Matthias
be4a9b5f4b
Lowercase freqtrade
2020-02-14 19:37:20 +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
82ff878e38
Fix typo in the docs
2019-12-14 15:15:20 +03:00
hroff-1902
3bd873f3c6
Add notes on random-state to the docs
2019-12-13 13:59:18 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
...
Add hyperopt-list and hyperopt-show commands
2019-12-10 00:30:26 +03:00
Matthias
2bd4008cb2
fix space name ...
2019-12-06 06:06:41 +01:00
Matthias
1da008b3af
Document "quick" hyperopt of roi/stoploss and trailing stoploss
2019-12-05 20:44:12 +01:00
hroff-1902
216094a761
Add reference to hyperopt-list and hyperopt-show to the Hyperopt doc
2019-12-05 14:30:55 +03:00
hroff-1902
ba29a2ffe4
Move docs on loss function creation to a separate doc file
2019-12-03 21:30:50 +03:00
hroff-1902
32c9b5f415
Description for generate_roi_table reformulated slightly
2019-12-01 13:13:41 +03:00
hroff-1902
f42ce8fc2a
Fix typo in the docs
2019-12-01 13:07:17 +03:00
hroff-1902
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
2019-12-01 03:28:23 +03:00
hroff-1902
f862b4d0f0
Add description for 'default' space
2019-12-01 02:50:44 +03:00
hroff-1902
a88bfa8ded
Fix: trailing_stop_positive should be positive
2019-12-01 02:27:17 +03:00
hroff-1902
fffd47e3d8
Add description of trailing space into docs
2019-12-01 01:28:26 +03:00
Matthias
f7322358cf
Update documentation
2019-11-21 06:32:45 +01:00
Matthias
8cf8ab089e
Add note about create-datadir to install instruction
2019-11-21 06:32:45 +01:00
Matthias
6f01d7f8ea
Merge branch 'develop' into feat/new_args_system
2019-11-03 10:09:49 +01:00
Matthias
3287cdd47a
Improve documentation regarding loading methods from hyperopt
2019-11-02 13:01:42 +01:00
Matthias
f3cfe147b5
Merge branch 'develop' into feat/new_args_system
2019-10-20 19:32:34 +02:00
hroff-1902
4ec83a2c24
DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct
2019-10-18 23:29:19 +03:00
Matthias
89283ef486
Rename --custom-hyperopt to --hyperopt
2019-10-14 19:42:28 +02:00
Matthias
344a0a094f
Update remaining documentations
2019-09-29 19:21:18 +02:00
hroff-1902
6a397f579e
Add description of usage
2019-09-29 00:43:27 +03:00
hroff-1902
2f005d6be9
Align example of ROI in the docs
2019-09-28 11:56:19 +03:00
hroff-1902
45f5394d79
Align example in the docs
2019-09-28 11:54:26 +03:00
hroff-1902
7e214d8e4c
minor: change default stoploss space
2019-09-28 11:50:15 +03:00
Matthias
cc9fc41318
Rename section to data-downloading, implement some feedback
2019-09-24 06:56:31 +02:00
Matthias
b1a3e213ae
Improve backtesting docs
2019-09-21 10:13:00 +02:00
hroff-1902
ef8386c065
Fix table with ROI limits
2019-09-06 11:55:07 +03:00
hroff-1902
e39d911177
Improve wordings in hyperopt.md
2019-09-05 23:31:07 +03:00
hroff-1902
e8614abc5d
update table md formatting, enhance description
2019-09-03 16:52:55 +03:00
hroff-1902
87ae2430df
ranges for ROI tables for different ticker_intervals in docs
2019-09-03 11:32:18 +03:00
Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized
...
Hyperopt print colorized results
2019-08-13 19:36:06 +02:00
hroff-1902
94196c84e9
docs: explanation for --no-color and colorization schema for results
2019-08-13 14:25:56 +03:00
Matthias
43b41324e2
Improve hyperopt-loss docs
2019-08-12 06:45:27 +02:00
hroff-1902
15cf5ac2d7
docs improved
2019-08-09 09:31:30 +03:00
hroff-1902
c6444a10a8
move roi_space, stoploss_space, generate_roi_table to IHyperOpt
2019-08-05 18:07:25 +03:00
hroff-1902
3dd6fe2703
wording
2019-08-03 19:44:32 +03:00
hroff-1902
f200f52a16
hyperopt print colorized results
2019-08-03 19:09:42 +03:00
hroff-1902
13620df717
'with values:' line removed
2019-08-03 11:05:05 +03:00
hroff-1902
b152d1a7ab
docs agjusted, plus minor fixes
2019-08-02 22:23:48 +03:00
hroff-1902
10c69387fd
docs adjusted
2019-07-25 21:07:17 +03:00
Matthias
fa8904978b
Don't use --hyperopt-loss-class, but --hyperopt-loss instead
2019-07-19 06:31:49 +02:00
Matthias
e01c0ab4d6
Improve doc wording
2019-07-18 20:02:28 +02:00
Matthias
639a4d5cf7
Allow importing interface from hyperopt.py
2019-07-17 07:15:43 +02:00
Matthias
0e500de1a0
Add sample loss and improve docstring
2019-07-17 06:32:24 +02:00
Matthias
1493771087
improve description
2019-07-16 19:40:42 +02:00
Matthias
192d7ad735
Add column description to hyperopt documentation
2019-07-16 06:54:38 +02:00
Matthias
d23179e25c
Update hyperopt-loss to use resolver
2019-07-16 06:27:43 +02:00