theluxaz
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80b71790bc
|
Added some bigfixes for sell_tag
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2021-10-13 01:22:53 +03:00 |
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theluxaz
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b898f86364
|
Added sell_tag and buy/sell telegram performance functions
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2021-10-13 00:02:28 +03:00 |
|
sid
|
30bc96cf3f
|
simplify expression
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2021-10-09 06:36:23 +05:30 |
|
sid
|
46c320513a
|
use profit_abs
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2021-10-07 08:07:07 +05:30 |
|
sid
|
6ba46b38bd
|
fix formatting
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2021-10-06 13:46:05 +05:30 |
|
sid
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c0d01dbc26
|
add max_drawdown loss
|
2021-10-06 13:24:27 +05:30 |
|
Sam Germain
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e8b4cf6eaa
|
Merge branch 'develop' into feat/short
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2021-10-02 03:15:12 -06:00 |
|
Scott Lyons
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df45f467c6
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Adding ability to ignore unparameterized spaces
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2021-09-30 01:11:02 -07:00 |
|
Robert Roman
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ca973c05d1
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Merge branch 'freqtrade:develop' into develop
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2021-09-28 10:16:36 -05:00 |
|
Robert Roman
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626a40252d
|
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:33:29 -05:00 |
|
Robert Roman
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c3414c3b78
|
resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:32:49 -05:00 |
|
Matthias
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5726886b06
|
Reduce backtest-noise from "pandas slice" warning
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2021-09-27 20:52:19 +02:00 |
|
Robert Roman
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bdca3e2343
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Merge branch 'freqtrade:develop' into develop
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2021-09-26 15:37:09 -05:00 |
|
Matthias
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a926f54a25
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Add "side" parameter to custom_stake_amount
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2021-09-26 19:35:54 +02:00 |
|
Matthias
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84e013de2d
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Update confirm_trade_entry to support "side" parameter
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2021-09-26 19:33:22 +02:00 |
|
Matthias
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4d49f1a0c7
|
Reset columns by dropping instead of resetting
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2021-09-26 15:39:34 +02:00 |
|
Matthias
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4fd00db630
|
Use "combined" enter_tag column
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2021-09-26 15:22:37 +02:00 |
|
Matthias
|
6319c104fe
|
Fix unreliable backtest-result when using webserver mode
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2021-09-26 15:07:48 +02:00 |
|
Matthias
|
2a678bdbb4
|
Update buy_tag column to long_tag
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2021-09-26 08:37:44 +02:00 |
|
Robert Roman
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24baad7884
|
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
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2021-09-25 16:28:36 -05:00 |
|
Robert Roman
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3b99c84b0a
|
resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
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2021-09-23 21:31:33 -05:00 |
|
Matthias
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0e13d57e57
|
Update advise_* methods to entry/exit
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2021-09-22 20:42:31 +02:00 |
|
Matthias
|
4c6b1cd55b
|
Add very simple short logic to test-strategy
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2021-09-22 20:36:03 +02:00 |
|
Robert Roman
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c6b684603c
|
removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
|
2021-09-22 09:21:43 -05:00 |
|
Robert Roman
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b946f8e7f1
|
I sorted imports with isort
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2021-09-22 09:18:17 -05:00 |
|
Robert Roman
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3834bb86ff
|
updated line 42
I removed the minus sign on max drawdown.
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2021-09-21 20:25:17 -05:00 |
|
Robert Roman
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3845d55186
|
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
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2021-09-21 20:04:23 -05:00 |
|
Sam Germain
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778f0d9d0a
|
Merged feat/short into lev-strat
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2021-09-19 17:44:12 -06:00 |
|
Rokas Kupstys
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5dc78a0c66
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[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
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2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
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dfa61b7ad2
|
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
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2021-09-18 10:48:53 +03:00 |
|
Matthias
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853c3a4433
|
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
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2021-09-18 08:08:18 +02:00 |
|
raphael
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4b2c1a9b8e
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Remove trailing whitespace
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2021-09-17 14:39:15 -04:00 |
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raphael
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e715f2a253
|
Update formatting
Line 302 was too long
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2021-09-17 14:23:26 -04:00 |
|
raphael
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9525a5b96c
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Add type to "trials" parameter
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2021-09-17 14:10:37 -04:00 |
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Matthias
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4d558879e9
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Merge branch 'feat/short' into pr/samgermain/5378
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2021-09-17 19:33:35 +02:00 |
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raphael
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124e97f3b9
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Remove ununsed variables from export_csv_file
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2021-09-17 11:57:36 -04:00 |
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raphael
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3a98fb72a4
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Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
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2021-09-17 11:42:33 -04:00 |
|
Matthias
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d680fdf33a
|
Merge branch 'develop' into feat/short
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2021-09-17 11:16:37 +02:00 |
|
Matthias
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994c3c3a4c
|
Add some errorhandling for custom estimator
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2021-09-16 07:13:25 +02:00 |
|
Matthias
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c0811ae896
|
Add possibility to override estimator from within hyperopt
|
2021-09-15 21:36:53 +02:00 |
|
Matthias
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57ea0c322f
|
Rename indicator_space to buy_indicator_space
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2021-09-15 20:20:31 +02:00 |
|
Sam Germain
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d77ab337bf
|
merged with develop
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2021-09-14 18:26:46 -06:00 |
|
Matthias
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315ea1e116
|
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
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2021-09-14 19:20:58 +02:00 |
|
Sam Germain
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5225bd4a5b
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Merge branch 'develop' into feat/short
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2021-09-13 14:02:23 -06:00 |
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Matthias
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a12c3ecc9b
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Remove credentials whenever dry-run is set from within the exchange
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2021-09-13 20:27:32 +02:00 |
|
Matthias
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fd6bf591f8
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Update some tests to remove explicit hyperopt interface
|
2021-09-12 08:18:13 +02:00 |
|
Matthias
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dad4a49e81
|
Remove legacy hyperopt interface from hyperopt.py
|
2021-09-12 08:18:13 +02:00 |
|
Sam Germain
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695a8fc73b
|
comment updates, formatting, TODOs
|
2021-09-08 03:09:39 -06:00 |
|
Matthias
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68b75af08e
|
Fix bug with inversed sell signals in backtesting
|
2021-09-05 08:59:18 +02:00 |
|
Matthias
|
ca44d2e092
|
Merge branch 'feat/short' into pr/samgermain/5378
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2021-09-04 19:54:34 +02:00 |
|
Matthias
|
5184cc7749
|
Merge branch 'develop' into feat/short
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2021-09-02 07:03:14 +02:00 |
|
Matthias
|
b0c4f079c2
|
Merge branch 'develop' into feat/backtest_detail
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2021-08-31 20:16:42 +02:00 |
|
Matthias
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2ce458810b
|
rename default_hyperopt_loss file
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2021-08-26 19:39:57 +02:00 |
|
Matthias
|
053d6d8ee1
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Merge branch 'feat/short' into pr/samgermain/5378
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2021-08-25 20:34:52 +02:00 |
|
Matthias
|
e1c3b7fd8c
|
Merge branch 'develop' into feat/short
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2021-08-25 20:31:40 +02:00 |
|
Matthias
|
7fb570cc58
|
hyperopt Fallback methods should not be used.
|
2021-08-25 20:28:55 +02:00 |
|
Matthias
|
23d21d8ace
|
Fix wrong message if protection-space is missing
closes #5480
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2021-08-25 19:57:10 +02:00 |
|
Matthias
|
cb4889398b
|
Fix backtesting bug
|
2021-08-25 07:03:48 +02:00 |
|
Matthias
|
6524edbb4e
|
Simplify should_exit interface
|
2021-08-24 20:47:54 +02:00 |
|
Matthias
|
b40f985b13
|
Add short-exit logic to backtesting
|
2021-08-24 20:02:40 +02:00 |
|
Matthias
|
eb71ee847c
|
Rename backtest index constants
|
2021-08-24 06:56:06 +02:00 |
|
Matthias
|
11bd8e912e
|
Fix some tests
|
2021-08-24 06:52:28 +02:00 |
|
Matthias
|
7a977a8eaf
|
Merge branch 'feat/short' into pr/samgermain/5378
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2021-08-24 06:28:16 +02:00 |
|
Matthias
|
957551ea97
|
Merge branch 'develop' into feat/short
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2021-08-24 06:25:06 +02:00 |
|
Matthias
|
7373b39015
|
Initial support for backtesting with short
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2021-08-23 21:16:26 +02:00 |
|
Matthias
|
3e8164bfca
|
Use proper exchange name in backtesting
|
2021-08-23 21:13:47 +02:00 |
|
Sam Germain
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a5be535cc9
|
strategy interface: removed some changes
|
2021-08-21 17:06:04 -06:00 |
|
Sam Germain
|
e2d5299116
|
Name changes for strategy
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2021-08-18 13:22:54 -06:00 |
|
Matthias
|
fa4ec9f83e
|
Add explicit test for get_sell_trade_entry
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2021-08-15 14:52:24 +02:00 |
|
Matthias
|
8405ccc15e
|
Seperate detail data loading from regular backest-data loading
|
2021-08-14 16:33:01 +02:00 |
|
Matthias
|
88172fab82
|
Allow "detailed" backtesting timeframe to look into the candle
|
2021-08-14 16:04:23 +02:00 |
|
Matthias
|
bdbac37be7
|
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
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2021-08-12 06:36:33 +02:00 |
|
Rokas Kupstys
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f6267c7514
|
Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
|
2021-08-11 15:21:23 +03:00 |
|
ipqhjjybj
|
65d025923d
|
add code
|
2021-08-11 14:35:16 +08:00 |
|
Matthias
|
0b6aedbc4c
|
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
|
2021-08-10 19:54:02 +02:00 |
|
Matthias
|
039d6384ed
|
Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results
closes #5305
closes #5149
|
2021-08-10 10:12:57 +02:00 |
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Matthias
|
3f160c7144
|
Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
|
2021-08-10 09:14:29 +02:00 |
|
Matthias
|
5bfb9edf02
|
Only query date once from list
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2021-08-09 15:42:17 +02:00 |
|
Matthias
|
895b912c71
|
Fix recently introduced lookahead bias in backtesting
closes #5388
|
2021-08-09 14:54:47 +02:00 |
|
Matthias
|
a5f796bc97
|
refactor ohlcvdata_to_dataframe to advise_all_indicators
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2021-08-09 14:53:18 +02:00 |
|
Matthias
|
f17942b68f
|
Fix random test failure
|
2021-08-09 11:18:18 +02:00 |
|
Matthias
|
47f641d12f
|
Remove hyperopt-pickle result support
|
2021-08-09 07:04:18 +02:00 |
|
Matthias
|
3bd0c3d009
|
Remove legacy code from export to csv
|
2021-08-08 11:02:54 +02:00 |
|
Matthias
|
faf16a64e5
|
Remove legacy hyperopt file support
|
2021-08-08 10:22:45 +02:00 |
|
Matthias
|
0ae4eccea5
|
Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code
|
2021-08-08 10:06:35 +02:00 |
|
Matthias
|
6532aba765
|
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
|
2021-08-07 09:42:05 +02:00 |
|
Sam Germain
|
b9356a5564
|
Autopep8 formatting
|
2021-08-06 16:35:39 -06:00 |
|
Matthias
|
a6454cfc39
|
Autoenable protections when protection-space is selected
|
2021-08-04 07:17:29 +02:00 |
|
Matthias
|
091bf7c4d2
|
Output protection space
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
544e0da6c2
|
Add protection parameter space
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
800b2eeaf0
|
Load protections as part of backtest()
this enables different values in hyperopt per epoch
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
dfc17f2bd1
|
Fix ci failure
|
2021-08-03 07:21:11 +02:00 |
|
Matthias
|
4ab03f7e37
|
Don't load fallback methods for autohyperopt
|
2021-08-02 21:17:56 +02:00 |
|
Matthias
|
e70a742005
|
Reorder space methods in hyperopt
|
2021-08-02 21:12:10 +02:00 |
|
Matthias
|
056bc93bc6
|
backtesting needs startup_candle_count
fixes informative-pair loading being different between --strategy-list and
--strategy.
|
2021-08-01 19:17:52 +02:00 |
|
Matthias
|
1ccc89d1e9
|
Store fully analyzed dataframe
|
2021-07-31 10:00:24 +02:00 |
|
Matthias
|
b1cbc75e93
|
Properly cache pair dataframe in backtesting (without startup-range).
|
2021-07-31 08:45:04 +02:00 |
|
Matthias
|
138b126d03
|
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
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2021-07-30 08:23:11 +02:00 |
|
kevinjulian
|
aea5da0c73
|
changes testcase
|
2021-07-23 11:42:43 +07:00 |
|
kevinjulian
|
f5a660f845
|
caps BUY_TAG_IDX
|
2021-07-21 20:19:56 +07:00 |
|