Commit Graph

570 Commits

Author SHA1 Message Date
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss
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
Cedric Schmeits
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative.
This leads in a high positive result of the loss function, as it is a minimal optimizer
2019-08-08 22:10:51 +02:00
hroff-1902
0d4a2c6c3a advanced sample hyperopt added; changes to helpstrings 2019-08-08 22:51:37 +03:00
Matthias
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
Backtest ticker interval unset
2019-08-07 14:20:36 +02:00
Matthias
7e91a0f4a8 Fail gracefully if ticker-interval is not set 2019-08-06 06:45:44 +02:00
Matthias
bc2e920ae2 Adjust code to verify "current" candle for buy/sells 2019-08-05 20:07:29 +02:00
hroff-1902
c6444a10a8 move roi_space, stoploss_space, generate_roi_table to IHyperOpt 2019-08-05 18:07:25 +03:00
Matthias
383b24ab84 Merge branch 'develop' into align_userdata 2019-08-05 06:55:51 +02:00
hroff-1902
9cbab35de0 colorization by means of termcolor and colorama 2019-08-04 22:54:19 +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
3b65c986ee wordings fixed 2019-08-03 10:20:20 +03:00
hroff-1902
aa8f44f68c improvements to hyperopt output 2019-08-02 22:22:58 +03:00
Matthias
39e8e507d9 Merge branch 'develop' into align_userdata 2019-08-02 20:08:26 +02:00
hroff-1902
065ebd39ef cleanup in hyperopt 2019-08-01 23:57:26 +03:00
Matthias
bcccdda7c0 Merge branch 'develop' into align_userdata 2019-08-01 19:33:45 +02:00
Matthias
8cef567abc create and use hyperopt-results folder 2019-07-31 07:10:17 +02:00
hroff-1902
8f1f416a52 hyperopt cleanup and output improvements 2019-07-30 11:47:28 +03:00
Matthias
2c7a248307 Use user_data_dir in hyperopt 2019-07-28 14:57:05 +02:00
Matthias
0a253d66d0 Remove os.path from hyperopt 2019-07-28 14:57:05 +02:00
hroff-1902
e9b77298a7 max() removed 2019-07-25 08:17:41 +03:00
hroff-1902
0c2c094db6 minor: add OnlyProfitHyperOptLoss 2019-07-23 18:51:24 +03:00
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
8ccfc0f316 Remove unused variables 2019-07-17 06:24:40 +02:00
Matthias
ec49b22af3 Add sharpe ratio hyperopt loss 2019-07-16 06:45:13 +02:00
Matthias
d23179e25c Update hyperopt-loss to use resolver 2019-07-16 06:27:43 +02:00
Matthias
7d62bb8c53 Revert --clean argument to --continue 2019-07-16 05:51:26 +02:00
Matthias
07a1c48e8c Fix wrong intendation for custom-hyperopt check 2019-07-15 23:14:07 +02:00
Matthias
7be25313a5 Add some mypy ignores 2019-07-15 22:59:28 +02:00
Matthias
55e8092cbf Add sharpe ratio as loss function 2019-07-15 22:52:33 +02:00
Matthias
e5170582de Adapt tests to new loss-function method 2019-07-15 22:45:14 +02:00
Matthias
710443d200 Add documentation for custom hyperopt 2019-07-15 21:38:49 +02:00
Matthias
2a20423be6 Allow loading custom hyperopt loss functions 2019-07-15 21:35:42 +02:00
Matthias
2fedae6060 Move unnecessary things out of generate_optimizer 2019-07-15 20:31:55 +02:00
Matthias
b1b4048f97 Add test for hyperopt 2019-07-15 20:28:02 +02:00
Matthias
107f00ff8f Add hyperopt option to clean temporary pickle files 2019-07-15 20:17:15 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
Make configuration a module
2019-07-15 19:41:57 +02:00
Matthias
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008
fix #2008
2019-07-15 10:55:33 +02:00
hroff-1902
65f77306d3 using logger.debug, info was too noisy 2019-07-14 21:00:48 +03:00
hroff-1902
efbc7cccb1 enable --dmmp for hyperopt 2019-07-14 20:56:17 +03:00
hroff-1902
1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
hroff-1902
e993e010f4 Fix #2013 2019-07-11 23:02:57 +03:00
hroff-1902
c474e2ac86 fix #2008 2019-07-10 01:53:40 +03:00
Matthias
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
Fix #1948
2019-06-27 19:36:06 +02:00
hroff-1902
e5a8030dd7 comment added 2019-06-27 16:42:10 +03:00
Matthias
a07653a6cc Merge branch 'develop' into fix/validate_dataframe 2019-06-24 06:21:08 +02:00
hroff-1902
7fbdf36c64 avoid code duplication while selecting min_roi entries 2019-06-23 19:23:51 +03:00
Matthias
4cbcb5f36f Move .title to ExchangeResolver (it does not make sense to do this over
and over again)
2019-06-22 16:52:14 +02:00
Matthias
7a0d86660e Mypy type errors 2019-06-21 07:10:30 +02:00
hroff-1902
813c008af2 setup_configuration() cleanup 2019-06-16 21:37:43 +03:00
Matthias
89ff614e1d Add pair as parameter, and warn when fillup was necessary 2019-06-15 13:46:19 +02:00
Matthias
55079831a1 Don't explicitly validate backtest data (it's done while loading now). 2019-06-15 13:45:50 +02:00
Misagh
ad9dc349e4 edge cli should override stake_amount 2019-06-15 12:20:32 +02:00
Matthias
1afe6c1437 Don't run validation per strategy, it's only eneded once 2019-06-14 19:37:54 +02:00
Matthias
4dc3a0ca1d Small cleanup to reduce dict lookups during backtesting/hyperopt 2019-06-10 16:20:19 +02:00
hroff-1902
90b0f1daa8 minor optimize cleanup 2019-06-10 02:08:54 +03:00
Matthias
c2f6897d8b Move download of live data to load_data
Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
Matthias
55bdd26439 Edgecli -> Edge for Runmode and start_edge() 2019-05-28 19:25:01 +02:00
Matthias
104f1212e6 Move edge_cli_start to optimize 2019-05-25 20:06:15 +02:00
Matthias
236c392d28 Don't load hyperopts / optimize dependency tree if that module is not
used
2019-05-25 20:00:31 +02:00
Matthias
b38c43141c Adjust imports to new location 2019-05-25 16:53:35 +02:00
Matthias
9225cdea8a Move validate_backtest_data and get_timeframe to histoyr 2019-05-25 16:51:52 +02:00
hroff-1902
c3e93e7593 fix reduce() TypeError in hyperopts 2019-05-24 23:08:56 +03:00
hroff-1902
406e266bb4 typo in comment fixed 2019-05-22 14:34:35 +03:00
hroff-1902
2c9a519c5e edge: handle properly the 'No trades' case 2019-05-22 14:21:36 +03:00
hroff-1902
8b95e12468 log message adjusted in backtesting and hyperopt 2019-05-15 12:05:35 +03:00
hroff-1902
5677c4882e minor: add ticker data validation; log backtesting interval 2019-05-13 23:56:59 +03:00
hroff-1902
00b4501c59 avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed 2019-05-12 21:14:00 +03:00
hroff-1902
0f43e0bb7d minor hyperopt output improvements 2019-05-10 10:54:44 +03:00
hroff-1902
e7b81e4d46 hyperopt --min-trades parameter 2019-05-01 15:27:58 +03:00
hroff-1902
ea44bbff9f prevent hyperopt from running simultaneously 2019-04-25 11:11:04 +03:00
Matthias
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
Support for defaults in json schema
2019-04-24 12:20:39 +02:00
Matthias
d16ccd7e37 Merge branch 'develop' into json-defaults 2019-04-24 09:51:04 +02:00
hroff-1902
6a0f527e0e
merge --job-workers and commit printing debug log messages with the opt state 2019-04-24 10:35:04 +03:00
hroff-1902
2898067318
Merge branch 'develop' into hyperopt-jobs 2019-04-24 10:31:03 +03:00
hroff-1902
fc4ef2b430
Merge branch 'develop' into hyperopt-opt-params 2019-04-23 21:58:27 +03:00
hroff-1902
e3b0474901
Merge branch 'develop' into hyperopt-jobs 2019-04-23 21:34:38 +03:00
hroff-1902
cc9f899cd6 removed explicit dependency on multiprocessing module 2019-04-23 21:25:36 +03:00
hroff-1902
a022b1a6c1 --random-state for optimzer to get reproducible results added 2019-04-23 21:18:52 +03:00
Matthias
4971b9fc39
Merge pull request #1793 from hroff-1902/hyperopt-debug-state
hyperopt: print optimizer state in debug log messages
2019-04-23 20:11:04 +02:00
hroff-1902
3e3fce5f38 print optimizer state in debug log messages 2019-04-23 09:49:24 +03:00
hroff-1902
7c8e26c717 -j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt
docs refreshed
2019-04-23 00:52:07 +03:00
hroff-1902
ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902
6b87d94bb0 --print-all command line option added for hyperopt 2019-04-22 01:10:01 +03:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
Matthias
7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias
32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias
0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias
e085fd9e95 Disable dataprovider from hyperopt.
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
2019-03-25 19:49:58 +01:00
Matthias
0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias
00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia
6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia
0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias
e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00