Commit Graph

420 Commits

Author SHA1 Message Date
xmatthias f37c5b70ba Fix tests - read optional argument 2018-06-05 23:53:49 +02:00
xmatthias 7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
Anton 87f750da35 Merge with develop 2018-06-04 01:50:10 +03:00
xmatthias e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias 50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Janne Sinivirta a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency
Fix stake_currency returned by Hyperopt  …
2018-06-03 07:19:24 +03:00
Janne Sinivirta 2cd8782a88
Merge pull request #825 from gcarq/fix/hyperopt-in-progress
Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-03 07:16:39 +03:00
Gerald Lonlas fe8ff1b929 Fix stake_currency return by Hyperopt
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
2018-06-02 14:07:31 -07:00
Gerald Lonlas 127cf5d619 Backtesting: Add the Interval required when data is missing
Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"

The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
2018-06-02 13:55:05 -07:00
Gerald Lonlas dc65753a64 Fix the in-progress dot that does not show up during a Hyperopt run 2018-06-02 12:35:07 -07:00
Raymond Luo 2791d543ea Make backtesting report markdown shareable
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
2018-06-02 19:52:16 +02:00
xmatthias f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias 3447e4bb97 comment on ignore hint 2018-06-02 14:13:17 +02:00
xmatthias 0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias 0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias 4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
Gerald Lonlas 792dd556a1 Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt 2018-06-01 19:46:53 -07:00
xmatthias 3fb1dd02f1 add typehints and type: ignores 2018-05-31 22:00:46 +02:00
xmatthias 45909af7e0 type anotation fixes 2018-05-30 22:38:09 +02:00
Anton 3427c7eb54 Use constants 2018-05-25 17:04:08 +03:00
Anton 9be98cd8f7 Add ability to set unlimited stake_amount 2018-05-23 13:15:03 +03:00
Anton 8c22cfce37 Fix tests; fix codestyle 2018-05-21 23:15:01 +03:00
Anton e1cb0dbf28 Do not try to redownload pair data if --refresh-pairs-cached is not set 2018-05-21 22:31:08 +03:00
Anton 2bfce64e6a Fix conflicts 2018-05-04 13:38:51 +03:00
Anton ceeb98dda9 Fix conflicts 2018-05-03 11:16:29 +03:00
gcarq 306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
Anton 24ab1b5be5 Fix review comments, documenation update 2018-05-01 00:27:05 +03:00
Anton a127e1db07 Fix case with empty dict 2018-04-28 01:40:48 +03:00
Anton 2267a420a4 Fix codestyle 2018-04-28 00:30:42 +03:00
Anton 82ea56c8fd Fix review comments. Add support of datetime timeganges 2018-04-28 00:16:34 +03:00
Matthias Voppichler a140748b5a Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix 2018-04-21 22:39:22 +02:00
gcarq f4077a51c1 log hyperopt progress to stdout instead to the logger 2018-04-21 20:52:01 +02:00
gcarq 403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
Matthias Voppichler ce90ee4ac2 have backtesting use fee_open and fee_close 2018-04-21 20:05:49 +02:00
enenn 94287d66a8 Flake8 fixes 2018-04-12 18:16:27 +02:00
enenn 1678518cd4 Add dry_run=True to config during backtesting 2018-04-12 18:16:26 +02:00
enenn e42403fecc Change date to timestamp conversion method in backtesting 2018-04-12 18:07:44 +02:00
enenn db46ad6502 Change ticker interval from minutes as integer to string (1m, 5m, 1h,...) 2018-04-07 16:57:47 +02:00
enenn c1c6ed6ed7 Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files 2018-04-07 16:51:50 +02:00
enenn 1f75636e56 [1/3] Add support for multiple exchanges with ccxt (objectified version) (#585)
* remove obsolete helper functions and make _state a public member.

* remove function assertions

* revert worker() changes

* Update pytest from 3.4.2 to 3.5.0

* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling

* Add NetworkException

* Change pair format in constants.py

* Add tests for exchange functions that comply with ccxt

* Remove bittrex tests

* Remove Bittrex and Interface classes

* Add retrier decorator

* Remove cache from get_ticker

* Remove unused and duplicate imports

* Add keyword arguments for get_fee

* Implement 'get_pair_detail_url'

* Change get_ticker_history format to ccxt format

* Fix exchange urls dict, don't need to initialize exchanges

* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
gcarq fee8d0a2e1 refactor get_timeframe 2018-03-29 20:16:25 +02:00
gcarq 702402e1fe simplify download_backtesting_testdata 2018-03-29 20:15:32 +02:00
Janne Sinivirta 85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
fix backtest --export format
2018-03-27 12:43:52 +03:00
Matthias Voppichler a182cab27f fix backtest --export format
reverts regression introduced in c623564
2018-03-26 20:28:51 +02:00
gcarq 611bb52d1f log hyperopt progress to stdout instead to the logger 2018-03-25 22:57:40 +02:00
gcarq f374a062e1 remove freqtrade/logger.py 2018-03-25 21:43:00 +02:00
gcarq fa7f74b4bc use native python logger 2018-03-25 21:43:00 +02:00
gcarq 3f8d7dae39 make name a required argument and add fallback to getEffectiveLevel 2018-03-25 21:42:03 +02:00
Matthias Voppichler f51ef1a791 refactor format_ms_time to misc.py 2018-03-25 13:38:50 +02:00
Matthias Voppichler 016232a8e9 Revert OHLVC dataformat to ccxt format
* Also fixes backtesting - but data must be refreshed for now as no
conversation is happening yet
2018-03-25 13:32:46 +02:00
Matthias Voppichler 85af68d807 ccxt - make backtesting work 2018-03-24 19:45:23 +01:00
Samuel Husso eb4ac73b78 remove last bittrex references so that bot is runnable 2018-03-22 08:29:52 +02:00
gcarq d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
gcarq 5327533188 optimize: set correct typehints 2018-03-20 19:48:03 +01:00
gcarq a6a38735b1 backtesting: only respect max_open_trades with realistic_simulation 2018-03-20 19:38:33 +01:00
gcarq 93931eb32b fix typo in _generate_text_table 2018-03-19 23:05:12 +01:00
Gerald Lonlas 0bb7cc8ab5 Hyperopt: fix 'Ran out of input' error 2018-03-05 20:49:45 -08:00
Gerald Lonlas de468c6fc8 Fix wrong realistic_simulation implementation in Hyperopt 2018-03-04 02:31:25 -08:00
Gerald Lonlas 6fcc173489 Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify 2018-03-04 01:33:39 -08:00
Gerald Lonlas bb1e38f584 Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify 2018-03-04 01:01:19 -08:00
Gerald Lonlas 2001c20426 Merge commit '028700d86f130d5c3cbfef4e422dc701340f58c9' into feature/objectify 2018-03-04 00:53:27 -08:00
Gerald Lonlas 722ed48d9d Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify 2018-03-04 00:51:22 -08:00
Gerald Lonlas 38510d4b03 Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify 2018-03-03 17:26:06 -08:00
Gerald Lonlas 84759073d9 Refactor Configuration() to apply common configurations all the time and to remove show_info 2018-03-03 13:43:14 -08:00
Gerald Lonlas 0632cf0f44 Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify 2018-03-02 23:28:36 -08:00
Gerald Lonlas bbb1a31fda Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify 2018-03-03 10:01:06 +08:00
Gerald Lonlas 390501bac0 Make Pylint Happy chapter 1 2018-03-03 09:33:54 +08:00
Gerald Lonlas d274f13480 Remove Memory profiler in Backtesting 2018-03-03 09:33:54 +08:00
Gerald Lonlas 8bd0f4d0d7 Remove ugly pprints 2018-03-03 09:33:54 +08:00
Gerald Lonlas 6ef7b7d93d Complete Backtesting and Hyperopt unit tests 2018-03-03 09:33:54 +08:00
Gerald Lonlas 1d251d6151 Move Backtesting to a class and add unit tests 2018-03-03 09:33:54 +08:00
Samuel Husso 35c51c73f7
Merge pull request #518 from gcarq/cleaning_up_backtesting
Cleaning up backtesting/hyperopt
2018-02-18 10:18:00 +02:00
Janne Sinivirta fac122891f remove stoploss parameter from backtest, it is loaded from strategy 2018-02-17 11:14:03 +02:00
Janne Sinivirta d1bdbcd273
Fix wrong duration calculation in hyperopting 2018-02-16 22:08:20 +02:00
Janne Sinivirta bf72b5bc37 make args available for optimizer and use them instead of guessing from params 2018-02-16 14:00:12 +02:00
Janne Sinivirta f64c8cc9ce realistic should be False by default and enabled with a --realistic-simulation flag 2018-02-15 13:11:17 +02:00
Janne Sinivirta a1ba57186b correctly join paths and debug log the found results 2018-02-15 08:59:02 +02:00
Samuel Husso e3d222912d
Merge pull request #511 from gcarq/hyperopt_selectable_spaces
Allow selecting Hyperopt search space
2018-02-12 08:28:24 +02:00
Janne Sinivirta 3e07d41fa9 remove mention of sell space 2018-02-12 07:01:51 +02:00
Janne Sinivirta 2ce03ab1b5 make Strategy store roi and stoploss values as numbers to avoid later casting 2018-02-11 15:25:30 +02:00
Janne Sinivirta 2dd2f31431 remove repeated condition 2018-02-11 14:31:37 +02:00
Janne Sinivirta dc105d5eae better names for row variables 2018-02-11 14:24:19 +02:00
Janne Sinivirta c62356438a loop over arrays instead of dataframes 2018-02-11 14:18:57 +02:00
Janne Sinivirta f14d6249e0 allow selecting hyperopt searchspace 2018-02-09 20:59:06 +02:00
kryofly 12a19e400f tests: more backtesting testing (#496)
* tests: more backtesting testing

* tests: hyperopt

* tests: document kludge

* tests: improve test_dataframe_correct_length

* tests: remove remarks
2018-02-08 21:49:43 +02:00
Janne Sinivirta a28ffcbcf7 remove slow unnecessary table scan 2018-02-06 21:21:47 +02:00
Janne Sinivirta a071571eac switch to faster short circuiting condition 2018-02-06 12:13:12 +02:00
Janne Sinivirta 5cf2dd79f2 don't reset index if not needed 2018-02-06 11:34:01 +02:00
Janne Sinivirta cf7c6d2e9c switch to properly using dates as indexes, makes date based searching and slicing a lot faster 2018-02-06 11:34:00 +02:00
Janne Sinivirta 8c7b29734e use date info to calculate trade durations 2018-02-06 11:34:00 +02:00
Janne Sinivirta 0a42a0e814
Merge pull request #479 from gcarq/fix/issue-478
Fix Backtesting / Hyperopt ticker_interval download
2018-01-31 17:15:47 +02:00
Jean-Baptiste LE STANG 07b7828f39 Fixing bug in backtesting causing to much sells 2018-01-31 07:59:45 +01:00
Gerald Lonlas d313eb812d Forgot one args.ticker_interval 2018-01-29 23:07:54 -08:00
Gerald Lonlas 321e3ede30 Fix hyperopt ticker interval download 2018-01-29 22:53:28 -08:00
Gerald Lonlas 524290d678 Fix backtesting ticker interval download 2018-01-29 22:51:29 -08:00
Jean-Baptiste LE STANG 94172091ae Refactoring the sell conditions evaluation to share the function with backtesting 2018-01-29 10:10:19 +01:00
Janne Sinivirta a5155b3b20
Merge pull request #465 from gcarq/fix/increase_test_coverage
Fix/increase test coverage
2018-01-29 08:47:26 +02:00
Gerald Lonlas 2bccaa31c9 Increase pylint score on misc.py 2018-01-28 14:28:28 -08:00
Michael Smith f66958c34f optimize/__init__.py:
Added support for gzip ticker data files if they exist.
2018-01-28 21:57:25 +08:00
Michael Smith b44adaa5ab Added support in /optimize for gzip ticker data files if they exist. 2018-01-28 21:52:27 +08:00
Janne Sinivirta a6a479f7aa balances to min roi hyperopt settings 2018-01-28 10:46:22 +02:00
Janne Sinivirta 67ddb2e7f8 lower precision for most search space variables 2018-01-27 09:51:06 +02:00
Janne Sinivirta 95ab7c84bc remove unnecessary else 2018-01-26 18:41:41 +02:00
Janne Sinivirta f33923c784 fix typings for hyperopt code 2018-01-26 18:32:45 +02:00
Janne Sinivirta a7a7c37121 add day counter to timeframe 2018-01-26 18:32:45 +02:00
Janne Sinivirta b7e297ebda remove unused loop variable 2018-01-26 11:50:00 +02:00
Janne Sinivirta 4fe6ae0bae fix search space for min ROI 2018-01-25 22:32:46 +02:00
Janne Sinivirta 42087c9bfe let hyperopt optimize ROI table 2018-01-25 11:12:00 +02:00
Janne Sinivirta 5007165908 add search space for ROI table 2018-01-25 09:34:26 +02:00
Janne Sinivirta 7dc63c06e7
Merge pull request #356 from kryofly/test_coverage
Test coverage
2018-01-25 09:31:06 +02:00
Janne Sinivirta c400d15ed1 rip out hyperopt things from strategy, add indicator populating to hyperopt 2018-01-23 16:56:12 +02:00
Janne Sinivirta a6cbc1ba16
Merge pull request #400 from gcarq/feature/custom_strategy
Allow custom strategy files
2018-01-23 15:25:18 +02:00
Gerald Lonlas e220ad5389 Remove useless USDT_BTC filename conversion 2018-01-22 21:40:07 -08:00
Gerald Lonlas eac6e05392 Fix error when config does not have stoploss 2018-01-22 20:51:39 -08:00
Gerald Lonlas 1c7da95fed Move hyperopt_trials.pickle to user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas baae374899 Move hyperopt_conf.py into user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas be75522507 Fix flake8 2018-01-22 20:51:39 -08:00
Gerald Lonlas c46d78b4b9 Decouple strategy from analyse.py 2018-01-22 20:51:39 -08:00
Gerald Lonlas ad2a5f1717 Remove optimize.load_data() that is called twice 2018-01-20 15:35:13 -08:00
kryofly e94e6292e9 Merge branch 'develop' into test_coverage 2018-01-20 22:01:03 +01:00
Jean-Baptiste LE STANG 36797cda30 Merge branch 'develop' into support_multiple_ticker 2018-01-20 19:25:47 +01:00
kryofly cf266a67ad Merge branch 'develop' into test_coverage 2018-01-20 10:06:53 +01:00
kryofly e3088647fc Merge branch 'develop' into test_coverage 2018-01-19 08:40:40 +01:00
kryofly 4a9e1cb345 Merge branch 'develop' into backtest-export 2018-01-19 07:02:38 +01:00
Gérald LONLAS 14d16f2574
Merge pull request #357 from kryofly/timeperiod
Timeperiod
2018-01-18 20:26:44 -08:00
Jean-Baptiste LE STANG c9e1fd3fc4 Merge branch 'develop' into support_multiple_ticker 2018-01-17 21:29:36 +01:00
Jean-Baptiste LE STANG 7b292d5ca3 backtesting takes its ticker_interval from the config file, else from the command line options 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG 2509ce030d Refreshing pair of only selected ticker_interval 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG e2e2005567 Adding 30 minutes, 1 hour, 1 day tickers 2018-01-17 13:52:14 +01:00
Janne Sinivirta c670ccfd37 add trigger +DI crossed above -DI 2018-01-16 18:52:06 +02:00
Janne Sinivirta 8896b39231 add heikenashi reversal bullish trigger to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta ce963aae58 add macd < 0 guard to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta dc01807b3c switch ema5 trigger to ema3 cross trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta fadac5fe4a remove too aggressive trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta 99260735ae remove broken bbands trigger from hyperopt. add two working bbands triggers 2018-01-16 18:52:06 +02:00
Janne Sinivirta 501be8a3bc 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 38fe7ec7cd adjust default target values for hyperopt 2018-01-16 16:35:48 +02:00
kryofly 0e58ab7e01 more advanced use of --timerange 2018-01-16 00:15:49 +01:00
kryofly 71bb348698 rename --timeperiod to --timerange 2018-01-15 21:49:06 +01:00
Janne Sinivirta ec7bfba8df add comment about checking the new total profit logging 2018-01-14 13:11:19 +02:00
Janne Sinivirta f1e176d35c log total profit in percentages also 2018-01-14 13:10:25 +02:00
Janne Sinivirta 92241baade log the loss value 2018-01-14 13:09:39 +02:00
kryofly d4008374f6 backtest export: include enter,exit dates 2018-01-12 22:12:00 +01:00
kryofly 05f5a1b0ee Merge branch 'develop' into test_coverage 2018-01-11 19:49:33 +01:00
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 ed47ee4e29 backtest export json2 2018-01-11 19:14:11 +01:00
kryofly 27769f0301 uncomplex backtest 2018-01-11 17:45:41 +01:00
kryofly feb5da0c35 file_dump_json 2018-01-11 15:49:04 +01:00
Janne Sinivirta c11102cf4a another run of autopep8 2018-01-11 07:08:56 +02:00
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
kryofly f848a5c87d tests optimize load_data 2018-01-10 13:43:03 +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 41933c31ca
Merge pull request #315 from kryofly/tests_jan05
tests cover more backtesting
2018-01-06 09:26:20 +02:00
kryofly 79fcd0b06c tests cover more backtesting 2018-01-05 10:44:10 +01:00
kryofly 421ccb23d3 split load tickerdata function 2018-01-05 10:20:48 +01:00
Gerald Lonlas 7fd6d089c0 Fix Backtesting header alignment 2018-01-04 23:14:10 -08:00
Gerald Lonlas 90017998fc Use named argument for backtest() 2018-01-04 22:27:55 -08:00
Jean-Baptiste LE STANG ea6a1c629d fixing pep8 compliance 2018-01-03 11:50:30 +01:00
Jean-Baptiste LE STANG eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG 45f2d01895 - add a profit/loss counter
- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
Jean-Baptiste LE STANG c176ace889 Adding sell_profit_only and stoploss in hyperopt 2018-01-03 10:56:18 +01:00
Janne Sinivirta fed3024302 rewrite get_timeframe in backtesting 2018-01-02 21:54:31 +02:00
Janne Sinivirta dc2f048c98 make tuples smaller in backtesting loops 2018-01-02 21:52:47 +02:00
Janne Sinivirta 82e9ed2ac2 shorten table title to match table length 2018-01-02 17:53:47 +02:00
Janne Sinivirta ae52880f81 improve backtesting result formatting 2018-01-02 17:39:02 +02:00
Gerald Lonlas 0d605d2396 Refactor Optimize tests, and add more unit tests 2017-12-28 22:32:48 -08:00
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
Janne Sinivirta de33d69eed Lint fixes (#236)
* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
Janne Sinivirta 9959d53f5e Logging improvements to Hyperopt (#235)
* make log texts go on new line

* remove unnecessary fields from hyperopt log messages

* shorten log text in hyperopt

* consider making zero trades a failed hyperopt eval

* only log from hyperopt when result improves

* remove unnecessary temp variables

* remove unused result data variables

* remove unused import

* fix an outdated comment
2017-12-25 08:18:34 +01:00
Janne Sinivirta 353b0d2d34 balance hyperopt objective to adjusted profit calculations 2017-12-23 19:18:28 +02:00
Janne Sinivirta e644d57dbe log should state profit is in BTC to avoid confusion 2017-12-23 19:00:49 +02:00
Janne Sinivirta 50e7cef5f3 remove commented-out code 2017-12-23 19:00:49 +02:00
Janne Sinivirta 1058820e1b just pass stake_amount instead of the whole config 2017-12-23 19:00:49 +02:00
Janne Sinivirta 24bc3a8390 show more digits for profits 2017-12-23 15:11:19 +02:00
Janne Sinivirta 5309ea3820 use newline for each log result for readability 2017-12-23 15:11:19 +02:00
Janne Sinivirta a063680d32 calculate log line only if really logging 2017-12-23 15:11:19 +02:00
Janne Sinivirta 10cf2ce853 remove unnecessary confusing division 2017-12-23 15:11:19 +02:00
Janne Sinivirta 871357a2e3 just require positive results 2017-12-23 15:11:19 +02:00
Samuel Husso 8d93363655 filter nan values from total_profit and avg_profit 2017-12-23 09:21:04 +02:00
Janne Sinivirta f300af0fe2
Merge pull request #200 from glonlas/fix_fees_calculation
Fix the fee calculation
2017-12-22 13:55:02 +02:00
Gerald Lonlas 41e22657e4 Fix hyperopt when using MongoDB 2017-12-21 19:20:47 -08:00
Gerald Lonlas d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
Janne Sinivirta c8fb6c4661 More lint fixes (#198)
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas d613d63fdc Fix the fee calculation 2017-12-17 23:01:34 -08:00
Janne Sinivirta 80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
Gérald LONLAS 14868615d5 Add mock to improve backtesting tests (#194) 2017-12-17 00:24:21 +01:00
Gérald LONLAS 512fcdbcb1 Allow user to update testdata files with parameter --refresh-pairs-cached (#174) 2017-12-16 15:42:28 +01:00
gcarq 95fe0f4dec fix pep8 warnings 2017-12-16 03:39:47 +01:00
Janne Sinivirta 77023c0ecf
Merge pull request #169 from jblestang/fix_ticker_interval
Fix ticker interval
2017-12-12 17:21:55 +02:00
Janne Sinivirta 3d532c6015 update backtest data to match pairs in config.json.example 2017-12-10 11:17:01 +02:00
toto 18f01113c2 use the CLI arguments as the ticker interval 2017-12-09 11:51:53 +01:00
toto f7def09dec fix for the ticker interval set by default to 5 2017-12-09 11:39:26 +01:00
Samuel Husso a7cca4985e omit hyperopt output if total_profit doesn't go pass threashold (3) 2017-12-02 01:32:23 +02:00
Samuel Husso 965c075362 disable info logging on hyperopt.tpe 2017-12-02 00:21:46 +02:00
gcarq 0c35e6ad19 minor changes 2017-11-25 03:28:52 +01:00
gcarq e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq 5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
gcarq a23fce519d pretty print hyperopt results 2017-11-25 01:22:36 +01:00
gcarq 9ff1f05e66 add --epochs to hyperopt subcommand 2017-11-25 01:12:44 +01:00
gcarq b9c4eafd96 integrate hyperopt and implement subcommand 2017-11-25 01:04:11 +01:00
gcarq 7fa5846c6b move hyperopt to freqtrade.optimize.hyperopt 2017-11-25 00:30:39 +01:00
gcarq 3b37f77a4d move backtesting to freqtrade.optimize.backtesting 2017-11-24 23:58:35 +01:00