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 |
|
Samuel Husso
|
f4fe09ffbf
|
added get_balances as a abstract method to the interface baseclass
|
2017-10-29 17:57:57 +02:00 |
|
Michael Egger
|
871b5e17ee
|
Merge pull request #85 from gcarq/datetime_fixes
Performance improvements for backtesting
|
2017-10-29 15:56:20 +01:00 |
|
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 |
|
Michael Egger
|
a948142ef5
|
Merge pull request #83 from gcarq/better-hyperopt-objective
Better hyperopt objective
|
2017-10-29 14:13:44 +01:00 |
|
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
|
dd78c62c3d
|
added new command to return balance across all currencies
|
2017-10-28 08:59:43 +03:00 |
|
Samuel Husso
|
29de1645fe
|
Merge pull request #82 from gcarq/feature/handle-process-signals
handle SIGINT, SIGTERM and SIGABRT process signals
|
2017-10-28 08:49:42 +03:00 |
|
gcarq
|
4139b0b0c7
|
add signal handler for SIGINT, SIGTERM and SIGABRT
|
2017-10-27 15:52:14 +02:00 |
|
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 |
|
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 |
|
Samuel Husso
|
041e201713
|
remove duplicated backtesting from hyperopt
|
2017-10-25 08:17:17 +03:00 |
|
gcarq
|
e09505b22d
|
Merge tag '0.12.0' into develop
0.12.0
|
2017-10-24 18:14:41 +02:00 |
|
gcarq
|
6b15cb9b10
|
Merge branch 'release/0.12.0'
0.12.0
|
2017-10-24 18:14:37 +02:00 |
|
gcarq
|
ff4fcdc760
|
version bump
|
2017-10-24 18:14:31 +02:00 |
|
Samuel Husso
|
f43ba44b15
|
refactor backtesting to its own method as we use it also in hyperopt
|
2017-10-24 07:58:42 +03:00 |
|
Michael Egger
|
79c3e0583d
|
Merge pull request #76 from gcarq/hyperopt
Use hyperopt to find optimal parameters for buy strategy
|
2017-10-23 09:40:13 +02:00 |
|
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 |
|
Michael Egger
|
96790d50e5
|
Merge pull request #77 from gcarq/help-command
Help command to Telegram bot
|
2017-10-21 13:51:08 +02:00 |
|
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 |
|