Commit Graph

43 Commits

Author SHA1 Message Date
misagh
133ba5d6a1 moving stop loss range to init as it doesn’t need to be called on each
iteration
2018-11-06 19:16:20 +01:00
misagh
5c38b92a75 simplifying calculations to be more readable 2018-11-06 19:05:42 +01:00
misagh
120655d262 fixing tests for namedtuple 2018-11-04 18:43:57 +01:00
misagh
14bfd4b7ee using named tuples for keeping pairs data 2018-11-04 18:11:58 +01:00
misagh
d7821acbf0 refreshing pairs on each iteration 2018-11-03 14:33:17 +01:00
misagh
b6d4e11e88 added minimum win rate to config 2018-11-03 14:31:34 +01:00
misagh
bb791eac7e backtesting remove from import + whitespace removed 2018-11-02 19:19:28 +01:00
misagh
080ecae332 whitelist conflict resolved with develop branch 2018-11-02 18:59:31 +01:00
misagh
2f6aafe66c Edge calculation refactored: removing redundant calculations 2018-11-02 18:07:38 +01:00
misagh
c5474794d1 1) open_trade_index refactored 2) sell index is shifted by 1 2018-10-25 16:57:49 +02:00
misagh
67ace0a76c trade open time bug resolved (was behind of the market) 2018-10-23 19:32:20 +02:00
misagh
57bc4a866a average trade duration added 2018-10-18 11:09:10 +02:00
misagh
6aa9cd1060 removing outliers per pair and not across all pairs 2018-10-12 19:37:23 +02:00
misagh
9e44b260e2 BacktestResult removed as it is not used 2018-10-05 17:19:20 +02:00
misagh
36d928d411 unnecessary if removed 2018-10-05 17:06:17 +02:00
misagh
6f79b55845 - function renamed to be more readable
- expectancy bug resolved
2018-10-03 14:22:27 +02:00
misagh
8741a63783 return type of stake_amount set to float 2018-10-02 12:20:48 +02:00
misagh
3b57aef168 config name refactored 2018-10-02 12:16:09 +02:00
misagh
d634a03455 adding DataFrame type 2018-10-02 11:55:14 +02:00
misagh
e4fc298bd6 typo corrected 2018-10-02 11:53:59 +02:00
misagh
11c3b3fdb9 trade_df unnecessary type removed 2018-10-02 11:53:16 +02:00
misagh
a6c2e40bd4 moving time range to initializer as we have to calculate it once 2018-10-02 11:49:49 +02:00
misagh
f306abb3ee No need for Exchange class in Edge 2018-10-01 17:52:07 +02:00
misagh
2056b6f5f1 no need to initialize a variable with None 2018-10-01 17:35:27 +02:00
misagh
f72fb0ad04 exchange “None” condition removed as Edge is after Exchange anyway 2018-10-01 17:29:33 +02:00
misagh
114fd7feef declaring local variables. using get for configuration 2018-10-01 17:21:40 +02:00
misagh
aa1948750f removing unnecessary constructor docstring 2018-10-01 17:11:48 +02:00
misagh
cff83d3e6f bloody autopep8 again 2018-09-28 16:46:42 +02:00
misagh
c8d06e2b0e filter pairs according to expectancy + bug at the end of array resolved 2018-09-28 16:40:34 +02:00
misagh
f15825e3a7 long line broken to two 2018-09-28 14:28:05 +02:00
misagh
96a0fc88cb Moving Edge before refresh_pairs
see comments on edge (line 129)
2018-09-28 14:19:22 +02:00
misagh
21f5a94eca using autopep8 for formatting file 2018-09-27 12:23:46 +02:00
misagh
25d6ed319a whitespace removed 2018-09-26 17:09:20 +02:00
misagh
24364a56ea keeping mypy happy 2018-09-26 17:03:10 +02:00
misagh
0594deafc6 removing whitespaces and long lines 2018-09-26 16:50:17 +02:00
misagh
fcf837bfda refactoring variable declaration 2018-09-26 16:03:51 +02:00
misagh
87df4e4556 refactoring backslap (round 2) 2018-09-26 15:20:53 +02:00
misagh
40d73de357 refactoring backslap (round one) 2018-09-24 19:22:30 +02:00
misagh
e8716f16ad calculating expectancy and sort pairs accordingly instead of delta 2018-09-24 17:47:50 +02:00
misagh
29459d7d30 import libraries organized. 2018-09-23 04:51:53 +02:00
misagh
f1b4e4b36c stop loss range “start, end, step” configurable for Edge 2018-09-22 15:43:41 +02:00
misagh
3e3ed947cc added “max_trade_duration” config + using “remove_dumps” config 2018-09-21 21:46:18 +02:00
misagh
ef52c7b510 edge positioning put into package 2018-09-21 17:41:31 +02:00