Commit Graph

509 Commits

Author SHA1 Message Date
hroff-1902 2bcce33f23
Merge pull request #2888 from Fredrik81/hyperopt-filters
Added filter options to "hyperopt-list" in order to easier find epochs.
2020-02-10 23:59:40 +03:00
Matthias 83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
hroff-1902 0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config
introduce new-config subcommand
2020-02-09 22:11:37 +03:00
Fredrik Rydin eb3783dc00 Fixed a blank line issue :-( 2020-02-09 14:30:29 +01:00
Fredrik Rydin c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
Matthias abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +01:00
Yazeed Al Oyoun aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Matthias 97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
Yazeed Al Oyoun 5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun 9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
hroff-1902 d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
Matthias 54303880d3
Merge pull request #2849 from freqtrade/dependabot/pip/develop/pandas-1.0.0
Bump pandas from 0.25.3 to 1.0.0
2020-02-03 20:34:17 +01:00
Matthias cbabc295c7 Don't convert to datetime - but convert to datetime64 instead 2020-02-03 20:25:43 +01:00
hroff-1902 64f04845b6
Merge pull request #2850 from freqtrade/try_fix_randoM-test
make sure asyncio_loop is not initialized within ccxt code
2020-02-03 17:45:49 +03:00
Matthias f6c09160ab make sure asyncio_loop is not initialized within ccxt code 2020-02-03 15:17:36 +01:00
Matthias 2b69e7830d Fix failing CI test 2020-02-02 20:08:50 +01:00
hroff-1902 d12e03e50d Fix test inconsistency in test_freqtradebot.py 2020-02-02 20:01:25 +03:00
hroff-1902 cd0534efcc Add test 2020-02-02 19:41:22 +03:00
hroff-1902 e8c1abc509
Merge pull request #2799 from freqtrade/fix_stoploss_recreated
Fix stoploss recreated
2020-02-02 16:59:45 +03:00
hroff-1902 6594679e52
Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
Matthias 12317b1c53 Add some rudimentary tests for questions 2020-02-01 14:46:43 +01:00
Matthias d1a3a2d000 Add tests for build_config 2020-02-01 14:22:40 +01:00
Matthias cfa6a3e3d3 Don't overwrite files 2020-02-01 14:12:21 +01:00
Yazeed Al Oyoun e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias 83baa6ee2e Add test stub 2020-01-29 22:47:15 +01:00
Matthias 2f0775fa1b Extract build-config tests to new file 2020-01-29 21:31:09 +01:00
Matthias 940bfbee96 Move start_config out of build_commands file 2020-01-29 21:28:01 +01:00
Matthias 49c9258a08 enhance test 2020-01-29 20:43:10 +01:00
Matthias dd83cb1b95 Extract selection generation to a seperate method 2020-01-29 20:27:38 +01:00
hroff-1902 68771a7861 Remove state attr from Worker 2020-01-29 17:08:36 +03:00
Matthias 1ef148317d Merge branch 'develop' into stoploss_market 2020-01-26 20:33:41 +01:00
Matthias 02563019fc move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
Matthias a3e9d04383 Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
Matthias f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias b254bdfea3 Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
Matthias 70a0346b0a Move data-stuff to data-commands 2020-01-26 13:46:01 +01:00
Matthias 7e23304187 Adjust tests to new paths 2020-01-26 13:46:01 +01:00
Matthias 6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00
Matthias a3ac05cc16 Fix missed mock 2020-01-25 13:38:13 +01:00
hroff-1902 52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias 72c273aaed Add test for closed trade case 2020-01-23 21:07:21 +01:00
Matthias 70b9bd9c0e Verify if trade is closed before acting on Stoploss_on_exchange 2020-01-23 20:36:48 +01:00
Matthias f5a44e4fc4 open_order_id should be None when handling stoploss orders 2020-01-23 19:38:35 +01:00
Matthias 1d141cd406 Merge branch 'develop' into stoploss_market 2020-01-23 19:35:05 +01:00
Matthias bc4c469797 Merge branch 'develop' into stoploss_market 2020-01-22 20:51:52 +01:00
Matthias f36bc80ad1 Add parametrized tests for get_buy_rate 2020-01-22 19:43:02 +01:00
Matthias 8a940eb0c1 Align price finding function name on buy side with get_sell_rate 2020-01-22 14:46:28 +01:00
hroff-1902 66415d48d4
Merge pull request #2787 from freqtrade/dry_run_optional
remove default value calls for dry_run
2020-01-20 23:08:17 +03:00