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936 Commits

Author SHA1 Message Date
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902
674898bd32 Fix usage of vars in the commented out line 2020-02-16 15:26:40 +03:00
hroff-1902
42dfda9231 Adjust docstring 2020-02-16 13:46:07 +03:00
hroff-1902
fbe5cc44da Use statistics.pstdev 2020-02-16 13:43:23 +03:00
hroff-1902
1e84b2770c Fix values of downside_returns 2020-02-16 04:10:53 +03:00
hroff-1902
161dd1a3e6 Rename risk_free_return to minumum_accepted_return 2020-02-16 03:55:16 +03:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice 2020-02-13 07:07:35 +03:00
hroff-1902
9ec9a7b124
Fix t_index to be normalized 2020-02-09 21:20:15 +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
hroff-1902
61ced5e926 Fix typo 2020-02-08 02:49:06 +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
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
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 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
hroff-1902
d457d43999
Merge pull request #2833 from hroff-1902/type-hints 
Add some type hints
 2020-02-03 23:24:26 +03:00
Yazeed Al Oyoun
3499f1b85c better readability and more consistent with daily sharpe loss method 2020-02-02 08:47:33 +01:00
hroff-1902
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes 
fixed some more line alignments
 2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun
d038bcedb0 fixed some more line alignments 2020-01-31 22:37:05 +01:00
Matthias
c396ad4daa Align quotes in same area 2020-01-31 20:41:51 +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
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias
e033df6a2f Move optimize_commands to commands module 2020-01-26 13:46:01 +01:00
Matthias
6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00
Matthias
bd4dd8403b Fix type-errors with stake_amount 2020-01-25 12:49:37 +01:00
hroff-1902
f4c7edf551 No args for backtest(), use arguments 2020-01-25 12:49:37 +01:00
Matthias
7d2d0235a0 Fix typo in sell-reason table generation 2020-01-22 06:08:34 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Tejesh
f73f0b1653 Update comments on backtesting 2020-01-15 19:29:00 +05:30
Matthias
785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias
c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias
989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias
a9fbad0741 Improve docstrings 2020-01-02 09:37:54 +01:00
Matthias
904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias
caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias
18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
2537b8cb0c
Merge pull request #2725 from freqtrade/minor_fix 
[Minor] Edge-cli should use exchangeresolver
 2019-12-30 19:27:40 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
fb3a53b8af Use ExchangeResolver for edge_cli too 2019-12-30 14:28:34 +01:00
Matthias
f4a532ef6d Pass format to load_data 2019-12-28 14:57:39 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
hroff-1902
6db75bc244
Merge pull request #2706 from freqtrade/data_dir 
Convert datadir within config to Path
 2019-12-28 05:14:48 +03:00
Matthias
e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias
c6b9c8eca0 Forgot to save 2019-12-23 19:32:31 +01:00
Matthias
c6d2233978 Convert StrategyLoader to static loader 2019-12-23 10:23:48 +01:00
Matthias
6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias
248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
Matthias
560acb7cea Convert ExchangeResolver to static loader class 2019-12-23 10:03:18 +01:00
Matthias
fc5764f9df Edge small cleanup 2019-12-19 19:55:21 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
hroff-1902
26ab108890 Fix mypy errors in develop 2019-12-15 01:10:09 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor 
handle and document ROI=-1
 2019-12-14 23:11:36 +03:00
hroff-1902
e26f563f4b
Merge pull request #2655 from freqtrade/avoid_keyerror_backtest 
Use first pair of pairlist to get fee
 2019-12-14 23:10:40 +03:00
Matthias
2f7181e236
Merge pull request #2648 from hroff-1902/hyperopt-random-state 
Seed hyperopt random_state if not passed
 2019-12-14 15:54:59 +01:00
hroff-1902
f2266ea9f4
Use shorter range for seeded random-state 2019-12-14 15:17:45 +03:00
Matthias
a48c0ad868 Use first pair of pairlist to get fee 
Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
 2019-12-14 12:55:02 +01:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins 
Remove min (plural) from codebase
 2019-12-12 14:27:39 +01:00
hroff-1902
6e778ad710 Seed hyperopt random_state if not passed 2019-12-12 03:12:28 +03:00
Matthias
f44e3dc319
Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing 
Fix generation of hyperopt trailing params
 2019-12-11 19:53:42 +01:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
Matthias
b2a9b87be3
Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22 
Bump scikit-learn from 0.21.3 to 0.22
 2019-12-10 16:20:39 +01:00
Matthias
3f9f29ba4e Fix Flake8 import error 2019-12-10 16:10:51 +01:00
hroff-1902
3448f86263 Suppress scikit-learn FutureWarnings from skopt imports 2019-12-10 15:46:29 +03:00
hroff-1902
641e3fdf7a Fix generation of hyperopt trailing params 2019-12-10 03:32:43 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list 
Add hyperopt-list and hyperopt-show commands
 2019-12-10 00:30:26 +03:00
Matthias
de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias
45d12dbc83 Avoid a few calculations during backtesting 2019-12-07 15:28:56 +01:00
Matthias
3163cbdf8a Apply special case for negative ROI 2019-12-07 15:18:12 +01:00
Matthias
3091869115 refactor get_close_rate out of get_sell_trade-entry 2019-12-07 14:30:14 +01:00
hroff-1902
d21ae4edd3 Add fixes for comments in the review 2019-12-05 23:29:31 +03:00
Matthias
4b0a4c936a Fix hyperopt with ticker_interval from strategy 2019-12-05 20:31:02 +01:00
hroff-1902
b61f43835d Make flake happy 2019-12-05 01:11:06 +03:00
hroff-1902
017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902
54694dd3a4 Manual merge of some conflicts in hyperopt 2019-12-04 23:14:47 +03:00
hroff-1902
668d42447f Refactor log_trials_result() 2019-12-01 16:15:00 +03:00
hroff-1902
69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902
a88bfa8ded Fix: trailing_stop_positive should be positive 2019-12-01 02:27:17 +03:00
hroff-1902
8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00
hroff-1902
8e7512161a Add hyperopt-list and hyperopt-show commands 2019-11-26 15:01:42 +03:00
Matthias
af3eea3805 Move config json validation to after strategy loading 
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
 2019-11-25 07:05:30 +01:00
hroff-1902
067267f4cf Log messages improved (plural/singular) 2019-11-23 12:20:41 +03:00
hroff-1902
737c07c5b6 Make mypy happy 2019-11-23 11:51:52 +03:00
hroff-1902
097cdcb57a Save epochs at intermediate points 2019-11-23 11:32:33 +03:00
hroff-1902
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space 2019-11-23 03:42:58 +03:00
Matthias
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system 
require subcommand for all actions
 2019-11-14 06:28:42 +01:00
Matthias
5b62ad876e Remove hyperopts occurances 2019-11-13 09:39:00 +01:00
Matthias
c449e39280 Replace more occurances of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
1c57a4ac35 more replacements of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
d801dec6aa Some more places with ticker_interval gone 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
hroff-1902
31ab32f0b9 Always set trailing_stop=True with 'trailing' hyperspace 2019-11-08 12:47:28 +03:00
hroff-1902
f90676cfc5 Add trailing stoploss hyperspace 2019-11-08 03:07:43 +03:00
Matthias
ca77dbe8da Fix UnicodeError in hyperopt output 2019-11-06 19:33:15 +01:00
Matthias
eb0b0350e0 Introduce remove_credentials to remove code duplication 2019-11-05 12:39:19 +01:00
Matthias
1e44f93c31 Fix pandas access warning 2019-11-03 10:58:31 +01:00
Matthias
861f10dca6 Allow populate-indicators to come from strategy 2019-11-02 11:10:33 +01:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
Matthias
bd4a23beeb Refactor start-adjust logic to timerange 2019-10-27 09:44:56 +01:00
Matthias
6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9c7696a8ce Add required_startup to backtesting 2019-10-27 09:44:56 +01:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
Matthias
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental 
Move experimental settings to ask_strategy
 2019-10-10 16:08:11 +02:00
hroff-1902
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi 
Don't have backtest sells outside of a candle
 2019-10-08 11:19:34 +03:00
Matthias
0664a8c0e6 add --fee to change fees to other values 2019-10-05 15:29:00 +02:00
hroff-1902
9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
Matthias
7ea9da9605 Fix #2277 2019-10-05 10:54:28 +02:00
Matthias
dc47a391da Move ignore to corrct line for mypy 730 2019-09-30 19:32:46 +02:00
Matthias
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config 
Allow use of config in custom hyperopt methods
 2019-09-28 10:36:46 +02:00
hroff-1902
4ac53f1549 Shorten the default hyperopt stoploss space 2019-09-28 04:13:53 +03:00
hroff-1902
9db915853a Allow use of config in custom hyperopt methods 2019-09-26 11:59:21 +03:00
Matthias
5237723f22
Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install 
Optional hyperopt dependency installation
 2019-09-26 09:42:16 +02:00
Matthias
b994f5c273
Merge pull request #2294 from hroff-1902/fix-skopt-memory3 
Fix skopt memory exhaustion
 2019-09-25 19:55:27 +02:00
Matthias
27cc73f47e Dynamically import hyperopt modules 2019-09-25 11:40:34 +02:00
hroff-1902
665e0570ae Fix hyperopt position stacking 2019-09-25 03:41:22 +03:00
hroff-1902
6ffb8b7a70 Fix wordings in comment 2019-09-23 13:25:31 +03:00
hroff-1902
0c6164df7e Fix memory exhaustion in skopt models list 2019-09-23 13:03:43 +03:00
Matthias
313091eb1c some more refresh_pairs cleanups 2019-09-20 20:22:51 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
69f29e8907 minor: Cleanup for backtesting 2019-09-18 22:57:17 +03:00
hroff-1902
5cbc073dd1 minor: Cleanup hyperopt 2019-09-16 21:46:15 +03:00
hroff-1902
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs 
Improve logs for backtesting
 2019-09-14 11:23:46 +03:00
Matthias
e6ccc1427c have Arguments return a dict instead of Namespace 2019-09-12 20:16:39 +02:00
hroff-1902
849d694c27 Don't inherit from object 2019-09-12 04:39:52 +03:00
hroff-1902
9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902
35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
hroff-1902
3d028f512e
Merge pull request #2235 from hroff-1902/eliminate_import_strategy 
Allow --strategy for hyperopt
 2019-09-08 12:23:48 +03:00
hroff-1902
2b00a5d90a Get rid of import_strategy() 2019-09-08 02:43:02 +03:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
hroff-1902
2e49125e87
Merge branch 'develop' into hyperopt-simplified-interface 2019-09-06 15:11:06 +03:00
Matthias
7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space 
Hyperopt: adaptive roi_space
 2019-09-06 06:26:52 +02:00
hroff-1902
9a6a89c238 allow simplified hyperopt interface 2019-09-03 19:54:28 +03:00
hroff-1902
d9c2b7d460 fix fetching ticker_interval from strategy 2019-08-26 22:31:24 +03:00
hroff-1902
bfc68ec792 minor cleanup in Backtesting 2019-08-25 23:36:42 +03:00
Matthias
513e84880e Don't escape ticks where it's not needed 2019-08-25 20:38:51 +02:00
hroff-1902
067208bc9d make backtesting an attribute of Hyperopt 2019-08-24 00:10:35 +03:00
Matthias
91b0394433
Merge pull request #2156 from freqtrade/remove_live 
Remove deprecated option live  - deprecate -r
 2019-08-22 15:33:39 +02:00
Matthias
aaeeb9c0c6 Merge branch 'develop' into align_userdata 2019-08-21 19:41:10 +02:00
hroff-1902
fcb0ff1b60 do not round values in the debug message 2019-08-20 23:42:44 +03:00
hroff-1902
17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space 2019-08-20 23:00:23 +03:00
hroff-1902
cadf573170 round printed stoploss value as well 2019-08-20 22:24:59 +03:00
hroff-1902
a12876da92 fine printing for floats in the roi tables (round to 5 digits after the decimal point) 2019-08-20 22:17:21 +03:00
Matthias
9e24992835 Remove calls to load_data using live= 2019-08-20 07:00:43 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
Matthias
0a478bc0dc Merge branch 'develop' into align_userdata 2019-08-18 15:00:12 +02:00
Matthias
09286d4918 file_dump_json accepts Path - so we should feed it that 2019-08-16 13:04:48 +02:00
hroff-1902
e525275d10 make flake and mypy happy 2019-08-15 23:13:46 +03:00
hroff-1902
4fa92ec0fa hyperopt: --print-json option added 2019-08-15 21:39:04 +03:00
hroff-1902
5b9711c002 adaptive roi_space 2019-08-14 13:25:49 +03:00
Matthias
51c3a31bb5 Correct imports and calls to parse_timerange 2019-08-14 10:07:32 +02:00
Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized 
Hyperopt print colorized results
 2019-08-13 19:36:06 +02:00
hroff-1902
8f92912852 final colorization schema 
colorization schema-2: red, green, bright/dim

colorization schema-3: red, green, bright only green bests

colorization schema-4: no red, green for profit, bright for bests
 2019-08-12 21:08:52 +03:00
hroff-1902
e5dcd520ba cosmetics in sample_hyperopt and default_hyperopt 2019-08-12 02:19:50 +03:00
Matthias
2c5a499a8b Merge branch 'develop' into align_userdata 2019-08-10 20:15:07 +02:00
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss 
Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
 2019-08-10 15:49:52 +02:00
hroff-1902
ae39f6fba5 use of termcolor eliminated 2019-08-09 14:51:03 +03:00
Cedric Schmeits
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative. 
This leads in a high positive result of the loss function, as it is a minimal optimizer
 2019-08-08 22:10:51 +02:00
hroff-1902
0d4a2c6c3a advanced sample hyperopt added; changes to helpstrings 2019-08-08 22:51:37 +03:00
Matthias
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset 
Backtest ticker interval unset
 2019-08-07 14:20:36 +02:00
Matthias
7e91a0f4a8 Fail gracefully if ticker-interval is not set 2019-08-06 06:45:44 +02:00
Matthias
bc2e920ae2 Adjust code to verify "current" candle for buy/sells 2019-08-05 20:07:29 +02:00
hroff-1902
c6444a10a8 move roi_space, stoploss_space, generate_roi_table to IHyperOpt 2019-08-05 18:07:25 +03:00
Matthias
383b24ab84 Merge branch 'develop' into align_userdata 2019-08-05 06:55:51 +02:00
hroff-1902
9cbab35de0 colorization by means of termcolor and colorama 2019-08-04 22:54:19 +03:00
hroff-1902
f200f52a16 hyperopt print colorized results 2019-08-03 19:09:42 +03:00
hroff-1902
13620df717 'with values:' line removed 2019-08-03 11:05:05 +03:00
hroff-1902
3b65c986ee wordings fixed 2019-08-03 10:20:20 +03:00
hroff-1902
aa8f44f68c improvements to hyperopt output 2019-08-02 22:22:58 +03:00
Matthias
39e8e507d9 Merge branch 'develop' into align_userdata 2019-08-02 20:08:26 +02:00
hroff-1902
065ebd39ef cleanup in hyperopt 2019-08-01 23:57:26 +03:00
Matthias
bcccdda7c0 Merge branch 'develop' into align_userdata 2019-08-01 19:33:45 +02:00
Matthias
8cef567abc create and use hyperopt-results folder 2019-07-31 07:10:17 +02:00
hroff-1902
8f1f416a52 hyperopt cleanup and output improvements 2019-07-30 11:47:28 +03:00
Matthias
2c7a248307 Use user_data_dir in hyperopt 2019-07-28 14:57:05 +02:00
Matthias
0a253d66d0 Remove os.path from hyperopt 2019-07-28 14:57:05 +02:00
hroff-1902
e9b77298a7 max() removed 2019-07-25 08:17:41 +03:00
hroff-1902
0c2c094db6 minor: add OnlyProfitHyperOptLoss 2019-07-23 18:51:24 +03:00
Matthias
639a4d5cf7 Allow importing interface from hyperopt.py 2019-07-17 07:15:43 +02:00
Matthias
0e500de1a0 Add sample loss and improve docstring 2019-07-17 06:32:24 +02:00
Matthias
8ccfc0f316 Remove unused variables 2019-07-17 06:24:40 +02:00
Matthias
ec49b22af3 Add sharpe ratio hyperopt loss 2019-07-16 06:45:13 +02:00
Matthias
d23179e25c Update hyperopt-loss to use resolver 2019-07-16 06:27:43 +02:00
Matthias
7d62bb8c53 Revert --clean argument to --continue 2019-07-16 05:51:26 +02:00
Matthias
07a1c48e8c Fix wrong intendation for custom-hyperopt check 2019-07-15 23:14:07 +02:00
Matthias
7be25313a5 Add some mypy ignores 2019-07-15 22:59:28 +02:00
Matthias
55e8092cbf Add sharpe ratio as loss function 2019-07-15 22:52:33 +02:00
Matthias
e5170582de Adapt tests to new loss-function method 2019-07-15 22:45:14 +02:00
Matthias
710443d200 Add documentation for custom hyperopt 2019-07-15 21:38:49 +02:00
Matthias
2a20423be6 Allow loading custom hyperopt loss functions 2019-07-15 21:35:42 +02:00
Matthias
2fedae6060 Move unnecessary things out of generate_optimizer 2019-07-15 20:31:55 +02:00
Matthias
b1b4048f97 Add test for hyperopt 2019-07-15 20:28:02 +02:00
Matthias
107f00ff8f Add hyperopt option to clean temporary pickle files 2019-07-15 20:17:15 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2 
Make configuration a module
 2019-07-15 19:41:57 +02:00
Matthias
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008 
fix #2008
 2019-07-15 10:55:33 +02:00
hroff-1902
65f77306d3 using logger.debug, info was too noisy 2019-07-14 21:00:48 +03:00
hroff-1902
efbc7cccb1 enable --dmmp for hyperopt 2019-07-14 20:56:17 +03:00
hroff-1902
1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
hroff-1902
e993e010f4 Fix #2013 2019-07-11 23:02:57 +03:00
hroff-1902
c474e2ac86 fix #2008 2019-07-10 01:53:40 +03:00
Matthias
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948 
Fix #1948
 2019-06-27 19:36:06 +02:00
hroff-1902
e5a8030dd7 comment added 2019-06-27 16:42:10 +03:00
Matthias
a07653a6cc Merge branch 'develop' into fix/validate_dataframe 2019-06-24 06:21:08 +02:00
hroff-1902
7fbdf36c64 avoid code duplication while selecting min_roi entries 2019-06-23 19:23:51 +03:00
Matthias
4cbcb5f36f Move .title to ExchangeResolver (it does not make sense to do this over 
and over again)
 2019-06-22 16:52:14 +02:00
Matthias
7a0d86660e Mypy type errors 2019-06-21 07:10:30 +02:00
hroff-1902
813c008af2 setup_configuration() cleanup 2019-06-16 21:37:43 +03:00
Matthias
89ff614e1d Add pair as parameter, and warn when fillup was necessary 2019-06-15 13:46:19 +02:00
Matthias
55079831a1 Don't explicitly validate backtest data (it's done while loading now). 2019-06-15 13:45:50 +02:00
Misagh
ad9dc349e4 edge cli should override stake_amount 2019-06-15 12:20:32 +02:00
Matthias
1afe6c1437 Don't run validation per strategy, it's only eneded once 2019-06-14 19:37:54 +02:00
Matthias
4dc3a0ca1d Small cleanup to reduce dict lookups during backtesting/hyperopt 2019-06-10 16:20:19 +02:00
hroff-1902
90b0f1daa8 minor optimize cleanup 2019-06-10 02:08:54 +03:00
Matthias
c2f6897d8b Move download of live data to load_data 
Avoids code duplication in backtesting and plot_dataframe
 2019-05-29 20:20:20 +02:00
Matthias
55bdd26439 Edgecli -> Edge for Runmode and start_edge() 2019-05-28 19:25:01 +02:00
Matthias
104f1212e6 Move edge_cli_start to optimize 2019-05-25 20:06:15 +02:00
Matthias
236c392d28 Don't load hyperopts / optimize dependency tree if that module is not 
used
 2019-05-25 20:00:31 +02:00
Matthias
b38c43141c Adjust imports to new location 2019-05-25 16:53:35 +02:00
Matthias
9225cdea8a Move validate_backtest_data and get_timeframe to histoyr 2019-05-25 16:51:52 +02:00
hroff-1902
c3e93e7593 fix reduce() TypeError in hyperopts 2019-05-24 23:08:56 +03:00
hroff-1902
406e266bb4 typo in comment fixed 2019-05-22 14:34:35 +03:00
hroff-1902
2c9a519c5e edge: handle properly the 'No trades' case 2019-05-22 14:21:36 +03:00
hroff-1902
8b95e12468 log message adjusted in backtesting and hyperopt 2019-05-15 12:05:35 +03:00
hroff-1902
5677c4882e minor: add ticker data validation; log backtesting interval 2019-05-13 23:56:59 +03:00
hroff-1902
00b4501c59 avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed 2019-05-12 21:14:00 +03:00
hroff-1902
0f43e0bb7d minor hyperopt output improvements 2019-05-10 10:54:44 +03:00
hroff-1902
e7b81e4d46 hyperopt --min-trades parameter 2019-05-01 15:27:58 +03:00
hroff-1902
ea44bbff9f prevent hyperopt from running simultaneously 2019-04-25 11:11:04 +03:00
Matthias
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults 
Support for defaults in json schema
 2019-04-24 12:20:39 +02:00
Matthias
d16ccd7e37 Merge branch 'develop' into json-defaults 2019-04-24 09:51:04 +02:00
hroff-1902
6a0f527e0e
merge --job-workers and commit printing debug log messages with the opt state 2019-04-24 10:35:04 +03:00
hroff-1902
2898067318
Merge branch 'develop' into hyperopt-jobs 2019-04-24 10:31:03 +03:00
hroff-1902
fc4ef2b430
Merge branch 'develop' into hyperopt-opt-params 2019-04-23 21:58:27 +03:00
hroff-1902
e3b0474901
Merge branch 'develop' into hyperopt-jobs 2019-04-23 21:34:38 +03:00
hroff-1902
cc9f899cd6 removed explicit dependency on multiprocessing module 2019-04-23 21:25:36 +03:00
hroff-1902
a022b1a6c1 --random-state for optimzer to get reproducible results added 2019-04-23 21:18:52 +03:00
Matthias
4971b9fc39
Merge pull request #1793 from hroff-1902/hyperopt-debug-state 
hyperopt: print optimizer state in debug log messages
 2019-04-23 20:11:04 +02:00
hroff-1902
3e3fce5f38 print optimizer state in debug log messages 2019-04-23 09:49:24 +03:00
hroff-1902
7c8e26c717 -j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt 
docs refreshed
 2019-04-23 00:52:07 +03:00
hroff-1902
ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902
6b87d94bb0 --print-all command line option added for hyperopt 2019-04-22 01:10:01 +03:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data 
Fix backtest problem with partial data
 2019-04-05 07:28:57 +02:00
Matthias
7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias
32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias
0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias
e085fd9e95 Disable dataprovider from hyperopt. 
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
 2019-03-25 19:49:58 +01:00
Matthias
0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias
00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia
6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia
0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias
e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias
02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt 
Added total profit column to backtest result
 2019-01-25 06:38:39 +01:00
Matthias
d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Gianluca Puglia
896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias
13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias
0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias
a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias
1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias
a2c01916e1 Add type-ignores to floatfmt 
tabulate supports this:
30554300d7/tabulate.py (tabulate.py-1291):1294
 2019-01-17 20:28:21 +01:00
Matthias
cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Matthias
40b1d8f067 Fix CI problems 2019-01-06 14:57:14 +01:00
Matthias
dd2af86a41 pprint results 2019-01-06 14:47:38 +01:00
Matthias
167088827a include default buy/sell trends for the hyperopt strategy 2019-01-06 14:13:15 +01:00
Matthias
a0df7b9d7c Use sell/buy trends from hyperopt file if available 2019-01-06 14:12:55 +01:00
Matthias
2147bd8847 Fix problem when no experimental dict is available 2019-01-06 13:29:14 +01:00
Matthias
798ae460d8 Add check if trigger is in parameters 2019-01-06 13:29:14 +01:00
Matthias
68ba1e1f37 Add sell signal hyperopt 2019-01-06 13:29:14 +01:00
Misagh
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing 
interpolate missing candles
 2019-01-04 22:33:53 +01:00
Matthias
2bc76771bf Align backtest to interface.py 
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
 2019-01-01 16:50:10 +01:00
Matthias
fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias
8b9cc45f41 move test for data completeness 
should be done before analyzing strategy
 2018-12-31 15:09:50 +01:00
Matthias
429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias
6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias
21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias
407139b0e0 remove unused imports 2018-12-14 06:32:49 +01:00
Matthias
432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias
1a3fcd4771 extract data-handling methods from optimize 2018-12-14 06:32:49 +01:00
Matthias
04c330f10b
Merge pull request #1404 from freqtrade/feat/pass_df 
keep DF instead of list
 2018-12-13 20:14:32 +01:00
Matthias
7e3955b04c Fix edge-cli comments (refer to edge, not backtest 2018-12-12 20:04:14 +01:00
Matthias
7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias
3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen 
fix backtesting not respecting max_open_trades
 2018-11-30 19:17:09 +01:00
Matthias
cc7b820978 Move hyperoptresolver to resolvers package 2018-11-24 20:14:08 +01:00
Matthias
21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias
805f509498 Merge branch 'develop' into fix/backtest_toomanyopen 2018-11-24 10:39:16 +01:00