Matthias
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91ceaef02f
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Merge pull request #5678 from sidml/develop
Hyperopt loss function using max drawdown
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2021-10-09 10:26:40 +02:00 |
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sid
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30bc96cf3f
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simplify expression
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2021-10-09 06:36:23 +05:30 |
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Matthias
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11ec1d9b06
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Revert previous commit
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2021-10-08 20:22:07 +02:00 |
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Matthias
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482f4418c6
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Clarify "required candle" message
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2021-10-08 14:36:52 +02:00 |
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Robert Davey
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f07eeddda0
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Update api_schemas.py
Fix api schema for cpu_pct float List.
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2021-10-07 12:04:42 +01:00 |
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Matthias
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45b7a0c837
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Add Test and docs for MaxDrawDownHyperOptLoss
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2021-10-07 07:12:45 +02:00 |
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Matthias
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29863ad2bf
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Fix error when ask_last_balance is not set
closes #5181
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2021-10-07 06:51:29 +02:00 |
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sid
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46c320513a
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use profit_abs
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2021-10-07 08:07:07 +05:30 |
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sid
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93e4cf4006
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Merge remote-tracking branch 'upstream/develop' into develop
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2021-10-07 08:04:40 +05:30 |
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Matthias
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526bdaa2dc
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Recommend using 0.0.0.0 as listen address for docker
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2021-10-06 20:14:59 +02:00 |
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Matthias
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57ef25789e
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Fix style errors
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2021-10-06 19:36:41 +02:00 |
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sid
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6ba46b38bd
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fix formatting
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2021-10-06 13:46:05 +05:30 |
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sid
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c0d01dbc26
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add max_drawdown loss
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2021-10-06 13:24:27 +05:30 |
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froggleston
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0db5c07314
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Fix issues with sysinfo rpc/API code, add SysInfo api_schema
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2021-10-05 00:10:39 +01:00 |
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Matthias
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92f8f231af
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Remove ratelimit from kucoin template
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2021-10-04 20:22:41 +02:00 |
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Matthias
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7f4baab420
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Remove explicit rateLimits, improve docs
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2021-10-04 20:14:22 +02:00 |
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Matthias
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f15922a168
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Fix custom_stoploss in strategy template
closes #5658
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2021-10-04 19:11:35 +02:00 |
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Sergey Khliustin
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07750518c3
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Added min_profit param to PerformanceFilter
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2021-10-04 18:49:57 +03:00 |
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Matthias
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1c63d01cec
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Prevent using market-orders on gateio
GateIo does not support market orders on spot markets
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2021-10-03 14:14:16 +02:00 |
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Matthias
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f5e5203388
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Use "round" to 12 digits for TickSize mode
Avoids float rounding problems, fix #5652
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2021-10-03 09:49:55 +02:00 |
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Matthias
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f69cb39a17
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Fix missing comma in kucoin template
closes #5646
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2021-10-01 19:26:51 +02:00 |
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Matthias
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99e3450d30
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Merge pull request #5642 from freqtrade/add_trade_conversion_command
Add trade conversion command
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2021-10-01 06:38:42 +02:00 |
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Scott Lyons
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df45f467c6
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Adding ability to ignore unparameterized spaces
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2021-09-30 01:11:02 -07:00 |
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Scott Lyons
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95227376b6
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Adding IUS to optimize args
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2021-09-30 00:53:46 -07:00 |
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Scott Lyons
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08fcd1a0d4
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Adding ignore space errors to Hyperopt CLI
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2021-09-30 00:46:56 -07:00 |
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Scott Lyons
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5dd1088d8d
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Adding ignore unparameterized spaces flag
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2021-09-30 00:44:26 -07:00 |
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Matthias
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5f23af5802
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Rename update_open_trades to clarify it's only called at startup
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2021-09-30 07:24:16 +02:00 |
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Matthias
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178db516bf
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Add documentation for trade-to-ohlcv
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2021-09-29 20:00:14 +02:00 |
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Matthias
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248c61bb26
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Add test for trades-to-ohlcv
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2021-09-29 19:39:29 +02:00 |
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Matthias
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fc511aac44
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don't use %default when no default is defined
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2021-09-29 19:21:54 +02:00 |
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Matthias
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656526c007
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Add trades-to-ohlcv command to simplify adding new timeframes
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2021-09-29 16:50:05 +02:00 |
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Robert Roman
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ca973c05d1
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Merge branch 'freqtrade:develop' into develop
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2021-09-28 10:16:36 -05:00 |
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Robert Roman
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626a40252d
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resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:33:29 -05:00 |
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Robert Roman
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c3414c3b78
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resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:32:49 -05:00 |
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Matthias
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5726886b06
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Reduce backtest-noise from "pandas slice" warning
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2021-09-27 20:52:19 +02:00 |
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Robert Roman
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67e9626da1
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fixed isort issue
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2021-09-27 12:16:57 -05:00 |
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Robert Roman
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a1566fe5d7
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updated to latest constant.py file
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2021-09-27 11:47:03 -05:00 |
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Robert Roman
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193b22475d
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Merge branch 'freqtrade:develop' into develop
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2021-09-27 11:35:34 -05:00 |
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Matthias
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3fbf716f85
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Fix "sticking" timerange in webserver mode
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2021-09-27 17:52:00 +02:00 |
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Matthias
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5b7a1f8642
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Validate config also in webserver mode
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2021-09-27 07:12:40 +02:00 |
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Robert Roman
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bdca3e2343
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Merge branch 'freqtrade:develop' into develop
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2021-09-26 15:37:09 -05:00 |
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Matthias
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6319c104fe
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Fix unreliable backtest-result when using webserver mode
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2021-09-26 15:07:48 +02:00 |
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Robert Roman
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a77ca22026
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Merge branch 'freqtrade:develop' into develop
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2021-09-26 02:57:02 -05:00 |
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Robert Roman
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89b7dfda0e
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Added Calmar Ratio Daily
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2021-09-25 16:34:41 -05:00 |
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Robert Roman
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24baad7884
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Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
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2021-09-25 16:28:36 -05:00 |
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froggleston
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097da448e2
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Add CPU,RAM sysinfo support to the REST API to help with bot system monitoring
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2021-09-25 15:48:42 +01:00 |
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Matthias
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b59906b117
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Update minimum for tradable_balance_ratio to 0.0
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2021-09-24 19:24:33 +02:00 |
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Robert Roman
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0f29cbc882
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added CalmarHyperOptLoss
I added CalmarHyperOptLoss to HYPEROPT_LOSS_BUILTIN variable inside constants.py file
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2021-09-23 21:37:28 -05:00 |
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Robert Roman
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3b99c84b0a
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resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
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2021-09-23 21:31:33 -05:00 |
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Matthias
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9a6d8977de
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Merge pull request #5605 from peterwilli/fix-sell-cancel-webhook-error
fixed webhook "unsupported format string passed to NoneType." error
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2021-09-23 20:17:35 +02:00 |
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Peter Willemsen
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692e91a26d
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changed close date from datetime.utcnow() to datetime.now(timezone.utc)
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2021-09-23 10:28:15 +02:00 |
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Robert Roman
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c6b684603c
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removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
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2021-09-22 09:21:43 -05:00 |
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Robert Roman
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b946f8e7f1
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I sorted imports with isort
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2021-09-22 09:18:17 -05:00 |
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Robert Roman
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3834bb86ff
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updated line 42
I removed the minus sign on max drawdown.
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2021-09-21 20:25:17 -05:00 |
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Robert Roman
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3845d55186
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a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
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2021-09-21 20:04:23 -05:00 |
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Peter Willemsen
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b0de4d333e
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fixed webhook error
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2021-09-21 23:20:40 +02:00 |
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Matthias
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3ce05c0d54
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Add "sane" defaults to protection triggers
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2021-09-20 20:16:58 +02:00 |
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Matthias
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fd23ab3d64
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improve formatting, add tests
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2021-09-20 19:50:56 +02:00 |
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Matthias
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dd0db7ee5d
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Split protection-notification into global and per-pair
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2021-09-20 19:23:40 +02:00 |
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Matthias
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a0fb43c6ca
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Add pairlock-notification
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2021-09-20 19:12:59 +02:00 |
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Matthias
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1da091dea3
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ProtectionManager should return the lock just created
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2021-09-19 19:41:19 +02:00 |
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Matthias
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879bf47b32
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Refactor telegram.py to simplify send_msg
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2021-09-19 19:25:36 +02:00 |
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Matthias
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ec03531771
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Improve naming of variables
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2021-09-19 13:29:09 +02:00 |
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Matthias
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ab88217186
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Improve /balance output to include starting balance and percentual change
closes #5503
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2021-09-19 13:17:34 +02:00 |
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Rokas Kupstys
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713e7819f7
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[SQUASH] Remove mypy import.
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2021-09-18 15:27:58 +03:00 |
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Rokas Kupstys
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e4ca42faec
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[SQUASH] Update stoploss_from_absolute to behave more like stoploss_from_open and add a test for it.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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7e6aa9390a
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[SQUASH] Unconditionally include quote currency when asset is explicitly specified. Added docs suggesting to use string formatting to make strategy independent of configured stake currency.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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e88c4701bb
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[SQUASH] Address PR comments.
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2021-09-18 10:48:53 +03:00 |
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Matthias
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bb6ae682fc
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Small simplifications
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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5dc78a0c66
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[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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f81df19b93
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[TMP] Make tests not fail for now.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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dfa61b7ad2
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[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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f2a1d9d2fc
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[SQUASH] Address PR comments.
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2021-09-18 10:48:18 +03:00 |
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Rokas Kupstys
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1fdb656334
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Add a decorator which can be used to declare populate_indicators() functions for informative pairs.
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2021-09-18 10:48:18 +03:00 |
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Rokas Kupstys
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d84ef34740
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A helper to calculate stoploss value from absolute price.
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2021-09-18 10:48:18 +03:00 |
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Matthias
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11f08b0053
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Merge pull request #5582 from sergeykhliustin/develop
Added days parameter to PerformanceFilter
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2021-09-18 09:24:14 +02:00 |
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Matthias
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564e0b9a1a
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Switch performanceFilter to use Minutes lookback resolution
closes #5060
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2021-09-18 09:10:25 +02:00 |
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Matthias
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12c12d42df
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Add documentation for days parameter in PerformanceFilter
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2021-09-18 08:30:44 +02:00 |
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Matthias
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853c3a4433
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Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
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2021-09-18 08:08:18 +02:00 |
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Sergey Khliustin
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d7395e873b
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Removed unused OperationalException
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2021-09-17 22:05:57 +03:00 |
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raphael
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4b2c1a9b8e
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Remove trailing whitespace
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2021-09-17 14:39:15 -04:00 |
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raphael
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e715f2a253
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Update formatting
Line 302 was too long
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2021-09-17 14:23:26 -04:00 |
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raphael
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9525a5b96c
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Add type to "trials" parameter
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2021-09-17 14:10:37 -04:00 |
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raphael
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124e97f3b9
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Remove ununsed variables from export_csv_file
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2021-09-17 11:57:36 -04:00 |
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raphael
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5fc993231a
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Update HyperoptTools.export_csv_file usage
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2021-09-17 11:51:55 -04:00 |
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raphael
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3a98fb72a4
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Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
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2021-09-17 11:42:33 -04:00 |
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sergeykhliustin
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982deeedf0
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Update freqtrade/persistence/models.py
Co-authored-by: Matthias <xmatthias@outlook.com>
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2021-09-17 18:23:13 +03:00 |
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Sergey Khliustin
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54ef36a497
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Updates after review to PerformanceFilter days param
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2021-09-17 13:45:44 +03:00 |
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Sergey Khliustin
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457e738b4a
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Added days parameter to PerformanceFilter
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2021-09-16 14:48:02 +03:00 |
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Matthias
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994c3c3a4c
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Add some errorhandling for custom estimator
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2021-09-16 07:13:25 +02:00 |
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Matthias
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c0811ae896
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Add possibility to override estimator from within hyperopt
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2021-09-15 21:36:53 +02:00 |
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Matthias
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90ad178932
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Remove verbosity of edge
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2021-09-15 21:04:25 +02:00 |
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Matthias
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57ea0c322f
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Rename indicator_space to buy_indicator_space
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2021-09-15 20:20:31 +02:00 |
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Matthias
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f7bae81d96
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Dataframe should be copied after populate_indicator
Without that, PerformanceWarnings can appear throughout hyperopt which
are unnecessary and missleading for users
closes #5408
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2021-09-15 19:56:12 +02:00 |
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Matthias
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e4ec5679a1
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Merge pull request #5574 from freqtrade/agefilter_cache
Agefilter cache
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2021-09-15 06:33:36 +02:00 |
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Matthias
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315ea1e116
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Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
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2021-09-14 19:20:58 +02:00 |
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Matthias
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3ce5197e8d
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Add Tests for AgeFilter caching
closes #5552
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2021-09-14 06:45:26 +02:00 |
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Matthias
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c9ba52d732
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Expire cached pairs in age-filter once per day
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2021-09-14 06:30:18 +02:00 |
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Matthias
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a12c3ecc9b
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Remove credentials whenever dry-run is set from within the exchange
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2021-09-13 20:27:32 +02:00 |
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Matthias
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8afb3c4b70
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Move AgeFilter cache to instance level
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2021-09-13 19:33:28 +02:00 |
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