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Author SHA1 Message Date
Janne Sinivirta 473d09b5cd add ema50 and ema100. add long uptrend ema guard to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 893738d6f0 add MACD to analyze 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 57a17697a0 add RSI, MOM, EMA5 and EMA10 to analyze 2017-10-29 21:33:57 +02:00
Janne Sinivirta 9b00fc3474 use .ix instead of .loc for small perf boost 2017-10-29 16:28:55 +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
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
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
Janne Sinivirta 6ba2492360 add Awesome Oscillator and try it in hyperopt 2017-10-25 18:37:20 +03:00
Janne Sinivirta d5d798f6fa pull in new indicators from QTPYLib 2017-10-25 18:37:20 +03:00
Janne Sinivirta 9c9cf76a0d Merge pull request #78 from gcarq/refactor-backtest 
Refactor backtest functionality
 2017-10-25 18:19:44 +03:00
Janne Sinivirta f6ef8383bb remove filtering from analyze that is super slow and not really needed 2017-10-22 21:50:07 +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 d32ff3410c add help command to telegram bot 2017-10-21 11:08:08 +03:00
Janne Sinivirta 35838f5e64 upgrade to latest telegram lib 2017-10-21 11:07:29 +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 4feb038d0a add hyperopt dependencies 2017-10-19 17:46:41 +03:00
Janne Sinivirta 1792e0fb9b use hyperopt to find optimal parameter values for indicators 2017-10-19 17:12:49 +03:00
Janne Sinivirta d4f8b3ebbc remove setup.cfg as it's not used but it messes with running a single test 2017-10-19 17:12:08 +03:00
Janne Sinivirta c9741cb291 adjust roi settings for faster trades 2017-10-15 17:32:07 +03:00
Janne Sinivirta bf6f563df2 small tweaks to buy strategy and it's visualization 2017-10-15 17:32:07 +03:00
Janne Sinivirta 2c4d0144ba Add note about binding sqlite with dry_run enabled 2017-10-15 14:40:02 +03:00
Janne Sinivirta 0c8c149b86 Fix the command for running backtesting in README.md 2017-10-11 13:09:57 +03:00
Janne Sinivirta 60a7f8614c upgrade dependencies 2017-10-10 19:04:05 +03:00
Janne Sinivirta b1de0de5a5 Merge pull request #61 from xsmile/patch-2 
add exchange package to manifest
 2017-10-09 10:30:41 +03:00
Janne Sinivirta aef42336e6 fixes to README.md 
- Fix the command for running unit tests
- Add command to run backtest unit tests
 2017-10-06 14:12:23 +03:00
Janne Sinivirta f78427d236 Merge pull request #57 from shusso/fix-backtest-path 
fix incorrect backtest testdata path
 2017-10-06 14:04:01 +03:00
Janne Sinivirta 3506e3ceec try directly invoking pytest for fixing coveralls issue 2017-10-02 20:17:14 +03:00
Janne Sinivirta 27b2624a67 let pytest do coverage 2017-10-02 19:48:47 +03:00
Janne Sinivirta 8500032bff add coverage config file to omit test files from coverage report 2017-10-02 19:27:18 +03:00
Janne Sinivirta b2522b8dbc add pytest-cov dependency 2017-10-02 19:17:54 +03:00
Janne Sinivirta 0f3ceebcd4 Merge pull request #53 from gcarq/feature/patch-missing-calls 
patch missing calls
 2017-10-02 10:38:01 +03:00
Janne Sinivirta 3fe5302db3 Merge pull request #52 from gcarq/convert-to-pytest 
Switch to using Pytest
 2017-10-01 17:28:23 +03:00
Janne Sinivirta ea62c49c3a fix passing parameters to pytest 2017-10-01 17:19:14 +03:00
Janne Sinivirta 02673b94dd use explicit package name for pytest running 2017-10-01 17:04:38 +03:00
Janne Sinivirta 17e8bbacc3 add pytest-mock to setup.py 2017-10-01 16:17:27 +03:00
Janne Sinivirta 463123adc5 Merge branch 'develop' into convert-to-pytest 2017-10-01 16:14:50 +03:00
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 add6c875d6 add pytest-mock to requirements.txt 2017-10-01 15:24:27 +03:00
Janne Sinivirta 616d5b61cc remove numbers from test method names 2017-10-01 11:11:20 +03:00
Janne Sinivirta 9cca42e371 add pytest to requirements.txt 2017-10-01 11:06:40 +03:00
Janne Sinivirta 06ad311aa3 remove Test classes and use pytest fixtures 2017-10-01 11:02:47 +03:00
Janne Sinivirta 53b4c3722e convert asserts to pytest style 2017-09-30 20:38:19 +03:00
Janne Sinivirta d73c656514 Merge pull request #50 from gcarq/feature/fix-whitelist-vanishing 
fix whitelist vanishing
 2017-09-30 20:00:38 +03:00
Janne Sinivirta 6389778d49 Merge pull request #47 from gcarq/feature/project-structure 
Refactor project structure (closes #34)
 2017-09-30 19:19:00 +03:00
Janne Sinivirta d045116297 upgraded to latest telegram library (8.0) 2017-09-29 18:59:05 +03:00
Janne Sinivirta 8b859ad358 Merge pull request #44 from gcarq/another-better-strategy 
Better buy strategy and sell criteria
 2017-09-29 13:32:00 +03:00
Janne Sinivirta 0085db825d Merge branch 'develop' into another-better-strategy 2017-09-29 13:13:44 +03:00
Janne Sinivirta 1f1e64560a adjust roi and stop loss in config.json.example 2017-09-29 09:58:00 +03:00
Janne Sinivirta c9226a329c adjust roi and stop loss for backtesting 2017-09-29 09:56:52 +03:00
Janne Sinivirta 44cdf3e0c2 improved buy signal strategy 2017-09-29 09:55:11 +03:00
Janne Sinivirta b97f0f0705 use btc-eth as default pair for analyze graph 2017-09-29 09:49:19 +03:00
Janne Sinivirta b2f4778352 show last 24hours in analyze graph 2017-09-29 09:48:59 +03:00
Janne Sinivirta 272abed807 show two decimals in average profit in backtesting results 2017-09-29 09:46:45 +03:00
Janne Sinivirta a2f7709cfd disable debug level logging when running backtesting 2017-09-28 17:00:14 +03:00
Janne Sinivirta 9a64522f45 Merge pull request #25 from alangvand/whitelist-on-sale 
add whitelist to execute_sell and append sold pair to it
 2017-09-28 11:02:23 +03:00
Janne Sinivirta e7620b46ae Merge pull request #29 from gcarq/backtesting 
Backtesting
 2017-09-28 10:52:42 +03:00
Janne Sinivirta 41849c4a1e add three more currency pairs to back testing. redownloaded all test data 2017-09-25 22:01:54 +03:00
Janne Sinivirta c9dcc1e57c disable the backtesting by default 2017-09-25 21:39:43 +03:00
Janne Sinivirta 9f7a72a990 shorten report text 2017-09-25 21:39:28 +03:00
Janne Sinivirta 5f98649b7d backtesting over 7 different coins and a month of 5min ticker data 2017-09-25 21:06:15 +03:00
Janne Sinivirta 4198220b68 extract sell criteria to it's own method for testing 2017-09-25 21:05:37 +03:00
Janne Sinivirta 877dd6d3fa simplify sell conditions 2017-09-25 15:17:29 +03:00
Janne Sinivirta f3ccca1c66 try running analyze_ticker with mock data 2017-09-24 17:23:29 +03:00
Janne Sinivirta 9b63f02e1c add set of test data 2017-09-24 17:20:25 +03:00
Janne Sinivirta 72432c1285 Fix link markup for issues 2017-09-21 09:08:13 -07:00
Janne Sinivirta 73ad3b4c85 Updated README.md 2017-09-20 08:06:10 -07:00
Janne Sinivirta 2bd51d8be3 Merge pull request #26 from gcarq/bid-balance 
Set balance for bid price between ask and last
 2017-09-20 07:58:20 -07:00
Janne Sinivirta 358a1eb73f add type hint for ticker 2017-09-20 07:34:47 -07:00
Janne Sinivirta e5a742cf2e add a little more explanation for ask_last_balance to README 2017-09-18 05:09:45 -07:00
Janne Sinivirta 4d651e0082 add ask_last_balance to README.md 2017-09-18 05:08:05 -07:00
Janne Sinivirta 465dc47b23 balance bid price between ask and last 2017-09-17 23:21:46 +03:00
Janne Sinivirta 989682457e add a field to config for setting balance between trying to buy with ask price and last price 2017-09-17 22:37:46 +03:00
Janne Sinivirta 1280670ea3 use five minute ticker for a much more stable indicators 2017-09-12 10:53:42 +02:00
Janne Sinivirta cedc207097 remove unused import 2017-09-12 10:49:30 +02:00
Janne Sinivirta a5b3428552 rename variable to get rid of bunch of pylint shadowing complaints 2017-09-12 10:49:10 +02:00
Janne Sinivirta 2221a0fbbc implement new buying strategy 2017-09-12 10:47:23 +02:00
Janne Sinivirta 8bf5f15125 use DataFrames own functions to manipulate the Bittrex JSON 2017-09-10 09:51:56 +03:00
Janne Sinivirta 4069e73039 test for buy signal 2017-09-09 19:20:06 +03:00