Pialat
2a9f454511
regoup constant and add comments
2019-09-16 16:11:43 +02:00
Pialat
a246b2ec3f
change comment
2019-09-16 14:47:35 +02:00
Pialat
3de0f1b4fe
fix flake8
2019-09-16 14:46:19 +02:00
Pialat
7c6167fb5b
total loss depends on multi criterias
2019-09-16 12:01:24 +02:00
Pialat
490128b86b
loss of calmar ratio now centered in 0
2019-09-16 12:00:51 +02:00
Pialat
4b449075ff
fix doc descr with new feature
2019-09-16 11:59:27 +02:00
Pialat
12288362c3
implement expected number of trades
2019-09-16 11:58:51 +02:00
Pialat
2a06a95e77
don't include slippage by defaut
2019-09-16 11:57:13 +02:00
Pialat
1538523adf
improvement : move to simulated annualized vs calculated
2019-09-13 10:06:33 +02:00
Pialat
847aab0359
be be flake 8 compliant
2019-09-12 17:15:01 +02:00
Pialat
dc8fd641ad
smooth normelization
2019-09-12 16:55:33 +02:00
Pialat
2670960ec4
fix typo
2019-09-12 16:41:37 +02:00
Pialat
da419e6022
remove precision on year calculation
2019-09-12 16:27:42 +02:00
Pialat
78ae177a5b
Fix : exit if no losing trades before applyting slippage
2019-09-12 16:07:58 +02:00
Pialat
6958160ae6
Fix calculation of calmar ratio
2019-09-12 16:03:03 +02:00
Pialat
84aac56dd3
explain maybe extra criterias needed to calculate loss
2019-09-12 16:02:18 +02:00
Pialat
0d3542537e
change CalmarHyperOptLoss description
2019-09-12 15:35:27 +02:00
Pialat
62d9ac836d
import MAX_LOSS constant instead create a new one
2019-09-12 15:14:32 +02:00
Pialat
e1f7a31b63
better explanation in comment of loss value of calmar ratio
2019-09-12 15:03:52 +02:00
Pialat
c5ee01fe4b
hyperopt loss function based on calmar ratio
2019-09-11 19:40:59 +02:00
hroff-1902
3d028f512e
Merge pull request #2235 from hroff-1902/eliminate_import_strategy
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Allow --strategy for hyperopt
2019-09-08 12:23:48 +03:00
hroff-1902
2b00a5d90a
Get rid of import_strategy()
2019-09-08 02:43:02 +03:00
Matthias
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
hroff-1902
2e49125e87
Merge branch 'develop' into hyperopt-simplified-interface
2019-09-06 15:11:06 +03:00
Matthias
7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space
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Hyperopt: adaptive roi_space
2019-09-06 06:26:52 +02:00
hroff-1902
9a6a89c238
allow simplified hyperopt interface
2019-09-03 19:54:28 +03:00
hroff-1902
d9c2b7d460
fix fetching ticker_interval from strategy
2019-08-26 22:31:24 +03:00
hroff-1902
bfc68ec792
minor cleanup in Backtesting
2019-08-25 23:36:42 +03:00
Matthias
513e84880e
Don't escape ticks where it's not needed
2019-08-25 20:38:51 +02:00
hroff-1902
067208bc9d
make backtesting an attribute of Hyperopt
2019-08-24 00:10:35 +03:00
Matthias
91b0394433
Merge pull request #2156 from freqtrade/remove_live
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Remove deprecated option live - deprecate -r
2019-08-22 15:33:39 +02:00
Matthias
aaeeb9c0c6
Merge branch 'develop' into align_userdata
2019-08-21 19:41:10 +02:00
hroff-1902
fcb0ff1b60
do not round values in the debug message
2019-08-20 23:42:44 +03:00
hroff-1902
17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space
2019-08-20 23:00:23 +03:00
hroff-1902
cadf573170
round printed stoploss value as well
2019-08-20 22:24:59 +03:00
hroff-1902
a12876da92
fine printing for floats in the roi tables (round to 5 digits after the decimal point)
2019-08-20 22:17:21 +03:00
Matthias
9e24992835
Remove calls to load_data using live=
2019-08-20 07:00:43 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
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Refactorings to history
2019-08-20 06:35:54 +02:00
Matthias
0a478bc0dc
Merge branch 'develop' into align_userdata
2019-08-18 15:00:12 +02:00
Matthias
09286d4918
file_dump_json accepts Path - so we should feed it that
2019-08-16 13:04:48 +02:00
hroff-1902
e525275d10
make flake and mypy happy
2019-08-15 23:13:46 +03:00
hroff-1902
4fa92ec0fa
hyperopt: --print-json option added
2019-08-15 21:39:04 +03:00
hroff-1902
5b9711c002
adaptive roi_space
2019-08-14 13:25:49 +03:00
Matthias
51c3a31bb5
Correct imports and calls to parse_timerange
2019-08-14 10:07:32 +02:00
Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized
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Hyperopt print colorized results
2019-08-13 19:36:06 +02:00
hroff-1902
8f92912852
final colorization schema
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colorization schema-2: red, green, bright/dim
colorization schema-3: red, green, bright only green bests
colorization schema-4: no red, green for profit, bright for bests
2019-08-12 21:08:52 +03:00
hroff-1902
e5dcd520ba
cosmetics in sample_hyperopt and default_hyperopt
2019-08-12 02:19:50 +03:00
Matthias
2c5a499a8b
Merge branch 'develop' into align_userdata
2019-08-10 20:15:07 +02:00
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss
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Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
2019-08-10 15:49:52 +02:00
hroff-1902
ae39f6fba5
use of termcolor eliminated
2019-08-09 14:51:03 +03:00