Commit Graph

4244 Commits

Author SHA1 Message Date
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
hroff-1902 c89a32224c
Fix SharpeHyperOptLossDaily 2020-02-09 18:40:19 +03:00
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 34f04668c1 Add template for bittrex 2020-02-08 14:02:51 +01:00
Matthias 52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
Matthias fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
Allow derived strategies
2020-02-08 09:15:35 +01:00
hroff-1902 61ced5e926 Fix typo 2020-02-08 02:49:06 +03:00
hroff-1902 28184201e4 Align sample_hyperopt_advanced.py to hyperopt_interface.py 2020-02-08 02:47:50 +03:00
Matthias abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +01:00
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
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 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
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 684cb54992 Add pair to exception msg 2020-02-03 17:17:46 +03:00
hroff-1902 df249c7c03
Remove unclear comment 2020-02-03 09:37:50 +03:00
hroff-1902 537596001e Allow derived strategies 2020-02-03 06:20:01 +03:00
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 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
hroff-1902 a5e670b402 Add USERPATH_NOTEBOOKS 2020-02-02 19:41:22 +03:00
hroff-1902 e8c1abc509
Merge pull request #2799 from freqtrade/fix_stoploss_recreated
Fix stoploss recreated
2020-02-02 16:59:45 +03:00
hroff-1902 6594679e52
Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
Yazeed Al Oyoun aeabe1800b modified two lines from logger.info to logger.debug cause they're too spammy 2020-02-02 10:49:00 +01:00
Matthias d64751687b Fix link and lowercase variable 2020-02-02 10:47:44 +01:00
Yazeed Al Oyoun 3499f1b85c better readability and more consistent with daily sharpe loss method 2020-02-02 08:47:33 +01:00
hroff-1902 f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias cbd2b265bb Fix small error 2020-02-01 15:16:44 +01:00
Matthias d1a3a2d000 Add tests for build_config 2020-02-01 14:22:40 +01:00
Matthias cfa6a3e3d3 Don't overwrite files 2020-02-01 14:12:21 +01:00
Matthias c40a4d77f8 Use exchange_mapping to determine correct exchange-template 2020-02-01 13:46:58 +01:00