Janne Sinivirta
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8c7b29734e
|
use date info to calculate trade durations
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2018-02-06 11:34:00 +02:00 |
|
Gerald Lonlas
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321e3ede30
|
Fix hyperopt ticker interval download
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2018-01-29 22:53:28 -08:00 |
|
Janne Sinivirta
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a6a479f7aa
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balances to min roi hyperopt settings
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2018-01-28 10:46:22 +02:00 |
|
Janne Sinivirta
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67ddb2e7f8
|
lower precision for most search space variables
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2018-01-27 09:51:06 +02:00 |
|
Janne Sinivirta
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f33923c784
|
fix typings for hyperopt code
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2018-01-26 18:32:45 +02:00 |
|
Janne Sinivirta
|
4fe6ae0bae
|
fix search space for min ROI
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2018-01-25 22:32:46 +02:00 |
|
Janne Sinivirta
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42087c9bfe
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let hyperopt optimize ROI table
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2018-01-25 11:12:00 +02:00 |
|
Janne Sinivirta
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5007165908
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add search space for ROI table
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2018-01-25 09:34:26 +02:00 |
|
Janne Sinivirta
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c400d15ed1
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rip out hyperopt things from strategy, add indicator populating to hyperopt
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2018-01-23 16:56:12 +02:00 |
|
Gerald Lonlas
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1c7da95fed
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Move hyperopt_trials.pickle to user_data/
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2018-01-22 20:51:39 -08:00 |
|
Gerald Lonlas
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baae374899
|
Move hyperopt_conf.py into user_data/
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2018-01-22 20:51:39 -08:00 |
|
Gerald Lonlas
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be75522507
|
Fix flake8
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2018-01-22 20:51:39 -08:00 |
|
Gerald Lonlas
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c46d78b4b9
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Decouple strategy from analyse.py
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2018-01-22 20:51:39 -08:00 |
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kryofly
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4a9e1cb345
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Merge branch 'develop' into backtest-export
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2018-01-19 07:02:38 +01:00 |
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Gérald LONLAS
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14d16f2574
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Merge pull request #357 from kryofly/timeperiod
Timeperiod
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2018-01-18 20:26:44 -08:00 |
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Janne Sinivirta
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c670ccfd37
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add trigger +DI crossed above -DI
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2018-01-16 18:52:06 +02:00 |
|
Janne Sinivirta
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8896b39231
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add heikenashi reversal bullish trigger to hyperopt
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2018-01-16 18:52:06 +02:00 |
|
Janne Sinivirta
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ce963aae58
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add macd < 0 guard to hyperopt
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2018-01-16 18:52:06 +02:00 |
|
Janne Sinivirta
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dc01807b3c
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switch ema5 trigger to ema3 cross trigger
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2018-01-16 18:52:06 +02:00 |
|
Janne Sinivirta
|
fadac5fe4a
|
remove too aggressive trigger
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2018-01-16 18:52:06 +02:00 |
|
Janne Sinivirta
|
99260735ae
|
remove broken bbands trigger from hyperopt. add two working bbands triggers
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2018-01-16 18:52:06 +02:00 |
|
Janne Sinivirta
|
501be8a3bc
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adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
|
2018-01-16 16:36:50 +02:00 |
|
Janne Sinivirta
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38fe7ec7cd
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adjust default target values for hyperopt
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2018-01-16 16:35:48 +02:00 |
|
kryofly
|
0e58ab7e01
|
more advanced use of --timerange
|
2018-01-16 00:15:49 +01:00 |
|
kryofly
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71bb348698
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rename --timeperiod to --timerange
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2018-01-15 21:49:06 +01:00 |
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Janne Sinivirta
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ec7bfba8df
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add comment about checking the new total profit logging
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2018-01-14 13:11:19 +02:00 |
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Janne Sinivirta
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f1e176d35c
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log total profit in percentages also
|
2018-01-14 13:10:25 +02:00 |
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Janne Sinivirta
|
92241baade
|
log the loss value
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2018-01-14 13:09:39 +02:00 |
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kryofly
|
153e11f045
|
Merge branch 'develop' into timeperiod
|
2018-01-11 19:45:47 +01:00 |
|
kryofly
|
4781a23809
|
Merge branch 'develop' into backtest-export
|
2018-01-11 19:40:42 +01:00 |
|
kryofly
|
27769f0301
|
uncomplex backtest
|
2018-01-11 17:45:41 +01:00 |
|
Janne Sinivirta
|
86db6c9084
|
sort imports
|
2018-01-11 07:08:56 +02:00 |
|
Janne Sinivirta
|
1b6b0ad9d2
|
autopep8
|
2018-01-11 06:50:36 +02:00 |
|
kryofly
|
b0f3fd7ffb
|
timeperiod argument to backtesting and hyperopt
|
2018-01-10 23:48:59 +01:00 |
|
kryofly
|
feca87345f
|
refactor
|
2018-01-10 23:00:40 +01:00 |
|
Samuel Husso
|
e67c652988
|
use os.path.join, fix docstrings
|
2018-01-10 11:50:00 +02:00 |
|
Samuel Husso
|
ffae0b2cd5
|
hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS
|
2018-01-09 12:37:56 +02:00 |
|
Samuel Husso
|
1647e7a0c1
|
update fix failing tests, unitest that resume hyperopt functionality works
|
2018-01-09 12:26:52 +02:00 |
|
Samuel Husso
|
b35fa4c9f6
|
hyperopt: show the best results so far
|
2018-01-09 12:25:58 +02:00 |
|
Samuel Husso
|
a48840509b
|
Hyperopt: use results from previous runs
|
2018-01-09 12:25:58 +02:00 |
|
Samuel Husso
|
ca8cab0ce9
|
Hyperopt to handle SIGINT by saving/reading the trials file
|
2018-01-09 12:25:58 +02:00 |
|
Janne Sinivirta
|
dd2ccea6e5
|
fix wrong range in stoploss search space
|
2018-01-08 21:59:46 +02:00 |
|
Janne Sinivirta
|
9dd38aebe0
|
add stoploss to the hyperopt parameters
|
2018-01-07 21:08:12 -08:00 |
|
Gerald Lonlas
|
9c21077dc1
|
Fix hypeopt issue when no result found
|
2018-01-07 17:53:21 -08:00 |
|
kryofly
|
890083ce7f
|
Merge branch 'develop' into datadir
|
2018-01-07 10:00:35 +01:00 |
|
Gerald Lonlas
|
b3ea0f4ec5
|
Make readable hyperopt best parameters result
|
2018-01-06 17:19:48 -08:00 |
|
kryofly
|
60ed4b9d1e
|
--datadir <path> argument
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
|
2018-01-06 23:24:35 +01:00 |
|
Janne Sinivirta
|
a36fd00f6a
|
also print dot when hyperopt eval result is fail
|
2017-12-28 06:40:11 +02:00 |
|
Janne Sinivirta
|
7f44ba6df4
|
unit tests for optimize.hyperopt
|
2017-12-28 06:39:56 +02:00 |
|
Janne Sinivirta
|
7b0beb0afa
|
cleanups
|
2017-12-28 06:36:18 +02:00 |
|