Commit Graph

96 Commits

Author SHA1 Message Date
Matthias
be4a9b5f4b Lowercase freqtrade 2020-02-14 19:37:20 +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
82ff878e38
Fix typo in the docs 2019-12-14 15:15:20 +03:00
hroff-1902
3bd873f3c6
Add notes on random-state to the docs 2019-12-13 13:59:18 +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
2bd4008cb2 fix space name ... 2019-12-06 06:06:41 +01:00
Matthias
1da008b3af Document "quick" hyperopt of roi/stoploss and trailing stoploss 2019-12-05 20:44:12 +01:00
hroff-1902
216094a761
Add reference to hyperopt-list and hyperopt-show to the Hyperopt doc 2019-12-05 14:30:55 +03:00
hroff-1902
ba29a2ffe4 Move docs on loss function creation to a separate doc file 2019-12-03 21:30:50 +03:00
hroff-1902
32c9b5f415
Description for generate_roi_table reformulated slightly 2019-12-01 13:13:41 +03:00
hroff-1902
f42ce8fc2a
Fix typo in the docs 2019-12-01 13:07:17 +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
f862b4d0f0
Add description for 'default' space 2019-12-01 02:50:44 +03:00
hroff-1902
a88bfa8ded Fix: trailing_stop_positive should be positive 2019-12-01 02:27:17 +03:00
hroff-1902
fffd47e3d8
Add description of trailing space into docs 2019-12-01 01:28:26 +03:00
Matthias
f7322358cf Update documentation 2019-11-21 06:32:45 +01:00
Matthias
8cf8ab089e Add note about create-datadir to install instruction 2019-11-21 06:32:45 +01:00
Matthias
6f01d7f8ea Merge branch 'develop' into feat/new_args_system 2019-11-03 10:09:49 +01:00
Matthias
3287cdd47a Improve documentation regarding loading methods from hyperopt 2019-11-02 13:01:42 +01:00
Matthias
f3cfe147b5 Merge branch 'develop' into feat/new_args_system 2019-10-20 19:32:34 +02:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
Matthias
89283ef486 Rename --custom-hyperopt to --hyperopt 2019-10-14 19:42:28 +02:00
Matthias
344a0a094f Update remaining documentations 2019-09-29 19:21:18 +02:00
hroff-1902
6a397f579e
Add description of usage 2019-09-29 00:43:27 +03:00
hroff-1902
2f005d6be9
Align example of ROI in the docs 2019-09-28 11:56:19 +03:00
hroff-1902
45f5394d79
Align example in the docs 2019-09-28 11:54:26 +03:00
hroff-1902
7e214d8e4c
minor: change default stoploss space 2019-09-28 11:50:15 +03:00
Matthias
cc9fc41318 Rename section to data-downloading, implement some feedback 2019-09-24 06:56:31 +02:00
Matthias
b1a3e213ae Improve backtesting docs 2019-09-21 10:13:00 +02:00
hroff-1902
ef8386c065
Fix table with ROI limits 2019-09-06 11:55:07 +03:00
hroff-1902
e39d911177 Improve wordings in hyperopt.md 2019-09-05 23:31:07 +03:00
hroff-1902
e8614abc5d
update table md formatting, enhance description 2019-09-03 16:52:55 +03:00
hroff-1902
87ae2430df ranges for ROI tables for different ticker_intervals in docs 2019-09-03 11:32:18 +03:00
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
94196c84e9 docs: explanation for --no-color and colorization schema for results 2019-08-13 14:25:56 +03:00
Matthias
43b41324e2 Improve hyperopt-loss docs 2019-08-12 06:45:27 +02:00
hroff-1902
15cf5ac2d7 docs improved 2019-08-09 09:31:30 +03:00
hroff-1902
c6444a10a8 move roi_space, stoploss_space, generate_roi_table to IHyperOpt 2019-08-05 18:07:25 +03:00
hroff-1902
3dd6fe2703 wording 2019-08-03 19:44:32 +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
b152d1a7ab docs agjusted, plus minor fixes 2019-08-02 22:23:48 +03:00
hroff-1902
10c69387fd docs adjusted 2019-07-25 21:07:17 +03:00
Matthias
fa8904978b Don't use --hyperopt-loss-class, but --hyperopt-loss instead 2019-07-19 06:31:49 +02:00
Matthias
e01c0ab4d6 Improve doc wording 2019-07-18 20:02:28 +02:00
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
1493771087 improve description 2019-07-16 19:40:42 +02:00
Matthias
192d7ad735 Add column description to hyperopt documentation 2019-07-16 06:54:38 +02:00
Matthias
d23179e25c Update hyperopt-loss to use resolver 2019-07-16 06:27:43 +02:00