Commit Graph

8294 Commits

Author SHA1 Message Date
hroff-1902
40abdd2608 Suggest changing strategy 2020-02-09 18:54:04 +03:00
hroff-1902
c89a32224c
Fix SharpeHyperOptLossDaily 2020-02-09 18:40:19 +03:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Fredrik Rydin
eb3783dc00 Fixed a blank line issue :-( 2020-02-09 14:30:29 +01:00
Fredrik Rydin
c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
hroff-1902
c7ba85c2e6 Add tip on running order types for Bittrex 2020-02-09 14:19:13 +03:00
Matthias
b536d50194 Address PR Review 2020-02-09 11:41:29 +01:00
Matthias
f41de38498
Merge pull request #2884 from freqtrade/fix/stakecurr_validation
fix download-data validation problems
2020-02-09 11:07:39 +01:00
Fredrik Rydin
c96acd6ca0 Fixed to pass PEP8 2020-02-09 00:16:11 +01:00
Yazeed Al Oyoun
2796d3d8a0 added missing tests to increase coverage 2020-02-09 00:11:58 +01:00
Fredrik Rydin
636bd5acb5 Added filter options to "hyperopt-list" in order to easier find epochs.
--profitable
	Select only profitable epochs.
  --min-avg-time INT
	Select epochs on above average time.
  --max-avg-time INT
	Select epochs on under average time.
  --min-avg-profit FLOAT
	Select epochs on above average profit.
  --min-total-profit FLOAT
	Select epochs on above total profit.
2020-02-08 23:21:42 +01:00
Matthias
1a9787ac76 Add validation for data-download relevant settings 2020-02-08 21:53:34 +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
Matthias
c4031761fe Don't validate exchange for data-download subcommand 2020-02-08 19:29:58 +01:00
Matthias
34f04668c1 Add template for bittrex 2020-02-08 14:02:51 +01:00
Matthias
52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
Matthias
f508324fc8 Update docker documentation to be easier to use 2020-02-08 13:38:45 +01:00
Matthias
a1fe3850e2 Improve docker-compose file to be ready to use 2020-02-08 13:34:04 +01:00
Matthias
fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
Allow derived strategies
2020-02-08 09:15:35 +01:00
Matthias
67e66a6c4a Merge pull request #2882 from hroff-1902/update_advanced_hyperopt_template
Update advanced hyperopt template
2020-02-08 09:07:18 +01:00
Matthias
5bae5a6a35
Merge pull request #2881 from hroff-1902/no_nxt_in_config_example
Minor: Replace NXT with XRP in config.json.example
2020-02-08 09:05:23 +01:00
hroff-1902
61ced5e926 Fix typo 2020-02-08 02:49:06 +03:00
hroff-1902
28184201e4 Align sample_hyperopt_advanced.py to hyperopt_interface.py 2020-02-08 02:47:50 +03:00
hroff-1902
a893f70e49 Replace NXT with XRP in config.json.example 2020-02-08 02:21:39 +03:00
hroff-1902
6990f6af25
Merge pull request #2870 from freqtrade/dry_run_docs
Add considerations for dry-run
2020-02-08 00:09:58 +03:00
hroff-1902
c501fd0a70
Merge pull request #2875 from yazeed/distinguish_draws_from_wins
Add draws column to backtesting tables
2020-02-07 22:55:12 +03:00
Matthias
abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +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
hroff-1902
f57bd6b616
Keep the docs clean for unexperienced users 2020-02-06 21:53:03 +03:00
hroff-1902
418e7adac1
Highlight syntax in advanced-hyperopt as well 2020-02-06 17:49:10 +03:00
hroff-1902
2034527faa
Update docs/strategy-customization.md
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-02-06 17:45:15 +03:00
hroff-1902
412f5d68de
Add description to hyperopt advanced doc chapter 2020-02-06 17:42:26 +03:00
hroff-1902
2846f9454f
Add description in the docs 2020-02-06 17:02:11 +03:00
hroff-1902
739acaa475
Wordings improved 2020-02-06 13:54:51 +03:00
Matthias
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +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 Oyoun
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