Matthias
|
7c5587aeaa
|
exportfilename can be a file or directory
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
2ed808da1f
|
Extract .last_result.json to constant
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
59e0ca0aaa
|
Add pairlist to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c13ec4a1d4
|
implement fallback loading for load_backtest_data
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
7727292861
|
Rename duration to trade_duration
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
f368aabcc7
|
Add amount to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6e94734678
|
Add fee to backtestresult
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
03ab61959b
|
Add test for generate_backtest_stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
075eb0a161
|
Fix sequence of saving
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
0fa56be9d2
|
remove openIndex and closeIndex from backtest-report
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
04cbc2cde5
|
Shorten variable
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
b068e7c564
|
Rename open_time and close_time to *date
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
81c8e8677d
|
use 0 as profit mean, not nan
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
480c5117f1
|
Handle empty return strings
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
5fce7f3b22
|
Add market Change
closes #2524 and #3518
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cf044d166e
|
Tests should use new Datetime format too
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
fbddfaeacf
|
Introduce DatetimePrintFormat
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cbcf3dbb43
|
Add more metrics to summarytable
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6922fbc3aa
|
Add max_drawdown error handler
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
455b26ea48
|
Add max drawdown to backtesting
|
2020-07-03 06:58:27 +02:00 |
|
hroff-1902
|
02c0488d45
|
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
|
2020-06-29 21:53:33 +03:00 |
|
Matthias
|
0b2982caed
|
Merge branch 'develop' into hyperopt_colorama_init
|
2020-06-16 10:16:41 +02:00 |
|
Matthias
|
761407f74d
|
Merge pull request #3430 from freqtrade/timeframe
ticker_interval -> timeframe
|
2020-06-15 13:47:26 +02:00 |
|
Matthias
|
a3506f4d8e
|
Merge branch 'develop' into timeframe
|
2020-06-15 06:35:55 +02:00 |
|
Matthias
|
d337fb6c6a
|
Update some comments
|
2020-06-15 06:35:31 +02:00 |
|
hroff-1902
|
ea77edce05
|
Make flake happy
|
2020-06-13 18:54:54 +03:00 |
|
hroff-1902
|
3d9b107761
|
Changes after review
|
2020-06-13 17:12:37 +03:00 |
|
Felipe Lambert
|
69ac5c1ac7
|
change hyperopt return to better copy to strategy file
|
2020-06-10 14:35:31 -03:00 |
|
Matthias
|
72ae4b1500
|
Load pairlist after strategy to use strategy-config
fail in certain conditions when using strategy-list
Fix #3363
|
2020-06-07 16:15:26 +02:00 |
|
Matthias
|
a75b94f143
|
use bracket notation for dataframe access
|
2020-06-07 15:40:00 +02:00 |
|
Matthias
|
68395d2745
|
Use bracket notation to query results in hyperopt
|
2020-06-07 15:39:59 +02:00 |
|
Matthias
|
04779411f5
|
Add docstring to backtest_stats
|
2020-06-07 15:39:59 +02:00 |
|
Matthias
|
070913f327
|
Rename text_table generation
|
2020-06-07 11:35:02 +02:00 |
|
Matthias
|
499c6772d1
|
Rename tabulate methods
they don't "generate" anything
|
2020-06-07 11:31:33 +02:00 |
|
Matthias
|
a6f6724752
|
Reorder functions in optimize_report
|
2020-06-07 11:29:14 +02:00 |
|
hroff-1902
|
64881a94e2
|
Merge branch 'develop' into timeframe
|
2020-06-02 15:56:34 +03:00 |
|
Matthias
|
a8005819c9
|
Add class-level attributes to hyperopt and strategy
|
2020-06-02 10:19:27 +02:00 |
|
Matthias
|
f9bb1a7f22
|
Update more occurances of ticker_interval
|
2020-06-02 10:02:55 +02:00 |
|
Matthias
|
3e895ae74a
|
Some more replacements of ticker_interval
|
2020-06-02 09:41:42 +02:00 |
|
Matthias
|
cadc50ce9b
|
Replace more occurances of ticker_interval with timeframe
|
2020-06-01 20:49:40 +02:00 |
|
Matthias
|
d9afef8fe1
|
Move colorama_init to where it was
|
2020-06-01 09:37:10 +02:00 |
|
Matthias
|
ffa93377b4
|
Test colorama init again (after the fixes done to progressbar)
|
2020-06-01 09:34:03 +02:00 |
|
Matthias
|
091693308a
|
Correctly call show_backtest_results
|
2020-06-01 09:25:26 +02:00 |
|
Matthias
|
ceaf32d304
|
Extract backtesting report generation from show_backtest_Results
|
2020-06-01 09:24:05 +02:00 |
|
Matthias
|
f202e09b10
|
Extract conversion to trades list to it's own function
|
2020-06-01 08:57:31 +02:00 |
|
Matthias
|
18a5787a2c
|
Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-05-27 19:17:15 +02:00 |
|
Matthias
|
abf79e4ab4
|
Use temporary variable to clean up code
|
2020-05-25 20:47:48 +02:00 |
|
Matthias
|
6a9a8f927e
|
Rename some methods, improve some testing
|
2020-05-25 20:46:31 +02:00 |
|
Matthias
|
462c35cf75
|
Move stats generation to the top
|
2020-05-25 20:22:22 +02:00 |
|
Matthias
|
027ea64d48
|
Fix docstrings, extract strategy-list results
|
2020-05-25 19:55:02 +02:00 |
|
Matthias
|
db257e9f7f
|
Rename method to be public
|
2020-05-25 19:50:23 +02:00 |
|
Matthias
|
18a2dad684
|
Extract data generation from generate_text_table
|
2020-05-25 19:35:32 +02:00 |
|
Matthias
|
0917b17efd
|
Refactor result_line to return dict
|
2020-05-25 19:21:01 +02:00 |
|
Matthias
|
876a9e4f44
|
finish refactor of sell_reason table
|
2020-05-25 07:08:15 +02:00 |
|
Matthias
|
d17300fd84
|
Refactor sell reason stats to return a dict
|
2020-05-25 07:02:24 +02:00 |
|
Matthias
|
9d1ad70bb7
|
Split optimize generation from printing
|
2020-05-25 06:44:51 +02:00 |
|
Florian Merz
|
889a153731
|
fix PEP8
|
2020-05-03 17:29:56 +02:00 |
|
Florian Merz
|
690bb7646a
|
hyperopt csv export - add params
|
2020-05-03 17:00:12 +02:00 |
|
Matthias
|
509f38d3aa
|
Use non-deprectated parameter for progressbar
|
2020-05-01 17:59:24 +02:00 |
|
hroff-1902
|
726e52aaa7
|
Use skopt model_queue_size instead of custom hack
|
2020-04-29 10:49:25 +03:00 |
|
hroff-1902
|
c26835048c
|
Hyperopt cleanup, do not use 'trials'
|
2020-04-28 22:56:19 +03:00 |
|
hroff-1902
|
a01ed170f5
|
Improve hyperopt-list logging
|
2020-04-28 17:33:07 +03:00 |
|
hroff-1902
|
9ebc997e9d
|
Merge pull request #3215 from freqtrade/backtest_use_pairlists
Backtest use pairlists
|
2020-04-27 13:34:06 +03:00 |
|
Matthias
|
fb8a85da01
|
Disallow VolumePairList from backtesting for now
|
2020-04-27 07:56:17 +02:00 |
|
Matthias
|
e8530c36d3
|
Remove pairlists from hyperopt too (it holds a reference to exchange)
|
2020-04-25 15:46:20 +02:00 |
|
Matthias
|
8987859044
|
Enable pairlist parsing for backtesting and hyperopt
|
2020-04-25 15:37:13 +02:00 |
|
hroff-1902
|
d9f255a6c0
|
Fix asterisk printing for csv output
|
2020-04-25 12:49:14 +03:00 |
|
Yazeed Al Oyoun
|
c9711678fd
|
fixed indent
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
181b12b3a8
|
added wins/draws/losses
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
6147498fd4
|
fixed indent
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
2fb3d94938
|
added wins/draws/losses
|
2020-04-25 11:31:51 +02:00 |
|
hroff-1902
|
2d994f6feb
|
Better printing of asterisk
|
2020-04-24 21:57:29 +03:00 |
|
hroff-1902
|
6e5f0869b3
|
Remove another unused method
|
2020-04-24 18:39:08 +03:00 |
|
hroff-1902
|
5c012d79eb
|
Remove unused method
|
2020-04-24 18:14:07 +03:00 |
|
Matthias
|
d36e2cf6ab
|
Fix random test failure in hyperopt
|
2020-04-16 07:06:47 +02:00 |
|
hroff-1902
|
8b6a7e685e
|
Merge pull request #3133 from freqtrade/backtesting_filenameexpanding
[minor] Fix filename handling with --strategy-list
|
2020-04-15 12:02:19 +03:00 |
|
hroff-1902
|
4d80f52db4
|
Merge pull request #3134 from freqtrade/backtesting_memory
Backtesting memory and dataframe
|
2020-04-13 23:08:45 +03:00 |
|
Fredrik81
|
2c1c1c7f16
|
Update freqtrade/optimize/hyperopt.py
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-04-11 17:42:32 +02:00 |
|
Fredrik81
|
d9e54ab7a4
|
Update freqtrade/optimize/hyperopt.py
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-04-11 17:42:19 +02:00 |
|
Fredrik81
|
4707484a4c
|
Fix issue with colring enabled + styling
|
2020-04-09 11:42:13 +02:00 |
|
Fredrik81
|
cdc774549e
|
Merge branch 'develop' into progress-bar
|
2020-04-08 01:56:43 +02:00 |
|
Fredrik81
|
132f5f73f5
|
Update hyperopt.py
|
2020-04-07 10:44:18 +02:00 |
|
Fredrik81
|
c95906cfcf
|
Update hyperopt.py
|
2020-04-07 10:42:15 +02:00 |
|
Fredrik81
|
d5609d4997
|
Changed back to progressbar2 for better handling of logger.
Coloring still needs some work (bug + what colors to use)
|
2020-04-06 13:12:32 +02:00 |
|
Matthias
|
de47186263
|
Use .loc for assignments
|
2020-04-02 19:31:48 +02:00 |
|
Matthias
|
cf6e6488c7
|
Fix filename handling with --strategy-list
|
2020-04-02 17:29:18 +02:00 |
|
Matthias
|
3d4664c2a6
|
Remove unnecessary import
|
2020-03-15 15:40:12 +01:00 |
|
Matthias
|
e1b08ad76c
|
Add docstring to store_backtest_result
|
2020-03-15 15:38:26 +01:00 |
|
Matthias
|
e95665ceca
|
Make backtestresult storing independent from printing
|
2020-03-15 15:36:23 +01:00 |
|
Matthias
|
a13d581658
|
Move backtest-result visualization out of backtesting class
|
2020-03-15 15:17:53 +01:00 |
|
Matthias
|
6106d59e1a
|
Move store_backtest_results to optimize_reports
|
2020-03-15 15:17:35 +01:00 |
|
Matthias
|
328dbd3930
|
Remove unnecessary parameter to generate_text_table_sell_reason
|
2020-03-15 15:04:48 +01:00 |
|
Matthias
|
0f1640bed4
|
convert exportfilename to Path when config parsing
|
2020-03-15 09:39:45 +01:00 |
|
hroff-1902
|
51f52c8609
|
Merge branch 'develop' into no-ticker-2
|
2020-03-13 16:43:52 +03:00 |
|
hroff-1902
|
a7ed51c642
|
return back the name of the hyperopt data file
|
2020-03-13 04:04:23 +03:00 |
|
hroff-1902
|
ebb0187f40
|
dataframe -> df_analyzed in backtesting and edge
|
2020-03-13 03:54:56 +03:00 |
|
Fredrik81
|
5737139979
|
Small fix
|
2020-03-12 16:47:09 +01:00 |
|
Fredrik81
|
1a59fc11be
|
doh
|
2020-03-12 02:36:18 +01:00 |
|
Fredrik81
|
df1ae565dc
|
clean-up
|
2020-03-12 02:26:41 +01:00 |
|
Fredrik81
|
9387ed923c
|
fix for empty lines
|
2020-03-12 02:07:50 +01:00 |
|
Fredrik81
|
81cbb92556
|
Switch to TQDM
|
2020-03-11 22:30:36 +01:00 |
|
Fredrik81
|
3a8b68c0fd
|
Initial work on progressbar
|
2020-03-10 20:30:36 +01:00 |
|
hroff-1902
|
73c19da4b9
|
Adjust handling of zero stdev in loss functions
|
2020-03-10 13:44:16 +03:00 |
|
hroff-1902
|
f148b5f734
|
cosmetics in lambdas
|
2020-03-10 10:38:37 +03:00 |
|
Fredrik81
|
bd158eefd2
|
Fixed loggin
|
2020-03-10 03:02:52 +01:00 |
|
Fredrik81
|
2f5fc731bb
|
Removed overwrite option
|
2020-03-09 18:53:30 +01:00 |
|
Fredrik81
|
cb419614cd
|
Spelling miss
|
2020-03-08 23:00:21 +01:00 |
|
Fredrik81
|
4ad93ed6bb
|
Changed output for null columns
|
2020-03-08 22:41:05 +01:00 |
|
hroff-1902
|
3208faf7ed
|
Do not use ticker where it's not a ticker
|
2020-03-08 20:47:02 +03:00 |
|
Fredrik81
|
7606d814fa
|
Initial work on csv-file export. Missing docs and tests
|
2020-03-05 01:58:33 +01:00 |
|
hroff-1902
|
57523d58df
|
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
|
2020-03-04 23:44:53 +03:00 |
|
Fredrik81
|
090d1e8a70
|
Alignment and cleanups
|
2020-03-04 20:51:09 +01:00 |
|
Fredrik81
|
7652a2bb95
|
Updated table layout and aligning better for hyperopt
|
2020-03-04 00:10:47 +01:00 |
|
Fredrik81
|
399c419163
|
Changed table formating. Adding some code to align hyperopt table generation. WIP
|
2020-03-03 01:14:56 +01:00 |
|
hroff-1902
|
82bdd01843
|
Merge pull request #3003 from Fredrik81/cores-and-arguments
Hyperopt: fix number of CPU cores, jobs and total epochs
|
2020-03-03 02:12:21 +03:00 |
|
hroff-1902
|
52cd5f9127
|
Better use enumerate: more correct and more pythonic
|
2020-03-03 01:42:25 +03:00 |
|
hroff-1902
|
45c9496792
|
Do not run optimizer for 'jobs' epochs for the last iteration
|
2020-03-03 01:33:11 +03:00 |
|
hroff-1902
|
a7d4755859
|
optimize calculation of current_jobs
|
2020-03-03 01:20:14 +03:00 |
|
hroff-1902
|
92425642da
|
Fix config_jobs
|
2020-03-03 01:00:24 +03:00 |
|
Fredrik81
|
0e4862b0c8
|
Added logging if argument is miss-configured
|
2020-03-02 22:58:54 +01:00 |
|
Fredrik81
|
7713cfeb79
|
Corrected logic for -j + and - argument
|
2020-03-02 21:02:32 +01:00 |
|
Fredrik81
|
f08c7eedf1
|
Changed jobs to be dynamic for last loop
|
2020-03-01 14:35:13 +01:00 |
|
Fredrik81
|
75b4f1a442
|
Fix alignment of higher values
|
2020-03-01 14:12:27 +01:00 |
|
Fredrik81
|
e89fd33229
|
Fix for more arguments
|
2020-02-29 23:57:15 +01:00 |
|
Fredrik81
|
7a4edb1cd8
|
Fix: When total epochs is less than cpu cores
|
2020-02-29 23:41:59 +01:00 |
|
Fredrik81
|
23ae0653bd
|
Changed table output to match hyperopt-list command
|
2020-02-29 23:24:08 +01:00 |
|
hroff-1902
|
0528af1700
|
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
Sortino hyperopt loss
|
2020-02-29 11:36:27 +03:00 |
|
Fredrik81
|
349aa2f957
|
Added dynamic print table function to hyperopt
|
2020-02-28 21:54:04 +01:00 |
|
hroff-1902
|
bee8e92f02
|
Final changes, use sqrt i.o. statistics.pstdev
|
2020-02-28 23:50:25 +03:00 |
|
Fredrik81
|
55d471190a
|
Changed table style of backtesting and alignment of headers
|
2020-02-27 13:28:28 +01:00 |
|
hroff-1902
|
893d9cde8d
|
Merge pull request #2943 from Fredrik81/add-print-table
Added function to print hyperopt-list as table using tabulate
|
2020-02-27 05:22:41 +03:00 |
|
Fredrik81
|
cd7efde6c0
|
Fixed coloring so it's only targeting the values not the table borders
|
2020-02-24 22:06:21 +01:00 |
|
Fredrik81
|
23bf135b8a
|
Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best
|
2020-02-24 11:01:14 +01:00 |
|
Yazeed Al Oyoun
|
3fb6818bd8
|
Merge branch 'develop' into sortino_hyperopt_loss
|
2020-02-19 02:37:25 +01:00 |
|
Fredrik Rydin
|
2058b492eb
|
Added function to print hyperopt-list as table using tabulate
|
2020-02-18 22:46:53 +01:00 |
|
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
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a46b7bcd6d
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more fixes...
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2020-02-07 16:44:43 +03:00 |
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Yazeed Al Oyoun
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9bcc5d2eed
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fixed downside_returns to read from profit_percent_after_slippage
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2020-02-07 16:36:12 +03:00 |
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