Commit Graph

607 Commits

Author SHA1 Message Date
Janne Sinivirta dc01807b3c switch ema5 trigger to ema3 cross trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta fadac5fe4a remove too aggressive trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta 99260735ae remove broken bbands trigger from hyperopt. add two working bbands triggers 2018-01-16 18:52:06 +02:00
Janne Sinivirta 3e1a70bbb2 enable correct bollinger bands 2018-01-16 18:52:06 +02:00
Janne Sinivirta fd3568d48f
Merge pull request #393 from gcarq/balancing_hyperopt_2
Balancing hyperopt objective
2018-01-16 18:21:50 +02:00
Janne Sinivirta 501be8a3bc adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts 2018-01-16 16:36:50 +02:00
Janne Sinivirta 38fe7ec7cd adjust default target values for hyperopt 2018-01-16 16:35:48 +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
Anton Ermak dd9ab5264d Estimated BTC and fiat value for balance 2018-01-15 12:08:42 +07:00
Janne Sinivirta ec7bfba8df add comment about checking the new total profit logging 2018-01-14 13:11:19 +02:00
Janne Sinivirta f1e176d35c log total profit in percentages also 2018-01-14 13:10:25 +02:00
Janne Sinivirta 92241baade log the loss value 2018-01-14 13:09:39 +02:00
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
Gerald Lonlas 3087ca0823 Update freqtrade version 2018-01-12 22:56:39 -08:00
kryofly d4008374f6 backtest export: include enter,exit dates 2018-01-12 22:12:00 +01:00
kryofly 48432abff1 remove two-letter options 2018-01-12 19:48:52 +01:00
kryofly 167483f777 plot profit: filter multiple pairs, misc fixes 2018-01-12 19:18:31 +01:00
kryofly 98cf986934 misc options parsing split up 2018-01-12 11:55:58 +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
Samuel Husso 3a902289f1 testdata path to use os.path.join (#360) 2018-01-11 12:58:06 +01:00
Anton Ermak 0d0737d1f6 Resolve conflict 2018-01-11 13:36:56 +07:00
Anton Ermak bb91fdbaf9 oops, print removed 2018-01-11 13:26:49 +07:00
Anton Ermak 11cbb9188b Set timeout for bittrex only 2018-01-11 12:24:05 +07:00
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 feca87345f refactor 2018-01-10 23:00:40 +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
Anton Ermak abcdbcfd39 Set requests default timeout 2018-01-10 17:37:49 +07:00
Samuel Husso e67c652988 use os.path.join, fix docstrings 2018-01-10 11:50:00 +02:00
kryofly b9bf5c1118 test: increase coverage of exchange.bittrex 2018-01-09 14:07:50 +01:00
Samuel Husso ffae0b2cd5 hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS 2018-01-09 12:37:56 +02:00
Samuel Husso 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
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 f7dd5e6396 use sensible value for stoploss in test 2018-01-08 22:00:10 +02:00
Janne Sinivirta dd2ccea6e5 fix wrong range in stoploss search space 2018-01-08 21:59:46 +02:00
Stephen Dade 26b8661325 Added missing fiat currencies to config 2018-01-08 18:51:04 +11:00
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 4b6d855e63 fix a typo in the description of get_ticker 2018-01-07 23:26:45 +01:00
Jean-Baptiste LE STANG 7d7752efbf really fixing 2018-01-07 23:26:45 +01:00
Jean-Baptiste LE STANG ce6f6ab9fe fixing refresh argument ... 2018-01-07 23:26:45 +01:00
Jean-Baptiste LE STANG 3a0569cfd3 force refresh is the value has never been set 2018-01-07 23:26:45 +01:00
Jean-Baptiste LE STANG 7d21015b52 get_ticker can return a cached value 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
Jean-Baptiste LE STANG 6be607e528 fix a typo in the description of get_ticker 2018-01-07 10:14:11 +01:00
Jean-Baptiste LE STANG 80c4dea875 really fixing 2018-01-07 10:14:11 +01:00
Jean-Baptiste LE STANG 9e7a4c3717 fixing refresh argument ... 2018-01-07 10:14:11 +01:00
Jean-Baptiste LE STANG c72e9c3cef force refresh is the value has never been set 2018-01-07 10:14:11 +01:00
Jean-Baptiste LE STANG 8175eaa48a get_ticker can return a cached value 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
Gérald LONLAS 7e233b536c
Merge pull request #323 from gcarq/add_indicators
Add 28 optional indicators populate_indicators()
2018-01-06 21:30:27 -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
Gerald Lonlas 83a999d16e Change Bollinger bands for qtpylib.bollinger_bands 2018-01-06 13:19:45 -08:00
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
Gerald Lonlas 297166fcb9 Add 29 optional indicators populate_indicators() 2018-01-06 01:11:01 -08:00
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
Gérald LONLAS 74a708b794
Merge pull request #312 from gcarq/fix_backtesting_header
Fix Backtesting header alignment
2018-01-05 19:30:04 -08:00
Janne Sinivirta 833c7f21af
Merge pull request #306 from stephendade/timeoutfix
Unfilled order timeouts - now using timestamps from exchange
2018-01-05 18:04:27 +02:00
Samuel Husso ae967a4f40 add test to handle analyze_ticker raising exception 2018-01-05 13:43:56 +02:00
Samuel Husso be8506b45e log exceptions, catch *all* exceptions when analysing ticker 2018-01-05 12:18:44 +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
seansan f1969175cd
Add CCI 2018-01-05 08:40:03 +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
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 050e73d960 fix a typo in the description of get_ticker 2018-01-03 17:51:01 +01:00
Jean-Baptiste LE STANG 0f2d3adbbc applying pep8 2018-01-03 17:36:40 +01:00
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 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
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
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 a1ffa4497d Merge branch 'develop' into fix_issue_278 2018-01-02 23:12:21 +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
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
Samuel Husso f4ccd4609b
Merge pull request #284 from jblestang/fix_issue_283
fixing the sorting issue in MarketSummary when using --dynamic-whitelist (issue #283)
2018-01-02 21:00:20 +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
Jean-Baptiste LE STANG 90236fb537 Fixing error log on inactive wallet 2018-01-02 15:17:23 +01:00
Jean-Baptiste LE STANG 55d0d27756 message too long, removing URL for now 2018-01-02 14:55:31 +01:00
Jean-Baptiste LE STANG d849694a70 Adding URL to market graph and number of trades/pair in /performance commande 2018-01-02 14:43:38 +01:00
Jean-Baptiste LE STANG 29987c3ff6 Adding the number of trades in the performance display 2018-01-02 14:32:13 +01:00
Jean-Baptiste LE STANG 5f696a0cce really fixing 2018-01-02 14:13:55 +01:00
Jean-Baptiste LE STANG 90d3c09536 fixing refresh argument ... 2018-01-02 14:13:40 +01:00
Jean-Baptiste LE STANG 3f65fc014e flake8 on tests 2018-01-02 13:46:16 +01:00
Jean-Baptiste LE STANG 5344b711ea Add two more unit tests for covering pair that are in a blacklist, and unknown pairs in the conf 2018-01-02 13:42:10 +01:00
Jean-Baptiste LE STANG a3e827c144 with flake8 code review 2018-01-02 12:18:26 +01:00