Commit Graph

24 Commits

Author SHA1 Message Date
Fredrik81 5bf4c5869b
Update hyperopt_commands.py
Missed a debug print
2020-02-09 19:32:09 +01:00
Fredrik Rydin c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
Fredrik Rydin c96acd6ca0 Fixed to pass PEP8 2020-02-09 00:16:11 +01:00
Fredrik Rydin 636bd5acb5 Added filter options to "hyperopt-list" in order to easier find epochs.
--profitable
	Select only profitable epochs.
  --min-avg-time INT
	Select epochs on above average time.
  --max-avg-time INT
	Select epochs on under average time.
  --min-avg-profit FLOAT
	Select epochs on above average profit.
  --min-total-profit FLOAT
	Select epochs on above total profit.
2020-02-08 23:21:42 +01:00
Matthias 97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
Yazeed Al Oyoun 9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
hroff-1902 ffb53a6df5
get rid of typing.cast() 2020-02-03 23:08:35 +03:00
hroff-1902 84156879f6 Fix NO_CONF_REQUIRED for list-hyperopts 2020-02-02 20:11:42 +03:00
hroff-1902 857eb5ff69 Add list-hyperopts command 2020-02-02 19:41:22 +03:00
hroff-1902 3fe39a3e1b Rename constant 2020-02-02 19:41:22 +03:00
hroff-1902 f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
hroff-1902 33645e45fd Minor cosmetics in start_trading 2020-01-27 02:49:25 +03:00
Matthias 02563019fc move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
Matthias 8c9119b471 Add docustring to commands module 2020-01-26 13:46:01 +01:00
Matthias 2d02c3f2a4 Split out pairlist_commands 2020-01-26 13:46:01 +01:00
Matthias a3e9d04383 Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
Matthias 7f851ad8d9 Move arguments and cli_options to commands module 2020-01-26 13:46:01 +01:00
Matthias f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias e033df6a2f Move optimize_commands to commands module 2020-01-26 13:46:01 +01:00
Matthias b254bdfea3 Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
Matthias 70a0346b0a Move data-stuff to data-commands 2020-01-26 13:46:01 +01:00
Matthias 926bf07df1 Seperate a few commands into specific files 2020-01-26 13:46:01 +01:00
Matthias 6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00
Matthias 80ed1c3e14 Move utils to commands 2020-01-26 13:46:01 +01:00