f0d7f18cf9
Pad wins / draws / losses for hyperopt with spaces instead of 0's
2020-09-19 17:32:22 +02:00
ec01f20bf8
Add ratio to sell reason stats
2020-09-16 20:27:28 +02:00
f63a378967
Update hyperopt.py
...
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
2020-09-07 23:26:55 +08:00
284d39930f
Allow using pairlists through dataprovider in backtesting
2020-08-30 10:07:28 +02:00
d8a6410fd1
Fix small bug when using max-open-trades -1 in backtesting
2020-08-23 09:00:57 +02:00
3d93236709
Remove unused import
2020-08-21 14:55:47 +02:00
301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
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Test colorama init again (after the fixes done to progressbar)
2020-08-21 14:54:35 +02:00
4f1179d85c
Test for empty case
2020-08-20 20:11:58 +02:00
f5a9001dc0
Handle backtest results without any trades
2020-08-20 19:51:36 +02:00
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
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Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
9982ad2f36
Add profit to backtest summary output
2020-08-18 16:59:24 +02:00
668d167adc
Add docstring to store_backtest_stats
2020-08-18 16:15:24 +02:00
4eb17b4daf
Remove unneeded function
2020-08-18 15:20:37 +02:00
a6dac9acf3
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
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Hyperopt enable dataprovider
2020-08-17 07:00:48 +02:00
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
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Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
b98107375e
Improve formatting of result string to be a bit conciser
2020-08-14 07:31:14 +02:00
d76ee43246
Show wins / draws / losses in hyperopt table
2020-08-14 07:14:10 +02:00
05bd099f51
Merge branch 'develop' into pr/yazeed/3008
2020-08-14 06:58:09 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
fca41a44bb
Also logg timeframe
2020-08-08 20:20:58 +02:00
2afe1d5b11
Add link to full sample
2020-08-08 17:30:31 +02:00
dd430455e4
Enable dataprovier for hyperopt
2020-08-08 17:04:32 +02:00
8b6d10daf1
Move DefaultHyperopt to test folder (aligned to strategy)
2020-08-06 08:50:41 +02:00
aab5596fa6
Convert trade open / close to timestamp
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(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
2020-07-27 07:20:40 +02:00
977a6d4e9c
Add profit_total to results line
2020-07-26 16:10:48 +02:00
454046f745
Add stake_currency and max_opeN_trades to backtest result
2020-07-26 15:55:54 +02:00
8d0f338bf2
Timestamps should be in ms
2020-07-26 15:23:21 +02:00
9ed5fed887
Fix output format to be of an identical type
2020-07-26 15:17:54 +02:00
902e8fa62f
Fix wrong spelling in one subcomponent
2020-07-26 14:39:00 +02:00
c1191400a4
Allow 0 fee value by correctly checking for None
2020-07-15 19:20:20 +02:00
bdf611352e
Update summary-metrics output
2020-07-14 19:34:01 +02:00
1fc4451d2f
Avoid \ linebreak
2020-07-03 20:32:04 +02:00
0d15a87af8
Remove old store_backtest method
2020-07-03 20:21:32 +02:00
987188e41f
Add avgduration for winners and losers
2020-07-03 19:58:02 +02:00
8e0ff4bd86
Add Win / draw / losing days
2020-07-03 19:45:45 +02:00
42868ad24a
Add best / worst day to statistics
2020-07-03 19:30:29 +02:00
7c5587aeaa
exportfilename can be a file or directory
2020-07-03 06:58:27 +02:00
2ed808da1f
Extract .last_result.json to constant
2020-07-03 06:58:27 +02:00
59e0ca0aaa
Add pairlist to backtest-result
2020-07-03 06:58:27 +02:00
c13ec4a1d4
implement fallback loading for load_backtest_data
2020-07-03 06:58:27 +02:00
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
f368aabcc7
Add amount to backtest-result
2020-07-03 06:58:27 +02:00
6e94734678
Add fee to backtestresult
2020-07-03 06:58:27 +02:00
03ab61959b
Add test for generate_backtest_stats
2020-07-03 06:58:27 +02:00
075eb0a161
Fix sequence of saving
2020-07-03 06:58:27 +02:00
0fa56be9d2
remove openIndex and closeIndex from backtest-report
2020-07-03 06:58:27 +02:00
04cbc2cde5
Shorten variable
2020-07-03 06:58:27 +02:00
b068e7c564
Rename open_time and close_time to *date
2020-07-03 06:58:27 +02:00
415853583b
Save backtest-stats
2020-07-03 06:58:27 +02:00
81c8e8677d
use 0 as profit mean, not nan
2020-07-03 06:58:27 +02:00
480c5117f1
Handle empty return strings
2020-07-03 06:58:27 +02:00
5fce7f3b22
Add market Change
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closes #2524 and #3518
2020-07-03 06:58:27 +02:00
cf044d166e
Tests should use new Datetime format too
2020-07-03 06:58:27 +02:00
fbddfaeacf
Introduce DatetimePrintFormat
2020-07-03 06:58:27 +02:00
cbcf3dbb43
Add more metrics to summarytable
2020-07-03 06:58:27 +02:00
6922fbc3aa
Add max_drawdown error handler
2020-07-03 06:58:27 +02:00
455b26ea48
Add max drawdown to backtesting
2020-07-03 06:58:27 +02:00
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
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Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
0b2982caed
Merge branch 'develop' into hyperopt_colorama_init
2020-06-16 10:16:41 +02:00
761407f74d
Merge pull request #3430 from freqtrade/timeframe
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ticker_interval -> timeframe
2020-06-15 13:47:26 +02:00
a3506f4d8e
Merge branch 'develop' into timeframe
2020-06-15 06:35:55 +02:00
d337fb6c6a
Update some comments
2020-06-15 06:35:31 +02:00
ea77edce05
Make flake happy
2020-06-13 18:54:54 +03:00
3d9b107761
Changes after review
2020-06-13 17:12:37 +03:00
69ac5c1ac7
change hyperopt return to better copy to strategy file
2020-06-10 14:35:31 -03:00
72ae4b1500
Load pairlist after strategy to use strategy-config
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fail in certain conditions when using strategy-list
Fix #3363
2020-06-07 16:15:26 +02:00
a75b94f143
use bracket notation for dataframe access
2020-06-07 15:40:00 +02:00
68395d2745
Use bracket notation to query results in hyperopt
2020-06-07 15:39:59 +02:00
04779411f5
Add docstring to backtest_stats
2020-06-07 15:39:59 +02:00
070913f327
Rename text_table generation
2020-06-07 11:35:02 +02:00
499c6772d1
Rename tabulate methods
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they don't "generate" anything
2020-06-07 11:31:33 +02:00
a6f6724752
Reorder functions in optimize_report
2020-06-07 11:29:14 +02:00
64881a94e2
Merge branch 'develop' into timeframe
2020-06-02 15:56:34 +03:00
a8005819c9
Add class-level attributes to hyperopt and strategy
2020-06-02 10:19:27 +02:00
f9bb1a7f22
Update more occurances of ticker_interval
2020-06-02 10:02:55 +02:00
3e895ae74a
Some more replacements of ticker_interval
2020-06-02 09:41:42 +02:00
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
d9afef8fe1
Move colorama_init to where it was
2020-06-01 09:37:10 +02:00
ffa93377b4
Test colorama init again (after the fixes done to progressbar)
2020-06-01 09:34:03 +02:00
091693308a
Correctly call show_backtest_results
2020-06-01 09:25:26 +02:00
ceaf32d304
Extract backtesting report generation from show_backtest_Results
2020-06-01 09:24:05 +02:00
f202e09b10
Extract conversion to trades list to it's own function
2020-06-01 08:57:31 +02:00
18a5787a2c
Reorder typing imports
...
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-05-27 19:17:15 +02:00
abf79e4ab4
Use temporary variable to clean up code
2020-05-25 20:47:48 +02:00
6a9a8f927e
Rename some methods, improve some testing
2020-05-25 20:46:31 +02:00
462c35cf75
Move stats generation to the top
2020-05-25 20:22:22 +02:00
027ea64d48
Fix docstrings, extract strategy-list results
2020-05-25 19:55:02 +02:00
db257e9f7f
Rename method to be public
2020-05-25 19:50:23 +02:00
18a2dad684
Extract data generation from generate_text_table
2020-05-25 19:35:32 +02:00
0917b17efd
Refactor result_line to return dict
2020-05-25 19:21:01 +02:00
876a9e4f44
finish refactor of sell_reason table
2020-05-25 07:08:15 +02:00
d17300fd84
Refactor sell reason stats to return a dict
2020-05-25 07:02:24 +02:00
9d1ad70bb7
Split optimize generation from printing
2020-05-25 06:44:51 +02:00
889a153731
fix PEP8
2020-05-03 17:29:56 +02:00
690bb7646a
hyperopt csv export - add params
2020-05-03 17:00:12 +02:00
509f38d3aa
Use non-deprectated parameter for progressbar
2020-05-01 17:59:24 +02:00
726e52aaa7
Use skopt model_queue_size instead of custom hack
2020-04-29 10:49:25 +03:00
c26835048c
Hyperopt cleanup, do not use 'trials'
2020-04-28 22:56:19 +03:00
a01ed170f5
Improve hyperopt-list logging
2020-04-28 17:33:07 +03:00
9ebc997e9d
Merge pull request #3215 from freqtrade/backtest_use_pairlists
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Backtest use pairlists
2020-04-27 13:34:06 +03:00
fb8a85da01
Disallow VolumePairList from backtesting for now
2020-04-27 07:56:17 +02:00
e8530c36d3
Remove pairlists from hyperopt too (it holds a reference to exchange)
2020-04-25 15:46:20 +02:00
8987859044
Enable pairlist parsing for backtesting and hyperopt
2020-04-25 15:37:13 +02:00
d9f255a6c0
Fix asterisk printing for csv output
2020-04-25 12:49:14 +03:00
c9711678fd
fixed indent
2020-04-25 11:31:51 +02:00
181b12b3a8
added wins/draws/losses
2020-04-25 11:31:51 +02:00
6147498fd4
fixed indent
2020-04-25 11:31:51 +02:00
2fb3d94938
added wins/draws/losses
2020-04-25 11:31:51 +02:00
2d994f6feb
Better printing of asterisk
2020-04-24 21:57:29 +03:00
6e5f0869b3
Remove another unused method
2020-04-24 18:39:08 +03:00
5c012d79eb
Remove unused method
2020-04-24 18:14:07 +03:00
d36e2cf6ab
Fix random test failure in hyperopt
2020-04-16 07:06:47 +02:00
8b6a7e685e
Merge pull request #3133 from freqtrade/backtesting_filenameexpanding
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[minor] Fix filename handling with --strategy-list
2020-04-15 12:02:19 +03:00
4d80f52db4
Merge pull request #3134 from freqtrade/backtesting_memory
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Backtesting memory and dataframe
2020-04-13 23:08:45 +03:00
2c1c1c7f16
Update freqtrade/optimize/hyperopt.py
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nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:32 +02:00
d9e54ab7a4
Update freqtrade/optimize/hyperopt.py
...
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:19 +02:00
4707484a4c
Fix issue with colring enabled + styling
2020-04-09 11:42:13 +02:00
cdc774549e
Merge branch 'develop' into progress-bar
2020-04-08 01:56:43 +02:00
132f5f73f5
Update hyperopt.py
2020-04-07 10:44:18 +02:00
c95906cfcf
Update hyperopt.py
2020-04-07 10:42:15 +02:00
d5609d4997
Changed back to progressbar2 for better handling of logger.
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Coloring still needs some work (bug + what colors to use)
2020-04-06 13:12:32 +02:00
de47186263
Use .loc for assignments
2020-04-02 19:31:48 +02:00
cf6e6488c7
Fix filename handling with --strategy-list
2020-04-02 17:29:18 +02:00
3d4664c2a6
Remove unnecessary import
2020-03-15 15:40:12 +01:00
e1b08ad76c
Add docstring to store_backtest_result
2020-03-15 15:38:26 +01:00
e95665ceca
Make backtestresult storing independent from printing
2020-03-15 15:36:23 +01:00
a13d581658
Move backtest-result visualization out of backtesting class
2020-03-15 15:17:53 +01:00
6106d59e1a
Move store_backtest_results to optimize_reports
2020-03-15 15:17:35 +01:00
328dbd3930
Remove unnecessary parameter to generate_text_table_sell_reason
2020-03-15 15:04:48 +01:00
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
a7ed51c642
return back the name of the hyperopt data file
2020-03-13 04:04:23 +03:00
ebb0187f40
dataframe -> df_analyzed in backtesting and edge
2020-03-13 03:54:56 +03:00
5737139979
Small fix
2020-03-12 16:47:09 +01:00
1a59fc11be
doh
2020-03-12 02:36:18 +01:00
df1ae565dc
clean-up
2020-03-12 02:26:41 +01:00
9387ed923c
fix for empty lines
2020-03-12 02:07:50 +01:00
81cbb92556
Switch to TQDM
2020-03-11 22:30:36 +01:00
3a8b68c0fd
Initial work on progressbar
2020-03-10 20:30:36 +01:00
73c19da4b9
Adjust handling of zero stdev in loss functions
2020-03-10 13:44:16 +03:00
f148b5f734
cosmetics in lambdas
2020-03-10 10:38:37 +03:00
bd158eefd2
Fixed loggin
2020-03-10 03:02:52 +01:00
2f5fc731bb
Removed overwrite option
2020-03-09 18:53:30 +01:00
cb419614cd
Spelling miss
2020-03-08 23:00:21 +01:00
4ad93ed6bb
Changed output for null columns
2020-03-08 22:41:05 +01:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
7606d814fa
Initial work on csv-file export. Missing docs and tests
2020-03-05 01:58:33 +01:00
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
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Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
090d1e8a70
Alignment and cleanups
2020-03-04 20:51:09 +01:00
7652a2bb95
Updated table layout and aligning better for hyperopt
2020-03-04 00:10:47 +01:00
399c419163
Changed table formating. Adding some code to align hyperopt table generation. WIP
2020-03-03 01:14:56 +01:00
82bdd01843
Merge pull request #3003 from Fredrik81/cores-and-arguments
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Hyperopt: fix number of CPU cores, jobs and total epochs
2020-03-03 02:12:21 +03:00
52cd5f9127
Better use enumerate: more correct and more pythonic
2020-03-03 01:42:25 +03:00
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration
2020-03-03 01:33:11 +03:00
a7d4755859
optimize calculation of current_jobs
2020-03-03 01:20:14 +03:00
92425642da
Fix config_jobs
2020-03-03 01:00:24 +03:00
0e4862b0c8
Added logging if argument is miss-configured
2020-03-02 22:58:54 +01:00
7713cfeb79
Corrected logic for -j + and - argument
2020-03-02 21:02:32 +01:00
f08c7eedf1
Changed jobs to be dynamic for last loop
2020-03-01 14:35:13 +01:00
75b4f1a442
Fix alignment of higher values
2020-03-01 14:12:27 +01:00
e89fd33229
Fix for more arguments
2020-02-29 23:57:15 +01:00
7a4edb1cd8
Fix: When total epochs is less than cpu cores
2020-02-29 23:41:59 +01:00
23ae0653bd
Changed table output to match hyperopt-list command
2020-02-29 23:24:08 +01:00
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
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Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
349aa2f957
Added dynamic print table function to hyperopt
2020-02-28 21:54:04 +01:00
bee8e92f02
Final changes, use sqrt i.o. statistics.pstdev
2020-02-28 23:50:25 +03:00
55d471190a
Changed table style of backtesting and alignment of headers
2020-02-27 13:28:28 +01:00
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table
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Added function to print hyperopt-list as table using tabulate
2020-02-27 05:22:41 +03:00
cd7efde6c0
Fixed coloring so it's only targeting the values not the table borders
2020-02-24 22:06:21 +01:00
23bf135b8a
Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best
2020-02-24 11:01:14 +01:00
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss
2020-02-19 02:37:25 +01:00
2058b492eb
Added function to print hyperopt-list as table using tabulate
2020-02-18 22:46:53 +01:00
6335d81ceb
Merge branch 'develop' into data_handler
2020-02-16 15:12:14 +01:00
674898bd32
Fix usage of vars in the commented out line
2020-02-16 15:26:40 +03:00
42dfda9231
Adjust docstring
2020-02-16 13:46:07 +03:00
fbe5cc44da
Use statistics.pstdev
2020-02-16 13:43:23 +03:00
1e84b2770c
Fix values of downside_returns
2020-02-16 04:10:53 +03:00
161dd1a3e6
Rename risk_free_return to minumum_accepted_return
2020-02-16 03:55:16 +03:00
b2328cdf4f
Do not subtract risk_free_ratio twice
2020-02-13 07:07:35 +03:00
9ec9a7b124
Fix t_index to be normalized
2020-02-09 21:20:15 +03:00
c89a32224c
Fix SharpeHyperOptLossDaily
2020-02-09 18:40:19 +03:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
61ced5e926
Fix typo
2020-02-08 02:49:06 +03:00
e8b9d88eb6
moved line for total_downside
2020-02-07 16:44:55 +03:00
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
9bcc5d2eed
fixed downside_returns to read from profit_percent_after_slippage
2020-02-07 16:36:12 +03:00
728ab0ff21
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:35:28 +03:00
b56a1f0603
initial push of sortino, work not done, still need own tests
2020-02-07 16:34:20 +03:00
deb0b7ad67
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:30:37 +03:00
44d67389d2
initial push of sortino, work not done, still need own tests
2020-02-07 16:29:27 +03:00
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
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
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
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
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Add some type hints
2020-02-03 23:24:26 +03:00
3499f1b85c
better readability and more consistent with daily sharpe loss method
2020-02-02 08:47:33 +01:00
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
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fixed some more line alignments
2020-02-01 11:19:28 +01:00
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
c396ad4daa
Align quotes in same area
2020-01-31 20:41:51 +01:00
907a61152c
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
2020-01-31 04:53:37 +01:00
Matthias
Allen Day
hroff-1902
Felipe Lambert
Florian Merz
hroff-1902
Yazeed Al Oyoun
Fredrik81
Fredrik Rydin