gcarq
a23fce519d
pretty print hyperopt results
2017-11-25 01:22:36 +01:00
gcarq
9ff1f05e66
add --epochs to hyperopt subcommand
2017-11-25 01:12:44 +01:00
gcarq
b9c4eafd96
integrate hyperopt and implement subcommand
2017-11-25 01:04:11 +01:00
gcarq
7fa5846c6b
move hyperopt to freqtrade.optimize.hyperopt
2017-11-25 00:30:39 +01:00
gcarq
3b37f77a4d
move backtesting to freqtrade.optimize.backtesting
2017-11-24 23:58:35 +01:00
Michael Egger
858d2329e5
add experimental flag support and add use_sell_signal ( #143 )
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* add use_sell_signal to config schema
* check use_sell_signal
* set use_sell_signal to false
2017-11-24 21:58:00 +01:00
Mathieu Favréaux
371ee1e457
In backtesting, ensure we don't buy the same pair again before selling ( #139 )
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* in backtesting, ensure we don't buy before we sell
* no overlapping trades only if max_open_trades > 0
* --limit-max-trades now --realistic-simulation
2017-11-24 21:09:44 +01:00
Geka000
cfbfe90aa0
keyboard markup for telegram bot ( #142 )
2017-11-24 20:54:50 +01:00
gcarq
be6939ee8a
use 8 digits of precision for amount and rate in formatting
2017-11-23 20:52:07 +01:00
Janne Sinivirta
371e6d99c9
set stoploss to -10%
2017-11-23 18:43:19 +02:00
Janne Sinivirta
c6def418cf
Merge pull request #135 from rybolov/develop
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Better buy and sell strategy
2017-11-23 18:25:56 +02:00
Michael Smith
5fce2c5712
Better buy and sell strategy:
...
Buy if at the low end of normal range and the price is increasing.
Buy into extreme gains regardless of if it's on the low part of the range.
Avoid buying when the price is on a long decrease even if it's low.
Sell anytime the price is above the top end of normal range and the momentum slows.
Sell on an extreme drop.
2017-11-23 22:33:41 +08:00
Janne Sinivirta
aacd7d8987
Merge pull request #131 from gcarq/feature/backtesting-max-open-trades
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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
Samuel Husso
765a762ccf
Merge pull request #122 from gcarq/feature/fix-signal-handling
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fix signal handling
2017-11-22 13:38:57 +02:00
gcarq
02ca2ed585
implement trade count lock for backtesting
2017-11-21 22:33:34 +01:00
gcarq
f3ba3ddd54
move buy_price and sell_price to plotting script
2017-11-21 20:41:49 +01:00
gcarq
65ce948b0b
catch ValueErrors from analyze_ticker ( fixes #123 )
2017-11-21 20:37:29 +01:00
gcarq
383a9f6eeb
catch BaseException to force stdout flush when process dies
2017-11-21 20:24:52 +01:00
gcarq
5d934cd5b6
enhance open order formatting in status handle
2017-11-20 23:33:52 +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
86b6c6f334
version bump
2017-11-20 20:01:10 +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 )
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* fixing tests to use arrow-utc
* removing datetime import
2017-11-19 04:58:35 +01:00
gcarq
19734ad863
set bootstrap_retries to infinite ( fixes #113 )
2017-11-18 22:23:05 +01:00
gcarq
b16ccb9919
handle requests exception in validate_pairs
2017-11-18 22:22:45 +01:00
gcarq
d41837817c
move logging to freqtrade.rpc
2017-11-18 21:43:21 +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
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Pylint cleanups
2017-11-18 16:00:21 +01:00
Samuel Husso
a3da2911e8
Merge pull request #114 from gcarq/new_algo
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New buy strategy
2017-11-18 13:09:40 +02:00
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
669ec30413
remove unused import
2017-11-18 09:34:57 +02:00
Janne Sinivirta
0082b7abdd
add missing module and class docstring
2017-11-18 09:34:32 +02:00
Janne Sinivirta
7903f3a546
fix test name
2017-11-18 09:19:22 +02:00
Janne Sinivirta
ec75586bdd
new buy strategy
2017-11-18 08:45:57 +02:00
Janne Sinivirta
df9902d6a4
Merge pull request #107 from gcarq/feature/add-backtesting-subcommand
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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
b682262486
refactor argparse handling
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
0df1404d6a
fix typo
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
27a6b29c80
move time diff calculation out of a loop
2017-11-16 20:43:24 +02:00
Janne Sinivirta
5d1f874041
switch ix to loc, ix is apparently deprecated
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
c1ef3f526c
remove unnecessary comparison
2017-11-16 16:53:34 +01:00
Janne Sinivirta
6b7afb80b2
fix failing test
2017-11-16 16:53:34 +01:00
Janne Sinivirta
0b8afa12e9
exit strategy after roi check
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
d86dcc4752
check if result exists in get_ticker ( fixes #106 )
2017-11-16 16:39:06 +01:00
gcarq
0bc96241d5
rework exception handling ( fixes #108 )
2017-11-16 16:14:43 +01:00
gcarq
2e953a937d
version bump
2017-11-16 00:40:36 +01:00
gcarq
4e05691cab
check if balance list is empty ( fixes #105 )
2017-11-16 00:01:47 +01:00
gcarq
b5f58724a0
get_ticker_history: check if result is set ( fixes #103 )
2017-11-15 23:16:54 +01:00
gcarq
b83309b55d
reduce calls_per_second to 1
2017-11-15 23:16:39 +01:00
gcarq
e8101a6da5
default BaseVolume to 0.0 if null
2017-11-14 17:48:19 +01:00
gcarq
dd9cb008fb
refresh whitelist based on wallet health ( fixes #60 )
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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
gcarq
81f7172c4a
sanitize get_ticker_history ( fixes #100 )
2017-11-13 19:54:09 +01:00
Michael Egger
bab59fbacd
Merge pull request #99 from gcarq/more_triggers2
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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
1c3c316e45
reduce calls_per_second
2017-11-11 21:29:35 +01:00
gcarq
517879382b
Add argument for dynamic-whitelist handling
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If --dynamic-whitelist is passed the whitelist in the config file
is ignored. It gets automatically refreshed every 30 minutes and
currently selects the 20 topmost BaseVolume markets
2017-11-11 19:20:53 +01:00
gcarq
bcd3340a80
implement get_market_summaries
2017-11-11 19:20:16 +01:00
gcarq
12ae1e111e
use get_candles from python-bittrex
2017-11-11 17:14:55 +01:00
gcarq
d3b3370f23
Add configurable throttle mechanism
2017-11-11 16:47:19 +01:00
gcarq
8f817a3634
use TTLCache for get_ticker_history
2017-11-11 15:29:31 +01:00
Janne Sinivirta
cf79b15651
use discrete values for filters
2017-11-11 11:50:10 +02:00
