Commit Graph

67 Commits

Author SHA1 Message Date
Janne Sinivirta c11102cf4a another run of autopep8 2018-01-11 07:08:56 +02:00
Janne Sinivirta 86db6c9084 sort imports 2018-01-11 07:08:56 +02:00
Janne Sinivirta 1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
Samuel Husso e67c652988 use os.path.join, fix docstrings 2018-01-10 11:50:00 +02:00
Samuel Husso ffae0b2cd5 hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS 2018-01-09 12:37:56 +02:00
Samuel Husso 1647e7a0c1 update fix failing tests, unitest that resume hyperopt functionality works 2018-01-09 12:26:52 +02:00
Samuel Husso b35fa4c9f6 hyperopt: show the best results so far 2018-01-09 12:25:58 +02:00
Samuel Husso a48840509b Hyperopt: use results from previous runs 2018-01-09 12:25:58 +02:00
Samuel Husso ca8cab0ce9 Hyperopt to handle SIGINT by saving/reading the trials file 2018-01-09 12:25:58 +02:00
Janne Sinivirta dd2ccea6e5 fix wrong range in stoploss search space 2018-01-08 21:59:46 +02:00
Janne Sinivirta 9dd38aebe0 add stoploss to the hyperopt parameters 2018-01-07 21:08:12 -08:00
Gerald Lonlas 9c21077dc1 Fix hypeopt issue when no result found 2018-01-07 17:53:21 -08:00
kryofly 890083ce7f Merge branch 'develop' into datadir 2018-01-07 10:00:35 +01:00
Gerald Lonlas b3ea0f4ec5 Make readable hyperopt best parameters result 2018-01-06 17:19:48 -08:00
kryofly 60ed4b9d1e --datadir <path> argument
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
2018-01-06 23:24:35 +01:00
Janne Sinivirta 41933c31ca
Merge pull request #315 from kryofly/tests_jan05
tests cover more backtesting
2018-01-06 09:26:20 +02:00
kryofly 79fcd0b06c tests cover more backtesting 2018-01-05 10:44:10 +01:00
kryofly 421ccb23d3 split load tickerdata function 2018-01-05 10:20:48 +01:00
Gerald Lonlas 7fd6d089c0 Fix Backtesting header alignment 2018-01-04 23:14:10 -08:00
Gerald Lonlas 90017998fc Use named argument for backtest() 2018-01-04 22:27:55 -08:00
Jean-Baptiste LE STANG ea6a1c629d fixing pep8 compliance 2018-01-03 11:50:30 +01:00
Jean-Baptiste LE STANG eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG 45f2d01895 - add a profit/loss counter
- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
Jean-Baptiste LE STANG c176ace889 Adding sell_profit_only and stoploss in hyperopt 2018-01-03 10:56:18 +01:00
Janne Sinivirta fed3024302 rewrite get_timeframe in backtesting 2018-01-02 21:54:31 +02:00
Janne Sinivirta dc2f048c98 make tuples smaller in backtesting loops 2018-01-02 21:52:47 +02:00
Janne Sinivirta 82e9ed2ac2 shorten table title to match table length 2018-01-02 17:53:47 +02:00
Janne Sinivirta ae52880f81 improve backtesting result formatting 2018-01-02 17:39:02 +02:00
Gerald Lonlas 0d605d2396 Refactor Optimize tests, and add more unit tests 2017-12-28 22:32:48 -08:00
Janne Sinivirta a36fd00f6a also print dot when hyperopt eval result is fail 2017-12-28 06:40:11 +02:00
Janne Sinivirta 7f44ba6df4 unit tests for optimize.hyperopt 2017-12-28 06:39:56 +02:00
Janne Sinivirta 7b0beb0afa cleanups 2017-12-28 06:36:18 +02:00
Janne Sinivirta de33d69eed Lint fixes (#236)
* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
Janne Sinivirta 9959d53f5e Logging improvements to Hyperopt (#235)
* make log texts go on new line

* remove unnecessary fields from hyperopt log messages

* shorten log text in hyperopt

* consider making zero trades a failed hyperopt eval

* only log from hyperopt when result improves

* remove unnecessary temp variables

* remove unused result data variables

* remove unused import

* fix an outdated comment
2017-12-25 08:18:34 +01:00
Janne Sinivirta 353b0d2d34 balance hyperopt objective to adjusted profit calculations 2017-12-23 19:18:28 +02:00
Janne Sinivirta e644d57dbe log should state profit is in BTC to avoid confusion 2017-12-23 19:00:49 +02:00
Janne Sinivirta 50e7cef5f3 remove commented-out code 2017-12-23 19:00:49 +02:00
Janne Sinivirta 1058820e1b just pass stake_amount instead of the whole config 2017-12-23 19:00:49 +02:00
Janne Sinivirta 24bc3a8390 show more digits for profits 2017-12-23 15:11:19 +02:00
Janne Sinivirta 5309ea3820 use newline for each log result for readability 2017-12-23 15:11:19 +02:00
Janne Sinivirta a063680d32 calculate log line only if really logging 2017-12-23 15:11:19 +02:00
Janne Sinivirta 10cf2ce853 remove unnecessary confusing division 2017-12-23 15:11:19 +02:00
Janne Sinivirta 871357a2e3 just require positive results 2017-12-23 15:11:19 +02:00
Samuel Husso 8d93363655 filter nan values from total_profit and avg_profit 2017-12-23 09:21:04 +02:00
Janne Sinivirta f300af0fe2
Merge pull request #200 from glonlas/fix_fees_calculation
Fix the fee calculation
2017-12-22 13:55:02 +02:00
Gerald Lonlas 41e22657e4 Fix hyperopt when using MongoDB 2017-12-21 19:20:47 -08:00
Gerald Lonlas d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
Janne Sinivirta c8fb6c4661 More lint fixes (#198)
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas d613d63fdc Fix the fee calculation 2017-12-17 23:01:34 -08:00
Janne Sinivirta 80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00