Commit Graph

4631 Commits

Author SHA1 Message Date
hroff-1902
34093d1208
Merge branch 'develop' into no-percent-1 2020-03-05 14:27:12 +03:00
Fredrik81
7606d814fa Initial work on csv-file export. Missing docs and tests 2020-03-05 01:58:33 +01:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
hroff-1902
33c1c8f726
Merge pull request #3018 from freqtrade/max_drawdown
Max drawdown in plot-profit
2020-03-04 20:42:57 +03:00
hroff-1902
dea4ef957e
Merge pull request #2982 from freqtrade/rate_side_optional
Rate side configurable
2020-03-04 16:07:08 +03:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Matthias
9d8970a76b Add test and formatting to drawdown 2020-03-03 20:23:44 +01:00
Matthias
53dcb5d5ed Fix logging expression 2020-03-03 19:36:03 +01:00
Matthias
33a63562cb make drawdown function less restrictive 2020-03-03 07:23:38 +01:00
Matthias
88e7cab5b9 Add max_drawdown to profit plot 2020-03-03 07:21:14 +01:00
Matthias
e050511ddc Add test for max_drawdown calculation 2020-03-03 07:20:41 +01:00
Matthias
3479f7d986 Add max_drawdown function 2020-03-03 07:15:03 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
hroff-1902
82bdd01843
Merge pull request #3003 from Fredrik81/cores-and-arguments
Hyperopt: fix number of CPU cores, jobs and total epochs
2020-03-03 02:12:21 +03:00
hroff-1902
52cd5f9127
Better use enumerate: more correct and more pythonic 2020-03-03 01:42:25 +03:00
hroff-1902
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration 2020-03-03 01:33:11 +03:00
hroff-1902
a7d4755859
optimize calculation of current_jobs 2020-03-03 01:20:14 +03:00
hroff-1902
92425642da
Fix config_jobs 2020-03-03 01:00:24 +03:00
Fredrik81
0e4862b0c8 Added logging if argument is miss-configured 2020-03-02 22:58:54 +01:00
Fredrik81
7713cfeb79 Corrected logic for -j + and - argument 2020-03-02 21:02:32 +01:00
Matthias
6e2290c4f0 Allow last to be empty -
closes #3005
2020-03-02 20:05:54 +01:00
Yazeed Al Oyoun
77b7f95efb simple code styling fixes 2020-03-02 00:14:01 +01:00
hroff-1902
8475baba4e
Merge pull request #2995 from freqtrade/stake_curr_empty
Allow Stake currency empty when using download-data
2020-03-02 00:53:09 +03:00
hroff-1902
e20b06408c
Merge pull request #3000 from freqtrade/fix/jupyter_example
[minor] Fix jupyter notebook example
2020-03-02 00:49:21 +03:00
Fredrik81
f08c7eedf1 Changed jobs to be dynamic for last loop 2020-03-01 14:35:13 +01:00
Fredrik81
75b4f1a442 Fix alignment of higher values 2020-03-01 14:12:27 +01:00
Fredrik81
e89fd33229 Fix for more arguments 2020-02-29 23:57:15 +01:00
Fredrik81
7a4edb1cd8 Fix: When total epochs is less than cpu cores 2020-02-29 23:41:59 +01:00
Fredrik81
23ae0653bd Changed table output to match hyperopt-list command 2020-02-29 23:24:08 +01:00
Matthias
60f04cff4d Simplify expression 2020-02-29 20:41:03 +01:00
Matthias
d7373be553 Add official support for Kraken 2020-02-29 16:58:22 +01:00
Matthias
848054d140 Fix jupyter notebook example -
generate_candlestick_graph() needs a filtered pairlist, not a list
containing all pairs
2020-02-29 15:53:54 +01:00
Matthias
60579485e5 fix empty stake currency problem 2020-02-29 14:56:36 +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
Fredrik81
349aa2f957 Added dynamic print table function to hyperopt 2020-02-28 21:54:04 +01:00
hroff-1902
bee8e92f02
Final changes, use sqrt i.o. statistics.pstdev 2020-02-28 23:50:25 +03:00
hroff-1902
e411717de9 No percent where ratio is to be used 2020-02-28 12:36:39 +03:00
Matthias
ac7fa8252b
Merge pull request #2985 from Fredrik81/pretty-backtesting
Changed table style of backtesting and alignment of headers
2020-02-28 06:20:34 +01:00
Matthias
a55964a622 we Must parse --dry-run before setting run-mode 2020-02-27 19:36:54 +01:00
hroff-1902
c0001fcb8c
Merge pull request #2987 from Fredrik81/table-style
Minor change to standardize table style.
2020-02-27 18:30:14 +03:00
Fredrik81
15e59654d9 Minor change to standardize table style.
This PR will target commands.
2020-02-27 16:10:45 +01:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
Matthias
e5ec97495d Logging should be initialized first 2020-02-27 07:01:00 +01:00
hroff-1902
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table
Added function to print hyperopt-list as table using tabulate
2020-02-27 05:22:41 +03:00
Matthias
b6839289ec Add price_side to sample config files 2020-02-26 20:03:13 +01:00
Matthias
0fea3a7ea7 Some final polish to configurable_side 2020-02-26 19:50:17 +01:00
Matthias
8edc3eb5fb Use generator to generate sell price scaffold testing 2020-02-26 19:39:12 +01:00
Matthias
e4b2949188 Change buy_rate calculation to use price_side 2020-02-26 19:39:12 +01:00
Matthias
5f71232038 Refactor get_buy_rate to use rate variable 2020-02-26 19:39:12 +01:00
Matthias
de48a697b0 Use price_side for get_sell_rate 2020-02-26 19:39:12 +01:00
Matthias
f91d7beaa1 Fix constants wrong parenteses 2020-02-26 19:39:12 +01:00
hroff-1902
e6d003f8f2
Merge pull request #2973 from freqtrade/support_non_pairs
Support non pairs
2020-02-26 12:20:45 +03:00
Matthias
f38accb77b Return empty string if no quote / base currency can be found 2020-02-26 07:09:54 +01:00
Matthias
4e218be51d Don't use markets[pair]['quote'] 2020-02-26 07:08:09 +01:00
Matthias
1021ffa1c3
Apply suggestions from code review
Add suggested changes to comments

Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-26 07:00:08 +01:00
hroff-1902
5a900858d8
Merge branch 'develop' into rate_caching 2020-02-26 04:04:20 +03:00
Matthias
31ac4598ba Fix last occurances of pair splitting 2020-02-25 07:16:37 +01:00
Matthias
d34515a5de Remove constraint to have pairs in base/quote format 2020-02-25 07:04:20 +01:00
Matthias
e8eaa8920e Use get_base_currency instead of splitting by / 2020-02-25 07:01:31 +01:00
Fredrik81
cd7efde6c0 Fixed coloring so it's only targeting the values not the table borders 2020-02-24 22:06:21 +01:00
Matthias
61037ab7b8 Implement get_pair_base_curr and get_pair_quote_curr 2020-02-24 21:50:27 +01:00
Matthias
3e4f663418 Move pairlist validation to exchange (we need to use .quote) from
markets
2020-02-24 21:33:42 +01:00
Matthias
6581ba56ca Use markets.quote to validate 2020-02-24 20:41:45 +01:00
Fredrik81
23bf135b8a Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best 2020-02-24 11:01:14 +01:00
Matthias
83959f0e56
Merge pull request #2959 from hroff-1902/throttling
Better throttling
2020-02-24 06:54:52 +01:00
Fredrik81
7eb62ed32e Remove old print option for hyperopt-list and made table as default 2020-02-24 00:33:01 +01:00
hroff-1902
e545ef563c
Wording adjusted in helpstring 2020-02-23 22:50:58 +03:00
Yazeed Al Oyoun
0eeafcd157 matched commenting on previous sample_strategy.py 2020-02-23 16:56:55 +01:00
Yazeed Al Oyoun
f25d6224dd modified sample_strategy 2020-02-23 16:22:19 +01:00
Yazeed Al Oyoun
e04c2dda2c fixed typo 2020-02-22 23:58:31 +01:00
Yazeed Al Oyoun
5ac6244465 added keltner channel and uo 2020-02-22 23:50:26 +01:00
Yazeed Al Oyoun
2957756275 final touches plus 2020-02-22 23:39:01 +01:00
Yazeed Al Oyoun
b49b9b515e final touches 2020-02-22 23:37:15 +01:00
Yazeed Al Oyoun
259dc75a30 some order and added weighted BB indicator to list 2020-02-22 23:10:46 +01:00
hroff-1902
ca8e52dc2c Show heartbeat message earlier after changing the state 2020-02-23 00:21:19 +03:00
hroff-1902
e2e6b940a3 copy=False does not make the changes inline anyway, so not needed 2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82 Fix #2948 2020-02-22 19:46:40 +03:00
Matthias
3186add87b Use explicit column list for float parsing 2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44 Load ohlcv data as float 2020-02-22 13:10:41 +01:00
Matthias
77ef3240cd Implement log messages 2020-02-22 11:20:19 +01:00
Matthias
97e6e5e976 Implement caching in the correct place 2020-02-22 11:12:33 +01:00
Matthias
f5b4a6d3d7 Remove fetch_ticker caching 2020-02-22 11:10:05 +01:00
hroff-1902
d9ecf3e4bf Add version and state to heartbeat message 2020-02-21 12:26:32 +03:00
hroff-1902
d2e20d86bb Align heartbeat to throttling logging 2020-02-21 05:31:21 +03:00
hroff-1902
269a669af8 Move heartbeat to worker 2020-02-21 05:07:31 +03:00
hroff-1902
881f602f91 Adjust methods params 2020-02-21 04:17:17 +03:00
hroff-1902
e0800b7c29 Make throttle start time an worker object attribute 2020-02-21 03:52:14 +03:00
hroff-1902
04aa74e5ad Better throttling 2020-02-21 03:37:38 +03:00
hroff-1902
78ee36a8c6 Use _throttle() in stopped state instead of sleep() 2020-02-20 15:18:26 +03:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
hroff-1902
56a06cbd33 Update strings to f-strings 2020-02-20 08:19:22 +03:00
hroff-1902
bca5f804a8 Move divider log message 2020-02-20 08:17:24 +03:00
Matthias
5adbe3c2d3 initial search path is optional ... 2020-02-19 19:50:01 +01:00
Matthias
751e2b2359
Merge pull request #2945 from freqtrade/fix/kraken_stoplosshit
Kraken stoploss bugfix
2020-02-19 19:43:29 +01:00
hroff-1902
f2f2c281c0
Merge pull request #2719 from xmatthias/data_handler
Introduce Data handler
2020-02-19 21:22:08 +03:00
Matthias
d22384c7fb Full support for kraken stoploss 2020-02-19 19:21:48 +01:00
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
Fredrik Rydin
2058b492eb Added function to print hyperopt-list as table using tabulate 2020-02-18 22:46:53 +01:00
Matthias
d91b9d1253 Fix some tests, don't default to freqtrade/strategy for imports 2020-02-18 20:26:20 +01:00
Matthias
1634297685 Move strategies to test subfolder 2020-02-18 20:12:10 +01:00
Matthias
e6dd463ca3 Revert versioning 2020-02-17 20:17:36 +01:00
Matthias
1172c95817 Use different versioning scheme 2020-02-17 20:17:08 +01:00
Matthias
0b33b798e4 Add pypi build step 2020-02-17 20:16:24 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902
674898bd32 Fix usage of vars in the commented out line 2020-02-16 15:26:40 +03:00
Matthias
3787ac7b98 increment limit to adjust to FTX defaults (1500 candles) 2020-02-16 13:20:11 +01:00
hroff-1902
42dfda9231 Adjust docstring 2020-02-16 13:46:07 +03:00
hroff-1902
fbe5cc44da Use statistics.pstdev 2020-02-16 13:43:23 +03:00
hroff-1902
1e84b2770c Fix values of downside_returns 2020-02-16 04:10:53 +03:00
hroff-1902
161dd1a3e6 Rename risk_free_return to minumum_accepted_return 2020-02-16 03:55:16 +03:00
Yazeed Al Oyoun
180939a962 winner, readability, with brackets as fix 2020-02-15 21:01:45 +01:00
Yazeed Al Oyoun
6e71f2f166 my fix 2020-02-15 20:55:12 +01:00
Matthias
44ac2409ff
Merge pull request #2923 from hroff-1902/status-strategies
Add printing statuses for enlisted strategies and hyperopts
2020-02-15 19:43:02 +01:00
hroff-1902
6139239b86 Address points stated in comments 2020-02-15 20:43:11 +03:00
hroff-1902
c453969235
Merge pull request #2922 from freqtrade/config_userdir
default to loading config.json from userdir if it exists
2020-02-15 08:00:04 +03:00
hroff-1902
42a5d78e60 Wording (duplicate, not duplicated) 2020-02-15 07:19:24 +03:00
hroff-1902
e8c0a0bcd3 Make mypy happy 2020-02-15 06:18:00 +03:00
hroff-1902
06b84b4086 Remove redundant code 2020-02-14 23:13:49 +03:00
hroff-1902
bba7a38144
Merge pull request #2906 from freqtrade/fix/jupyterexample
Update data-analysis documentation to properly initialize configuration
2020-02-14 22:36:35 +03:00
hroff-1902
47a91c9d8e Remove green color 2020-02-14 22:32:46 +03:00
hroff-1902
e598c769d4 Add colorization 2020-02-14 22:28:49 +03:00
Matthias
d5a298bbb7 Add sentence from suggestion 2020-02-14 20:12:26 +01:00
Matthias
5efbdd25a7 Properly default to user_data/config.json if it exists 2020-02-14 20:04:05 +01:00
Matthias
ab27d2c720
Merge pull request #2921 from hroff-1902/adjust-buy-notification
Move rpc send to be after db session add/flash
2020-02-14 20:02:56 +01:00
hroff-1902
c92e1d97d6 Attempt to make mypy happy 2020-02-14 21:52:02 +03:00
hroff-1902
1bc26fd07a Add printing statuses for list-hyperopts 2020-02-14 21:46:22 +03:00
Matthias
be4a9b5f4b Lowercase freqtrade 2020-02-14 19:37:20 +01:00
Matthias
9dafc2f3c8 Load config.json from user_data first 2020-02-14 19:33:10 +01:00
hroff-1902
a2d7f8a70d Split tabular printing into sep. helper function 2020-02-14 21:24:30 +03:00
hroff-1902
9cbf8c5f00 Add status for listed strategies 2020-02-14 21:15:36 +03:00
Matthias
3312fd34f3
Merge pull request #2920 from hroff-1902/remove-delete-trades
Get rid of delete_trade method in Freqtradebot
2020-02-14 07:27:52 +01:00
Matthias
ee92e8dbf4
Merge pull request #2919 from hroff-1902/adjust-main
Minor: Adjust message in main.py
2020-02-14 07:27:19 +01:00
Matthias
ec5d2d78dd
Merge pull request #2918 from hroff-1902/bittrex-config
Add order_types into Bittrex config subtemplate
2020-02-14 07:26:49 +01:00
hroff-1902
20c21b42d5 Move rpc send to be after db session add/flash 2020-02-14 06:23:03 +03:00
hroff-1902
36ef5c6bdf Get rid of delete_trades method in Freqtradebot 2020-02-14 04:05:17 +03:00
hroff-1902
749463e4b7 Adjust message in main.py 2020-02-14 03:05:07 +03:00
hroff-1902
a0a14a1078 freqtrade/templates/subtemplates/exchange_bittrex.j2 2020-02-14 01:08:17 +03:00
hroff-1902
4cdcf00ddc
Merge branch 'develop' into rpc_notification_fixes 2020-02-14 00:10:50 +03:00
Matthias
ccc9239751 Reduce indentation of help 2020-02-13 07:02:12 +01:00
Matthias
86592c3ba1 Fix /help from telegram 2020-02-13 06:51:52 +01:00
Matthias
81f849811f Initcap Freqtrade 2020-02-13 06:30:59 +01:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice 2020-02-13 07:07:35 +03:00
Yazeed Al Oyoun
f09af888b1 modified get_buy/sell_rate refresh to true on notify_sell_cancel and notify_buy_cancel 2020-02-12 21:55:38 +01:00
Yazeed Al Oyoun
2e3b8cdba7 fixed flake8 issues on /help output 2020-02-12 21:51:58 +01:00
Yazeed Al Oyoun
f6db784a85 removed default to refresh argument in get_buy_rate and get_sell_rate 2020-02-12 21:50:33 +01:00
Yazeed Al Oyoun
47874a4527 added logic to differentiate sell orders with double asterisk 2020-02-12 21:45:55 +01:00
Matthias
2efa1c164f Revert data-location section 2020-02-12 21:43:43 +01:00
Matthias
483cba453a Fix last occurence of data_location 2020-02-12 19:58:23 +01:00
Matthias
d6b9397579 Fix typo in datadir key 2020-02-12 06:40:13 +01:00
Fredrik Rydin
539343b20d Adding 2 more filter options for completeness 2020-02-11 21:29:55 +01:00
Matthias
7be9f0067e Update data-analysis documentation to properly initialize configuration 2020-02-11 20:51:39 +01:00
Fredrik Rydin
d1c3eabb87 Changed commands to use "check_int_positive" 2020-02-11 18:08:30 +01:00
Yazeed Al Oyoun
cde1b2b56c readded rpc status message for partial buys 2020-02-11 16:28:48 +01:00
Yazeed Al Oyoun
5f4c209fca fixed one more occurence of executed buy, and test 2020-02-11 16:14:49 +01:00
Yazeed Al Oyoun
4fedf1e564 default refresh TRUE on get_buy_rate and get_sell_Rate 2020-02-11 16:05:44 +01:00
Fredrik Rydin
5b4d8d69ef Adding --min-trades and --max-trades for hyperopt-list 2020-02-11 16:02:08 +01:00
Yazeed Al Oyoun
fc29564974 Fixed messages and readability 2020-02-11 15:58:40 +01:00
Yazeed Al Oyoun
867b736b84 Fixed to Executing Buys & Sells 2020-02-11 15:50:21 +01:00
Yazeed Al Oyoun
7f4b90c68f fixed actual open_rate in notify_buy_cancel 2020-02-11 15:45:35 +01:00
Yazeed Al Oyoun
f99d1c3829 fixed open_rate instead of open_rate_requested 2020-02-11 15:44:47 +01:00
hroff-1902
2bcce33f23
Merge pull request #2888 from Fredrik81/hyperopt-filters
Added filter options to "hyperopt-list" in order to easier find epochs.
2020-02-10 23:59:40 +03:00
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
hroff-1902
0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config
introduce new-config subcommand
2020-02-09 22:11:37 +03:00
Fredrik81
5bf4c5869b
Update hyperopt_commands.py
Missed a debug print
2020-02-09 19:32:09 +01:00
hroff-1902
9ec9a7b124
Fix t_index to be normalized 2020-02-09 21:20:15 +03:00
hroff-1902
c89a32224c
Fix SharpeHyperOptLossDaily 2020-02-09 18:40:19 +03:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Fredrik Rydin
c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
Matthias
b536d50194 Address PR Review 2020-02-09 11:41:29 +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
1a9787ac76 Add validation for data-download relevant settings 2020-02-08 21:53:34 +01:00
Yazeed Al Oyoun
879b513822 enhanced method description 2020-02-08 21:31:36 +01:00
Yazeed Al Oyoun
f3b1161640 wide notifications fixes 2020-02-08 21:02:52 +01:00
Matthias
c4031761fe Don't validate exchange for data-download subcommand 2020-02-08 19:29:58 +01:00
Matthias
34f04668c1 Add template for bittrex 2020-02-08 14:02:51 +01:00
Matthias
52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
Matthias
fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
Allow derived strategies
2020-02-08 09:15:35 +01:00
hroff-1902
61ced5e926 Fix typo 2020-02-08 02:49:06 +03:00
hroff-1902
28184201e4 Align sample_hyperopt_advanced.py to hyperopt_interface.py 2020-02-08 02:47:50 +03:00
Matthias
abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +01:00
Yazeed Al Oyoun
e8b9d88eb6 moved line for total_downside 2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
9bcc5d2eed fixed downside_returns to read from profit_percent_after_slippage 2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun
728ab0ff21 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun
b56a1f0603 initial push of sortino, work not done, still need own tests 2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun
deb0b7ad67 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun
44d67389d2 initial push of sortino, work not done, still need own tests 2020-02-07 16:29:27 +03:00
Yazeed Al Oyoun
ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +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
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +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
6866f6389d Fix merge-error 2020-02-04 20:41:13 +01:00
hroff-1902
d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
hroff-1902
f5fb129483
Merge pull request #2858 from freqtrade/fix/rolling_max
Fix implementation of rolling_max
2020-02-04 14:05:05 +03:00
Matthias
a707aeb3d0 Fix implementation of rolling_max 2020-02-04 07:00:53 +01:00