Commit Graph

413 Commits

Author SHA1 Message Date
Matthias d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias 8ee0b0d8e8 Store not optimized parameters (if applicable) 2021-05-02 10:46:04 +02:00
Matthias 46f0f66039 Keep dimensions stored in hyperopt class
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias 881cba336a Show backtesting result in hyperopt-show 2021-05-02 09:46:27 +02:00
Matthias 97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias 6aaaad29d7 Use backtesting output for hyperopt results 2021-05-02 09:46:27 +02:00
Matthias e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias df16fbd742 Add "dataload complete" message to backtest + hyperopt 2021-04-23 19:22:41 +02:00
Matthias 41cb2a6451 Merge branch 'develop' into pr/rokups/4596 2021-04-03 17:00:37 +02:00
Matthias 89bbfd2324 Remove candle_count from dataframe before backtesting
closes #3754
2021-03-29 20:26:54 +02:00
Matthias 8022386404 Type custom_hyperopt 2021-03-27 18:00:07 +01:00
Matthias 786ddc6a91 remove unused imports 2021-03-27 10:47:33 +01:00
Rokas Kupstys e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Rokas Kupstys bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys 0a205f52b0 Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts. 2021-03-26 16:56:24 +02:00
Matthias 76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Rokas Kupstys 5e872273d1 Provide access to strategy instance from hyperopt class. 2021-03-13 15:13:42 +02:00
Matthias 0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Patrick Weber 4532222010
Fixed line length in HyperOpt for new name
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
Patrick Weber 345f7404e9
Add strategy name to HyperOpt results filename
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
Matthias 731ab5d2a7 Fix too long line errors 2021-03-05 19:22:57 +01:00
raoulus 0968ecc1af added "Median profit" column to hyperopt -> export-csv 2021-03-04 17:27:04 +01:00
Matthias e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias 4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00
Matthias 009a447d8a Adjust documentation for new parameter in loss functions 2021-02-16 19:51:09 +01:00
Florian Merz 3e06cd8b3a pass data and config to loss function 2021-02-16 10:11:33 +01:00
Matthias c659150d9f Also print trade_duration in seconds to json 2021-01-25 19:42:34 +01:00
Matthias 8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias baa1142afa Use preprocessed to get min/max date in hyperopt 2021-01-14 19:09:21 +01:00
Matthias e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias 2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias 40b61bbfe3 Adjust trailing-stop to be python compliant 2020-10-05 07:44:12 +02:00
Matthias cb74c9bcde Fix hyperopt output 2020-10-03 13:27:06 +02:00
Matthias 6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias 253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias ff96cf154c Keep hyperopt result history 2020-09-27 16:33:26 +02:00
Matthias b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Allen Day 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
Matthias 3d93236709 Remove unused import 2020-08-21 14:55:47 +02:00
Matthias 301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
2020-08-21 14:54:35 +02:00
Matthias 3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias a6dac9acf3
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
Hyperopt enable dataprovider
2020-08-17 07:00:48 +02:00
Matthias b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00