Commit Graph

718 Commits

Author SHA1 Message Date
hroff-1902
73c19da4b9 Adjust handling of zero stdev in loss functions 2020-03-10 13:44:16 +03:00
hroff-1902
f148b5f734
cosmetics in lambdas 2020-03-10 10:38:37 +03:00
Fredrik81
bd158eefd2 Fixed loggin 2020-03-10 03:02:52 +01:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
Fredrik81
cb419614cd Spelling miss 2020-03-08 23:00:21 +01:00
Fredrik81
4ad93ed6bb Changed output for null columns 2020-03-08 22:41:05 +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
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
hroff-1902
82bdd01843
Merge pull request #3003 from Fredrik81/cores-and-arguments
Hyperopt: fix number of CPU cores, jobs and total epochs
2020-03-03 02:12:21 +03:00
hroff-1902
52cd5f9127
Better use enumerate: more correct and more pythonic 2020-03-03 01:42:25 +03:00
hroff-1902
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration 2020-03-03 01:33:11 +03:00
hroff-1902
a7d4755859
optimize calculation of current_jobs 2020-03-03 01:20:14 +03:00
hroff-1902
92425642da
Fix config_jobs 2020-03-03 01:00:24 +03:00
Fredrik81
0e4862b0c8 Added logging if argument is miss-configured 2020-03-02 22:58:54 +01:00
Fredrik81
7713cfeb79 Corrected logic for -j + and - argument 2020-03-02 21:02:32 +01:00
Fredrik81
f08c7eedf1 Changed jobs to be dynamic for last loop 2020-03-01 14:35:13 +01:00
Fredrik81
75b4f1a442 Fix alignment of higher values 2020-03-01 14:12:27 +01:00
Fredrik81
e89fd33229 Fix for more arguments 2020-02-29 23:57:15 +01:00
Fredrik81
7a4edb1cd8 Fix: When total epochs is less than cpu cores 2020-02-29 23:41:59 +01:00
Fredrik81
23ae0653bd Changed table output to match hyperopt-list command 2020-02-29 23:24:08 +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
hroff-1902
bee8e92f02
Final changes, use sqrt i.o. statistics.pstdev 2020-02-28 23:50:25 +03:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +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
cd7efde6c0 Fixed coloring so it's only targeting the values not the table borders 2020-02-24 22:06:21 +01:00
Fredrik81
23bf135b8a Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best 2020-02-24 11:01:14 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +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
hroff-1902
674898bd32 Fix usage of vars in the commented out line 2020-02-16 15:26:40 +03:00
hroff-1902
42dfda9231 Adjust docstring 2020-02-16 13:46:07 +03:00
hroff-1902
fbe5cc44da Use statistics.pstdev 2020-02-16 13:43:23 +03:00
hroff-1902
1e84b2770c Fix values of downside_returns 2020-02-16 04:10:53 +03:00
hroff-1902
161dd1a3e6 Rename risk_free_return to minumum_accepted_return 2020-02-16 03:55:16 +03:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice 2020-02-13 07:07:35 +03:00
hroff-1902
9ec9a7b124
Fix t_index to be normalized 2020-02-09 21:20:15 +03:00
hroff-1902
c89a32224c
Fix SharpeHyperOptLossDaily 2020-02-09 18:40:19 +03:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
hroff-1902
61ced5e926 Fix typo 2020-02-08 02:49:06 +03:00
Yazeed Al Oyoun
e8b9d88eb6 moved line for total_downside 2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
9bcc5d2eed fixed downside_returns to read from profit_percent_after_slippage 2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun
728ab0ff21 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun
b56a1f0603 initial push of sortino, work not done, still need own tests 2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun
deb0b7ad67 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun
44d67389d2 initial push of sortino, work not done, still need own tests 2020-02-07 16:29:27 +03:00