Commit Graph

77 Commits

Author SHA1 Message Date
Matthias
14e7f0bb13
Merge pull request #3049 from hroff-1902/hyperopt-no-unlimited
Do not allow unlimited stake_amount for hyperopt
2020-03-10 11:46:22 +01:00
hroff-1902
f7ad6c20c7 Do not allow unlimited stake_amount for hyperopt 2020-03-10 12:41:23 +03:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
Fredrik81
91db75a707 Added tests and updated doc 2020-03-05 19:43:43 +01:00
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
Yazeed Al Oyoun
77b7f95efb simple code styling fixes 2020-03-02 00:14:01 +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
Fredrik81
15e59654d9 Minor change to standardize table style.
This PR will target commands.
2020-02-27 16:10:45 +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
Fredrik81
7eb62ed32e Remove old print option for hyperopt-list and made table as default 2020-02-24 00:33:01 +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
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +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
42a5d78e60 Wording (duplicate, not duplicated) 2020-02-15 07:19:24 +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
5efbdd25a7 Properly default to user_data/config.json if it exists 2020-02-14 20:04:05 +01:00
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
Fredrik Rydin
539343b20d Adding 2 more filter options for completeness 2020-02-11 21:29:55 +01:00
Fredrik Rydin
d1c3eabb87 Changed commands to use "check_int_positive" 2020-02-11 18:08:30 +01:00
Fredrik Rydin
5b4d8d69ef Adding --min-trades and --max-trades for hyperopt-list 2020-02-11 16:02:08 +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
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
Matthias
c4031761fe Don't validate exchange for data-download subcommand 2020-02-08 19:29:58 +01:00
Matthias
52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
Matthias
abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +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
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
ffb53a6df5
get rid of typing.cast() 2020-02-03 23:08:35 +03:00
hroff-1902
84156879f6 Fix NO_CONF_REQUIRED for list-hyperopts 2020-02-02 20:11:42 +03:00
hroff-1902
857eb5ff69 Add list-hyperopts command 2020-02-02 19:41:22 +03:00
hroff-1902
3fe39a3e1b Rename constant 2020-02-02 19:41:22 +03:00