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195 Commits

Author SHA1 Message Date
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
82ff878e38
Fix typo in the docs 2019-12-14 15:15:20 +03:00
hroff-1902
3bd873f3c6
Add notes on random-state to the docs 2019-12-13 13:59:18 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list 
Add hyperopt-list and hyperopt-show commands
 2019-12-10 00:30:26 +03:00
Matthias
2bd4008cb2 fix space name ... 2019-12-06 06:06:41 +01:00
Matthias
1da008b3af Document "quick" hyperopt of roi/stoploss and trailing stoploss 2019-12-05 20:44:12 +01:00
hroff-1902
216094a761
Add reference to hyperopt-list and hyperopt-show to the Hyperopt doc 2019-12-05 14:30:55 +03:00
hroff-1902
ba29a2ffe4 Move docs on loss function creation to a separate doc file 2019-12-03 21:30:50 +03:00
hroff-1902
32c9b5f415
Description for generate_roi_table reformulated slightly 2019-12-01 13:13:41 +03:00
hroff-1902
f42ce8fc2a
Fix typo in the docs 2019-12-01 13:07:17 +03:00
hroff-1902
69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902
f862b4d0f0
Add description for 'default' space 2019-12-01 02:50:44 +03:00
hroff-1902
a88bfa8ded Fix: trailing_stop_positive should be positive 2019-12-01 02:27:17 +03:00
hroff-1902
fffd47e3d8
Add description of trailing space into docs 2019-12-01 01:28:26 +03:00
Matthias
f7322358cf Update documentation 2019-11-21 06:32:45 +01:00
Matthias
8cf8ab089e Add note about create-datadir to install instruction 2019-11-21 06:32:45 +01:00
Matthias
6f01d7f8ea Merge branch 'develop' into feat/new_args_system 2019-11-03 10:09:49 +01:00
Matthias
3287cdd47a Improve documentation regarding loading methods from hyperopt 2019-11-02 13:01:42 +01:00
Matthias
f3cfe147b5 Merge branch 'develop' into feat/new_args_system 2019-10-20 19:32:34 +02:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
Matthias
89283ef486 Rename --custom-hyperopt to --hyperopt 2019-10-14 19:42:28 +02:00
Matthias
344a0a094f Update remaining documentations 2019-09-29 19:21:18 +02:00
hroff-1902
6a397f579e
Add description of usage 2019-09-29 00:43:27 +03:00
hroff-1902
2f005d6be9
Align example of ROI in the docs 2019-09-28 11:56:19 +03:00
hroff-1902
45f5394d79
Align example in the docs 2019-09-28 11:54:26 +03:00
hroff-1902
7e214d8e4c
minor: change default stoploss space 2019-09-28 11:50:15 +03:00
Matthias
cc9fc41318 Rename section to data-downloading, implement some feedback 2019-09-24 06:56:31 +02:00
Matthias
b1a3e213ae Improve backtesting docs 2019-09-21 10:13:00 +02:00
hroff-1902
ef8386c065
Fix table with ROI limits 2019-09-06 11:55:07 +03:00
hroff-1902
e39d911177 Improve wordings in hyperopt.md 2019-09-05 23:31:07 +03:00
hroff-1902
e8614abc5d
update table md formatting, enhance description 2019-09-03 16:52:55 +03:00
hroff-1902
87ae2430df ranges for ROI tables for different ticker_intervals in docs 2019-09-03 11:32:18 +03:00
Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized 
Hyperopt print colorized results
 2019-08-13 19:36:06 +02:00
hroff-1902
94196c84e9 docs: explanation for --no-color and colorization schema for results 2019-08-13 14:25:56 +03:00
Matthias
43b41324e2 Improve hyperopt-loss docs 2019-08-12 06:45:27 +02:00
hroff-1902
15cf5ac2d7 docs improved 2019-08-09 09:31:30 +03:00
hroff-1902
c6444a10a8 move roi_space, stoploss_space, generate_roi_table to IHyperOpt 2019-08-05 18:07:25 +03:00
hroff-1902
3dd6fe2703 wording 2019-08-03 19:44:32 +03:00
hroff-1902
f200f52a16 hyperopt print colorized results 2019-08-03 19:09:42 +03:00
hroff-1902
13620df717 'with values:' line removed 2019-08-03 11:05:05 +03:00
hroff-1902
b152d1a7ab docs agjusted, plus minor fixes 2019-08-02 22:23:48 +03:00
hroff-1902
10c69387fd docs adjusted 2019-07-25 21:07:17 +03:00
Matthias
fa8904978b Don't use --hyperopt-loss-class, but --hyperopt-loss instead 2019-07-19 06:31:49 +02:00
Matthias
e01c0ab4d6 Improve doc wording 2019-07-18 20:02:28 +02:00
Matthias
639a4d5cf7 Allow importing interface from hyperopt.py 2019-07-17 07:15:43 +02:00
Matthias
0e500de1a0 Add sample loss and improve docstring 2019-07-17 06:32:24 +02:00
Matthias
1493771087 improve description 2019-07-16 19:40:42 +02:00
Matthias
192d7ad735 Add column description to hyperopt documentation 2019-07-16 06:54:38 +02:00
Matthias
d23179e25c Update hyperopt-loss to use resolver 2019-07-16 06:27:43 +02:00
Matthias
c4e55d78d5 reword documentation 2019-07-16 05:41:39 +02:00
Matthias
55e8092cbf Add sharpe ratio as loss function 2019-07-15 22:52:33 +02:00
Matthias
710443d200 Add documentation for custom hyperopt 2019-07-15 21:38:49 +02:00
Matthias
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008 
fix #2008
 2019-07-15 10:55:33 +02:00
Matthias
a3b7e1f774 Update wording in docs 2019-07-15 06:59:20 +02:00
hroff-1902
876cae2807 docs adjusted to current default values; more detailed description of --eps and --dmmp added 2019-07-14 22:48:15 +03:00
Matthias
c4fb0fd6ca Don't run the bot with python3 freqtrade 
* we can either use `python3 -m freqtrade ...` or `freqtrade ...` - and
shorter should be better.
 2019-07-08 17:01:25 +02:00
Matthias
17800c8ca5 Remove folder references (it's directory!) 2019-07-04 19:57:38 +02:00
Matthias
f907a487c8 make ticker_interval available to hyperopt functions 2019-06-21 07:07:21 +02:00
hroff-1902
c3e93e7593 fix reduce() TypeError in hyperopts 2019-05-24 23:08:56 +03:00
iuvbio
7486cb7c64 fix admonitions 2019-04-04 21:05:26 +02:00
Matthias
1bba9fcc53 Update documentation to use freqtrade, not freqtrade/main.py 
fixes #1521
 2019-03-24 15:13:17 +01:00
Matthias
0dc96210b6 Fix formatting of boxes 2 2019-03-23 19:43:23 +01:00
Matthias
f6ca97d1dc Update hyperopt doc to validate backtest results 2019-03-05 06:43:28 +01:00
Matthias
b8eb3ecb1d Update hyperopts documentation to work and match the code 2019-03-04 07:24:49 +01:00
Matthias
b5adfcf51a
Fix documentation typo 2019-01-08 17:07:32 +01:00
Matthias
5dd1f9b38a improve hyperopt docs 2019-01-06 14:47:53 +01:00
Matthias
798ae460d8 Add check if trigger is in parameters 2019-01-06 13:29:14 +01:00
Matthias
5e08769366 Update hyperopt documentation with sell-stuff 2019-01-06 13:29:14 +01:00
misagh
827a8309d7 more links corrected 2018-12-31 14:00:36 +01:00
misagh
366980fd62 broken link corrected 2018-12-31 13:39:18 +01:00
misagh
dd91b5c731 links corrected 2018-12-31 13:26:25 +01:00
misagh
db1c9b8edf relative links 2018-12-31 11:04:22 +01:00
misagh
863cf303e3 hyperopt reformatted 2018-12-30 17:17:52 +01:00
Matthias
5a550ef2af Fix docs typo in hyperopt 2018-11-20 17:36:17 +01:00
Matthias
e69f943911 Add missing semicolon 2018-11-19 20:07:35 +01:00
Matthias
dcf9930858 improve hyperopt documentation (links) 2018-11-15 19:36:04 +01:00
Stephen Dade
40368bd1b2 Added more hyperopt documentation 2018-11-07 06:55:27 +01:00
Stephen Dade
5816d1c1bd Updated documentation for new hyperopt 2018-11-07 06:52:25 +01:00
Matthias
7e4a0baef2 improve hyperopt.md 2018-10-27 17:38:15 +02:00
Matthias
a4fc5afb66 Add hyperopt ROI documentation, add note on methology for hyperopt 2018-10-27 17:35:08 +02:00
wingsgb
91dc8644bf
Update hyperopt.md 2018-10-22 14:30:01 +13:00
fapaydin
b1f016b9c0
Update hyperopt.md 
Invalid argument in description. 
Replace --timeperiod with --timerange correct format.
 2018-10-09 11:49:25 +03:00
Matthias
4e847f26bc explicitly ask for more ressources in hyperopt documentation 2018-09-06 20:12:16 +02:00
Janne Sinivirta
4a26b88a17 improve documentation 2018-07-03 12:51:02 +03:00
Janne Sinivirta
a58d51ded0 update hyperopt documentation 2018-07-02 09:56:58 +03:00
Janne Sinivirta
0c85febe76 remove all mongodb related code 2018-06-16 09:09:28 +03:00
xmatthias
5ef2654eb4 replace references to old url 
replace garq with freqtrade
 2018-06-03 23:07:00 +02:00
Janne Sinivirta
1eecf28a8b adjust documentation to match changes to --spaces flag 2018-02-11 19:18:11 +02:00
Janne Sinivirta
d74543ac32 document the new --spaces flag for hyperopt 2018-02-10 11:04:16 +02:00
Janne Sinivirta
55a1f604d6 small corrections and typo fixes to hyperopt documentation 2018-02-10 11:03:56 +02:00
Gerald Lonlas
a5853681e3 Update documentation 2018-01-22 20:51:39 -08:00
kryofly
94883202b8 docs: --timeperiod argument 2018-01-11 00:14:36 +01:00
kryofly
0c9d862a49 docs: --datadir documentation 2018-01-07 10:15:26 +01:00
Gerald Lonlas
b3ea0f4ec5 Make readable hyperopt best parameters result 2018-01-06 17:19:48 -08:00
Gerald Lonlas
cb7c36a512 Add Backtesting and Hyperopt documentation 2018-01-02 22:50:54 -08:00