Samuel Husso
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35c51c73f7
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Merge pull request #518 from gcarq/cleaning_up_backtesting
Cleaning up backtesting/hyperopt
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2018-02-18 10:18:00 +02:00 |
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Janne Sinivirta
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fac122891f
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remove stoploss parameter from backtest, it is loaded from strategy
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2018-02-17 11:14:03 +02:00 |
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Janne Sinivirta
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d1bdbcd273
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Fix wrong duration calculation in hyperopting
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2018-02-16 22:08:20 +02:00 |
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Janne Sinivirta
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bf72b5bc37
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make args available for optimizer and use them instead of guessing from params
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2018-02-16 14:00:12 +02:00 |
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Samuel Husso
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e3d222912d
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Merge pull request #511 from gcarq/hyperopt_selectable_spaces
Allow selecting Hyperopt search space
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2018-02-12 08:28:24 +02:00 |
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Janne Sinivirta
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3e07d41fa9
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remove mention of sell space
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2018-02-12 07:01:51 +02:00 |
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Janne Sinivirta
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2ce03ab1b5
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make Strategy store roi and stoploss values as numbers to avoid later casting
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2018-02-11 15:25:30 +02:00 |
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Janne Sinivirta
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f14d6249e0
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allow selecting hyperopt searchspace
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2018-02-09 20:59:06 +02:00 |
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Janne Sinivirta
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8c7b29734e
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use date info to calculate trade durations
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2018-02-06 11:34:00 +02:00 |
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Gerald Lonlas
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321e3ede30
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Fix hyperopt ticker interval download
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2018-01-29 22:53:28 -08:00 |
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Janne Sinivirta
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a6a479f7aa
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balances to min roi hyperopt settings
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2018-01-28 10:46:22 +02:00 |
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Janne Sinivirta
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67ddb2e7f8
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lower precision for most search space variables
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2018-01-27 09:51:06 +02:00 |
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Janne Sinivirta
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f33923c784
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fix typings for hyperopt code
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2018-01-26 18:32:45 +02:00 |
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Janne Sinivirta
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4fe6ae0bae
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fix search space for min ROI
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2018-01-25 22:32:46 +02:00 |
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Janne Sinivirta
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42087c9bfe
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let hyperopt optimize ROI table
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2018-01-25 11:12:00 +02:00 |
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Janne Sinivirta
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5007165908
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add search space for ROI table
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2018-01-25 09:34:26 +02:00 |
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Janne Sinivirta
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c400d15ed1
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rip out hyperopt things from strategy, add indicator populating to hyperopt
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2018-01-23 16:56:12 +02:00 |
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Gerald Lonlas
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1c7da95fed
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Move hyperopt_trials.pickle to user_data/
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2018-01-22 20:51:39 -08:00 |
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Gerald Lonlas
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baae374899
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Move hyperopt_conf.py into user_data/
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2018-01-22 20:51:39 -08:00 |
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Gerald Lonlas
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be75522507
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Fix flake8
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2018-01-22 20:51:39 -08:00 |
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Gerald Lonlas
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c46d78b4b9
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Decouple strategy from analyse.py
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2018-01-22 20:51:39 -08:00 |
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kryofly
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4a9e1cb345
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Merge branch 'develop' into backtest-export
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2018-01-19 07:02:38 +01:00 |
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Gérald LONLAS
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14d16f2574
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Merge pull request #357 from kryofly/timeperiod
Timeperiod
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2018-01-18 20:26:44 -08:00 |
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Janne Sinivirta
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c670ccfd37
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add trigger +DI crossed above -DI
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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8896b39231
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add heikenashi reversal bullish trigger to hyperopt
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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ce963aae58
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add macd < 0 guard to hyperopt
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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dc01807b3c
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switch ema5 trigger to ema3 cross trigger
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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fadac5fe4a
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remove too aggressive trigger
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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99260735ae
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remove broken bbands trigger from hyperopt. add two working bbands triggers
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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501be8a3bc
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adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
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2018-01-16 16:36:50 +02:00 |
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Janne Sinivirta
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38fe7ec7cd
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adjust default target values for hyperopt
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2018-01-16 16:35:48 +02:00 |
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kryofly
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0e58ab7e01
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more advanced use of --timerange
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2018-01-16 00:15:49 +01:00 |
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kryofly
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71bb348698
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rename --timeperiod to --timerange
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2018-01-15 21:49:06 +01:00 |
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Janne Sinivirta
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ec7bfba8df
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add comment about checking the new total profit logging
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2018-01-14 13:11:19 +02:00 |
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Janne Sinivirta
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f1e176d35c
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log total profit in percentages also
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2018-01-14 13:10:25 +02:00 |
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Janne Sinivirta
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92241baade
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log the loss value
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2018-01-14 13:09:39 +02:00 |
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kryofly
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153e11f045
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Merge branch 'develop' into timeperiod
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2018-01-11 19:45:47 +01:00 |
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kryofly
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4781a23809
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Merge branch 'develop' into backtest-export
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2018-01-11 19:40:42 +01:00 |
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kryofly
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27769f0301
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uncomplex backtest
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2018-01-11 17:45:41 +01:00 |
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Janne Sinivirta
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86db6c9084
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sort imports
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2018-01-11 07:08:56 +02:00 |
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Janne Sinivirta
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1b6b0ad9d2
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autopep8
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2018-01-11 06:50:36 +02:00 |
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kryofly
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b0f3fd7ffb
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timeperiod argument to backtesting and hyperopt
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2018-01-10 23:48:59 +01:00 |
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kryofly
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feca87345f
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refactor
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2018-01-10 23:00:40 +01:00 |
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Samuel Husso
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e67c652988
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use os.path.join, fix docstrings
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2018-01-10 11:50:00 +02:00 |
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Samuel Husso
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ffae0b2cd5
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hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS
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2018-01-09 12:37:56 +02:00 |
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Samuel Husso
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1647e7a0c1
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update fix failing tests, unitest that resume hyperopt functionality works
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2018-01-09 12:26:52 +02:00 |
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Samuel Husso
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b35fa4c9f6
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hyperopt: show the best results so far
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2018-01-09 12:25:58 +02:00 |
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Samuel Husso
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a48840509b
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Hyperopt: use results from previous runs
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2018-01-09 12:25:58 +02:00 |
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Samuel Husso
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ca8cab0ce9
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Hyperopt to handle SIGINT by saving/reading the trials file
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2018-01-09 12:25:58 +02:00 |
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Janne Sinivirta
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dd2ccea6e5
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fix wrong range in stoploss search space
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2018-01-08 21:59:46 +02:00 |
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