Commit Graph

356 Commits

Author SHA1 Message Date
Gerald Lonlas 41e22657e4 Fix hyperopt when using MongoDB 2017-12-21 19:20:47 -08:00
Gerald Lonlas d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
seansan 4dab39ed9e
add % in status table for profit 2017-12-20 13:58:18 +01:00
Janne Sinivirta c8fb6c4661 More lint fixes (#198)
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas d613d63fdc Fix the fee calculation 2017-12-17 23:01:34 -08:00
Samuel Husso ce51749177 fix hyperopt not getting default ticker_interval 2017-12-17 12:34:26 +02:00
Janne Sinivirta 80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
Janne Sinivirta 5efc417690
Merge pull request #192 from gcarq/feature/forcesell-handle-open-orders
/forcesell: handle trades with open orders
2017-12-17 07:41:51 +02:00
Gérald LONLAS 14868615d5 Add mock to improve backtesting tests (#194) 2017-12-17 00:24:21 +01:00
Gérald LONLAS 512fcdbcb1 Allow user to update testdata files with parameter --refresh-pairs-cached (#174) 2017-12-16 15:42:28 +01:00
gcarq 95fe0f4dec fix pep8 warnings 2017-12-16 03:39:47 +01:00
gcarq ddd3d2d0a9 ignore cancelled order during trade state update 2017-12-16 02:36:43 +01:00
gcarq cb4ecfd3a3 move function 2017-12-16 01:37:06 +01:00
gcarq f4b59492ab fix NoneType issue 2017-12-16 01:31:15 +01:00
gcarq ae37f49b51 /forcesell: handle trades with open orders 2017-12-16 01:09:07 +01:00
gcarq 6e68315d2c reorder imports 2017-12-15 23:58:21 +01:00
gcarq c1c9dd03ce /daily: fix identation and simplify loops 2017-12-15 23:56:02 +01:00
Gérald LONLAS e00f02b603 Improve telegram /profit command (#188) 2017-12-15 17:19:00 +01:00
Gerald Lonlas 2a2af4878e Update /daily command, reorder telegram menu, limit /daily profit at 8 decimals 2017-12-14 21:18:52 -08:00
Michael Egger bfb3e09d1d
raise ContentDecodingError if bittrex responds with NO_API_RESPONSE (#183) 2017-12-14 20:27:04 +01:00
Gérald LONLAS 2ac8b685d6 Add param for Dry run to use a DB file instead of memory (#182) 2017-12-14 15:10:11 +01:00
Samuel Husso cb09cabbdd
Merge pull request #171 from stephendade/dailymsg
Added daily profit telegram command
2017-12-12 19:42:31 +02:00
Janne Sinivirta 77023c0ecf
Merge pull request #169 from jblestang/fix_ticker_interval
Fix ticker interval
2017-12-12 17:21:55 +02:00
Stephen Dade 0b18c93d19 Daily profit command - better message formatting and minor fixes 2017-12-12 19:41:25 +11:00
Jean-Baptiste LE STANG 0617753a7f Adding a test unit for 1 minute ticker interval 2017-12-11 22:11:06 +01:00
Janne Sinivirta b77fad6e5f
Merge pull request #173 from glonlas/autoselect_top_currencies
Allow to change the number of currencies used by dynamic-whitelist
2017-12-11 18:04:10 +02:00
Gerald Lonlas 90bf6f2d4a Remove unecessary import 2017-12-11 00:07:36 -08:00
Gerald Lonlas ef7646417b Allow to change the number of currencies used by dynamic-whitelist 2017-12-11 00:01:27 -08:00
Janne Sinivirta 7afd8da28f fix a broken unit test due to changing test dataset 2017-12-10 13:56:39 +02:00
Janne Sinivirta 3d532c6015 update backtest data to match pairs in config.json.example 2017-12-10 11:17:01 +02:00
Stephen Dade ccb8c3c352 Added daily profit telegram command 2017-12-10 17:32:40 +11:00
toto 18f01113c2 use the CLI arguments as the ticker interval 2017-12-09 11:51:53 +01:00
toto f7def09dec fix for the ticker interval set by default to 5 2017-12-09 11:39:26 +01:00
Samuel Husso a7cca4985e omit hyperopt output if total_profit doesn't go pass threashold (3) 2017-12-02 01:32:23 +02:00
Samuel Husso 965c075362 disable info logging on hyperopt.tpe 2017-12-02 00:21:46 +02:00
gcarq 0c35e6ad19 minor changes 2017-11-25 03:28:52 +01:00
gcarq e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq 5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
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)
* 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)
* 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
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
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
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)
* 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
Pylint cleanups
2017-11-18 16:00:21 +01:00
Samuel Husso a3da2911e8
Merge pull request #114 from gcarq/new_algo
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
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