Commit Graph

365 Commits

Author SHA1 Message Date
kryofly 4a9e1cb345 Merge branch 'develop' into backtest-export 2018-01-19 07:02:38 +01:00
Gérald LONLAS 14d16f2574
Merge pull request #357 from kryofly/timeperiod
Timeperiod
2018-01-18 20:26:44 -08:00
Gérald LONLAS 98f808326f
Merge pull request #395 from jblestang/fix_signal_overlaps
Fix signal overlaps
2018-01-18 19:47:55 -08:00
Janne Sinivirta 6cafa9120c
Merge pull request #392 from stephendade/timeoutfix3
Order timeouts - added exception catching and rpc messaging
2018-01-18 10:18:48 +02:00
Jean-Baptiste LE STANG c9e1fd3fc4 Merge branch 'develop' into support_multiple_ticker 2018-01-17 21:29:36 +01:00
kryofly 423b251467 tests: speed up backtests 2018-01-17 18:19:39 +01:00
Jean-Baptiste LE STANG 8e5de365a5 Ticker in the conf is now an enum string 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG 658d16c2cd really fixing this stuff ... 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG 3a4ff4c76c fixing a duplicated unit test without config 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG 2509ce030d Refreshing pair of only selected ticker_interval 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG 15189c28ed fixing pep8 compliance 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG a0df566b2b fix unitest file for 30 minutes ticker 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG e2e2005567 Adding 30 minutes, 1 hour, 1 day tickers 2018-01-17 13:52:14 +01:00
toto 5723039637 fXXXXXXk8 2018-01-16 21:21:43 +01:00
toto 6dd48fb820 Adding unitest 2018-01-16 21:18:43 +01:00
toto 12ffbf5047 - get_signal to return both SELL and BUY signal
- _process modified so that we do not sell if we would buy afterwards
- execute_sell modified so that that min_roi_reached is not executed if we would buy afterwards

Veuillez saisir le message de validation pour vos modifications. Les lignes
2018-01-16 20:22:15 +01:00
Janne Sinivirta ce963aae58 add macd < 0 guard to hyperopt 2018-01-16 18:52:06 +02:00
Stephen Dade 01e10014bb Order timeouts - added exception catching and rpc messaging 2018-01-16 22:21:05 +11:00
kryofly 0e58ab7e01 more advanced use of --timerange 2018-01-16 00:15:49 +01:00
kryofly 71bb348698 rename --timeperiod to --timerange 2018-01-15 21:49:06 +01:00
Anton Ermak 5db04b15e7 Balance Estimated BTC - fix test 2018-01-15 12:08:56 +07:00
kryofly f61012097c Merge branch 'develop' into timeperiod 2018-01-14 10:23:54 +01:00
kryofly 3277e491f1 support download for multiple testdata sets 2018-01-13 17:40:59 +01:00
kryofly fc2e8b321f test for bittrex to reach 100% cov again 2018-01-13 14:29:16 +01:00
kryofly a62a5f814a main returns integer instead of sys.exit 2018-01-13 13:16:40 +01:00
kryofly 53447e7ef5 test cleanup 2018-01-13 12:52:02 +01:00
Jean-Baptiste LE STANG f7a44d1cec Fixing the ticker analysis with null value 2018-01-13 09:50:02 +01:00
kryofly 05f5a1b0ee Merge branch 'develop' into test_coverage 2018-01-11 19:49:33 +01:00
kryofly 153e11f045 Merge branch 'develop' into timeperiod 2018-01-11 19:45:47 +01:00
kryofly 4781a23809 Merge branch 'develop' into backtest-export 2018-01-11 19:40:42 +01:00
kryofly ed47ee4e29 backtest export json2 2018-01-11 19:14:11 +01:00
kryofly 27769f0301 uncomplex backtest 2018-01-11 17:45:41 +01:00
kryofly feb5da0c35 file_dump_json 2018-01-11 15:49:04 +01:00
Janne Sinivirta c11102cf4a another run of autopep8 2018-01-11 07:08:56 +02:00
Janne Sinivirta 02fcbbb6d2 few flake8 fixes 2018-01-11 07:08:56 +02:00
Janne Sinivirta 0d6051e6f9 formatting 2018-01-11 07:08:56 +02:00
Janne Sinivirta 6a433282dc fix literal comparison 2018-01-11 07:08:56 +02:00
Janne Sinivirta 64530c6196 remove unused variables 2018-01-11 07:08:56 +02:00
Janne Sinivirta 86db6c9084 sort imports 2018-01-11 07:08:56 +02:00
Janne Sinivirta 0abc30401c linter fixes and cleanups 2018-01-11 06:50:36 +02:00
Janne Sinivirta 1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
Janne Sinivirta 7cdbd550c8
Merge pull request #351 from gcarq/feat/hyperopt-resume
resume hyperopt run
2018-01-11 06:47:05 +02:00
kryofly b0f3fd7ffb timeperiod argument to backtesting and hyperopt 2018-01-10 23:48:59 +01:00
kryofly f848a5c87d tests optimize load_data 2018-01-10 13:43:03 +01:00
kryofly 0cb57bee0e small refactor of check_handle_timedout 2018-01-10 13:43:00 +01:00
kryofly f8cc08e2a1 small refactor splitting the _process() 2018-01-10 13:42:59 +01:00
kryofly ad2328bbd8 tests for exchange 2018-01-10 13:42:58 +01:00
kryofly d5ca77da97 tests for analyze 2018-01-10 13:42:55 +01:00
kryofly b9bf5c1118 test: increase coverage of exchange.bittrex 2018-01-09 14:07:50 +01:00
Samuel Husso fe2b0c2862 add unittest to save and read trials file 2018-01-09 12:26:52 +02:00
Samuel Husso 1647e7a0c1 update fix failing tests, unitest that resume hyperopt functionality works 2018-01-09 12:26:52 +02:00
Janne Sinivirta f7dd5e6396 use sensible value for stoploss in test 2018-01-08 22:00:10 +02:00
Janne Sinivirta 1ae73d7da2 Merge branch 'develop' into hyperopt_stoploss 2018-01-08 07:49:44 +02:00
Samuel Husso d8e692c9a3
Merge pull request #339 from gcarq/upgrade_flake8
Upgrade flake8
2018-01-08 07:34:45 +02:00
Gerald Lonlas ca05d1f79e Fix for flake8 2018-01-07 21:08:12 -08:00
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
Jean-Baptiste LE STANG bba711c89a with flake8 ... 2018-01-07 23:35:16 +01:00
Jean-Baptiste LE STANG 5fbaa6d4cf rebasing for ta-lib dependency 2018-01-07 23:30:37 +01:00
Jean-Baptiste LE STANG 5b1f84f816 without debug print 2018-01-07 23:29:19 +01:00
Jean-Baptiste LE STANG 65127533ef fixing unittest 2018-01-07 23:29:19 +01:00
Jean-Baptiste LE STANG 05ca00b623 Add a unitest and fix pep8 2018-01-07 23:26:45 +01:00
Jean-Baptiste LE STANG 4c8ae3a7af without debug print 2018-01-07 23:15:33 +01:00
Jean-Baptiste LE STANG 2773ce7ebf rebasing against develop 2018-01-07 21:34:42 +01:00
Jean-Baptiste LE STANG f4e4104d14 Fixing unitest 2018-01-07 21:26:43 +01:00
Jean-Baptiste LE STANG b722a89276 fixing unittest 2018-01-07 21:24:17 +01:00
Janne Sinivirta 5be733a174 fix flake8 warnings 2018-01-07 14:37:09 +02:00
Jean-Baptiste LE STANG 975a785e68 Add a unitest and fix pep8 2018-01-07 10:14:11 +01:00
kryofly 890083ce7f Merge branch 'develop' into datadir 2018-01-07 10:00:35 +01:00
Gérald LONLAS 454cd16df4
Merge pull request #331 from gcarq/fix/work_without_network
Fix _coinmarketcap that fails backtesting and Hyperopt when no network
2018-01-06 21:33:24 -08:00
Gerald Lonlas bf4b2dc05e Fix _coinmarketcap that fails backtesting and Hyperopt when no network 2018-01-06 21:21:28 -08:00
Gerald Lonlas b3ea0f4ec5 Make readable hyperopt best parameters result 2018-01-06 17:19:48 -08:00
Gérald LONLAS 2432c9f290
Merge pull request #324 from kryofly/parse-common
Parsing: common options, reduce function scope
2018-01-06 15:11:30 -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 a29f3de025 fix variable names to pythonic 2018-01-06 21:21:56 +02:00
Janne Sinivirta 6ab0ec6aac only apply profit guarantee to sell_signal 2018-01-06 21:18:57 +02:00
kryofly 984204e380 let parse_args only parse, no continuation
This removes parse_args() from the call stack
It pushes down the test-mocking one level [from parse_args() to main()].
Moves parse_args into a more generic 'modules' parsing direction.
2018-01-06 11:21:09 +01:00
Janne Sinivirta bcde377019
Merge pull request #321 from gcarq/log-exceptions
Log exceptions
2018-01-06 10:14:57 +02:00
Samuel Husso 2d39759d34 pep8 fix 2018-01-06 10:08:25 +02:00
kryofly e4500af736 test case for common CLI parsing
Rearrange current tests.
2018-01-06 08:27:44 +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 47675943ee split common command line args parsing
A new function parse_args_common() that only parses
common command line options. The returned object can
be composed to parse more arguments.
As is done by parse_args().
2018-01-06 07:39:05 +01:00
Samuel Husso ae967a4f40 add test to handle analyze_ticker raising exception 2018-01-05 13:43:56 +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
Stephen Dade ebe95ba1e1 Open order times should be strings, not datetime objectsy 2018-01-05 15:12:13 +11:00
Stephen Dade d4fcc38a57 Unfilled order timeouts - now using timestamps from exchange 2018-01-05 01:39:01 +11:00
Janne Sinivirta c60ef181dc
Merge pull request #297 from jblestang/add_stoploss_and_use_sell_profit_only_to_hyperopt
Add stoploss, sell_only_profit and use_sell_signal conf parameters to backtest function
2018-01-04 13:33:01 +02:00
Stephen Dade b5d2cfecc7 Unfilled Order timeout - better documentation and variable naming 2018-01-04 10:35:57 +11:00
Jean-Baptiste LE STANG 75955fcc04 Add a unitest and fix pep8 2018-01-03 17:58:08 +01:00
Jean-Baptiste LE STANG 0f2d3adbbc applying pep8 2018-01-03 17:36:40 +01:00
Jean-Baptiste LE STANG eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG 2d273a8509 Update unittests 2018-01-03 11:30:24 +01:00
Stephen Dade b4d6250d55 Added order timeout handling 2018-01-03 21:22:35 +11:00
Gérald LONLAS 9b09b5aa29
Merge pull request #291 from gcarq/backtesting_speed_opt
Backtesting speed optimizations
2018-01-02 23:35:47 -08:00
Gérald LONLAS 4a717f3df8
Merge pull request #294 from jblestang/add_trades_count_in_performance
Add trades count foreach pair in performance command
2018-01-02 23:03:30 -08:00
Samuel Husso fd5497cfc7
Merge pull request #265 from gcarq/feature/experimental/force_profit_sell
Add experimental feature to sell only if we make a profit
2018-01-03 08:14:54 +02:00
Jean-Baptiste LE STANG 01b49dc502 Merge branch 'develop' into add_trades_count_in_performance 2018-01-03 00:06:56 +01:00
Jean-Baptiste LE STANG fbb19e451d Adding the number of trades for each traded pair in the performance command 2018-01-03 00:06:50 +01:00
Jean-Baptiste LE STANG e69f9dd029 Bad unittest detected reading coverage report, rewritten and bug found 2018-01-02 23:00:03 +01:00