Gerald Lonlas
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de468c6fc8
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Fix wrong realistic_simulation implementation in Hyperopt
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2018-03-04 02:31:25 -08:00 |
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Gerald Lonlas
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6fcc173489
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Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify
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2018-03-04 01:33:39 -08:00 |
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Gerald Lonlas
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bb1e38f584
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Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify
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2018-03-04 01:01:19 -08:00 |
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Gerald Lonlas
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2001c20426
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Merge commit '028700d86f130d5c3cbfef4e422dc701340f58c9' into feature/objectify
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2018-03-04 00:53:27 -08:00 |
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Gerald Lonlas
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722ed48d9d
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Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify
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2018-03-04 00:51:22 -08:00 |
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Gerald Lonlas
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38510d4b03
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Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify
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2018-03-03 17:26:06 -08:00 |
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Gerald Lonlas
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84759073d9
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Refactor Configuration() to apply common configurations all the time and to remove show_info
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2018-03-03 13:43:14 -08:00 |
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Gerald Lonlas
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0632cf0f44
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Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify
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2018-03-02 23:28:36 -08:00 |
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Gerald Lonlas
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bbb1a31fda
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Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify
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2018-03-03 10:01:06 +08:00 |
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Gerald Lonlas
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390501bac0
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Make Pylint Happy chapter 1
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2018-03-03 09:33:54 +08:00 |
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Gerald Lonlas
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d274f13480
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Remove Memory profiler in Backtesting
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2018-03-03 09:33:54 +08:00 |
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Gerald Lonlas
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8bd0f4d0d7
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Remove ugly pprints
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2018-03-03 09:33:54 +08:00 |
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Gerald Lonlas
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6ef7b7d93d
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Complete Backtesting and Hyperopt unit tests
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2018-03-03 09:33:54 +08:00 |
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Gerald Lonlas
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1d251d6151
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Move Backtesting to a class and add unit tests
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2018-03-03 09:33:54 +08:00 |
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Samuel Husso
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35c51c73f7
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Merge pull request #518 from gcarq/cleaning_up_backtesting
Cleaning up backtesting/hyperopt
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2018-02-18 10:18:00 +02:00 |
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Janne Sinivirta
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fac122891f
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remove stoploss parameter from backtest, it is loaded from strategy
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2018-02-17 11:14:03 +02:00 |
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Janne Sinivirta
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d1bdbcd273
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Fix wrong duration calculation in hyperopting
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2018-02-16 22:08:20 +02:00 |
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Janne Sinivirta
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bf72b5bc37
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make args available for optimizer and use them instead of guessing from params
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2018-02-16 14:00:12 +02:00 |
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Janne Sinivirta
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f64c8cc9ce
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realistic should be False by default and enabled with a --realistic-simulation flag
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2018-02-15 13:11:17 +02:00 |
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Janne Sinivirta
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a1ba57186b
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correctly join paths and debug log the found results
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2018-02-15 08:59:02 +02:00 |
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Samuel Husso
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e3d222912d
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Merge pull request #511 from gcarq/hyperopt_selectable_spaces
Allow selecting Hyperopt search space
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2018-02-12 08:28:24 +02:00 |
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Janne Sinivirta
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3e07d41fa9
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remove mention of sell space
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2018-02-12 07:01:51 +02:00 |
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Janne Sinivirta
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2ce03ab1b5
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make Strategy store roi and stoploss values as numbers to avoid later casting
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2018-02-11 15:25:30 +02:00 |
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Janne Sinivirta
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2dd2f31431
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remove repeated condition
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2018-02-11 14:31:37 +02:00 |
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Janne Sinivirta
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dc105d5eae
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better names for row variables
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2018-02-11 14:24:19 +02:00 |
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Janne Sinivirta
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c62356438a
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loop over arrays instead of dataframes
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2018-02-11 14:18:57 +02:00 |
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Janne Sinivirta
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f14d6249e0
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allow selecting hyperopt searchspace
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2018-02-09 20:59:06 +02:00 |
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kryofly
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12a19e400f
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tests: more backtesting testing (#496)
* tests: more backtesting testing
* tests: hyperopt
* tests: document kludge
* tests: improve test_dataframe_correct_length
* tests: remove remarks
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2018-02-08 21:49:43 +02:00 |
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Janne Sinivirta
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a28ffcbcf7
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remove slow unnecessary table scan
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2018-02-06 21:21:47 +02:00 |
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Janne Sinivirta
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a071571eac
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switch to faster short circuiting condition
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2018-02-06 12:13:12 +02:00 |
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Janne Sinivirta
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5cf2dd79f2
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don't reset index if not needed
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2018-02-06 11:34:01 +02:00 |
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Janne Sinivirta
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cf7c6d2e9c
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switch to properly using dates as indexes, makes date based searching and slicing a lot faster
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2018-02-06 11:34:00 +02:00 |
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Janne Sinivirta
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8c7b29734e
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use date info to calculate trade durations
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2018-02-06 11:34:00 +02:00 |
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Janne Sinivirta
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0a42a0e814
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Merge pull request #479 from gcarq/fix/issue-478
Fix Backtesting / Hyperopt ticker_interval download
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2018-01-31 17:15:47 +02:00 |
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Jean-Baptiste LE STANG
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07b7828f39
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Fixing bug in backtesting causing to much sells
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2018-01-31 07:59:45 +01:00 |
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Gerald Lonlas
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d313eb812d
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Forgot one args.ticker_interval
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2018-01-29 23:07:54 -08:00 |
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Gerald Lonlas
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321e3ede30
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Fix hyperopt ticker interval download
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2018-01-29 22:53:28 -08:00 |
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Gerald Lonlas
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524290d678
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Fix backtesting ticker interval download
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2018-01-29 22:51:29 -08:00 |
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Jean-Baptiste LE STANG
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94172091ae
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Refactoring the sell conditions evaluation to share the function with backtesting
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2018-01-29 10:10:19 +01:00 |
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Janne Sinivirta
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a5155b3b20
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Merge pull request #465 from gcarq/fix/increase_test_coverage
Fix/increase test coverage
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2018-01-29 08:47:26 +02:00 |
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Gerald Lonlas
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2bccaa31c9
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Increase pylint score on misc.py
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2018-01-28 14:28:28 -08:00 |
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Michael Smith
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f66958c34f
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optimize/__init__.py:
Added support for gzip ticker data files if they exist.
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2018-01-28 21:57:25 +08:00 |
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Michael Smith
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b44adaa5ab
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Added support in /optimize for gzip ticker data files if they exist.
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2018-01-28 21:52:27 +08:00 |
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Janne Sinivirta
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a6a479f7aa
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balances to min roi hyperopt settings
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2018-01-28 10:46:22 +02:00 |
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Janne Sinivirta
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67ddb2e7f8
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lower precision for most search space variables
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2018-01-27 09:51:06 +02:00 |
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Janne Sinivirta
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95ab7c84bc
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remove unnecessary else
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2018-01-26 18:41:41 +02:00 |
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Janne Sinivirta
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f33923c784
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fix typings for hyperopt code
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2018-01-26 18:32:45 +02:00 |
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Janne Sinivirta
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a7a7c37121
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add day counter to timeframe
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2018-01-26 18:32:45 +02:00 |
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Janne Sinivirta
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b7e297ebda
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remove unused loop variable
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2018-01-26 11:50:00 +02:00 |
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Janne Sinivirta
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4fe6ae0bae
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fix search space for min ROI
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2018-01-25 22:32:46 +02:00 |
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