Samuel Husso
|
8eed9c08a6
|
Merge pull request #519 from gcarq/pyup-update-pytest-mock-1.6.3-to-1.7.0
Update pytest-mock to 1.7.0
|
2018-02-17 10:12:28 +02:00 |
|
Samuel Husso
|
1911143a75
|
Merge pull request #520 from gcarq/pyup-update-sqlalchemy-1.2.2-to-1.2.3
Update sqlalchemy to 1.2.3
|
2018-02-17 10:11:32 +02:00 |
|
pyup-bot
|
19616eba35
|
Update sqlalchemy from 1.2.2 to 1.2.3
|
2018-02-17 01:16:22 +01:00 |
|
pyup-bot
|
e0153d8203
|
Update pytest-mock from 1.6.3 to 1.7.0
|
2018-02-16 22:58:22 +01:00 |
|
Janne Sinivirta
|
d1bdbcd273
|
Fix wrong duration calculation in hyperopting
|
2018-02-16 22:08:20 +02:00 |
|
Janne Sinivirta
|
bf72b5bc37
|
make args available for optimizer and use them instead of guessing from params
|
2018-02-16 14:00:12 +02:00 |
|
Janne Sinivirta
|
ec8bf82695
|
combine shared backtest/hyperopt flags
|
2018-02-15 15:23:49 +02:00 |
|
Janne Sinivirta
|
f64c8cc9ce
|
realistic should be False by default and enabled with a --realistic-simulation flag
|
2018-02-15 13:11:17 +02:00 |
|
Samuel Husso
|
028700d86f
|
Merge pull request #517 from gcarq/fix-backslash-again
Correctly join paths in ticker loading
|
2018-02-15 10:38:37 +02:00 |
|
Samuel Husso
|
d13d6736b9
|
Merge pull request #515 from gcarq/indicator_helpers
Random indicator helpers
|
2018-02-15 10:12:37 +02:00 |
|
Janne Sinivirta
|
a1ba57186b
|
correctly join paths and debug log the found results
|
2018-02-15 08:59:02 +02:00 |
|
Janne Sinivirta
|
459611516c
|
enable stochastic and fisherRSI in default strategy
|
2018-02-14 13:02:31 +02:00 |
|
Janne Sinivirta
|
340ab0214b
|
add generic fishers inverse transformation with smoothing
|
2018-02-14 10:17:43 +02:00 |
|
Janne Sinivirta
|
178d1ed423
|
add ehlers super smoother
|
2018-02-14 10:16:53 +02:00 |
|
Janne Sinivirta
|
cf013140a6
|
add went_up and went_down helpers
|
2018-02-13 11:37:59 +02:00 |
|
Samuel Husso
|
e3d222912d
|
Merge pull request #511 from gcarq/hyperopt_selectable_spaces
Allow selecting Hyperopt search space
|
2018-02-12 08:28:24 +02:00 |
|
Gérald LONLAS
|
1134c81aad
|
Merge pull request #513 from gcarq/arrays_for_backtesting
Make backtesting 5x faster
|
2018-02-11 21:02:43 -08:00 |
|
Janne Sinivirta
|
3e07d41fa9
|
remove mention of sell space
|
2018-02-12 07:01:51 +02:00 |
|
Janne Sinivirta
|
b1230b27b7
|
adjust unit test to match new --spaces format
|
2018-02-11 19:22:13 +02:00 |
|
Janne Sinivirta
|
1eecf28a8b
|
adjust documentation to match changes to --spaces flag
|
2018-02-11 19:18:11 +02:00 |
|
Janne Sinivirta
|
fe28addb51
|
specify allowed values for --spaces flag
|
2018-02-11 19:17:04 +02:00 |
|
Janne Sinivirta
|
9bcdc8e14b
|
remove unnecessary condition
|
2018-02-11 15:25:30 +02:00 |
|
Janne Sinivirta
|
2ce03ab1b5
|
make Strategy store roi and stoploss values as numbers to avoid later casting
|
2018-02-11 15:25:30 +02:00 |
|
Janne Sinivirta
|
5190cd507e
|
start with simpler condition
|
2018-02-11 14:37:12 +02:00 |
|
Janne Sinivirta
|
2dd2f31431
|
remove repeated condition
|
2018-02-11 14:31:37 +02:00 |
|
Janne Sinivirta
|
dc105d5eae
|
better names for row variables
|
2018-02-11 14:24:19 +02:00 |
|
Janne Sinivirta
|
c62356438a
|
loop over arrays instead of dataframes
|
2018-02-11 14:18:57 +02:00 |
|
Janne Sinivirta
|
d74543ac32
|
document the new --spaces flag for hyperopt
|
2018-02-10 11:04:16 +02:00 |
|
Janne Sinivirta
|
55a1f604d6
|
small corrections and typo fixes to hyperopt documentation
|
2018-02-10 11:03:56 +02:00 |
|
Janne Sinivirta
|
f14d6249e0
|
allow selecting hyperopt searchspace
|
2018-02-09 20:59:06 +02:00 |
|
kryofly
|
12a19e400f
|
tests: more backtesting testing (#496)
* tests: more backtesting testing
* tests: hyperopt
* tests: document kludge
* tests: improve test_dataframe_correct_length
* tests: remove remarks
|
2018-02-08 21:49:43 +02:00 |
|
Samuel Husso
|
53b1f7ac4d
|
Merge pull request #509 from gcarq/cleanup_plot_scripts
Cleanup plot scripts
|
2018-02-08 13:50:34 +02:00 |
|
Janne Sinivirta
|
6f80aff3e2
|
cleanup plot scripts
|
2018-02-08 13:32:34 +02:00 |
|
Gérald LONLAS
|
aa7aeb046e
|
Merge pull request #508 from gcarq/faster_backtesting
Faster backtesting
|
2018-02-06 22:59:45 -08:00 |
|
Janne Sinivirta
|
bf46f2e50d
|
short circuit check for roi threshold
|
2018-02-06 21:37:11 +02:00 |
|
Janne Sinivirta
|
4760dd699d
|
remove surprisingly slow logging line
|
2018-02-06 21:37:11 +02:00 |
|
Janne Sinivirta
|
22c48d5cef
|
use faster time diff
|
2018-02-06 21:37:11 +02:00 |
|
Janne Sinivirta
|
0454b4c8d5
|
remove unnecessary Decimal construction
|
2018-02-06 21:37:11 +02:00 |
|
Janne Sinivirta
|
5c02f0983d
|
let Strategy hold a sorted roi map
|
2018-02-06 21:37:11 +02:00 |
|
Janne Sinivirta
|
a28ffcbcf7
|
remove slow unnecessary table scan
|
2018-02-06 21:21:47 +02:00 |
|
Samuel Husso
|
c5400b6c37
|
Merge pull request #507 from gcarq/date_indexing_for_backtesting
Date indexing for backtesting
|
2018-02-06 12:20:33 +02:00 |
|
Janne Sinivirta
|
a071571eac
|
switch to faster short circuiting condition
|
2018-02-06 12:13:12 +02:00 |
|
Janne Sinivirta
|
5cf2dd79f2
|
don't reset index if not needed
|
2018-02-06 11:34:01 +02:00 |
|
Janne Sinivirta
|
cf7c6d2e9c
|
switch to properly using dates as indexes, makes date based searching and slicing a lot faster
|
2018-02-06 11:34:00 +02:00 |
|
Janne Sinivirta
|
8c7b29734e
|
use date info to calculate trade durations
|
2018-02-06 11:34:00 +02:00 |
|
macd2
|
192521523f
|
add an option to control vertical spacing (#506)
|
2018-02-05 08:05:12 +02:00 |
|
Gérald LONLAS
|
2765ee5a85
|
Merge pull request #504 from gcarq/improve_argparse
Use substitution in argparse help texts
|
2018-02-04 13:36:01 -08:00 |
|
Samuel Husso
|
585c2e31c6
|
Merge pull request #502 from gcarq/marker_for_buy
Change buy and sell markers in plot_dataframe
|
2018-02-04 16:31:41 +02:00 |
|
Janne Sinivirta
|
fecd9f830e
|
use substitution in argparse
|
2018-02-04 15:48:41 +02:00 |
|
Janne Sinivirta
|
6efd744497
|
change buy and sell markers in plot_dataframe
|
2018-02-04 14:09:36 +02:00 |
|