Commit Graph

124 Commits

Author SHA1 Message Date
Matthias d4d57f0002 Document expansion of `--pairs`, add download-inactive 2021-10-17 16:09:56 +02:00
Matthias 0e7d903a6f
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
Matthias 3279ea568c Add new parameter to hyperopt docs 2021-10-13 19:57:42 +02:00
Matthias aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
Matthias ce9debe9fd Add version argument to freqUI installer 2021-10-12 06:44:07 +02:00
Scott Lyons 5dd1088d8d
Adding ignore unparameterized spaces flag 2021-09-30 00:44:26 -07:00
Matthias fc511aac44 don't use %default when no default is defined 2021-09-29 19:21:54 +02:00
Matthias 3675df8344 Update documentation regarding Legacy Hyperopt 2021-09-12 08:18:17 +02:00
Matthias dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 1f3ccc2587 DefaultStrategy does not need to be limited 2021-08-26 07:00:15 +02:00
Matthias 8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias 88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias 544e0da6c2 Add protection parameter space 2021-08-04 06:50:14 +02:00
Matthias 62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
Cryptomeister Nox 85979c3176 * Adding command for Filtering
* Read latest Backtest file and print trades
2021-06-17 20:35:02 +02:00
Matthias cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Janos 812eb229df plot-profit: Make "auto-open" HTML result optional
Adding an "--auto-open" argument.
This improves tool processing of the results, while still allowing to open the HTML file for easy use.
2021-06-02 21:33:26 +02:00
Rokas Kupstys 3144185409 Allow specifying "new_pairs_days" in config. 2021-04-22 11:18:28 +03:00
Rokas Kupstys 09efa7b06b Add --new-pairs-days parameter for download-data command.
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
Matthias 1eb9ce4227 Allow specifying pairs for optimize commands via `--pairs` 2021-04-17 10:47:32 +02:00
Matthias 78a84f8081 Allow --hyperoptloss in addition to --hyperopt-loss 2021-04-05 15:38:33 +02:00
Matthias 41cb2a6451 Merge branch 'develop' into pr/rokups/4596 2021-04-03 17:00:37 +02:00
Matthias 6555454bd2 Remove more ticker_interval occurances 2021-04-03 16:54:47 +02:00
rextea 2bed41da5d Add days breakdown table to backtesting 2021-03-26 18:40:50 +03:00
Rokas Kupstys bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Matthias 98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias 86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias 959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias f05f2c45e8 Allow deleting of UI only 2021-01-31 14:50:54 +01:00
Matthias e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias 9621734adc Allow setting datafromat via configuration
closes #3953
2020-11-17 06:53:38 +01:00
Matthias 5cb3735a57 Improve error when hyperopt-loss-function is missing 2020-10-28 07:58:55 +01:00
Matthias 23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias 378b214a56 Remove hyperopt-loss default option
Force users to make a concious choice on a hyperopt-loss function
2020-10-05 19:27:28 +02:00
Matthias 8de9c46110 Document hyperopt-filename usage 2020-09-27 17:09:33 +02:00
Matthias 3cb1a9a5a9 Support loading results from a specific hyperopt history file 2020-09-27 17:03:30 +02:00
Matthias b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias c349499985 Also add 2w (supported by kraken) 2020-09-20 11:18:45 +02:00
HumanBot a95dbdbde4
Added 1M and 1y timeframes
Huobi Pro allows monthly and yearly data downloading
2020-09-19 14:31:23 -04:00
Matthias 688d657fe2 Merge branch 'develop' into pr/yazeed/3091 2020-08-11 20:04:43 +02:00
Matthias 009ea0639f Exchange some occurances of ticker_interval 2020-06-01 20:33:26 +02:00
Matthias 5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
Matthias 1c9c72937e Adjust trade-ids param 2020-05-03 15:32:09 +02:00
Matthias 56bb5f7a11 Add show-trades command 2020-05-02 11:26:12 +02:00
Matthias 431b244f43 Merge branch 'develop' into interface_ordertimeoutcallback 2020-04-19 06:58:44 +02:00
Yazeed Al Oyoun 0a87fe76a3 unified language 2020-03-23 11:17:56 +01:00
Yazeed Al Oyoun 7143cac64f fixed wording of all in cli_options 2020-03-23 09:41:01 +01:00
Yazeed Al Oyoun 1976aaf13e initial push 2020-03-22 02:22:06 +01:00
Fredrik81 8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
Matthias a1bbeaa668 Merge branch 'develop' into interface_ordertimeoutcallback 2020-03-15 14:56:14 +01:00
Fredrik81 27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
hroff-1902 51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Fredrik81 2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
hroff-1902 3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Fredrik81 91db75a707 Added tests and updated doc 2020-03-05 19:43:43 +01:00
Fredrik81 7606d814fa Initial work on csv-file export. Missing docs and tests 2020-03-05 01:58:33 +01:00
Matthias 791148176c Add callback functions to new-strategy --template advanced 2020-03-01 09:35:53 +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
Matthias 29b369c65e Rename cli argument 2020-02-19 14:53:54 +01:00
Yazeed Al Oyoun 3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Yazeed Al Oyoun df26c357d2 doc updates 2020-02-19 01:31:25 +01:00
Matthias 6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
Matthias be4a9b5f4b Lowercase freqtrade 2020-02-14 19:37:20 +01:00
Fredrik Rydin 539343b20d Adding 2 more filter options for completeness 2020-02-11 21:29:55 +01:00
Fredrik Rydin d1c3eabb87 Changed commands to use "check_int_positive" 2020-02-11 18:08:30 +01:00
Fredrik Rydin 5b4d8d69ef Adding --min-trades and --max-trades for hyperopt-list 2020-02-11 16:02:08 +01:00
Fredrik Rydin c924e4d519 Updated based on feedback:
- Profit commands now use float
- Compatible with --best
- Corrected wrong information in docs
2020-02-10 20:54:31 +01:00
Matthias d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +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
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
Matthias 1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +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