Commit Graph

1567 Commits

Author SHA1 Message Date
gcarq
9b644b0305 add --ticker-interval 2017-11-17 18:09:55 +01:00
gcarq
bb4a9ed20f implement backtest subcommand 2017-11-17 18:09:55 +01:00
Janne Sinivirta
d89db50465 avoid copy operation due to memory consumption 2017-11-17 12:30:54 +02:00
Janne Sinivirta
632d00e01d move price point calculations out from populate functions 2017-11-17 12:30:03 +02:00
Janne Sinivirta
2a56031cdc remove unnecessary line 2017-11-17 12:30:03 +02:00
Janne Sinivirta
16d412323c add a little snippet to allow running line_profiler with hyperopt 2017-11-16 20:43:24 +02:00
Janne Sinivirta
174122a09b remove unnecessary calculation 2017-11-16 20:38:59 +02:00
Janne Sinivirta
1b6a60ecb2 refactor backtesting to avoid recalculating indicators in hyperopt 2017-11-16 20:38:46 +02:00
Janne Sinivirta
a963f1820c rename should_sell to min_roi_reached 2017-11-16 16:53:34 +01:00
Janne Sinivirta
b9983149ef plug sell strategy to backtesting 2017-11-16 16:53:34 +01:00
Janne Sinivirta
6b7afb80b2 fix failing test 2017-11-16 16:53:34 +01:00
Janne Sinivirta
1db0a7d4ce populate sell signal 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c12a9ebd92 make signal getting parametrized 2017-11-16 16:53:34 +01:00
gcarq
0bc96241d5 rework exception handling (fixes #108) 2017-11-16 16:14:43 +01:00
gcarq
dd9cb008fb refresh whitelist based on wallet health (fixes #60)
Refreshs the whitelist in each iteration based on the wallet health,
disabled wallets will be removed from the whitelist automatically.
2017-11-13 21:34:47 +01:00
Michael Egger
bab59fbacd
Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
2017-11-13 12:11:15 +01:00
Janne Sinivirta
0f0b10b6cc adjust search spaces 2017-11-13 07:28:56 +02:00
Janne Sinivirta
8e68c5358e clean up prints during hyperopt 2017-11-12 09:44:31 +02:00
Janne Sinivirta
660f01b514 add hilbert transform leadsine trigger 2017-11-12 09:13:54 +02:00
Janne Sinivirta
13537e3ce4 add short ema guard to hyperopt 2017-11-12 08:45:32 +02:00
Janne Sinivirta
2963a90008 add stochastics trigger 2017-11-12 08:38:52 +02:00
Janne Sinivirta
15b20b83fa optimize hyperopt objective function 2017-11-12 08:30:58 +02:00
gcarq
d3b3370f23 Add configurable throttle mechanism 2017-11-11 16:47:19 +01:00
Janne Sinivirta
cf79b15651 use discrete values for filters 2017-11-11 11:50:10 +02:00
Janne Sinivirta
a4284351e3 fix green_candle 2017-11-11 11:22:12 +02:00
Janne Sinivirta
906caf329b remove two unused or poorly performing indicators 2017-11-11 11:22:12 +02:00
Janne Sinivirta
3db13fae13 add green_candle guard 2017-11-11 11:22:12 +02:00
Janne Sinivirta
274972f7af make faststoch trigger use crossed_above helper 2017-11-11 11:22:11 +02:00
Janne Sinivirta
83fd27e031 add sar reversal as trigger 2017-11-11 11:22:11 +02:00
gcarq
f7a27c156c add /version command handler 2017-11-09 23:51:32 +01:00
gcarq
98f11fc7bb fix sqlite threading issue 2017-11-09 23:45:22 +01:00
gcarq
013e13e546 use tabulate for /count 2017-11-09 23:45:03 +01:00
gcarq
c81358c291 remove MagicBot 2017-11-09 22:11:02 +01:00
gcarq
ed34d9f22f add tests for /forcesell all 2017-11-09 22:08:28 +01:00
gcarq
0cfbb56b6c enhance and test pair validation 2017-11-09 21:47:47 +01:00
gcarq
80592970e9 add more tests 2017-11-09 20:02:41 +01:00
gcarq
31c03cdce1 fix linter issue 2017-11-08 22:44:32 +01:00
gcarq
6ce6018bb7 add more tests 2017-11-07 22:27:44 +01:00
gcarq
abdddd5193 define common fixtures 2017-11-07 20:12:56 +01:00
gcarq
8eeb02e592 make ticker interval configurable 2017-11-07 18:59:47 +01:00
gcarq
d921bae75e set executable bit 2017-11-07 18:42:40 +01:00
Janne Sinivirta
0395c92260 move testdata file loading to pytest fixture 2017-11-07 19:24:51 +02:00
Janne Sinivirta
fbbde9de25 put shared fixtures to conftest.py 2017-11-07 17:29:00 +02:00
Janne Sinivirta
adfae9e75c autoformat with autopep8 2017-11-06 19:17:23 +02:00
Michael Egger
ae0b49f532
Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
2017-11-06 16:54:55 +01:00
gcarq
cc29126d61 make download_backtest_data.py platform independent 2017-11-06 00:16:24 +01:00
gcarq
60e651cb4c only return data['result'] from get_ticker_history 2017-11-05 23:47:59 +01:00
Sébastien Moreau
3884cfb809
Merge branch 'develop' into feature/advanced-status-command 2017-11-05 10:32:53 -05:00
Sebastien Moreau
caa6e22e53 Adds unit tests 2017-11-05 10:26:03 -05:00
gcarq
19f6ff330c adapt float precision asserts 2017-11-05 16:21:13 +01:00
gcarq
325f72fd91 dry_run: keep list of open orders 2017-11-05 15:21:16 +01:00
Janne Sinivirta
29b173f4e7 only run four evals of hyperopt, just to check it works 2017-11-05 09:28:42 +02:00
gcarq
264d71e29e fix some pylint warnings 2017-11-04 18:55:41 +01:00
gcarq
a873688a44 backtesting: init Trade with Bittrex fee 2017-11-04 18:43:23 +01:00
gcarq
460dfa1031 fix percentage formating in execute_sell 2017-11-02 19:00:25 +01:00
gcarq
1daeed4a52 fix assert 2017-11-02 19:00:25 +01:00
gcarq
cd18629433 add fee to sqlalchemy model and respecting it in calc_profit 2017-11-02 19:00:25 +01:00
gcarq
543857ddb2 set initial open_rate and amount in create_trade
This is mostly needed by dry_run
2017-11-02 19:00:25 +01:00
gcarq
1e5b0e8726 adapt tests 2017-11-02 19:00:25 +01:00
gcarq
e07904d436 PEP8 linting 2017-10-31 00:36:35 +01:00
Michael Egger
ea1b1e11ea
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
2017-10-31 00:28:38 +01:00
Janne Sinivirta
e68e6c0a1a reuse mock in hyperopt also 2017-10-30 22:31:28 +02:00
Janne Sinivirta
7190226c84 reuse same mock for get_ticker_history, just change return_value 2017-10-30 22:06:09 +02:00
gcarq
6f2915e25e move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
2017-10-30 20:41:36 +01:00
Janne Sinivirta
8da55c3742 move patching of arrow.utcnow to remove 500 unnecessary mock objects 2017-10-30 19:56:53 +02:00
Michael Egger
05111edd04
Merge pull request #87 from gcarq/more_triggers
More triggers and guards to hyperopt
2017-10-30 14:43:18 +01:00
Michael Egger
4c2dea83c5
Merge pull request #84 from gcarq/telegram/show-balance
Telegram command: /show balance
2017-10-29 22:05:10 +01:00
Janne Sinivirta
d066817d0b removed below_sma and over_sma to wait for better implementation 2017-10-29 21:33:57 +02:00
Janne Sinivirta
a632121368 add macd cross signal trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
473d09b5cd add ema50 and ema100. add long uptrend ema guard to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
22cfef7d36 add ema5 cross ema10 trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
e1bbe1d9a9 adjust indicator ranges in hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
ec981b415a add RSI to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta
3b1dc36d8a switch to using itertuples instead of iterrows as it's a lot faster 2017-10-29 16:28:55 +02:00
Janne Sinivirta
4edf8f2079 copy only needed columns before iterating over them 2017-10-29 16:28:55 +02:00
Janne Sinivirta
54987fd9ca do date parsing while loading json, not later 2017-10-29 16:28:55 +02:00
Janne Sinivirta
da9c3e7d7d remove leftover dates from removing date filtering 2017-10-29 16:28:55 +02:00
Samuel Husso
4f6c3f94e0 added tests to /balance, minor cleanup 2017-10-29 10:10:00 +02:00
Janne Sinivirta
25d6d6bbe5 remove unused imports from test_hyperopt 2017-10-28 15:32:29 +03:00
Janne Sinivirta
649781d823 store result strings, display best result in summary. switch to a lot better objective algo 2017-10-28 15:26:22 +03:00
Janne Sinivirta
08ca7a8166 change print to format so result can be used in hyperopt Trials 2017-10-28 15:26:22 +03:00
Samuel Husso
0c33e917d5 Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
2017-10-27 12:11:04 +03:00
Janne Sinivirta
e401a016f5 change analyze tests to use full json dump from bittrex 2017-10-26 16:50:31 +03:00
Janne Sinivirta
e0fde8665c Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
2017-10-26 10:37:38 +03:00
Samuel Husso
752520c823 When running from project root download the files to the testdata folder instead of cwd 2017-10-26 10:24:22 +03:00
Janne Sinivirta
6ba2492360 add Awesome Oscillator and try it in hyperopt 2017-10-25 18:37:20 +03:00
Samuel Husso
041e201713 remove duplicated backtesting from hyperopt 2017-10-25 08:17:17 +03:00
Samuel Husso
f43ba44b15 refactor backtesting to its own method as we use it also in hyperopt 2017-10-24 07:58:42 +03:00
Janne Sinivirta
6f5307fda7 use more aggressive stop loss for hyperopt 2017-10-22 17:15:57 +03:00
Janne Sinivirta
37004e331a remove unused import and commented out code 2017-10-22 17:14:55 +03:00
Janne Sinivirta
57acf85b42 try a different objective function 2017-10-22 17:11:01 +03:00
Janne Sinivirta
913488910c bump minimum evaluations to 40 rounds 2017-10-21 10:29:05 +03:00
Janne Sinivirta
17b984a7cd adjust objective function to emphasize trade lenghts more 2017-10-21 10:28:43 +03:00
Janne Sinivirta
f79b44eefe adjust ROI map for shorter trades 2017-10-21 10:28:02 +03:00
Janne Sinivirta
146c254c0f start adding other triggers than just the lower BBands 2017-10-21 10:26:38 +03:00
Janne Sinivirta
ce2966dd7f add uptrend_sma to hyperopt 2017-10-20 18:29:38 +03:00
Janne Sinivirta
0fbca8b8ef add CCI to hyperopt 2017-10-20 13:14:28 +03:00
Janne Sinivirta
3f7a583de6 add SAR to hyperopt. add over/under sma options to hyperopt 2017-10-20 12:56:44 +03:00
Janne Sinivirta
1196983d5f change objective to emphasize shorter trades and include average profit 2017-10-20 10:39:36 +03:00
Janne Sinivirta
bbb2c7cf62 more parametrizing. adjust ranges for previous parameters 2017-10-20 10:39:04 +03:00
Janne Sinivirta
ff100bdac4 the optimizer expects values in the order of smaller is better 2017-10-19 18:29:57 +03:00
Janne Sinivirta
1792e0fb9b use hyperopt to find optimal parameter values for indicators 2017-10-19 17:12:49 +03:00
Michael Egger
aeef9bac33 Merge pull request #70 from dertione/patch-2
Download automatically altcoin datas
2017-10-17 13:36:33 +02:00
dertione
389f9b45bb update pylint 10/10 2017-10-15 17:24:49 +02:00
Janne Sinivirta
c9741cb291 adjust roi settings for faster trades 2017-10-15 17:32:07 +03:00
dertione
afd1a0bf9b update for pylint 2017-10-14 14:40:26 +02:00
dertione
37f6c213f6 fork test 2017-10-13 15:50:50 +02:00
xsmile
b9eb266236 Exchange refactoring 2017-10-06 12:22:04 +02:00
gcarq
f44ab2f44b patch missing http calls 2017-10-01 23:28:09 +02:00
Janne Sinivirta
5537f0bf5b simplify unnecessary == True and == False assertions 2017-10-01 15:45:31 +03:00
Janne Sinivirta
5551c9ec3b add pragmas to disable pylint warnings for missing docstrings in test files 2017-10-01 15:40:40 +03:00
Janne Sinivirta
ff145b6306 use mocker for mocking to get rid of deep nesting 2017-10-01 15:40:12 +03:00
Janne Sinivirta
616d5b61cc remove numbers from test method names 2017-10-01 11:11:20 +03:00
Janne Sinivirta
06ad311aa3 remove Test classes and use pytest fixtures 2017-10-01 11:02:47 +03:00
Janne Sinivirta
53b4c3722e convert asserts to pytest style 2017-09-30 20:38:19 +03:00
gcarq
898ab5a370 implement test to reproduce it 2017-09-30 18:22:05 +02:00
gcarq
0c517ee3b6 move project into freqtrade/ 2017-09-29 19:28:32 +02:00