Michael Egger
|
ae0b49f532
|
Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
|
2017-11-06 16:54:55 +01:00 |
|
gcarq
|
a37ea13fd1
|
catch RuntimeError earlier
This makes it possible to to restart the bot, if there are temporary
server issues.
|
2017-11-06 01:03:37 +01:00 |
|
gcarq
|
cc29126d61
|
make download_backtest_data.py platform independent
|
2017-11-06 00:16:24 +01:00 |
|
gcarq
|
810f2f9243
|
drop minimum_date from get_ticker_history
|
2017-11-06 00:06:59 +01:00 |
|
gcarq
|
60e651cb4c
|
only return data['result'] from get_ticker_history
|
2017-11-05 23:47:59 +01:00 |
|
gcarq
|
472ce8566d
|
enhance bittrex exception messages
|
2017-11-05 22:47:55 +01:00 |
|
gcarq
|
d12dba16db
|
simplify status command
|
2017-11-05 18:35:32 +01:00 |
|
Sébastien Moreau
|
3884cfb809
|
Merge branch 'develop' into feature/advanced-status-command
|
2017-11-05 10:32:53 -05:00 |
|
Sebastien Moreau
|
caa6e22e53
|
Adds unit tests
|
2017-11-05 10:26:03 -05:00 |
|
gcarq
|
19f6ff330c
|
adapt float precision asserts
|
2017-11-05 16:21:13 +01:00 |
|
gcarq
|
8fdd127f72
|
fix float precision rendering
|
2017-11-05 16:13:55 +01:00 |
|
gcarq
|
0a5eba64e2
|
do not remove order from dry_run order list
|
2017-11-05 16:13:20 +01:00 |
|
gcarq
|
b82c4444b2
|
apply correct typehint
|
2017-11-05 16:12:58 +01:00 |
|
gcarq
|
95a17b8f98
|
dry_run: remove mock value notice
|
2017-11-05 15:35:15 +01:00 |
|
gcarq
|
325f72fd91
|
dry_run: keep list of open orders
|
2017-11-05 15:21:16 +01:00 |
|
Janne Sinivirta
|
29b173f4e7
|
only run four evals of hyperopt, just to check it works
|
2017-11-05 09:28:42 +02:00 |
|
gcarq
|
264d71e29e
|
fix some pylint warnings
|
2017-11-04 18:55:41 +01:00 |
|
gcarq
|
a873688a44
|
backtesting: init Trade with Bittrex fee
|
2017-11-04 18:43:23 +01:00 |
|
gcarq
|
04342acff1
|
fix typo
|
2017-11-03 21:37:20 +01:00 |
|
gcarq
|
c37df0e70d
|
inform about mocked values with dry_run
|
2017-11-03 21:36:55 +01:00 |
|
gcarq
|
460dfa1031
|
fix percentage formating in execute_sell
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
08a1d3ca1d
|
pylint changes
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
1daeed4a52
|
fix assert
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
99724e2458
|
use Decimal for profit calculation
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
cd18629433
|
add fee to sqlalchemy model and respecting it in calc_profit
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
41510fdb32
|
add dry_run for get_balance
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
9cb249610a
|
adapt dry_run return values
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
543857ddb2
|
set initial open_rate and amount in create_trade
This is mostly needed by dry_run
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
1e5b0e8726
|
adapt tests
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
0d0d822904
|
bump dburl to tradesv3
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
9ff4a7b205
|
refactor _process to update trade state
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
0e96197a94
|
don't spend the whole coin balance when selling
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
9b9d0250f7
|
replace get_open_oders() with get_order() and add property for fee
|
2017-11-02 18:58:55 +01:00 |
|
gcarq
|
4a35676794
|
rename and exchange instance and mark it as private
|
2017-11-02 18:58:55 +01:00 |
|
gcarq
|
465c91b9a9
|
telegram.cleanup: fix NoneType issue when telegram is deactivated
|
2017-11-02 18:56:57 +01:00 |
|
Sebastien Moreau
|
60249af04c
|
Removes long format + pylint fixes
|
2017-11-02 13:25:19 -04:00 |
|
gcarq
|
f34af0ad67
|
version bump
|
2017-11-01 01:15:06 +01:00 |
|
gcarq
|
e07904d436
|
PEP8 linting
|
2017-10-31 00:36:35 +01:00 |
|
gcarq
|
26468bef83
|
balance: filter currencies with 0.0 balances
|
2017-10-31 00:29:22 +01:00 |
|
Michael Egger
|
ea1b1e11ea
|
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
|
2017-10-31 00:28:38 +01:00 |
|
Janne Sinivirta
|
e68e6c0a1a
|
reuse mock in hyperopt also
|
2017-10-30 22:31:28 +02:00 |
|
Janne Sinivirta
|
7190226c84
|
reuse same mock for get_ticker_history, just change return_value
|
2017-10-30 22:06:09 +02:00 |
|
gcarq
|
6f2915e25e
|
move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
|
2017-10-30 20:41:36 +01:00 |
|
Janne Sinivirta
|
8da55c3742
|
move patching of arrow.utcnow to remove 500 unnecessary mock objects
|
2017-10-30 19:56:53 +02:00 |
|
Michael Egger
|
05111edd04
|
Merge pull request #87 from gcarq/more_triggers
More triggers and guards to hyperopt
|
2017-10-30 14:43:18 +01:00 |
|
Sebastien Moreau
|
8bdace68f6
|
Adds options for /status command
|
2017-10-29 20:51:38 -04:00 |
|
Sebastien Moreau
|
0e1eb20781
|
Adds /count command
Adds /count command
Adds /count command
|
2017-10-29 18:47:42 -04:00 |
|
Michael Egger
|
4c2dea83c5
|
Merge pull request #84 from gcarq/telegram/show-balance
Telegram command: /show balance
|
2017-10-29 22:05:10 +01:00 |
|
Janne Sinivirta
|
d066817d0b
|
removed below_sma and over_sma to wait for better implementation
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
a632121368
|
add macd cross signal trigger to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
473d09b5cd
|
add ema50 and ema100. add long uptrend ema guard to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
893738d6f0
|
add MACD to analyze
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
22cfef7d36
|
add ema5 cross ema10 trigger to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
e1bbe1d9a9
|
adjust indicator ranges in hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
ec981b415a
|
add RSI to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
57a17697a0
|
add RSI, MOM, EMA5 and EMA10 to analyze
|
2017-10-29 21:33:57 +02:00 |
|
Samuel Husso
|
f4fe09ffbf
|
added get_balances as a abstract method to the interface baseclass
|
2017-10-29 17:57:57 +02:00 |
|
Janne Sinivirta
|
9b00fc3474
|
use .ix instead of .loc for small perf boost
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
3b1dc36d8a
|
switch to using itertuples instead of iterrows as it's a lot faster
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
4edf8f2079
|
copy only needed columns before iterating over them
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
54987fd9ca
|
do date parsing while loading json, not later
|
2017-10-29 16:28:55 +02:00 |
|
Janne Sinivirta
|
da9c3e7d7d
|
remove leftover dates from removing date filtering
|
2017-10-29 16:28:55 +02:00 |
|
Samuel Husso
|
4f6c3f94e0
|
added tests to /balance, minor cleanup
|
2017-10-29 10:10:00 +02:00 |
|
Janne Sinivirta
|
25d6d6bbe5
|
remove unused imports from test_hyperopt
|
2017-10-28 15:32:29 +03:00 |
|
Janne Sinivirta
|
649781d823
|
store result strings, display best result in summary. switch to a lot better objective algo
|
2017-10-28 15:26:22 +03:00 |
|
Janne Sinivirta
|
08ca7a8166
|
change print to format so result can be used in hyperopt Trials
|
2017-10-28 15:26:22 +03:00 |
|
Samuel Husso
|
dd78c62c3d
|
added new command to return balance across all currencies
|
2017-10-28 08:59:43 +03:00 |
|
gcarq
|
4139b0b0c7
|
add signal handler for SIGINT, SIGTERM and SIGABRT
|
2017-10-27 15:52:14 +02:00 |
|
Samuel Husso
|
0c33e917d5
|
Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
|
2017-10-27 12:11:04 +03:00 |
|
Janne Sinivirta
|
e401a016f5
|
change analyze tests to use full json dump from bittrex
|
2017-10-26 16:50:31 +03:00 |
|
Janne Sinivirta
|
e0fde8665c
|
Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
|
2017-10-26 10:37:38 +03:00 |
|
Samuel Husso
|
752520c823
|
When running from project root download the files to the testdata folder instead of cwd
|
2017-10-26 10:24:22 +03:00 |
|
Janne Sinivirta
|
6ba2492360
|
add Awesome Oscillator and try it in hyperopt
|
2017-10-25 18:37:20 +03:00 |
|
Janne Sinivirta
|
9c9cf76a0d
|
Merge pull request #78 from gcarq/refactor-backtest
Refactor backtest functionality
|
2017-10-25 18:19:44 +03:00 |
|
Samuel Husso
|
041e201713
|
remove duplicated backtesting from hyperopt
|
2017-10-25 08:17:17 +03:00 |
|
gcarq
|
ff4fcdc760
|
version bump
|
2017-10-24 18:14:31 +02:00 |
|
Samuel Husso
|
f43ba44b15
|
refactor backtesting to its own method as we use it also in hyperopt
|
2017-10-24 07:58:42 +03:00 |
|
Michael Egger
|
79c3e0583d
|
Merge pull request #76 from gcarq/hyperopt
Use hyperopt to find optimal parameters for buy strategy
|
2017-10-23 09:40:13 +02:00 |
|
Janne Sinivirta
|
f6ef8383bb
|
remove filtering from analyze that is super slow and not really needed
|
2017-10-22 21:50:07 +03:00 |
|
Janne Sinivirta
|
6f5307fda7
|
use more aggressive stop loss for hyperopt
|
2017-10-22 17:15:57 +03:00 |
|
Janne Sinivirta
|
37004e331a
|
remove unused import and commented out code
|
2017-10-22 17:14:55 +03:00 |
|
Janne Sinivirta
|
57acf85b42
|
try a different objective function
|
2017-10-22 17:11:01 +03:00 |
|
Janne Sinivirta
|
d32ff3410c
|
add help command to telegram bot
|
2017-10-21 11:08:08 +03:00 |
|
Janne Sinivirta
|
913488910c
|
bump minimum evaluations to 40 rounds
|
2017-10-21 10:29:05 +03:00 |
|
Janne Sinivirta
|
17b984a7cd
|
adjust objective function to emphasize trade lenghts more
|
2017-10-21 10:28:43 +03:00 |
|
Janne Sinivirta
|
f79b44eefe
|
adjust ROI map for shorter trades
|
2017-10-21 10:28:02 +03:00 |
|
Janne Sinivirta
|
146c254c0f
|
start adding other triggers than just the lower BBands
|
2017-10-21 10:26:38 +03:00 |
|
Janne Sinivirta
|
ce2966dd7f
|
add uptrend_sma to hyperopt
|
2017-10-20 18:29:38 +03:00 |
|
Janne Sinivirta
|
0fbca8b8ef
|
add CCI to hyperopt
|
2017-10-20 13:14:28 +03:00 |
|
Janne Sinivirta
|
3f7a583de6
|
add SAR to hyperopt. add over/under sma options to hyperopt
|
2017-10-20 12:56:44 +03:00 |
|
Janne Sinivirta
|
1196983d5f
|
change objective to emphasize shorter trades and include average profit
|
2017-10-20 10:39:36 +03:00 |
|
Janne Sinivirta
|
bbb2c7cf62
|
more parametrizing. adjust ranges for previous parameters
|
2017-10-20 10:39:04 +03:00 |
|
Janne Sinivirta
|
ff100bdac4
|
the optimizer expects values in the order of smaller is better
|
2017-10-19 18:29:57 +03:00 |
|
Janne Sinivirta
|
1792e0fb9b
|
use hyperopt to find optimal parameter values for indicators
|
2017-10-19 17:12:49 +03:00 |
|
Michael Egger
|
aeef9bac33
|
Merge pull request #70 from dertione/patch-2
Download automatically altcoin datas
|
2017-10-17 13:36:33 +02:00 |
|
dertione
|
389f9b45bb
|
update pylint 10/10
|
2017-10-15 17:24:49 +02:00 |
|
Janne Sinivirta
|
c9741cb291
|
adjust roi settings for faster trades
|
2017-10-15 17:32:07 +03:00 |
|
Janne Sinivirta
|
bf6f563df2
|
small tweaks to buy strategy and it's visualization
|
2017-10-15 17:32:07 +03:00 |
|
dertione
|
afd1a0bf9b
|
update for pylint
|
2017-10-14 14:40:26 +02:00 |
|
dertione
|
37f6c213f6
|
fork test
|
2017-10-13 15:50:50 +02:00 |
|