Commit Graph

8104 Commits

Author SHA1 Message Date
Yazeed Al Oyoun ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
hroff-1902 f57bd6b616
Keep the docs clean for unexperienced users 2020-02-06 21:53:03 +03:00
hroff-1902 418e7adac1
Highlight syntax in advanced-hyperopt as well 2020-02-06 17:49:10 +03:00
hroff-1902 2034527faa
Update docs/strategy-customization.md
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-02-06 17:45:15 +03:00
hroff-1902 412f5d68de
Add description to hyperopt advanced doc chapter 2020-02-06 17:42:26 +03:00
hroff-1902 2846f9454f
Add description in the docs 2020-02-06 17:02:11 +03:00
hroff-1902 739acaa475
Wordings improved 2020-02-06 13:54:51 +03:00
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 5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +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
Matthias 586cbc750c Add considerations for dry-run 2020-02-06 06:45:11 +01:00
hroff-1902 b5ee4f17cb
Merge pull request #2830 from orehunt/spreadfilter
- added spread filter
2020-02-04 23:37:09 +03:00
Matthias 6866f6389d Fix merge-error 2020-02-04 20:41:13 +01:00
hroff-1902 d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
hroff-1902 f5fb129483
Merge pull request #2858 from freqtrade/fix/rolling_max
Fix implementation of rolling_max
2020-02-04 14:05:05 +03:00
Matthias a707aeb3d0 Fix implementation of rolling_max 2020-02-04 07:00:53 +01:00
Matthias f8bb6a3e06
Merge pull request #2855 from yazeed/text_mods_in_check_depth_of_market_buy
More consistency in check_depth_of_market_buy()
2020-02-04 06:24:58 +01:00
Yazeed Al Oyoun 91b4c9668c More consistency changes... 2020-02-04 01:57:24 +01:00
hroff-1902 d457d43999
Merge pull request #2833 from hroff-1902/type-hints
Add some type hints
2020-02-03 23:24:26 +03:00
hroff-1902 ffb53a6df5
get rid of typing.cast() 2020-02-03 23:08:35 +03:00
hroff-1902 82590657fb
Merge pull request #2848 from freqtrade/dependabot/pip/develop/scikit-optimize-0.7.1
Bump scikit-optimize from 0.5.2 to 0.7.1
2020-02-03 22:53:01 +03:00
Matthias 54303880d3
Merge pull request #2849 from freqtrade/dependabot/pip/develop/pandas-1.0.0
Bump pandas from 0.25.3 to 1.0.0
2020-02-03 20:34:17 +01:00
Matthias cbabc295c7 Don't convert to datetime - but convert to datetime64 instead 2020-02-03 20:25:43 +01:00
Matthias b8aaf744e8
Merge pull request #2851 from hroff-1902/improve-logging-3
Add pair to exception messages in exchange module
2020-02-03 16:04:55 +01:00
hroff-1902 64f04845b6
Merge pull request #2850 from freqtrade/try_fix_randoM-test
make sure asyncio_loop is not initialized within ccxt code
2020-02-03 17:45:49 +03:00
hroff-1902 684cb54992 Add pair to exception msg 2020-02-03 17:17:46 +03:00
Matthias f6c09160ab make sure asyncio_loop is not initialized within ccxt code 2020-02-03 15:17:36 +01:00
Matthias 221950cdc4
Merge pull request #2845 from freqtrade/dependabot/pip/develop/jinja2-2.11.1
Bump jinja2 from 2.10.3 to 2.11.1
2020-02-03 10:07:56 +01:00
Matthias 6e6c0757d6
Merge pull request #2847 from freqtrade/dependabot/pip/develop/ccxt-1.22.30
Bump ccxt from 1.21.91 to 1.22.30
2020-02-03 10:05:46 +01:00
Matthias 2ee99bde29
Merge pull request #2846 from freqtrade/dependabot/pip/develop/pytest-5.3.5
Bump pytest from 5.3.4 to 5.3.5
2020-02-03 09:58:04 +01:00
dependabot-preview[bot] d5f704009f
Bump pandas from 0.25.3 to 1.0.0
Bumps [pandas](https://github.com/pandas-dev/pandas) from 0.25.3 to 1.0.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v0.25.3...v1.0.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-03 08:03:45 +00:00
dependabot-preview[bot] 3938418ad5
Bump scikit-optimize from 0.5.2 to 0.7.1
Bumps [scikit-optimize](https://github.com/scikit-optimize/scikit-optimize) from 0.5.2 to 0.7.1.
- [Release notes](https://github.com/scikit-optimize/scikit-optimize/releases)
- [Changelog](https://github.com/scikit-optimize/scikit-optimize/blob/master/CHANGELOG.md)
- [Commits](https://github.com/scikit-optimize/scikit-optimize/compare/v0.5.2...v0.7.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-03 08:03:21 +00:00
dependabot-preview[bot] 401748e9a7
Bump ccxt from 1.21.91 to 1.22.30
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.91 to 1.22.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.91...1.22.30)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-03 08:02:54 +00:00
dependabot-preview[bot] bc2ae3e88d
Bump pytest from 5.3.4 to 5.3.5
Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.4 to 5.3.5.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.4...5.3.5)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-03 08:02:21 +00:00
dependabot-preview[bot] 7b8e665323
Bump jinja2 from 2.10.3 to 2.11.1
Bumps [jinja2](https://github.com/pallets/jinja) from 2.10.3 to 2.11.1.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/master/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/2.10.3...2.11.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-03 08:01:28 +00:00
hroff-1902 df249c7c03
Remove unclear comment 2020-02-03 09:37:50 +03:00
hroff-1902 5c20311768
Merge pull request #2844 from freqtrade/coveralls_twice
Only run coveralls once
2020-02-03 09:18:42 +03:00
Matthias d0506a6435 Use correct matrix variable 2020-02-03 07:01:07 +01:00
Matthias c8960ab628 Only run coveralls once 2020-02-03 06:50:07 +01:00
hroff-1902 537596001e Allow derived strategies 2020-02-03 06:20:01 +03:00
Matthias d8c053573a
Merge pull request #2840 from freqtrade/fix/testerrror
Fix failing stoploss CI test
2020-02-02 20:49:42 +01:00
Matthias 2b69e7830d Fix failing CI test 2020-02-02 20:08:50 +01:00
Matthias e3cb5d26c0
Merge pull request #2835 from yazeed/reduce_noise_if_use_order_book_true
reduced noise without verbose mode if use_order_book is true
2020-02-02 19:42:50 +01:00
hroff-1902 84156879f6 Fix NO_CONF_REQUIRED for list-hyperopts 2020-02-02 20:11:42 +03:00
hroff-1902 d12e03e50d Fix test inconsistency in test_freqtradebot.py 2020-02-02 20:01:25 +03:00
hroff-1902 cd0534efcc Add test 2020-02-02 19:41:22 +03:00
hroff-1902 505648fb66 Adjust docs 2020-02-02 19:41:22 +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