d796ce0935
Update hyperopt.py
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1. Try to get points using `self.opt.ask` first
2. Discard the points that have already been evaluated
3. Retry using `self.opt.ask` up to 3 times
4. If still some points are missing in respect to `n_points`, random sample some points
5. Repeat until at least `n_points` points in the `asked_non_tried` list
6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
d2a5448305
Update hyperopt.py
2022-03-11 17:38:32 +00:00
eb30c40e0c
Fix hyperopt for futures
2022-03-02 19:50:16 +01:00
d03378b1df
Update hyperopt.py
2022-02-06 15:32:59 +00:00
adf8f6b2d5
Update hyperopt.py
2022-02-06 10:33:49 +00:00
6c1729e20b
ignore warnings
2022-02-06 01:07:30 +00:00
6a4cae1f8c
Update hyperopt.py
2022-02-06 00:17:48 +00:00
992eac9efa
Update hyperopt.py
2022-02-05 17:36:19 +00:00
328b969801
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop
2022-02-01 01:06:57 +00:00
f7a5b2cb71
explicit dimensions, added **kwargs, updated docs
2022-01-25 11:43:40 +00:00
a2fb241a3b
increase initial points to 64
2022-01-24 01:35:42 +00:00
16a516a882
added plot functionality
2022-01-19 01:50:15 +00:00
407c20412d
Pass dimensions to generate_estimator
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It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
e540959c27
Remove btdata from generate_strategy_stats
2022-01-07 09:27:07 +01:00
670aed06bf
Remove loop for hyperopt.
2021-12-31 17:35:08 +01:00
5454460227
Revert initial_points to 30
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closes #5760
2021-10-20 07:46:15 +02:00
aed919a05f
Simplify "no-space-configured" error handling by moving it to hyperopt_auto
2021-10-13 19:54:35 +02:00
df45f467c6
Adding ability to ignore unparameterized spaces
2021-09-30 01:11:02 -07:00
994c3c3a4c
Add some errorhandling for custom estimator
2021-09-16 07:13:25 +02:00
c0811ae896
Add possibility to override estimator from within hyperopt
2021-09-15 21:36:53 +02:00
57ea0c322f
Rename indicator_space to buy_indicator_space
2021-09-15 20:20:31 +02:00
fd6bf591f8
Update some tests to remove explicit hyperopt interface
2021-09-12 08:18:13 +02:00
dad4a49e81
Remove legacy hyperopt interface from hyperopt.py
2021-09-12 08:18:13 +02:00
7fb570cc58
hyperopt Fallback methods should not be used.
2021-08-25 20:28:55 +02:00
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
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Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
a6454cfc39
Autoenable protections when protection-space is selected
2021-08-04 07:17:29 +02:00
544e0da6c2
Add protection parameter space
2021-08-04 06:50:14 +02:00
dfc17f2bd1
Fix ci failure
2021-08-03 07:21:11 +02:00
4ab03f7e37
Don't load fallback methods for autohyperopt
2021-08-02 21:17:56 +02:00
e70a742005
Reorder space methods in hyperopt
2021-08-02 21:12:10 +02:00
365479f5e0
Remove startup-candles after populating buy/sell signals
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closes #5242
2021-07-18 11:06:41 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
8e89d3e6e4
Fix sort error
2021-05-25 19:33:34 +02:00
cc5769e900
Convert np.int64 to proper int
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closes #5018
2021-05-25 19:24:56 +02:00
af16614bf2
Fix formatting issue
2021-05-24 07:48:36 +02:00
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
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freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
6172e67fcd
Update hyperopt.py
2021-05-20 11:56:31 +07:00
1b3bfb2e7f
found root cause.
2021-05-20 11:50:15 +07:00
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
36eba0f110
Don't use "r+" memmap, but "r2
2021-05-17 21:05:48 +02:00
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
5e73195b30
Use linux lineseperator at all times
2021-05-15 07:01:32 +02:00
ecee42f561
Read pickle file in mmap mode
2021-05-13 20:13:04 +02:00
1055862bc0
Extract data-load + dump from hyperopt
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(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
24a1d5a96f
Change default hyperopt-name to be shorter
2021-05-12 19:06:13 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
8ee0b0d8e8
Store not optimized parameters (if applicable)
2021-05-02 10:46:04 +02:00
46f0f66039
Keep dimensions stored in hyperopt class
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There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
881cba336a
Show backtesting result in hyperopt-show
2021-05-02 09:46:27 +02:00
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
6aaaad29d7
Use backtesting output for hyperopt results
2021-05-02 09:46:27 +02:00
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
bb89e44e19
[SQUASH] Address PR comments.
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* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
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Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
4532222010
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
345f7404e9
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
4ce4eadc23
remove only ccxt objects when hyperopting
2021-02-27 09:32:59 +01:00
009a447d8a
Adjust documentation for new parameter in loss functions
2021-02-16 19:51:09 +01:00
3e06cd8b3a
pass data and config to loss function
2021-02-16 10:11:33 +01:00
c659150d9f
Also print trade_duration in seconds to json
2021-01-25 19:42:34 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
e2d15f4082
Add parameter to enable protections for backtesting
2020-12-07 11:39:01 +01:00
cf2ae788d7
Convert backtesting rows to Tuples for performance gains
2020-10-18 17:16:57 +02:00
Italo
Matthias
Italo
Scott Lyons
Sam Germain
Priveyes
Kamontat Chantrachirathumrong
Rokas Kupstys
Rokas Kupstys
Patrick Weber
raoulus
Florian Merz