Commit Graph

1777 Commits

Author SHA1 Message Date
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
creslin 9dbe5fdb85 Update back testing document to include example using Posix timestamps
as timerange

e.g
--timerange=1527595200-1527618600
2018-06-02 19:49:23 +03:00
creslin 6ca375a397 Extend timerange to accept unix timestamps.
This gives greater granularity over backtest, parsing tickerfiles.

Example runs using date and unix time below.

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529
2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
1  BTC_USDT   ETC_USD        0.965        -2.942         -4.070         -1.163      -1.128585  05-28 00:00  05-29 00:00      335.19
0  BTC_USDT   SNT_USD        0.943        -2.942         -5.857         -3.004      -2.915585  05-28 00:00  05-29 00:00      496.01
3  BTC_USDT  DASH_USD        0.902        -2.942         -9.034         -6.277      -6.092432  05-28 00:00  05-29 00:00      751.41
2  BTC_USDT   MTH_USD        0.954        -2.942         -9.290         -6.541      -6.348708  05-28 00:00  05-29 00:00       23.00
4  BTC_USDT   TRX_USD        0.951        -2.942        -13.647        -11.029     -10.704957  05-28 00:00  05-29 00:00    14544.57

Process finished with exit code 0

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
0  BTC_USDT   SNT_USD        0.680           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    68866.30
1  BTC_USDT   ETC_USD        0.857           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30   227514.17
2  BTC_USDT   MTH_USD        0.790           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    12103.96
3  BTC_USDT  DASH_USD        0.862           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    72982.78
4  BTC_USDT   TRX_USD        0.178           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30  1258316.95

Process finished with exit code 0
2018-06-02 19:45:08 +03:00
Matthias 81bb128cf7
Merge pull request #822 from gcarq/fix/misleading_log
change misleading logging for datadir
2018-06-02 14:50:27 +02:00
xmatthias a8bf5092e8 add ignore explanation 2018-06-02 14:18:57 +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 884395415f remove type:ignore 2018-06-02 14:10:15 +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 32300f6d5f don't initialize with None where it's not necessary 2018-06-02 13:55:06 +02:00
xmatthias d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias 6fc21e30e5 remove unused import 2018-06-02 13:52:55 +02:00
xmatthias 6106822d10 typing 2018-06-02 13:44:41 +02:00
xmatthias 4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
Janne Sinivirta 52309cc292
Merge pull request #819 from gcarq/pyup-update-ccxt-1.14.96-to-1.14.119
Update ccxt to 1.14.119
2018-06-02 11:57:58 +03:00
Janne Sinivirta b5c41ca0fc
Merge pull request #820 from gcarq/fix/backtesting_hint
Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt
2018-06-02 11:39:09 +03:00
Janne Sinivirta a82a31341b change misleading logging for datadir 2018-06-02 11:32:05 +03:00
Gérald LONLAS 0980e7e82d
Merge pull request #766 from pan-long/forcesell-amount
Sell filled amount or an open limit buy order in forcesell.
2018-06-01 19:51:38 -07:00
Gérald LONLAS 41efe99770
Merge pull request #786 from gcarq/fix/setup_script
Update setup.sh
2018-06-01 19:48:29 -07:00
Gerald Lonlas 792dd556a1 Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt 2018-06-01 19:46:53 -07:00
pyup-bot b731a65c75 Update ccxt from 1.14.96 to 1.14.119 2018-06-02 04:27:04 +02:00
xmatthias e28973c50a fix flake8 2018-05-31 22:17:46 +02:00
xmatthias 633620a5e9 exclude .mypy_cache 2018-05-31 22:15:18 +02:00
xmatthias 41a47df93f setup travis to check mypy 2018-05-31 22:09:31 +02:00
xmatthias 3fb1dd02f1 add typehints and type: ignores 2018-05-31 22:00:46 +02:00
xmatthias cf34b84cf1 add attributes with typehints 2018-05-31 21:59:22 +02:00
xmatthias f4f821e88e add typehints 2018-05-31 21:44:18 +02:00
xmatthias c0cef7250d typing - avoid variable reuse with differen ttype 2018-05-31 21:22:46 +02:00
xmatthias 2976a50c58 fix typing 2018-05-31 21:10:15 +02:00
xmatthias 69006b8fe8 flake8 2018-05-31 21:08:26 +02:00
xmatthias 4eb55acdbc fix typing 2018-05-31 21:04:10 +02:00
xmatthias 1352f135d0 typing 2018-05-31 20:55:45 +02:00
xmatthias 0d251cbfdd rpc type hints 2018-05-31 20:55:26 +02:00
xmatthias 4733aad7ff mypy_typing 2018-05-31 20:54:37 +02:00
xmatthias 48516e6e1e Add typehint 2018-05-31 20:41:05 +02:00
xmatthias 45909af7e0 type anotation fixes 2018-05-30 22:38:09 +02:00
xmatthias 88755fcded fix typing 2018-05-30 22:09:20 +02:00
xmatthias 0d6dffdc7e fix typehinting 2018-05-30 22:09:03 +02:00
xmatthias 9aa468adda fix for typehint 2018-05-30 22:01:29 +02:00
Janne Sinivirta 52386d8153
Merge pull request #793 from gcarq/pyup-update-ccxt-1.14.73-to-1.14.96
Update ccxt to 1.14.96
2018-05-30 21:40:32 +03:00
pyup-bot b7e0466d7c Update ccxt from 1.14.73 to 1.14.96 2018-05-30 18:42:00 +02:00
Samuel Husso f91de3c10e
Merge pull request #788 from gcarq/fix/doc_configuration
Update Readme and documentation
2018-05-30 08:53:57 +03:00
Gerald Lonlas 4329c15a9b Doc: Add Buzz/trendy word 2018-05-29 22:38:48 -07:00
Gerald Lonlas 963d2a8368 Doc: update bot usage 2018-05-29 22:24:13 -07:00
Gerald Lonlas d9eddfb1ee Doc: Update the exchanges supported 2018-05-29 22:21:29 -07:00
Gerald Lonlas f59f534c64 Setup.sh: fix Python3.6 when broken on macOS 2018-05-29 20:49:37 -07:00
Gerald Lonlas 5a4eb2cbf2 Setup.sh: make message format consistent 2018-05-29 20:48:34 -07:00
Samuel Husso c471ccb2db
Merge pull request #734 from arudov/fix/pair-downloads
Do not download pairs if --refresh-pairs-cached isn't set
2018-05-29 08:05:10 +03:00
Samuel Husso 656be523bc
Merge pull request #779 from gcarq/pyup-update-sqlalchemy-1.2.7-to-1.2.8
Update sqlalchemy to 1.2.8
2018-05-29 08:03:58 +03:00