Janne Sinivirta
|
371e6d99c9
|
set stoploss to -10%
|
2017-11-23 18:43:19 +02:00 |
|
Janne Sinivirta
|
aacd7d8987
|
Merge pull request #131 from gcarq/feature/backtesting-max-open-trades
implement trade count lock for backtesting
|
2017-11-23 16:16:43 +02:00 |
|
gcarq
|
4a707d7452
|
add --limit-max-trades
|
2017-11-23 00:25:06 +01:00 |
|
gcarq
|
7727f2cc8f
|
implement test
|
2017-11-22 21:02:36 +01:00 |
|
gcarq
|
9a87dcf0a1
|
dont apply fees on trade creation
|
2017-11-22 21:01:44 +01:00 |
|
gcarq
|
9136e64d89
|
force flush in create_trade and execute_sell (fixes #128)
|
2017-11-22 20:51:25 +01:00 |
|
gcarq
|
02ca2ed585
|
implement trade count lock for backtesting
|
2017-11-21 22:33:34 +01:00 |
|
gcarq
|
788cda4925
|
add missing import
|
2017-11-20 22:26:32 +01:00 |
|
gcarq
|
55a69e4a45
|
use normal program flow to handle interrupts
|
2017-11-20 22:15:19 +01:00 |
|
gcarq
|
cd5afd6ff4
|
use jsonschema regex pattern for whitelist format and enhance validation error messages (closes #120)
|
2017-11-20 19:37:25 +01:00 |
|
Janne Sinivirta
|
d88cc084e6
|
align numbers in hyperopt print out (#119)
|
2017-11-20 10:22:11 +01:00 |
|
Jeff Pipas
|
5deaebf0c2
|
Tests now use UTC time with arrow instead of datetime (#117)
* fixing tests to use arrow-utc
* removing datetime import
|
2017-11-19 04:58:35 +01:00 |
|
gcarq
|
3ab14dfe39
|
add middleware to expose common functionality for multiple rpc implementations
|
2017-11-18 21:30:31 +01:00 |
|
Michael Egger
|
4a91ecd91a
|
Merge pull request #115 from gcarq/pylint_cleanups
Pylint cleanups
|
2017-11-18 16:00:21 +01:00 |
|
Janne Sinivirta
|
6f5b418f0b
|
small balancing to hyperopt objective
|
2017-11-18 10:24:18 +02:00 |
|
Janne Sinivirta
|
37a74b38ba
|
more little pylint fixes
|
2017-11-18 10:09:19 +02:00 |
|
Janne Sinivirta
|
9ab81a987d
|
fix pylint warnings in test_main.py
|
2017-11-18 09:58:55 +02:00 |
|
Janne Sinivirta
|
4b08e3d571
|
fix pylint warnings in __init__ files
|
2017-11-18 09:58:29 +02:00 |
|
Janne Sinivirta
|
187fea0c28
|
disable bunch of meaningless pylint warnings
|
2017-11-18 09:45:01 +02:00 |
|
Janne Sinivirta
|
4e54b27398
|
use parentheses for multiline string instead of backslash
|
2017-11-18 09:44:28 +02:00 |
|
Janne Sinivirta
|
aced5cc3ba
|
rename variable to remove Mypy warning of type error
|
2017-11-18 09:43:42 +02:00 |
|
Janne Sinivirta
|
7903f3a546
|
fix test name
|
2017-11-18 09:19:22 +02:00 |
|
Janne Sinivirta
|
df9902d6a4
|
Merge pull request #107 from gcarq/feature/add-backtesting-subcommand
add backtesting subcommand and refresh test data
|
2017-11-18 08:13:42 +02:00 |
|
Janne Sinivirta
|
315919cdd6
|
fix platform dependent bug in argparse test
|
2017-11-18 08:07:37 +02:00 |
|
gcarq
|
63c95a3546
|
modify trade life cycle (should fix #112)
|
2017-11-17 20:17:29 +01:00 |
|
gcarq
|
59d04d1d0c
|
catch TelegramError (fixes #113)
|
2017-11-17 19:49:03 +01:00 |
|
gcarq
|
14de46576b
|
use load_backtesting_data
|
2017-11-17 18:23:40 +01:00 |
|
gcarq
|
bdff29a472
|
remove code duplicates
|
2017-11-17 18:17:59 +01:00 |
|
gcarq
|
8655c6c264
|
reduce backtest data samples to 10
|
2017-11-17 18:15:25 +01:00 |
|
gcarq
|
3f4e4a23a0
|
add argparse handling tests
|
2017-11-17 18:15:24 +01:00 |
|
gcarq
|
5be7be6189
|
adapt tests
|
2017-11-17 18:15:24 +01:00 |
|
gcarq
|
3475a07522
|
fetching new testing data for oneMin and fiveMin intervals
|
2017-11-17 18:15:24 +01:00 |
|
gcarq
|
fb7ea169d4
|
fix some formatting issues
|
2017-11-17 18:13:34 +01:00 |
|
gcarq
|
5469293e5f
|
use tabulate to format backtesting result
|
2017-11-17 18:13:02 +01:00 |
|
gcarq
|
9b644b0305
|
add --ticker-interval
|
2017-11-17 18:09:55 +01:00 |
|
gcarq
|
bb4a9ed20f
|
implement backtest subcommand
|
2017-11-17 18:09:55 +01:00 |
|
Janne Sinivirta
|
d89db50465
|
avoid copy operation due to memory consumption
|
2017-11-17 12:30:54 +02:00 |
|
Janne Sinivirta
|
632d00e01d
|
move price point calculations out from populate functions
|
2017-11-17 12:30:03 +02:00 |
|
Janne Sinivirta
|
2a56031cdc
|
remove unnecessary line
|
2017-11-17 12:30:03 +02:00 |
|
Janne Sinivirta
|
16d412323c
|
add a little snippet to allow running line_profiler with hyperopt
|
2017-11-16 20:43:24 +02:00 |
|
Janne Sinivirta
|
174122a09b
|
remove unnecessary calculation
|
2017-11-16 20:38:59 +02:00 |
|
Janne Sinivirta
|
1b6a60ecb2
|
refactor backtesting to avoid recalculating indicators in hyperopt
|
2017-11-16 20:38:46 +02:00 |
|
Janne Sinivirta
|
a963f1820c
|
rename should_sell to min_roi_reached
|
2017-11-16 16:53:34 +01:00 |
|
Janne Sinivirta
|
b9983149ef
|
plug sell strategy to backtesting
|
2017-11-16 16:53:34 +01:00 |
|
Janne Sinivirta
|
6b7afb80b2
|
fix failing test
|
2017-11-16 16:53:34 +01:00 |
|
Janne Sinivirta
|
1db0a7d4ce
|
populate sell signal
|
2017-11-16 16:53:34 +01:00 |
|
Janne Sinivirta
|
c12a9ebd92
|
make signal getting parametrized
|
2017-11-16 16:53:34 +01:00 |
|
gcarq
|
0bc96241d5
|
rework exception handling (fixes #108)
|
2017-11-16 16:14:43 +01:00 |
|
gcarq
|
dd9cb008fb
|
refresh whitelist based on wallet health (fixes #60)
Refreshs the whitelist in each iteration based on the wallet health,
disabled wallets will be removed from the whitelist automatically.
|
2017-11-13 21:34:47 +01:00 |
|
Michael Egger
|
bab59fbacd
|
Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
|
2017-11-13 12:11:15 +01:00 |
|
Janne Sinivirta
|
0f0b10b6cc
|
adjust search spaces
|
2017-11-13 07:28:56 +02:00 |
|
Janne Sinivirta
|
8e68c5358e
|
clean up prints during hyperopt
|
2017-11-12 09:44:31 +02:00 |
|
Janne Sinivirta
|
660f01b514
|
add hilbert transform leadsine trigger
|
2017-11-12 09:13:54 +02:00 |
|
Janne Sinivirta
|
13537e3ce4
|
add short ema guard to hyperopt
|
2017-11-12 08:45:32 +02:00 |
|
Janne Sinivirta
|
2963a90008
|
add stochastics trigger
|
2017-11-12 08:38:52 +02:00 |
|
Janne Sinivirta
|
15b20b83fa
|
optimize hyperopt objective function
|
2017-11-12 08:30:58 +02:00 |
|
gcarq
|
d3b3370f23
|
Add configurable throttle mechanism
|
2017-11-11 16:47:19 +01:00 |
|
Janne Sinivirta
|
cf79b15651
|
use discrete values for filters
|
2017-11-11 11:50:10 +02:00 |
|
Janne Sinivirta
|
a4284351e3
|
fix green_candle
|
2017-11-11 11:22:12 +02:00 |
|
Janne Sinivirta
|
906caf329b
|
remove two unused or poorly performing indicators
|
2017-11-11 11:22:12 +02:00 |
|
Janne Sinivirta
|
3db13fae13
|
add green_candle guard
|
2017-11-11 11:22:12 +02:00 |
|
Janne Sinivirta
|
274972f7af
|
make faststoch trigger use crossed_above helper
|
2017-11-11 11:22:11 +02:00 |
|
Janne Sinivirta
|
83fd27e031
|
add sar reversal as trigger
|
2017-11-11 11:22:11 +02:00 |
|
gcarq
|
f7a27c156c
|
add /version command handler
|
2017-11-09 23:51:32 +01:00 |
|
gcarq
|
98f11fc7bb
|
fix sqlite threading issue
|
2017-11-09 23:45:22 +01:00 |
|
gcarq
|
013e13e546
|
use tabulate for /count
|
2017-11-09 23:45:03 +01:00 |
|
gcarq
|
c81358c291
|
remove MagicBot
|
2017-11-09 22:11:02 +01:00 |
|
gcarq
|
ed34d9f22f
|
add tests for /forcesell all
|
2017-11-09 22:08:28 +01:00 |
|
gcarq
|
0cfbb56b6c
|
enhance and test pair validation
|
2017-11-09 21:47:47 +01:00 |
|
gcarq
|
80592970e9
|
add more tests
|
2017-11-09 20:02:41 +01:00 |
|
gcarq
|
31c03cdce1
|
fix linter issue
|
2017-11-08 22:44:32 +01:00 |
|
gcarq
|
6ce6018bb7
|
add more tests
|
2017-11-07 22:27:44 +01:00 |
|
gcarq
|
abdddd5193
|
define common fixtures
|
2017-11-07 20:12:56 +01:00 |
|
gcarq
|
8eeb02e592
|
make ticker interval configurable
|
2017-11-07 18:59:47 +01:00 |
|
gcarq
|
d921bae75e
|
set executable bit
|
2017-11-07 18:42:40 +01:00 |
|
Janne Sinivirta
|
0395c92260
|
move testdata file loading to pytest fixture
|
2017-11-07 19:24:51 +02:00 |
|
Janne Sinivirta
|
fbbde9de25
|
put shared fixtures to conftest.py
|
2017-11-07 17:29:00 +02:00 |
|
Janne Sinivirta
|
adfae9e75c
|
autoformat with autopep8
|
2017-11-06 19:17:23 +02:00 |
|
Michael Egger
|
ae0b49f532
|
Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
|
2017-11-06 16:54:55 +01:00 |
|
gcarq
|
cc29126d61
|
make download_backtest_data.py platform independent
|
2017-11-06 00:16:24 +01:00 |
|
gcarq
|
60e651cb4c
|
only return data['result'] from get_ticker_history
|
2017-11-05 23:47:59 +01:00 |
|
Sébastien Moreau
|
3884cfb809
|
Merge branch 'develop' into feature/advanced-status-command
|
2017-11-05 10:32:53 -05:00 |
|
Sebastien Moreau
|
caa6e22e53
|
Adds unit tests
|
2017-11-05 10:26:03 -05:00 |
|
gcarq
|
19f6ff330c
|
adapt float precision asserts
|
2017-11-05 16:21:13 +01:00 |
|
gcarq
|
325f72fd91
|
dry_run: keep list of open orders
|
2017-11-05 15:21:16 +01:00 |
|
Janne Sinivirta
|
29b173f4e7
|
only run four evals of hyperopt, just to check it works
|
2017-11-05 09:28:42 +02:00 |
|
gcarq
|
264d71e29e
|
fix some pylint warnings
|
2017-11-04 18:55:41 +01:00 |
|
gcarq
|
a873688a44
|
backtesting: init Trade with Bittrex fee
|
2017-11-04 18:43:23 +01:00 |
|
gcarq
|
460dfa1031
|
fix percentage formating in execute_sell
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
1daeed4a52
|
fix assert
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
cd18629433
|
add fee to sqlalchemy model and respecting it in calc_profit
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
543857ddb2
|
set initial open_rate and amount in create_trade
This is mostly needed by dry_run
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
1e5b0e8726
|
adapt tests
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
e07904d436
|
PEP8 linting
|
2017-10-31 00:36:35 +01:00 |
|
Michael Egger
|
ea1b1e11ea
|
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
|
2017-10-31 00:28:38 +01:00 |
|
Janne Sinivirta
|
e68e6c0a1a
|
reuse mock in hyperopt also
|
2017-10-30 22:31:28 +02:00 |
|
Janne Sinivirta
|
7190226c84
|
reuse same mock for get_ticker_history, just change return_value
|
2017-10-30 22:06:09 +02:00 |
|
gcarq
|
6f2915e25e
|
move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
|
2017-10-30 20:41:36 +01:00 |
|
Janne Sinivirta
|
8da55c3742
|
move patching of arrow.utcnow to remove 500 unnecessary mock objects
|
2017-10-30 19:56:53 +02:00 |
|
Michael Egger
|
05111edd04
|
Merge pull request #87 from gcarq/more_triggers
More triggers and guards to hyperopt
|
2017-10-30 14:43:18 +01:00 |
|
Michael Egger
|
4c2dea83c5
|
Merge pull request #84 from gcarq/telegram/show-balance
Telegram command: /show balance
|
2017-10-29 22:05:10 +01:00 |
|
Janne Sinivirta
|
d066817d0b
|
removed below_sma and over_sma to wait for better implementation
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
a632121368
|
add macd cross signal trigger to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
473d09b5cd
|
add ema50 and ema100. add long uptrend ema guard to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
22cfef7d36
|
add ema5 cross ema10 trigger to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
e1bbe1d9a9
|
adjust indicator ranges in hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
ec981b415a
|
add RSI to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
3b1dc36d8a
|
switch to using itertuples instead of iterrows as it's a lot faster
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
4edf8f2079
|
copy only needed columns before iterating over them
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
54987fd9ca
|
do date parsing while loading json, not later
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
da9c3e7d7d
|
remove leftover dates from removing date filtering
|
2017-10-29 16:28:55 +02:00 |
|
Samuel Husso
|
4f6c3f94e0
|
added tests to /balance, minor cleanup
|
2017-10-29 10:10:00 +02:00 |
|
Janne Sinivirta
|
25d6d6bbe5
|
remove unused imports from test_hyperopt
|
2017-10-28 15:32:29 +03:00 |
|
Janne Sinivirta
|
649781d823
|
store result strings, display best result in summary. switch to a lot better objective algo
|
2017-10-28 15:26:22 +03:00 |
|
Janne Sinivirta
|
08ca7a8166
|
change print to format so result can be used in hyperopt Trials
|
2017-10-28 15:26:22 +03:00 |
|
Samuel Husso
|
0c33e917d5
|
Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
|
2017-10-27 12:11:04 +03:00 |
|
Janne Sinivirta
|
e401a016f5
|
change analyze tests to use full json dump from bittrex
|
2017-10-26 16:50:31 +03:00 |
|
Janne Sinivirta
|
e0fde8665c
|
Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
|
2017-10-26 10:37:38 +03:00 |
|
Samuel Husso
|
752520c823
|
When running from project root download the files to the testdata folder instead of cwd
|
2017-10-26 10:24:22 +03:00 |
|
Janne Sinivirta
|
6ba2492360
|
add Awesome Oscillator and try it in hyperopt
|
2017-10-25 18:37:20 +03:00 |
|
Samuel Husso
|
041e201713
|
remove duplicated backtesting from hyperopt
|
2017-10-25 08:17:17 +03:00 |
|
Samuel Husso
|
f43ba44b15
|
refactor backtesting to its own method as we use it also in hyperopt
|
2017-10-24 07:58:42 +03:00 |
|
Janne Sinivirta
|
6f5307fda7
|
use more aggressive stop loss for hyperopt
|
2017-10-22 17:15:57 +03:00 |
|
Janne Sinivirta
|
37004e331a
|
remove unused import and commented out code
|
2017-10-22 17:14:55 +03:00 |
|
Janne Sinivirta
|
57acf85b42
|
try a different objective function
|
2017-10-22 17:11:01 +03:00 |
|
Janne Sinivirta
|
913488910c
|
bump minimum evaluations to 40 rounds
|
2017-10-21 10:29:05 +03:00 |
|
Janne Sinivirta
|
17b984a7cd
|
adjust objective function to emphasize trade lenghts more
|
2017-10-21 10:28:43 +03:00 |
|
Janne Sinivirta
|
f79b44eefe
|
adjust ROI map for shorter trades
|
2017-10-21 10:28:02 +03:00 |
|
Janne Sinivirta
|
146c254c0f
|
start adding other triggers than just the lower BBands
|
2017-10-21 10:26:38 +03:00 |
|
Janne Sinivirta
|
ce2966dd7f
|
add uptrend_sma to hyperopt
|
2017-10-20 18:29:38 +03:00 |
|
Janne Sinivirta
|
0fbca8b8ef
|
add CCI to hyperopt
|
2017-10-20 13:14:28 +03:00 |
|
Janne Sinivirta
|
3f7a583de6
|
add SAR to hyperopt. add over/under sma options to hyperopt
|
2017-10-20 12:56:44 +03:00 |
|
Janne Sinivirta
|
1196983d5f
|
change objective to emphasize shorter trades and include average profit
|
2017-10-20 10:39:36 +03:00 |
|
Janne Sinivirta
|
bbb2c7cf62
|
more parametrizing. adjust ranges for previous parameters
|
2017-10-20 10:39:04 +03:00 |
|
Janne Sinivirta
|
ff100bdac4
|
the optimizer expects values in the order of smaller is better
|
2017-10-19 18:29:57 +03:00 |
|
Janne Sinivirta
|
1792e0fb9b
|
use hyperopt to find optimal parameter values for indicators
|
2017-10-19 17:12:49 +03:00 |
|
Michael Egger
|
aeef9bac33
|
Merge pull request #70 from dertione/patch-2
Download automatically altcoin datas
|
2017-10-17 13:36:33 +02:00 |
|
dertione
|
389f9b45bb
|
update pylint 10/10
|
2017-10-15 17:24:49 +02:00 |
|
Janne Sinivirta
|
c9741cb291
|
adjust roi settings for faster trades
|
2017-10-15 17:32:07 +03:00 |
|
dertione
|
afd1a0bf9b
|
update for pylint
|
2017-10-14 14:40:26 +02:00 |
|
dertione
|
37f6c213f6
|
fork test
|
2017-10-13 15:50:50 +02:00 |
|
xsmile
|
b9eb266236
|
Exchange refactoring
|
2017-10-06 12:22:04 +02:00 |
|
gcarq
|
f44ab2f44b
|
patch missing http calls
|
2017-10-01 23:28:09 +02:00 |
|
Janne Sinivirta
|
5537f0bf5b
|
simplify unnecessary == True and == False assertions
|
2017-10-01 15:45:31 +03:00 |
|
Janne Sinivirta
|
5551c9ec3b
|
add pragmas to disable pylint warnings for missing docstrings in test files
|
2017-10-01 15:40:40 +03:00 |
|
Janne Sinivirta
|
ff145b6306
|
use mocker for mocking to get rid of deep nesting
|
2017-10-01 15:40:12 +03:00 |
|
Janne Sinivirta
|
616d5b61cc
|
remove numbers from test method names
|
2017-10-01 11:11:20 +03:00 |
|
Janne Sinivirta
|
06ad311aa3
|
remove Test classes and use pytest fixtures
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2017-10-01 11:02:47 +03:00 |
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Janne Sinivirta
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53b4c3722e
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convert asserts to pytest style
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2017-09-30 20:38:19 +03:00 |
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gcarq
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898ab5a370
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implement test to reproduce it
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2017-09-30 18:22:05 +02:00 |
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gcarq
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0c517ee3b6
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move project into freqtrade/
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2017-09-29 19:28:32 +02:00 |
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