-02-16 10:11:33 +01:00
Florian Reitmeir	5c263c7ffd	add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed	2021-02-14 19:41:12 +01:00
Matthias	e7acee7904	Improve coin value output by rounding coin specific	2021-02-13 16:05:56 +01:00
Matthias	072abde9b7	Introduce round_coin_value to simplify coin rounding	2021-02-13 16:05:35 +01:00
Matthias	c659150d9f	Also print trade_duration in seconds to json	2021-01-25 19:42:34 +01:00
Matthias	62e43539c9	Limit max_open_trades to maximum available pairs ... closes #4008	2021-01-24 19:59:54 +01:00
Matthias	789a980a30	Fix tests for new export format	2021-01-24 19:42:32 +01:00
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	8ee264bc59	Don't use profit_percent for backtesting results anymore	2021-01-24 08:58:41 +01:00
Matthias	48977493bb	Backtesting does not need to convert to BacktestResult object	2021-01-24 08:58:41 +01:00
Matthias	7c80eeea95	Add use_custom_stoploss to optimize_report	2021-01-19 22:51:12 +01:00
Matthias	0b65fe6afe	Capture backtest start / end time	2021-01-14 19:09:25 +01:00
Matthias	9147106259	call bot_loop_start() in backtesting to allow setup-code to run	2021-01-14 19:09:25 +01:00
Matthias	baa1142afa	Use preprocessed to get min/max date in hyperopt	2021-01-14 19:09:21 +01:00
Matthias	9d4cdcad10	Extract backtesting of one strategy	2021-01-14 19:04:42 +01:00
Matthias	f3de0dd3eb	Fix support for protections in hyperopt ... closes #4208	2021-01-14 06:53:40 +01:00
Matthias	63a579dbab	Add sell_profit_offset parameter ... Allows defining positive offsets before enabling the sell signal	2021-01-11 19:30:25 +01:00
Matthias	f11fd2fee1	Sort imports	2020-12-23 17:00:02 +01:00
Matthias	67193bca3d	Move pairlists to be a plugin submodule	2020-12-23 16:54:35 +01:00
Matthias	266031a6be	Disallow PerformanceFilter for backtesting ... closes #4072	2020-12-16 19:24:47 +01:00
Matthias	f047297995	Improve wording, fix bug	2020-12-07 15:48:06 +01:00
Matthias	5849d07497	Export locks as part of backtesting	2020-12-07 11:39:01 +01:00
Matthias	bb51da8297	Fix slow backtest due to protections	2020-12-07 11:39:01 +01:00
Matthias	75a5161650	Support multis-strategy backtests with protections	2020-12-07 11:39:01 +01:00
Matthias	a3f9cd2c26	Only load protections when necessary	2020-12-07 11:39:01 +01:00
Matthias	e2d15f4082	Add parameter to enable protections for backtesting	2020-12-07 11:39:01 +01:00
Matthias	32189d27c8	Disable output from plugins in backtesting	2020-12-07 11:39:01 +01:00
Matthias	9f34aebdaa	Allow closing trades without message	2020-12-07 11:39:01 +01:00
Matthias	b606936eb7	Make changes to backtesting to incorporate protections	2020-12-07 11:39:01 +01:00
Matthias	e40d97e05e	Small formatting improvements	2020-11-28 17:52:29 +01:00
Matthias	5d3f59df90	Add best / worst trade	2020-11-28 17:45:56 +01:00
Matthias	a00f852cf9	Add best / worst pair to summary statistics	2020-11-28 17:37:10 +01:00
Matthias	a47d8dbe56	Small refactor, avoiding duplicate calculation of profits	2020-11-28 11:35:29 +01:00
Matthias	730c9ce471	Add Max_open_trades to summary metrics	2020-11-24 06:57:26 +01:00
Matthias	887d78171c	Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp ... Convert timestamp to int_timestamp for all arrow occurances	2020-11-02 16:40:43 +01:00
Matthias	e73203acb8	FIx bug with dmmp	2020-11-01 10:51:07 +01:00
Matthias	7a092271c5	Merge branch 'develop' into arrow_deprecation_timestamp	2020-10-20 20:01:54 +02:00
Matthias	cf2ae788d7	Convert backtesting rows to Tuples for performance gains	2020-10-18 17:16:57 +02:00
Matthias	5d3a67d324	Don't debug-log during backtesting. ... Even though log-messages are surpressed, calling "debug" will always have to do something.	2020-10-18 16:38:16 +02:00
Matthias	b80a219d03	Improve typehints for backtesting	2020-10-18 16:35:23 +02:00
Matthias	380e6628e0	Merge branch 'develop' into feat/backtest_speedup_serialize	2020-10-18 16:19:04 +02:00
Matthias	2591a34db4	Don't use arrow objects for backtesting	2020-10-18 16:18:52 +02:00
Matthias	ecddaa663b	Convert timestamp to int_timestamp for all arrow occurances	2020-10-13 06:24:01 +02:00
Matthias	23bad8fd9f	Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss	2020-10-10 14:22:29 +02:00
Matthias	23278e52db	remove obsolete logging statements	2020-10-08 20:22:59 +02:00
Matthias	e8f2c09f08	Extract handling of left open trades to seperate method	2020-10-08 20:11:45 +02:00
Matthias	52502193c4	Backtesting should not double-loop for sell signals	2020-10-07 20:59:05 +02:00
Matthias	40b61bbfe3	Adjust trailing-stop to be python compliant	2020-10-05 07:44:12 +02:00
Matthias	cb74c9bcde	Fix hyperopt output	2020-10-03 13:27:06 +02:00
Matthias	6977ffdbf9	Merge branch 'develop' into isort_config	2020-09-28 20:21:55 +02:00
Matthias	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +02:00
Matthias	c42a924df8	Load latest file	2020-09-27 16:50:42 +02:00
Matthias	ff96cf154c	Keep hyperopt result history	2020-09-27 16:33:26 +02:00
Matthias	b736691e0e	Remove hyperopt --continue	2020-09-27 16:18:28 +02:00
Matthias	bb27b236ce	Remove unused arguments	2020-09-26 14:55:12 +02:00
Matthias	ff3e2641ae	generate_backtest_stats must take config options from the strategy ... config as a strategy can override certain options.	2020-09-25 20:47:37 +02:00
Matthias	378f03a5b1	Add relevant parameters to stored backtest result	2020-09-25 06:37:40 +02:00
Matthias	6674285b12	Merge pull request #3756 from allenday/patch-1 ... prettify hyperopt console output	2020-09-19 17:43:05 +02:00
Matthias	f0d7f18cf9	Pad wins / draws / losses for hyperopt with spaces instead of 0's	2020-09-19 17:32:22 +02:00
Matthias	ec01f20bf8	Add ratio to sell reason stats	2020-09-16 20:27:28 +02:00
Allen Day	f63a378967	Update hyperopt.py ... zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print	2020-09-07 23:26:55 +08:00
Matthias	284d39930f	Allow using pairlists through dataprovider in backtesting	2020-08-30 10:07:28 +02:00
Matthias	d8a6410fd1	Fix small bug when using max-open-trades -1 in backtesting	2020-08-23 09:00:57 +02:00
Matthias	3d93236709	Remove unused import	2020-08-21 14:55:47 +02:00
Matthias	301f74fd1b	Merge pull request #3418 from freqtrade/hyperopt_colorama_init ... Test colorama init again (after the fixes done to progressbar)	2020-08-21 14:54:35 +02:00
Matthias	4f1179d85c	Test for empty case	2020-08-20 20:11:58 +02:00
Matthias	f5a9001dc0	Handle backtest results without any trades	2020-08-20 19:51:36 +02:00
Matthias	3d515ed5bf	Merge pull request #3558 from freqtrade/bt_add_maxdrawdown ... Revise backtesting export format, add some metrics	2020-08-19 06:39:47 +02:00
Matthias	9982ad2f36	Add profit to backtest summary output	2020-08-18 16:59:24 +02:00
Matthias	668d167adc	Add docstring to store_backtest_stats	2020-08-18 16:15:24 +02:00
Matthias	4eb17b4daf	Remove unneeded function	2020-08-18 15:20:37 +02:00
Matthias	a6dac9acf3	Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider ... Hyperopt enable dataprovider	2020-08-17 07:00:48 +02:00
Matthias	1f153f51ee	Merge pull request #3660 from freqtrade/hyperopt_default_tests ... Move DefaultHyperopt to tests	2020-08-17 06:49:55 +02:00
Matthias	b98107375e	Improve formatting of result string to be a bit conciser	2020-08-14 07:31:14 +02:00
Matthias	d76ee43246	Show wins / draws / losses in hyperopt table	2020-08-14 07:14:10 +02:00
Matthias	05bd099f51	Merge branch 'develop' into pr/yazeed/3008	2020-08-14 06:58:09 +02:00
Matthias	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +02:00
Matthias	fca41a44bb	Also logg timeframe	2020-08-08 20:20:58 +02:00
Matthias	2afe1d5b11	Add link to full sample	2020-08-08 17:30:31 +02:00
Matthias	dd430455e4	Enable dataprovier for hyperopt	2020-08-08 17:04:32 +02:00
Matthias	8b6d10daf1	Move DefaultHyperopt to test folder (aligned to strategy)	2020-08-06 08:50:41 +02:00
Matthias	aab5596fa6	Convert trade open / close to timestamp ... (to allow uniform analysis of backtest and real trade data - while giving control of date-formatting to the endsystem.	2020-07-27 07:20:40 +02:00
Matthias	977a6d4e9c	Add profit_total to results line	2020-07-26 16:10:48 +02:00
Matthias	454046f745	Add stake_currency and max_opeN_trades to backtest result	2020-07-26 15:55:54 +02:00
Matthias	8d0f338bf2	Timestamps should be in ms	2020-07-26 15:23:21 +02:00
Matthias	9ed5fed887	Fix output format to be of an identical type	2020-07-26 15:17:54 +02:00
Matthias	902e8fa62f	Fix wrong spelling in one subcomponent	2020-07-26 14:39:00 +02:00
Matthias	c1191400a4	Allow 0 fee value by correctly checking for None	2020-07-15 19:20:20 +02:00
Matthias	bdf611352e	Update summary-metrics output	2020-07-14 19:34:01 +02:00
Matthias	1fc4451d2f	Avoid \ linebreak	2020-07-03 20:32:04 +02:00
Matthias	0d15a87af8	Remove old store_backtest method	2020-07-03 20:21:32 +02:00
Matthias	987188e41f	Add avgduration for winners and losers	2020-07-03 19:58:02 +02:00
Matthias	8e0ff4bd86	Add Win / draw / losing days	2020-07-03 19:45:45 +02:00
Matthias	42868ad24a	Add best / worst day to statistics	2020-07-03 19:30:29 +02:00
Matthias	7c5587aeaa	exportfilename can be a file or directory	2020-07-03 06:58:27 +02:00
Matthias	2ed808da1f	Extract .last_result.json to constant	2020-07-03 06:58:27 +02:00
Matthias	59e0ca0aaa	Add pairlist to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	c13ec4a1d4	implement fallback loading for load_backtest_data	2020-07-03 06:58:27 +02:00
Matthias	7727292861	Rename duration to trade_duration	2020-07-03 06:58:27 +02:00
Matthias	f368aabcc7	Add amount to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	6e94734678	Add fee to backtestresult	2020-07-03 06:58:27 +02:00
Matthias	03ab61959b	Add test for generate_backtest_stats	2020-07-03 06:58:27 +02:00
Matthias	075eb0a161	Fix sequence of saving	2020-07-03 06:58:27 +02:00
Matthias	0fa56be9d2	remove openIndex and closeIndex from backtest-report	2020-07-03 06:58:27 +02:00
Matthias	04cbc2cde5	Shorten variable	2020-07-03 06:58:27 +02:00
Matthias	b068e7c564	Rename open_time and close_time to *date	2020-07-03 06:58:27 +02:00
Matthias	415853583b	Save backtest-stats	2020-07-03 06:58:27 +02:00
Matthias	81c8e8677d	use 0 as profit mean, not nan	2020-07-03 06:58:27 +02:00
Matthias	480c5117f1	Handle empty return strings	2020-07-03 06:58:27 +02:00
Matthias	5fce7f3b22	Add market Change ... closes #2524 and #3518	2020-07-03 06:58:27 +02:00
Matthias	cf044d166e	Tests should use new Datetime format too	2020-07-03 06:58:27 +02:00
Matthias	fbddfaeacf	Introduce DatetimePrintFormat	2020-07-03 06:58:27 +02:00
Matthias	cbcf3dbb43	Add more metrics to summarytable	2020-07-03 06:58:27 +02:00
Matthias	6922fbc3aa	Add max_drawdown error handler	2020-07-03 06:58:27 +02:00
Matthias	455b26ea48	Add max drawdown to backtesting	2020-07-03 06:58:27 +02:00
hroff-1902	02c0488d45	Merge pull request #3453 from freqtrade/fix/3363 ... Backtesting should load pairlists after the strategy	2020-06-29 21:53:33 +03:00
Matthias	0b2982caed	Merge branch 'develop' into hyperopt_colorama_init	2020-06-16 10:16:41 +02:00
Matthias	761407f74d	Merge pull request #3430 from freqtrade/timeframe ... ticker_interval -> timeframe	2020-06-15 13:47:26 +02:00
Matthias	a3506f4d8e	Merge branch 'develop' into timeframe	2020-06-15 06:35:55 +02:00
Matthias	d337fb6c6a	Update some comments	2020-06-15 06:35:31 +02:00
hroff-1902	ea77edce05	Make flake happy	2020-06-13 18:54:54 +03:00
hroff-1902	3d9b107761	Changes after review	2020-06-13 17:12:37 +03:00
Felipe Lambert	69ac5c1ac7	change hyperopt return to better copy to strategy file	2020-06-10 14:35:31 -03:00
Matthias	72ae4b1500	Load pairlist after strategy to use strategy-config ... fail in certain conditions when using strategy-list Fix #3363	2020-06-07 16:15:26 +02:00
Matthias	a75b94f143	use bracket notation for dataframe access	2020-06-07 15:40:00 +02:00
Matthias	68395d2745	Use bracket notation to query results in hyperopt	2020-06-07 15:39:59 +02:00
Matthias	04779411f5	Add docstring to backtest_stats	2020-06-07 15:39:59 +02:00
Matthias	070913f327	Rename text_table generation	2020-06-07 11:35:02 +02:00
Matthias	499c6772d1	Rename tabulate methods ... they don't "generate" anything	2020-06-07 11:31:33 +02:00
Matthias	a6f6724752	Reorder functions in optimize_report	2020-06-07 11:29:14 +02:00
hroff-1902	64881a94e2	Merge branch 'develop' into timeframe	2020-06-02 15:56:34 +03:00
Matthias	a8005819c9	Add class-level attributes to hyperopt and strategy	2020-06-02 10:19:27 +02:00
Matthias	f9bb1a7f22	Update more occurances of ticker_interval	2020-06-02 10:02:55 +02:00
Matthias	3e895ae74a	Some more replacements of ticker_interval	2020-06-02 09:41:42 +02:00
Matthias	cadc50ce9b	Replace more occurances of ticker_interval with timeframe	2020-06-01 20:49:40 +02:00
Matthias	d9afef8fe1	Move colorama_init to where it was	2020-06-01 09:37:10 +02:00
Matthias	ffa93377b4	Test colorama init again (after the fixes done to progressbar)	2020-06-01 09:34:03 +02:00
Matthias	091693308a	Correctly call show_backtest_results	2020-06-01 09:25:26 +02:00
Matthias	ceaf32d304	Extract backtesting report generation from show_backtest_Results	2020-06-01 09:24:05 +02:00
Matthias	f202e09b10	Extract conversion to trades list to it's own function	2020-06-01 08:57:31 +02:00
Matthias	18a5787a2c	Reorder typing imports ... Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>	2020-05-27 19:17:15 +02:00
Matthias	abf79e4ab4	Use temporary variable to clean up code	2020-05-25 20:47:48 +02:00
Matthias	6a9a8f927e	Rename some methods, improve some testing	2020-05-25 20:46:31 +02:00
Matthias	462c35cf75	Move stats generation to the top	2020-05-25 20:22:22 +02:00
Matthias	027ea64d48	Fix docstrings, extract strategy-list results	2020-05-25 19:55:02 +02:00
Matthias	db257e9f7f	Rename method to be public	2020-05-25 19:50:23 +02:00
Matthias	18a2dad684	Extract data generation from generate_text_table	2020-05-25 19:35:32 +02:00
Matthias	0917b17efd	Refactor result_line to return dict	2020-05-25 19:21:01 +02:00
Matthias	876a9e4f44	finish refactor of sell_reason table	2020-05-25 07:08:15 +02:00
Matthias	d17300fd84	Refactor sell reason stats to return a dict	2020-05-25 07:02:24 +02:00
Matthias	9d1ad70bb7	Split optimize generation from printing	2020-05-25 06:44:51 +02:00
Florian Merz	889a153731	fix PEP8	2020-05-03 17:29:56 +02:00
Florian Merz	690bb7646a	hyperopt csv export - add params	2020-05-03 17:00:12 +02:00
Matthias	509f38d3aa	Use non-deprectated parameter for progressbar	2020-05-01 17:59:24 +02:00
hroff-1902	726e52aaa7	Use skopt model_queue_size instead of custom hack	2020-04-29 10:49:25 +03:00
hroff-1902	c26835048c	Hyperopt cleanup, do not use 'trials'	2020-04-28 22:56:19 +03:00
hroff-1902	a01ed170f5	Improve hyperopt-list logging	2020-04-28 17:33:07 +03:00
hroff-1902	9ebc997e9d	Merge pull request #3215 from freqtrade/backtest_use_pairlists ... Backtest use pairlists	2020-04-27 13:34:06 +03:00
Matthias	fb8a85da01	Disallow VolumePairList from backtesting for now	2020-04-27 07:56:17 +02:00
Matthias	e8530c36d3	Remove pairlists from hyperopt too (it holds a reference to exchange)	2020-04-25 15:46:20 +02:00
Matthias	8987859044	Enable pairlist parsing for backtesting and hyperopt	2020-04-25 15:37:13 +02:00
hroff-1902	d9f255a6c0	Fix asterisk printing for csv output	2020-04-25 12:49:14 +03:00
Yazeed Al Oyoun	c9711678fd	fixed indent	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	181b12b3a8	added wins/draws/losses	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	6147498fd4	fixed indent	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	2fb3d94938	added wins/draws/losses	2020-04-25 11:31:51 +02:00
hroff-1902	2d994f6feb	Better printing of asterisk	2020-04-24 21:57:29 +03:00
hroff-1902	6e5f0869b3	Remove another unused method	2020-04-24 18:39:08 +03:00
hroff-1902	5c012d79eb	Remove unused method	2020-04-24 18:14:07 +03:00
Matthias	d36e2cf6ab	Fix random test failure in hyperopt	2020-04-16 07:06:47 +02:00
hroff-1902	8b6a7e685e	Merge pull request #3133 from freqtrade/backtesting_filenameexpanding ... [minor] Fix filename handling with --strategy-list	2020-04-15 12:02:19 +03:00
hroff-1902	4d80f52db4	Merge pull request #3134 from freqtrade/backtesting_memory ... Backtesting memory and dataframe	2020-04-13 23:08:45 +03:00
Fredrik81	2c1c1c7f16	Update freqtrade/optimize/hyperopt.py ... nice find Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-04-11 17:42:32 +02:00
Fredrik81	d9e54ab7a4	Update freqtrade/optimize/hyperopt.py ... nice find Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-04-11 17:42:19 +02:00
Fredrik81	4707484a4c	Fix issue with colring enabled + styling	2020-04-09 11:42:13 +02:00
Fredrik81	cdc774549e	Merge branch 'develop' into progress-bar	2020-04-08 01:56:43 +02:00
Fredrik81	132f5f73f5	Update hyperopt.py	2020-04-07 10:44:18 +02:00
Fredrik81	c95906cfcf	Update hyperopt.py	2020-04-07 10:42:15 +02:00
Fredrik81	d5609d4997	Changed back to progressbar2 for better handling of logger. ... Coloring still needs some work (bug + what colors to use)	2020-04-06 13:12:32 +02:00
Matthias	de47186263	Use .loc for assignments	2020-04-02 19:31:48 +02:00
Matthias	cf6e6488c7	Fix filename handling with --strategy-list	2020-04-02 17:29:18 +02:00
Matthias	3d4664c2a6	Remove unnecessary import	2020-03-15 15:40:12 +01:00
Matthias	e1b08ad76c	Add docstring to store_backtest_result	2020-03-15 15:38:26 +01:00
Matthias	e95665ceca	Make backtestresult storing independent from printing	2020-03-15 15:36:23 +01:00
Matthias	a13d581658	Move backtest-result visualization out of backtesting class	2020-03-15 15:17:53 +01:00
Matthias	6106d59e1a	Move store_backtest_results to optimize_reports	2020-03-15 15:17:35 +01:00
Matthias	328dbd3930	Remove unnecessary parameter to generate_text_table_sell_reason	2020-03-15 15:04:48 +01:00
Matthias	0f1640bed4	convert exportfilename to Path when config parsing	2020-03-15 09:39:45 +01:00
hroff-1902	51f52c8609	Merge branch 'develop' into no-ticker-2	2020-03-13 16:43:52 +03:00
hroff-1902	a7ed51c642	return back the name of the hyperopt data file	2020-03-13 04:04:23 +03:00
hroff-1902	ebb0187f40	dataframe -> df_analyzed in backtesting and edge	2020-03-13 03:54:56 +03:00
Fredrik81	5737139979	Small fix	2020-03-12 16:47:09 +01:00
Fredrik81	1a59fc11be	doh	2020-03-12 02:36:18 +01:00
Fredrik81	df1ae565dc	clean-up	2020-03-12 02:26:41 +01:00
Fredrik81	9387ed923c	fix for empty lines	2020-03-12 02:07:50 +01:00
Fredrik81	81cbb92556	Switch to TQDM	2020-03-11 22:30:36 +01:00
Fredrik81	3a8b68c0fd	Initial work on progressbar	2020-03-10 20:30:36 +01:00
hroff-1902	73c19da4b9	Adjust handling of zero stdev in loss functions	2020-03-10 13:44:16 +03:00
hroff-1902	f148b5f734	cosmetics in lambdas	2020-03-10 10:38:37 +03:00
Fredrik81	bd158eefd2	Fixed loggin	2020-03-10 03:02:52 +01:00
Fredrik81	2f5fc731bb	Removed overwrite option	2020-03-09 18:53:30 +01:00
Fredrik81	cb419614cd	Spelling miss	2020-03-08 23:00:21 +01:00
Fredrik81	4ad93ed6bb	Changed output for null columns	2020-03-08 22:41:05 +01:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Fredrik81	7606d814fa	Initial work on csv-file export. Missing docs and tests	2020-03-05 01:58:33 +01:00
hroff-1902	57523d58df	Merge pull request #2994 from Fredrik81/hyperopt-table ... Added dynamic print table function to hyperopt	2020-03-04 23:44:53 +03:00
Fredrik81	090d1e8a70	Alignment and cleanups	2020-03-04 20:51:09 +01:00
Fredrik81	7652a2bb95	Updated table layout and aligning better for hyperopt	2020-03-04 00:10:47 +01:00
Fredrik81	399c419163	Changed table formating. Adding some code to align hyperopt table generation. WIP	2020-03-03 01:14:56 +01:00
hroff-1902	82bdd01843	Merge pull request #3003 from Fredrik81/cores-and-arguments ... Hyperopt: fix number of CPU cores, jobs and total epochs	2020-03-03 02:12:21 +03:00
hroff-1902	52cd5f9127	Better use enumerate: more correct and more pythonic	2020-03-03 01:42:25 +03:00
hroff-1902	45c9496792	Do not run optimizer for 'jobs' epochs for the last iteration	2020-03-03 01:33:11 +03:00
hroff-1902	a7d4755859	optimize calculation of current_jobs	2020-03-03 01:20:14 +03:00
hroff-1902	92425642da	Fix config_jobs	2020-03-03 01:00:24 +03:00
Fredrik81	0e4862b0c8	Added logging if argument is miss-configured	2020-03-02 22:58:54 +01:00
Fredrik81	7713cfeb79	Corrected logic for -j + and - argument	2020-03-02 21:02:32 +01:00
Fredrik81	f08c7eedf1	Changed jobs to be dynamic for last loop	2020-03-01 14:35:13 +01:00
Fredrik81	75b4f1a442	Fix alignment of higher values	2020-03-01 14:12:27 +01:00
Fredrik81	e89fd33229	Fix for more arguments	2020-02-29 23:57:15 +01:00
Fredrik81	7a4edb1cd8	Fix: When total epochs is less than cpu cores	2020-02-29 23:41:59 +01:00
Fredrik81	23ae0653bd	Changed table output to match hyperopt-list command	2020-02-29 23:24:08 +01:00
hroff-1902	0528af1700	Merge pull request #2879 from freqtrade/sortino_hyperopt_loss ... Sortino hyperopt loss	2020-02-29 11:36:27 +03:00
Fredrik81	349aa2f957	Added dynamic print table function to hyperopt	2020-02-28 21:54:04 +01:00
hroff-1902	bee8e92f02	Final changes, use sqrt i.o. statistics.pstdev	2020-02-28 23:50:25 +03:00
Fredrik81	55d471190a	Changed table style of backtesting and alignment of headers	2020-02-27 13:28:28 +01:00
hroff-1902	893d9cde8d	Merge pull request #2943 from Fredrik81/add-print-table ... Added function to print hyperopt-list as table using tabulate	2020-02-27 05:22:41 +03:00
Fredrik81	cd7efde6c0	Fixed coloring so it's only targeting the values not the table borders	2020-02-24 22:06:21 +01:00
Fredrik81	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
Yazeed Al Oyoun	3fb6818bd8	Merge branch 'develop' into sortino_hyperopt_loss	2020-02-19 02:37:25 +01:00
Fredrik Rydin	2058b492eb	Added function to print hyperopt-list as table using tabulate	2020-02-18 22:46:53 +01:00
Matthias	6335d81ceb	Merge branch 'develop' into data_handler	2020-02-16 15:12:14 +01:00
hroff-1902	674898bd32	Fix usage of vars in the commented out line	2020-02-16 15:26:40 +03:00
hroff-1902	42dfda9231	Adjust docstring	2020-02-16 13:46:07 +03:00
hroff-1902	fbe5cc44da	Use statistics.pstdev	2020-02-16 13:43:23 +03:00
hroff-1902	1e84b2770c	Fix values of downside_returns	2020-02-16 04:10:53 +03:00
hroff-1902	161dd1a3e6	Rename risk_free_return to minumum_accepted_return	2020-02-16 03:55:16 +03:00
hroff-1902	b2328cdf4f	Do not subtract risk_free_ratio twice	2020-02-13 07:07:35 +03:00
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 ... 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 ... 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 ... [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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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
Matthias	132a4da7cf	Small style fixes and adjusted tests	2019-10-27 10:56:38 +01:00
Matthias	33164ac78e	Refactor loading of bt data to backtesting ...	2019-10-27 09:44:56 +01:00
Matthias	bd4a23beeb	Refactor start-adjust logic to timerange	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	9c7696a8ce	Add required_startup to backtesting	2019-10-27 09:44:56 +01:00
hroff-1902	4ec83a2c24	DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct	2019-10-18 23:29:19 +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	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
Matthias	0664a8c0e6	add --fee to change fees to other values	2019-10-05 15:29:00 +02:00
hroff-1902	9b23376415	Move experimental settings to ask_strategy	2019-10-05 13:29:59 +03:00
Matthias	7ea9da9605	Fix #2277	2019-10-05 10:54:28 +02:00
Matthias	dc47a391da	Move ignore to corrct line for mypy 730	2019-09-30 19:32:46 +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
hroff-1902	4ac53f1549	Shorten the default hyperopt stoploss space	2019-09-28 04:13:53 +03:00
hroff-1902	9db915853a	Allow use of config in custom hyperopt methods	2019-09-26 11:59:21 +03:00
Matthias	5237723f22	Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install ... Optional hyperopt dependency installation	2019-09-26 09:42:16 +02:00
Matthias	b994f5c273	Merge pull request #2294 from hroff-1902/fix-skopt-memory3 ... Fix skopt memory exhaustion	2019-09-25 19:55:27 +02:00
Matthias	27cc73f47e	Dynamically import hyperopt modules	2019-09-25 11:40:34 +02:00
hroff-1902	665e0570ae	Fix hyperopt position stacking	2019-09-25 03:41:22 +03:00
hroff-1902	6ffb8b7a70	Fix wordings in comment	2019-09-23 13:25:31 +03:00
hroff-1902	0c6164df7e	Fix memory exhaustion in skopt models list	2019-09-23 13:03:43 +03:00
Matthias	313091eb1c	some more refresh_pairs cleanups	2019-09-20 20:22:51 +02:00
Matthias	1cd8ed0c1a	Remove --refresh-pairs	2019-09-20 20:02:07 +02:00
hroff-1902	69f29e8907	minor: Cleanup for backtesting	2019-09-18 22:57:17 +03:00
hroff-1902	5cbc073dd1	minor: Cleanup hyperopt	2019-09-16 21:46:15 +03:00
hroff-1902	76e45883bd	Merge pull request #2253 from hroff-1902/backtesting-improve-logs ... Improve logs for backtesting	2019-09-14 11:23:46 +03:00
Matthias	e6ccc1427c	have Arguments return a dict instead of Namespace	2019-09-12 20:16:39 +02:00
hroff-1902	849d694c27	Don't inherit from object	2019-09-12 04:39:52 +03:00
hroff-1902	9bdfaf3803	Remove quotes around the pairs	2019-09-11 23:32:08 +03:00
hroff-1902	35580b135a	Improve backtesting logs	2019-09-10 10:42:45 +03:00
hroff-1902	3d028f512e	Merge pull request #2235 from hroff-1902/eliminate_import_strategy ... Allow --strategy for hyperopt	2019-09-08 12:23:48 +03:00
hroff-1902	2b00a5d90a	Get rid of import_strategy()	2019-09-08 02:43:02 +03:00
Matthias	972b8a1726	Remove defaulting to test_data folder when no datadir is present	2019-09-07 21:06:20 +02:00
hroff-1902	2e49125e87	Merge branch 'develop' into hyperopt-simplified-interface	2019-09-06 15:11:06 +03:00
Matthias	7af445adf3	Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space ... Hyperopt: adaptive roi_space	2019-09-06 06:26:52 +02:00
hroff-1902	9a6a89c238	allow simplified hyperopt interface	2019-09-03 19:54:28 +03:00
hroff-1902	d9c2b7d460	fix fetching ticker_interval from strategy	2019-08-26 22:31:24 +03:00
hroff-1902	bfc68ec792	minor cleanup in Backtesting	2019-08-25 23:36:42 +03:00
Matthias	513e84880e	Don't escape ticks where it's not needed	2019-08-25 20:38:51 +02:00
hroff-1902	067208bc9d	make backtesting an attribute of Hyperopt	2019-08-24 00:10:35 +03:00
Matthias	91b0394433	Merge pull request #2156 from freqtrade/remove_live ... Remove deprecated option live - deprecate -r	2019-08-22 15:33:39 +02:00
Matthias	aaeeb9c0c6	Merge branch 'develop' into align_userdata	2019-08-21 19:41:10 +02:00
hroff-1902	fcb0ff1b60	do not round values in the debug message	2019-08-20 23:42:44 +03:00
hroff-1902	17b3f01b28	Merge branch 'develop' into hyperopt-adaptive-roi-space	2019-08-20 23:00:23 +03:00
hroff-1902	cadf573170	round printed stoploss value as well	2019-08-20 22:24:59 +03:00
hroff-1902	a12876da92	fine printing for floats in the roi tables (round to 5 digits after the decimal point)	2019-08-20 22:17:21 +03:00
Matthias	9e24992835	Remove calls to load_data using live=	2019-08-20 07:00:43 +02:00
Matthias	9e8ca8d4bf	Merge pull request #2138 from freqtrade/history_docstrings ... Refactorings to history	2019-08-20 06:35:54 +02:00
Matthias	0a478bc0dc	Merge branch 'develop' into align_userdata	2019-08-18 15:00:12 +02:00
Matthias	09286d4918	file_dump_json accepts Path - so we should feed it that	2019-08-16 13:04:48 +02:00
hroff-1902	e525275d10	make flake and mypy happy	2019-08-15 23:13:46 +03:00
hroff-1902	4fa92ec0fa	hyperopt: --print-json option added	2019-08-15 21:39:04 +03:00
hroff-1902	5b9711c002	adaptive roi_space	2019-08-14 13:25:49 +03:00
Matthias	51c3a31bb5	Correct imports and calls to parse_timerange	2019-08-14 10:07:32 +02:00
Matthias	c0784b7c33	Merge pull request #2089 from hroff-1902/hyperopt-print-colorized ... Hyperopt print colorized results	2019-08-13 19:36:06 +02:00
hroff-1902	8f92912852	final colorization schema ... colorization schema-2: red, green, bright/dim colorization schema-3: red, green, bright only green bests colorization schema-4: no red, green for profit, bright for bests	2019-08-12 21:08:52 +03:00
hroff-1902	e5dcd520ba	cosmetics in sample_hyperopt and default_hyperopt	2019-08-12 02:19:50 +03:00
Matthias	2c5a499a8b	Merge branch 'develop' into align_userdata	2019-08-10 20:15:07 +02:00
Matthias	74e583a612	Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss ... Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation	2019-08-10 15:49:52 +02:00
hroff-1902	ae39f6fba5	use of termcolor eliminated	2019-08-09 14:51:03 +03:00
Cedric Schmeits	8ad5afd3a1	As -sharp_ratio is returned the value should be nagative. ... This leads in a high positive result of the loss function, as it is a minimal optimizer	2019-08-08 22:10:51 +02:00
hroff-1902	0d4a2c6c3a	advanced sample hyperopt added; changes to helpstrings	2019-08-08 22:51:37 +03:00
Matthias	3d3b0938e5	Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset ... Backtest ticker interval unset	2019-08-07 14:20:36 +02:00
Matthias	7e91a0f4a8	Fail gracefully if ticker-interval is not set	2019-08-06 06:45:44 +02:00
Matthias	bc2e920ae2	Adjust code to verify "current" candle for buy/sells	2019-08-05 20:07:29 +02:00
hroff-1902	c6444a10a8	move roi_space, stoploss_space, generate_roi_table to IHyperOpt	2019-08-05 18:07:25 +03:00
Matthias	383b24ab84	Merge branch 'develop' into align_userdata	2019-08-05 06:55:51 +02:00
hroff-1902	9cbab35de0	colorization by means of termcolor and colorama	2019-08-04 22:54:19 +03:00
hroff-1902	f200f52a16	hyperopt print colorized results	2019-08-03 19:09:42 +03:00
hroff-1902	13620df717	'with values:' line removed	2019-08-03 11:05:05 +03:00
hroff-1902	3b65c986ee	wordings fixed	2019-08-03 10:20:20 +03:00
hroff-1902	aa8f44f68c	improvements to hyperopt output	2019-08-02 22:22:58 +03:00
Matthias	39e8e507d9	Merge branch 'develop' into align_userdata	2019-08-02 20:08:26 +02:00
hroff-1902	065ebd39ef	cleanup in hyperopt	2019-08-01 23:57:26 +03:00
Matthias	bcccdda7c0	Merge branch 'develop' into align_userdata	2019-08-01 19:33:45 +02:00
Matthias	8cef567abc	create and use hyperopt-results folder	2019-07-31 07:10:17 +02:00
hroff-1902	8f1f416a52	hyperopt cleanup and output improvements	2019-07-30 11:47:28 +03:00
Matthias	2c7a248307	Use user_data_dir in hyperopt	2019-07-28 14:57:05 +02:00
Matthias	0a253d66d0	Remove os.path from hyperopt	2019-07-28 14:57:05 +02:00
hroff-1902	e9b77298a7	max() removed	2019-07-25 08:17:41 +03:00
hroff-1902	0c2c094db6	minor: add OnlyProfitHyperOptLoss	2019-07-23 18:51:24 +03:00
Matthias	639a4d5cf7	Allow importing interface from hyperopt.py	2019-07-17 07:15:43 +02:00
Matthias	0e500de1a0	Add sample loss and improve docstring	2019-07-17 06:32:24 +02:00
Matthias	8ccfc0f316	Remove unused variables	2019-07-17 06:24:40 +02:00
Matthias	ec49b22af3	Add sharpe ratio hyperopt loss	2019-07-16 06:45:13 +02:00
Matthias	d23179e25c	Update hyperopt-loss to use resolver	2019-07-16 06:27:43 +02:00
Matthias	7d62bb8c53	Revert --clean argument to --continue	2019-07-16 05:51:26 +02:00
Matthias	07a1c48e8c	Fix wrong intendation for custom-hyperopt check	2019-07-15 23:14:07 +02:00
Matthias	7be25313a5	Add some mypy ignores	2019-07-15 22:59:28 +02:00
Matthias	55e8092cbf	Add sharpe ratio as loss function	2019-07-15 22:52:33 +02:00
Matthias	e5170582de	Adapt tests to new loss-function method	2019-07-15 22:45:14 +02:00
Matthias	710443d200	Add documentation for custom hyperopt	2019-07-15 21:38:49 +02:00
Matthias	2a20423be6	Allow loading custom hyperopt loss functions	2019-07-15 21:35:42 +02:00
Matthias	2fedae6060	Move unnecessary things out of generate_optimizer	2019-07-15 20:31:55 +02:00
Matthias	b1b4048f97	Add test for hyperopt	2019-07-15 20:28:02 +02:00
Matthias	107f00ff8f	Add hyperopt option to clean temporary pickle files	2019-07-15 20:17:15 +02:00
Matthias	5144e98a82	Merge pull request #2015 from hroff-1902/refactor/config2 ... Make configuration a module	2019-07-15 19:41:57 +02:00
Matthias	cbe25178d7	Merge pull request #2009 from hroff-1902/fix-2008 ... fix #2008	2019-07-15 10:55:33 +02:00
hroff-1902	65f77306d3	using logger.debug, info was too noisy	2019-07-14 21:00:48 +03:00
hroff-1902	efbc7cccb1	enable --dmmp for hyperopt	2019-07-14 20:56:17 +03:00
hroff-1902	1bdffcc73b	make configuration a sep. module, including arguments	2019-07-12 00:49:23 +03:00
hroff-1902	e993e010f4	Fix #2013	2019-07-11 23:02:57 +03:00
hroff-1902	c474e2ac86	fix #2008	2019-07-10 01:53:40 +03:00
Matthias	700bc087d3	Merge pull request #1952 from hroff-1902/fix/1948 ... Fix #1948	2019-06-27 19:36:06 +02:00
hroff-1902	e5a8030dd7	comment added	2019-06-27 16:42:10 +03:00
Matthias	a07653a6cc	Merge branch 'develop' into fix/validate_dataframe	2019-06-24 06:21:08 +02:00
hroff-1902	7fbdf36c64	avoid code duplication while selecting min_roi entries	2019-06-23 19:23:51 +03:00
Matthias	4cbcb5f36f	Move .title to ExchangeResolver (it does not make sense to do this over ... and over again)	2019-06-22 16:52:14 +02:00
Matthias	7a0d86660e	Mypy type errors	2019-06-21 07:10:30 +02:00
hroff-1902	813c008af2	setup_configuration() cleanup	2019-06-16 21:37:43 +03:00
Matthias	89ff614e1d	Add pair as parameter, and warn when fillup was necessary	2019-06-15 13:46:19 +02:00
Matthias	55079831a1	Don't explicitly validate backtest data (it's done while loading now).	2019-06-15 13:45:50 +02:00
Misagh	ad9dc349e4	edge cli should override stake_amount	2019-06-15 12:20:32 +02:00
Matthias	1afe6c1437	Don't run validation per strategy, it's only eneded once	2019-06-14 19:37:54 +02:00
Matthias	4dc3a0ca1d	Small cleanup to reduce dict lookups during backtesting/hyperopt	2019-06-10 16:20:19 +02:00
hroff-1902	90b0f1daa8	minor optimize cleanup	2019-06-10 02:08:54 +03:00
Matthias	c2f6897d8b	Move download of live data to load_data ... Avoids code duplication in backtesting and plot_dataframe	2019-05-29 20:20:20 +02:00
Matthias	55bdd26439	Edgecli -> Edge for Runmode and start_edge()	2019-05-28 19:25:01 +02:00
Matthias	104f1212e6	Move edge_cli_start to optimize	2019-05-25 20:06:15 +02:00
Matthias	236c392d28	Don't load hyperopts / optimize dependency tree if that module is not ... used	2019-05-25 20:00:31 +02:00
Matthias	b38c43141c	Adjust imports to new location	2019-05-25 16:53:35 +02:00
Matthias	9225cdea8a	Move validate_backtest_data and get_timeframe to histoyr	2019-05-25 16:51:52 +02:00
hroff-1902	c3e93e7593	fix reduce() TypeError in hyperopts	2019-05-24 23:08:56 +03:00
hroff-1902	406e266bb4	typo in comment fixed	2019-05-22 14:34:35 +03:00
hroff-1902	2c9a519c5e	edge: handle properly the 'No trades' case	2019-05-22 14:21:36 +03:00
hroff-1902	8b95e12468	log message adjusted in backtesting and hyperopt	2019-05-15 12:05:35 +03:00
hroff-1902	5677c4882e	minor: add ticker data validation; log backtesting interval	2019-05-13 23:56:59 +03:00
hroff-1902	00b4501c59	avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed	2019-05-12 21:14:00 +03:00
hroff-1902	0f43e0bb7d	minor hyperopt output improvements	2019-05-10 10:54:44 +03:00
hroff-1902	e7b81e4d46	hyperopt --min-trades parameter	2019-05-01 15:27:58 +03:00
hroff-1902	ea44bbff9f	prevent hyperopt from running simultaneously	2019-04-25 11:11:04 +03:00
Matthias	bf56e25404	Merge pull request #1746 from hroff-1902/json-defaults ... Support for defaults in json schema	2019-04-24 12:20:39 +02:00
Matthias	d16ccd7e37	Merge branch 'develop' into json-defaults	2019-04-24 09:51:04 +02:00
hroff-1902	6a0f527e0e	merge --job-workers and commit printing debug log messages with the opt state	2019-04-24 10:35:04 +03:00
hroff-1902	2898067318	Merge branch 'develop' into hyperopt-jobs	2019-04-24 10:31:03 +03:00
hroff-1902	fc4ef2b430	Merge branch 'develop' into hyperopt-opt-params	2019-04-23 21:58:27 +03:00
hroff-1902	e3b0474901	Merge branch 'develop' into hyperopt-jobs	2019-04-23 21:34:38 +03:00
hroff-1902	cc9f899cd6	removed explicit dependency on multiprocessing module	2019-04-23 21:25:36 +03:00
hroff-1902	a022b1a6c1	--random-state for optimzer to get reproducible results added	2019-04-23 21:18:52 +03:00
Matthias	4971b9fc39	Merge pull request #1793 from hroff-1902/hyperopt-debug-state ... hyperopt: print optimizer state in debug log messages	2019-04-23 20:11:04 +02:00
hroff-1902	3e3fce5f38	print optimizer state in debug log messages	2019-04-23 09:49:24 +03:00
hroff-1902	7c8e26c717	-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt ... docs refreshed	2019-04-23 00:52:07 +03:00
hroff-1902	ad85ac3dde	make --refresh-pairs-cached common option for optimization; added support for it into hyperopt	2019-04-22 21:24:45 +03:00
hroff-1902	6b87d94bb0	--print-all command line option added for hyperopt	2019-04-22 01:10:01 +03:00
hroff-1902	9fbe573cca	limit usage of ccxt to freqtrade/exchange only	2019-04-09 12:27:35 +03:00
hroff-1902	4559a38172	PoC: use defaults in json schema for some exchange options	2019-04-08 04:42:28 +03:00
hroff-1902	8cb1024ff6	Merge branch 'develop' into ccxt-parse_timeframe	2019-04-05 23:16:27 +03:00
Misagh	9dc2a30793	Merge pull request #1683 from gianlup/fix_bt_partial_data ... Fix backtest problem with partial data	2019-04-05 07:28:57 +02:00
Matthias	7010c835d2	Improve commentign	2019-04-04 20:23:10 +02:00
hroff-1902	2aa1b43f01	get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead	2019-04-04 20:56:40 +03:00
Matthias	32cbb714f9	Improve commenting on backtsting and backtest_multi_tst	2019-04-04 19:44:03 +02:00
Matthias	0307ba7883	Remove one branch - python does lazy evaluation	2019-04-03 20:04:04 +02:00
Matthias	e085fd9e95	Disable dataprovider from hyperopt. ... Dataprovider uses weak links to initialize, which cannot be pickled, and therefore cannot be used during hyperopt.	2019-03-25 19:49:58 +01:00
Matthias	0ae81d4115	Provide dataprovider access during backtesting	2019-03-25 19:26:51 +01:00
Matthias	00e6749d8b	Refactor backtest() to be a bit more concise	2019-03-23 15:00:07 +01:00
Gianluca Puglia	6b89e86a97	Removed Timestamp cast	2019-03-20 19:44:59 +01:00
Gianluca Puglia	0eff324ce0	Use dedicated index for every pair	2019-03-20 18:38:10 +01:00
Matthias	e67ffd2d87	Fix issue that backtest is broken when stoploss_on_exchange is on	2019-03-06 19:55:34 +01:00
Matthias	02d13645b0	Merge branch 'develop' into feat/dataprovider	2019-01-26 19:29:41 +01:00
Matthias	3afe54790e	Merge pull request #1510 from gianlup/add_totprofit_to_bt ... Added total profit column to backtest result	2019-01-25 06:38:39 +01:00
Matthias	d136cac181	Merge branch 'develop' into feat/dataprovider	2019-01-23 21:01:19 +01:00
Gianluca Puglia	896c9d34fd	Added total profit column do backtest result	2019-01-22 22:41:53 +01:00
Matthias	13e2f71d30	Add flake8 plugins and implement small improvements	2019-01-22 20:01:12 +01:00
Matthias	0aa0b1d4fe	Store tickers by pair / ticker_interval	2019-01-22 07:07:15 +01:00
Matthias	a206777fe5	Rename refresh_tickers to refresh_latest_ohlcv	2019-01-22 07:05:09 +01:00
Matthias	1340b71633	Add RunMode setting to determine bot state	2019-01-22 07:04:19 +01:00
Matthias	a2c01916e1	Add type-ignores to floatfmt ... tabulate supports this: 30554300d7/tabulate.py (tabulate.py-1291):1294	2019-01-17 20:28:21 +01:00
Matthias	cd2bccd441	Have backtest use the same logic to get the ROI entry	2019-01-12 13:45:43 +01:00
Matthias	40b1d8f067	Fix CI problems	2019-01-06 14:57:14 +01:00
Matthias	dd2af86a41	pprint results	2019-01-06 14:47:38 +01:00
Matthias	167088827a	include default buy/sell trends for the hyperopt strategy	2019-01-06 14:13:15 +01:00
Matthias	a0df7b9d7c	Use sell/buy trends from hyperopt file if available	2019-01-06 14:12:55 +01:00
Matthias	2147bd8847	Fix problem when no experimental dict is available	2019-01-06 13:29:14 +01:00
Matthias	798ae460d8	Add check if trigger is in parameters	2019-01-06 13:29:14 +01:00
Matthias	68ba1e1f37	Add sell signal hyperopt	2019-01-06 13:29:14 +01:00
Misagh	26a77e193e	Merge pull request #1454 from freqtrade/feat/interpolate_missing ... interpolate missing candles	2019-01-04 22:33:53 +01:00
Matthias	2bc76771bf	Align backtest to interface.py ... interface.py roi calculation skips on <= duration the correct selection is therefore trade_duration > x.	2019-01-01 16:50:10 +01:00
Matthias	fae875f588	Implement missing_data_fillup to tests and operations	2018-12-31 19:15:49 +01:00
Matthias	8b9cc45f41	move test for data completeness ... should be done before analyzing strategy	2018-12-31 15:09:50 +01:00
Matthias	429f846ad1	Switch load_data to kwargs	2018-12-15 20:31:05 +01:00
Matthias	6c02cc5993	Adjust test to pathlib	2018-12-15 14:14:38 +01:00
Matthias	21aba1620c	Replace calls to load_data	2018-12-15 14:10:33 +01:00
Matthias	407139b0e0	remove unused imports	2018-12-14 06:32:49 +01:00
Matthias	432cc00283	Adjust imports to data.history	2018-12-14 06:32:49 +01:00
Matthias	1a3fcd4771	extract data-handling methods from optimize	2018-12-14 06:32:49 +01:00
Matthias	04c330f10b	Merge pull request #1404 from freqtrade/feat/pass_df ... keep DF instead of list	2018-12-13 20:14:32 +01:00
Matthias	7e3955b04c	Fix edge-cli comments (refer to edge, not backtest	2018-12-12 20:04:14 +01:00
Matthias	7a533de1a8	Use list ticker history for backtesting	2018-12-12 19:17:09 +01:00
Matthias	3ac2106a16	Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen ... fix backtesting not respecting max_open_trades	2018-11-30 19:17:09 +01:00
Matthias	cc7b820978	Move hyperoptresolver to resolvers package	2018-11-24 20:14:08 +01:00
Matthias	21a093bcdb	extract resolvers to IResolvers and it's own package	2018-11-24 20:00:02 +01:00
Matthias	805f509498	Merge branch 'develop' into fix/backtest_toomanyopen	2018-11-24 10:39:16 +01:00
Matthias	64028647a0	Merge pull request #571 from stephendade/userhyper ... Separated out custom hyperopts	2018-11-21 19:14:30 +01:00
Matthias	a3b6004115	IHyperopt: all methods static, somef ixes for mypy	2018-11-20 19:41:07 +01:00
Matthias	7757c53b06	Small fixes	2018-11-20 17:43:49 +01:00
Matthias	5dd013c3b1	Rename hyperopt interface and resolver	2018-11-20 17:40:45 +01:00
misagh	f666d1596b	renaming edge to edge_cli for command line version	2018-11-15 10:31:56 +01:00
Matthias	4f800bfbc8	Fix pickling-error	2018-11-14 20:25:43 +01:00
misagh	ca22a116ad	timerange added to args	2018-11-14 17:14:37 +01:00
misagh	5d73b303fe	unnecessary libraries removed + arg help enriched	2018-11-14 16:49:16 +01:00
misagh	dd47d7adb4	cli blank line added to readability	2018-11-14 16:37:26 +01:00
misagh	b0e4aa8eff	stop loss range added to args	2018-11-14 16:31:23 +01:00
misagh	36030176bb	nb_trades and avg_trade_duration added to cli	2018-11-14 13:38:23 +01:00
misagh	5de3f1d9dd	showing result in tabular	2018-11-14 13:25:44 +01:00
misagh	95cbbf1cb5	adding edge configuration to cli	2018-11-14 12:53:20 +01:00
misagh	cf974168e9	Edge cli drafted	2018-11-14 12:37:15 +01:00
Matthias	93429a58b2	remove TODO	2018-11-09 07:13:20 +01:00
Matthias	9cd2ed5a16	fix hyperopt get_timeframe mock	2018-11-09 07:13:20 +01:00
Matthias	66487f2a13	require start/end-date argument in backtest	2018-11-09 07:13:20 +01:00
Matthias	96efd12a31	add new options to hyperopt	2018-11-09 07:12:41 +01:00
Matthias	e94da7ca41	inverse backtest logic to loop over time - not pairs (more realistic)	2018-11-09 07:12:41 +01:00
Matthias	7b62e71f23	Fix some tests and rebase issues	2018-11-07 20:45:52 +01:00
Matthias	8044846d37	Fix some refactoring problems	2018-11-07 07:05:40 +01:00
Stephen Dade	477515c4b5	Now using resolver for custom hyperopts	2018-11-07 06:58:20 +01:00
Stephen Dade	e0f420983e	Updated logger in custom_hyperopt	2018-11-07 06:55:28 +01:00
Stephen Dade	469db0d434	Decoupled custom hyperopts from hyperopt.py	2018-11-07 06:26:16 +01:00
Matthias	95d271ca5d	Fix ROI close-rate calculation to work with fees - adjust tests	2018-11-01 13:14:59 +01:00
Matthias	8c93760a6d	simplify some code	2018-10-30 20:23:31 +01:00
Matthias	f96f0cdea7	Add additional comment	2018-10-30 20:02:31 +01:00
Matthias	98050ff594	use all min_roi entries	2018-10-29 19:27:23 +01:00
Matthias	233c442af9	Adjust backtest so sell uses stop-loss or roi value as closerate	2018-10-29 19:27:23 +01:00
Matthias	db9a85f4a2	Merge pull request #1282 from freqtrade/feat/add_missingdata_warning ... Show warning if part of backtest data is missing	2018-10-27 11:16:10 -04:00
Matthias	3c6d10f03e	Print missing value count too	2018-10-18 20:05:57 +02:00
Matthias	bc356c4d65	Return true/false for validation function	2018-10-18 19:48:54 +02:00
Matthias	fb52d32296	Add validate_backtest_data function	2018-10-18 19:42:54 +02:00
Matthias	d7459bbbf3	refactor get_timeframe out of backtesting class	2018-10-17 19:59:33 +02:00
Matthias	8a3272e7c5	don't copy tickerdata_to_dataframe into backtesting ... it's used only once, so this does not make sense and hides the origin of the function	2018-10-17 19:47:19 +02:00
Matthias	631ba464f3	Show warning if part of backtest data is missing	2018-10-14 14:40:03 +02:00
Matthias	84622dc84b	Move test for strategy out of constructor	2018-09-29 14:23:53 +02:00
Matthias	1b290ffb5d	Update hyperopt to show errors if non-supported variables are used	2018-09-29 13:49:38 +02:00
Matthias	6e66763e5f	Only load strategy once during backtesting	2018-09-27 19:23:55 +02:00
Matthias	567211e9f9	don't print "NAN" lines in "left_open_trades"	2018-09-20 20:35:26 +02:00
Matthias	54ddd908e6	Merge branch 'develop' into ccxt-async	2018-08-29 19:43:09 +02:00
Matthias	a077955efa	update json.load to json_load - followup to #1142	2018-08-19 19:58:07 +02:00
Matthias	6d1c82a5fa	Remove last refreence to get_candle_history	2018-08-19 19:50:14 +02:00
Matthias	2b37c1ff0e	Merge branch 'develop' into ujson-loader	2018-08-12 13:11:40 +02:00
Matthias	7d72e364aa	Remove broken ujson loading - replace with variable-based fix	2018-08-12 13:08:10 +02:00
Matthias	a852d2ff32	default since_ms to 30 days if no timerange is given	2018-08-10 11:15:02 +02:00
Matthias	a107c4c7b4	Download using asyncio	2018-08-10 11:08:28 +02:00
Matthias	74d6816a1a	Fix some comments	2018-08-10 11:00:07 +02:00
Janne Sinivirta	3a5b435dfa	Merge pull request #1089 from freqtrade/feat/backtest_multi_strat ... Allow multi strategy backtest without data reload	2018-08-02 12:35:47 +03:00
creslin	a741f1144a	missing __init__.py	2018-08-02 08:58:04 +00:00
Matthias	40ee86b357	Adapt after rebase	2018-07-31 21:08:03 +02:00
Matthias	76fbb89a03	use print for backtest results to avoid odd newline-handling	2018-07-31 21:04:03 +02:00
Matthias	c648e2acfc	Adjust documentation to strategy table	2018-07-31 21:04:03 +02:00
Matthias	028589abd2	Add strategy summary table	2018-07-31 21:04:03 +02:00
Matthias	5125076f5d	Fix typo	2018-07-31 21:04:03 +02:00
Matthias	a57a2f4a75	Store backtest-result in different vars	2018-07-31 21:04:03 +02:00
Matthias	bd3563df67	Add test for new functionality	2018-07-31 21:04:03 +02:00
Matthias	644f729aea	Refactor strategy loading to __init__	2018-07-31 21:04:03 +02:00
Matthias	5f2e92ec5c	Refactor backtesting	2018-07-31 21:04:03 +02:00
Matthias	65aaa3dffd	Extract backtest strategy setting	2018-07-31 21:04:03 +02:00
Matthias	56046b3cb3	Add strategylist option to backtesting	2018-07-31 21:04:03 +02:00
Matthias	787d6042de	Switch from pair(str) to metadata(dict)	2018-07-29 20:56:23 +02:00
Matthias	5fbce13830	update hyperopt to use new methods	2018-07-29 20:55:40 +02:00
Matthias	98665dcef4	revert inadvertent wihtespace changes	2018-07-29 20:55:37 +02:00
Matthias	df8700ead0	Adapt after merge from develop	2018-07-29 20:55:37 +02:00
Gert Wohlgemuth	0dcaa82c3b	fixed test?	2018-07-29 20:55:06 +02:00
Gert Wohlgemuth	3dd7d209e9	more test fixes	2018-07-29 20:55:06 +02:00
Gert Wohlgemuth	abc55a6e6b	fixing? hyperopt	2018-07-29 20:55:06 +02:00
xmatthias	2e6e5029ba	fix mypy and tests	2018-07-29 20:55:06 +02:00
Matthias	7f27beff4b	Revert "backtesting: try to load data with ujson if it exists"	2018-07-29 13:23:11 +02:00
Samuel Husso	cb2fff8909	mypy doesn't handle common idiomacy so disable the line (see the open issue more details)	2018-07-28 22:06:26 +03:00
Samuel Husso	cdd8cc551c	backtesting: try to load data with ujson if it exists	2018-07-28 21:56:11 +03:00
Janne Sinivirta	4b38c8b11d	use pandas own min and max for column sorting	2018-07-25 17:04:25 +03:00
Janne Sinivirta	0b3190552e	Merge pull request #1018 from freqtrade/feat/sell_reason ... Record sell reason	2018-07-24 09:09:45 +03:00
Matthias	4fb9823cfb	fix rebase problem	2018-07-19 19:50:06 +02:00
Matthias	760c79c5e9	Use .center() to output trades header line	2018-07-19 19:39:08 +02:00
Matthias	a452864b41	Use namedtuple for sell_return	2018-07-19 19:39:08 +02:00
Matthias	506aa0e3d3	Add print_sales table and test	2018-07-19 19:34:14 +02:00
Matthias	2a61629014	Export sell_reason from backtest	2018-07-19 19:29:31 +02:00
Matthias	cbffd3650b	add sell_reason to backtesting	2018-07-19 19:29:31 +02:00
Janne Sinivirta	0cc1b66ae7	Merge pull request #1037 from freqtrade/fix/backtest-comment ... replace --realistic with 2 separate flags	2018-07-19 17:33:19 +03:00
Janne Sinivirta	6070d819b8	Merge pull request #1040 from freqtrade/xmatthias_backtest_duration ... Fix backtest duration calculation	2018-07-19 17:32:11 +03:00
Matthias	8f254031c6	Add short form for parameters, change default for hyperopt	2018-07-19 13:19:36 +02:00
Matthias	aa69177436	Properly check emptyness and adjust floatfmt	2018-07-19 13:14:21 +02:00
Matthias	79b1030435	output duration in a more readable way	2018-07-18 20:08:55 +02:00
Matthias	f9f6a3bd04	cast to int to keep exports constant	2018-07-18 09:29:51 +02:00
Matthias	8e4d2abd4e	Fix typo	2018-07-18 09:10:17 +02:00
Matthias	08237abe20	Fix wrong backtest duration ... identified in #1038	2018-07-18 09:06:12 +02:00
Matthias	c82276ecbe	add --disable-max-market-positions	2018-07-17 21:05:03 +02:00
Matthias	e17618407b	Rename --realistic-simulation to --enable-position-stacking	2018-07-17 20:26:59 +02:00
Janne Sinivirta	aeb4102bcb	refactor Analyze class methods to base Strategy class	2018-07-16 08:23:39 +03:00
Janne Sinivirta	85e6c9585a	remove pass-through methods from Analyze	2018-07-16 08:23:39 +03:00
Janne Sinivirta	a74147c472	move strategy initialization outside Analyze	2018-07-16 08:23:39 +03:00
Matthias	06c9494a46	add missing s to Backtest cum results	2018-07-11 14:50:04 +02:00
Janne Sinivirta	aa2366346a	Merge pull request #1001 from xmatthias/feat/backtest_cum_profit ... Add cumulative profit to backtest result table	2018-07-11 07:21:28 +03:00
Matthias	8b06000f0f	Use open-rates for backtesting	2018-07-08 20:03:11 +02:00
Matthias	efaa8f16e7	Improve formattiong of table	2018-07-08 20:01:33 +02:00
Matthias	1a24afef77	add cumsum to backtest-results	2018-07-08 19:55:04 +02:00
Samuel Husso	7dca3c6d03	freqtradebot,main,hyperopt: fstrings in use	2018-07-05 10:11:29 -05:00
Samuel Husso	03c112a601	config, optimize: fstrings in use	2018-07-05 10:11:29 -05:00
Samuel Husso	d8d0579c5a	Merge pull request #930 from freqtrade/skopt ... Replace Hyperopt with scikit-optimize	2018-07-04 13:51:14 -05:00
Janne Sinivirta	bf4d0a9b70	sort imports	2018-07-04 10:31:35 +03:00
Janne Sinivirta	96bb2efe69	use joblib.dump and load for trials	2018-07-03 23:08:29 +03:00
Janne Sinivirta	c4a8435e00	change pickle file name to better suit it's current purpose	2018-07-03 22:17:43 +03:00
Janne Sinivirta	3a7056ea1b	run at least one epoch	2018-07-03 21:55:22 +03:00
Janne Sinivirta	2cde540645	remove dead code	2018-07-03 21:50:45 +03:00
Janne Sinivirta	ef59f9ad24	sort imports in hyperopt.py	2018-07-03 21:50:24 +03:00
Janne Sinivirta	ee4754cfb9	avoid re-serialization of whole dataframe	2018-07-03 14:49:58 +03:00
Janne Sinivirta	2713fdb860	use cpu count explicitly in job count	2018-07-03 11:46:56 +03:00
Janne Sinivirta	79aab4cce2	use fstring	2018-07-03 11:44:54 +03:00
Janne Sinivirta	fa8fc3e4ce	handle the case where we have zero buys	2018-07-02 11:46:55 +03:00
Janne Sinivirta	aec3f582e1	Merge branch 'develop' into skopt	2018-07-02 11:27:27 +03:00
Janne Sinivirta	0ce08932ed	mypy fixes	2018-06-30 09:54:31 +03:00
Michael Egger	6dd5f85fb6	Merge pull request #954 from freqtrade/feat/allow_backtest_plot ... allow backtest ploting	2018-06-29 19:44:06 +02:00
Janne Sinivirta	0bddc58ec4	extract loading previous results to a method	2018-06-25 11:38:14 +03:00
xmatthias	e70cb963f7	document what to do with exported backtest results	2018-06-24 17:00:00 +02:00
Janne Sinivirta	118a43cbb8	fixing tests for hyperopt	2018-06-24 15:27:53 +03:00
Anton	f82b809fcf	Merge with develop	2018-06-23 16:50:27 +03:00
Janne Sinivirta	642ad02316	remove unused import	2018-06-23 15:56:38 +03:00
Janne Sinivirta	ab9e2fcea0	fix guard names to match search space	2018-06-23 15:47:19 +03:00
Janne Sinivirta	136456afc0	add three triggers to hyperopting	2018-06-23 15:44:51 +03:00
xmatthias	0440a19171	export open/close rate for backtesting too ... preparation to allow plotting of backtest results	2018-06-23 14:19:50 +02:00
Janne Sinivirta	e8f2e6956d	to avoid pickle problems, get rid of reference to exchange after initialization	2018-06-23 14:37:36 +03:00
Janne Sinivirta	a525cba8e9	switch signal handler to try catch. fix pickling and formatting output	2018-06-23 14:37:36 +03:00
Janne Sinivirta	8272120c3a	convert stoploss and ROI search spaces to skopt format	2018-06-23 14:37:36 +03:00
Janne Sinivirta	8fee2e2409	move result logging out from optimizer	2018-06-23 14:37:36 +03:00
Janne Sinivirta	c415014153	use multiple jobs in acq	2018-06-23 14:37:36 +03:00
Janne Sinivirta	964cbdc262	increase initial sampling points	2018-06-23 14:37:36 +03:00
Janne Sinivirta	a46badd5c0	reuse pool workers	2018-06-23 14:37:36 +03:00
Janne Sinivirta	0cb1aedf5b	problem with pickling	2018-06-23 14:37:36 +03:00
Janne Sinivirta	b485e6e0ba	start small	2018-06-23 14:37:36 +03:00
gcarq	78f50a1471	move logic from hyperopt to freqtrade.strategy	2018-06-23 14:37:36 +03:00
gcarq	5aae215c94	wrap strategies with HyperoptStrategy for module lookups with pickle	2018-06-23 14:37:36 +03:00
Janne Sinivirta	a68c90c512	avoid calling exchange.get_fee inside loop	2018-06-23 14:37:36 +03:00
gcarq	c40e6a12d1	move logic from hyperopt to freqtrade.strategy	2018-06-23 11:13:49 +02:00
gcarq	3360bf4001	wrap strategies with HyperoptStrategy for module lookups with pickle	2018-06-23 10:42:33 +02:00
Janne Sinivirta	c73b9f5c77	avoid calling exchange.get_fee inside loop	2018-06-22 21:04:07 +03:00
xmatthias	251f7db3ca	require exchange object to delete pairs	2018-06-17 23:38:07 +02:00
xmatthias	21edcbdc27	Refactor exchange to class	2018-06-17 23:38:07 +02:00
Anton	ae94ab17f4	Merge branch 'develop' into feature-unlimited-stake_amount	2018-06-17 02:23:40 +03:00
Matthias	a5511e2e30	Merge pull request #894 from freqtrade/feature/force_close_backtest ... Display open trades after backtest period	2018-06-16 12:49:08 +02:00
Janne Sinivirta	0c85febe76	remove all mongodb related code	2018-06-16 09:09:28 +03:00
Janne Sinivirta	c1f8f641e6	remove use of hyperopt_conf.py	2018-06-16 09:09:28 +03:00
xmatthias	c0289ad844	use list comprehension to build list	2018-06-13 19:53:12 +02:00
xmatthias	e600be4f56	Reduce force-sell verbosity	2018-06-13 19:44:00 +02:00
xmatthias	6357812743	fix backtest report able	2018-06-13 06:57:49 +02:00
xmatthias	e3ced7c15e	extract export from backtest function	2018-06-12 22:29:30 +02:00
xmatthias	bfde33c945	Use timestamp() instead of strftime ... this will avoid a bug shifting epoch time by 1 hour: https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime	2018-06-12 21:12:55 +02:00
xmatthias	335d1fbbbc	Check if no backtest data is found and fail gracefully	2018-06-11 19:50:43 +02:00
Anton	ce663f6af5	Merge with develop	2018-06-11 16:25:05 +03:00
xmatthias	12e455cbf5	add buy/sell index to backtest result	2018-06-10 20:52:42 +02:00