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Author SHA1 Message Date
Yazeed Al Oyoun 942792f123 updated as suggested 2020-03-20 05:48:53 +01:00
Yazeed Al Oyoun b8d05d8751 found instance of config get without default 2020-03-05 22:14:05 +01:00
Yazeed Al Oyoun 0587256733 minor create_trade() optimization 2020-03-05 21:57:01 +01:00
Yazeed Al Oyoun 4474482307 unifying get_sell_rate with get_buy_rate 2020-03-05 20:44:29 +01:00
Yazeed Al Oyoun 77b7f95efb simple code styling fixes 2020-03-02 00:14:01 +01:00
Yazeed Al Oyoun 0eeafcd157 matched commenting on previous sample_strategy.py 2020-02-23 16:56:55 +01:00
Yazeed Al Oyoun f25d6224dd modified sample_strategy 2020-02-23 16:22:19 +01:00
Yazeed Al Oyoun e04c2dda2c fixed typo 2020-02-22 23:58:31 +01:00
Yazeed Al Oyoun 5ac6244465 added keltner channel and uo 2020-02-22 23:50:26 +01:00
Yazeed Al Oyoun 2957756275 final touches plus 2020-02-22 23:39:01 +01:00
Yazeed Al Oyoun b49b9b515e final touches 2020-02-22 23:37:15 +01:00
Yazeed Al Oyoun 259dc75a30 some order and added weighted BB indicator to list 2020-02-22 23:10:46 +01:00
Yazeed Al Oyoun 09a1c9eed6 fixed docs description of hyperopts 2020-02-19 22:25:34 +01:00
Yazeed Al Oyoun 41b4fa3b7f fixed two more typos 2020-02-19 02:59:51 +01:00
Yazeed Al Oyoun 3fb6818bd8 Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Yazeed Al Oyoun df26c357d2 doc updates 2020-02-19 01:31:25 +01:00
Yazeed Al Oyoun 180939a962 winner, readability, with brackets as fix 2020-02-15 21:01:45 +01:00
Yazeed Al Oyoun 6e71f2f166 my fix 2020-02-15 20:55:12 +01:00
Yazeed Al Oyoun 007cc94474 fixed tests to send refresh, since its no longer defaulted 2020-02-12 22:03:56 +01:00
Yazeed Al Oyoun f09af888b1 modified get_buy/sell_rate refresh to true on notify_sell_cancel and notify_buy_cancel 2020-02-12 21:55:38 +01:00
Yazeed Al Oyoun 2e3b8cdba7 fixed flake8 issues on /help output 2020-02-12 21:51:58 +01:00
Yazeed Al Oyoun f6db784a85 removed default to refresh argument in get_buy_rate and get_sell_rate 2020-02-12 21:50:33 +01:00
Yazeed Al Oyoun 47874a4527 added logic to differentiate sell orders with double asterisk 2020-02-12 21:45:55 +01:00
Yazeed Al Oyoun 899de8b27c modified tests for double partial call 2020-02-11 16:50:18 +01:00
Yazeed Al Oyoun cde1b2b56c readded rpc status message for partial buys 2020-02-11 16:28:48 +01:00
Yazeed Al Oyoun 5f4c209fca fixed one more occurence of executed buy, and test 2020-02-11 16:14:49 +01:00
Yazeed Al Oyoun 4fedf1e564 default refresh TRUE on get_buy_rate and get_sell_Rate 2020-02-11 16:05:44 +01:00
Yazeed Al Oyoun fc29564974 Fixed messages and readability 2020-02-11 15:58:40 +01:00
Yazeed Al Oyoun 867b736b84 Fixed to Executing Buys & Sells 2020-02-11 15:50:21 +01:00
Yazeed Al Oyoun 7f4b90c68f fixed actual open_rate in notify_buy_cancel 2020-02-11 15:45:35 +01:00
Yazeed Al Oyoun f99d1c3829 fixed open_rate instead of open_rate_requested 2020-02-11 15:44:47 +01:00
Yazeed Al Oyounandhroff-1902 d69ddd2ac3 Apply suggestions from code review 
Committed 1 code suggestion in code review.

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-02-10 11:54:12 +01:00
Yazeed Al Oyoun 2796d3d8a0 added missing tests to increase coverage 2020-02-09 00:11:58 +01:00
Yazeed Al Oyoun 879b513822 enhanced method description 2020-02-08 21:31:36 +01:00
Yazeed Al Oyoun 4fad7a462c fixes in webhook-config docs 2020-02-08 21:19:07 +01:00
Yazeed Al Oyoun f3b1161640 wide notifications fixes 2020-02-08 21:02:52 +01:00
Yazeed Al Oyoun 6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun e8b9d88eb6 moved line for total_downside 2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun 951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun be34dc463b fixed bad commit 2020-02-07 16:44:01 +03:00
Yazeed Al Oyoun 9bcc5d2eed fixed downside_returns to read from profit_percent_after_slippage 2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun 728ab0ff21 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun b56a1f0603 initial push of sortino, work not done, still need own tests 2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun deb0b7ad67 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun 44d67389d2 initial push of sortino, work not done, still need own tests 2020-02-07 16:29:27 +03:00
Yazeed Al Oyoun aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun 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
Yazeed Al Oyoun 5b00eaa42d Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al OyounMatthiashroff-1902
 		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
Yazeed Al Oyoun 91b4c9668c More consistency changes... 2020-02-04 01:57:24 +01:00
Yazeed Al Oyoun aeabe1800b modified two lines from logger.info to logger.debug cause they're too spammy 2020-02-02 10:49:00 +01:00
Yazeed Al Oyoun 3499f1b85c better readability and more consistent with daily sharpe loss method 2020-02-02 08:47:33 +01:00
Yazeed Al Oyoun d038bcedb0 fixed some more line alignments 2020-01-31 22:37:05 +01:00
Yazeed Al Oyoun 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
Yazeed Al Oyoun e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Yazeed Al Oyoun a0b92fe0b1 removed typo 2020-01-28 19:29:47 +01:00
Yazeed Al Oyoun 328a9ffafd fixed typo in false statement 2020-01-28 19:27:49 +01:00
Yazeed Al Oyoun f8db7f1709 added ask price, bid price, immediate ask quantity, and immediate bid quantity to check_depth_of_market_buy. also added a line that mentions if delta condition was satisfied or not. 2020-01-25 04:17:41 +01:00