Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized
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Hyperopt print colorized results
2019-08-13 19:36:06 +02:00
hroff-1902
8f92912852
final colorization schema
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colorization schema-2: red, green, bright/dim
colorization schema-3: red, green, bright only green bests
colorization schema-4: no red, green for profit, bright for bests
2019-08-12 21:08:52 +03:00
hroff-1902
e5dcd520ba
cosmetics in sample_hyperopt and default_hyperopt
2019-08-12 02:19:50 +03:00
Matthias
2c5a499a8b
Merge branch 'develop' into align_userdata
2019-08-10 20:15:07 +02:00
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss
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Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
2019-08-10 15:49:52 +02:00
hroff-1902
ae39f6fba5
use of termcolor eliminated
2019-08-09 14:51:03 +03:00
Cedric Schmeits
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative.
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This leads in a high positive result of the loss function, as it is a minimal optimizer
2019-08-08 22:10:51 +02:00
hroff-1902
0d4a2c6c3a
advanced sample hyperopt added; changes to helpstrings
2019-08-08 22:51:37 +03:00
Matthias
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
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Backtest ticker interval unset
2019-08-07 14:20:36 +02:00
Matthias
7e91a0f4a8
Fail gracefully if ticker-interval is not set
2019-08-06 06:45:44 +02:00
Matthias
bc2e920ae2
Adjust code to verify "current" candle for buy/sells
2019-08-05 20:07:29 +02:00
hroff-1902
c6444a10a8
move roi_space, stoploss_space, generate_roi_table to IHyperOpt
2019-08-05 18:07:25 +03:00
Matthias
383b24ab84
Merge branch 'develop' into align_userdata
2019-08-05 06:55:51 +02:00
hroff-1902
9cbab35de0
colorization by means of termcolor and colorama
2019-08-04 22:54:19 +03:00
hroff-1902
f200f52a16
hyperopt print colorized results
2019-08-03 19:09:42 +03:00
hroff-1902
13620df717
'with values:' line removed
2019-08-03 11:05:05 +03:00
hroff-1902
3b65c986ee
wordings fixed
2019-08-03 10:20:20 +03:00
hroff-1902
aa8f44f68c
improvements to hyperopt output
2019-08-02 22:22:58 +03:00
Matthias
39e8e507d9
Merge branch 'develop' into align_userdata
2019-08-02 20:08:26 +02:00
hroff-1902
065ebd39ef
cleanup in hyperopt
2019-08-01 23:57:26 +03:00
Matthias
bcccdda7c0
Merge branch 'develop' into align_userdata
2019-08-01 19:33:45 +02:00
Matthias
8cef567abc
create and use hyperopt-results folder
2019-07-31 07:10:17 +02:00
hroff-1902
8f1f416a52
hyperopt cleanup and output improvements
2019-07-30 11:47:28 +03:00
Matthias
2c7a248307
Use user_data_dir in hyperopt
2019-07-28 14:57:05 +02:00
Matthias
0a253d66d0
Remove os.path from hyperopt
2019-07-28 14:57:05 +02:00
hroff-1902
e9b77298a7
max() removed
2019-07-25 08:17:41 +03:00
hroff-1902
0c2c094db6
minor: add OnlyProfitHyperOptLoss
2019-07-23 18:51:24 +03:00
Matthias
639a4d5cf7
Allow importing interface from hyperopt.py
2019-07-17 07:15:43 +02:00
Matthias
0e500de1a0
Add sample loss and improve docstring
2019-07-17 06:32:24 +02:00
Matthias
8ccfc0f316
Remove unused variables
2019-07-17 06:24:40 +02:00
Matthias
ec49b22af3
Add sharpe ratio hyperopt loss
2019-07-16 06:45:13 +02:00
Matthias
d23179e25c
Update hyperopt-loss to use resolver
2019-07-16 06:27:43 +02:00
Matthias
7d62bb8c53
Revert --clean argument to --continue
2019-07-16 05:51:26 +02:00
Matthias
07a1c48e8c
Fix wrong intendation for custom-hyperopt check
2019-07-15 23:14:07 +02:00
Matthias
7be25313a5
Add some mypy ignores
2019-07-15 22:59:28 +02:00
Matthias
55e8092cbf
Add sharpe ratio as loss function
2019-07-15 22:52:33 +02:00
Matthias
e5170582de
Adapt tests to new loss-function method
2019-07-15 22:45:14 +02:00
Matthias
710443d200
Add documentation for custom hyperopt
2019-07-15 21:38:49 +02:00
Matthias
2a20423be6
Allow loading custom hyperopt loss functions
2019-07-15 21:35:42 +02:00
Matthias
2fedae6060
Move unnecessary things out of generate_optimizer
2019-07-15 20:31:55 +02:00
Matthias
b1b4048f97
Add test for hyperopt
2019-07-15 20:28:02 +02:00
Matthias
107f00ff8f
Add hyperopt option to clean temporary pickle files
2019-07-15 20:17:15 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
Matthias
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008
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fix #2008
2019-07-15 10:55:33 +02:00
hroff-1902
65f77306d3
using logger.debug, info was too noisy
2019-07-14 21:00:48 +03:00
hroff-1902
efbc7cccb1
enable --dmmp for hyperopt
2019-07-14 20:56:17 +03:00
hroff-1902
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
hroff-1902
e993e010f4
Fix #2013
2019-07-11 23:02:57 +03:00
hroff-1902
c474e2ac86
fix #2008
2019-07-10 01:53:40 +03:00
Matthias
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
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Fix #1948
2019-06-27 19:36:06 +02:00
hroff-1902
e5a8030dd7
comment added
2019-06-27 16:42:10 +03:00
Matthias
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
hroff-1902
7fbdf36c64
avoid code duplication while selecting min_roi entries
2019-06-23 19:23:51 +03:00
Matthias
4cbcb5f36f
Move .title to ExchangeResolver (it does not make sense to do this over
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and over again)
2019-06-22 16:52:14 +02:00
Matthias
7a0d86660e
Mypy type errors
2019-06-21 07:10:30 +02:00
hroff-1902
813c008af2
setup_configuration() cleanup
2019-06-16 21:37:43 +03:00
Matthias
89ff614e1d
Add pair as parameter, and warn when fillup was necessary
2019-06-15 13:46:19 +02:00
Matthias
55079831a1
Don't explicitly validate backtest data (it's done while loading now).
2019-06-15 13:45:50 +02:00
Misagh
ad9dc349e4
edge cli should override stake_amount
2019-06-15 12:20:32 +02:00
Matthias
1afe6c1437
Don't run validation per strategy, it's only eneded once
2019-06-14 19:37:54 +02:00
Matthias
4dc3a0ca1d
Small cleanup to reduce dict lookups during backtesting/hyperopt
2019-06-10 16:20:19 +02:00
hroff-1902
90b0f1daa8
minor optimize cleanup
2019-06-10 02:08:54 +03:00
Matthias
c2f6897d8b
Move download of live data to load_data
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Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
Matthias
55bdd26439
Edgecli -> Edge for Runmode and start_edge()
2019-05-28 19:25:01 +02:00
Matthias
104f1212e6
Move edge_cli_start to optimize
2019-05-25 20:06:15 +02:00
Matthias
236c392d28
Don't load hyperopts / optimize dependency tree if that module is not
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used
2019-05-25 20:00:31 +02:00
Matthias
b38c43141c
Adjust imports to new location
2019-05-25 16:53:35 +02:00
Matthias
9225cdea8a
Move validate_backtest_data and get_timeframe to histoyr
2019-05-25 16:51:52 +02:00
hroff-1902
c3e93e7593
fix reduce() TypeError in hyperopts
2019-05-24 23:08:56 +03:00
hroff-1902
406e266bb4
typo in comment fixed
2019-05-22 14:34:35 +03:00
hroff-1902
2c9a519c5e
edge: handle properly the 'No trades' case
2019-05-22 14:21:36 +03:00
hroff-1902
8b95e12468
log message adjusted in backtesting and hyperopt
2019-05-15 12:05:35 +03:00
hroff-1902
5677c4882e
minor: add ticker data validation; log backtesting interval
2019-05-13 23:56:59 +03:00
hroff-1902
00b4501c59
avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed
2019-05-12 21:14:00 +03:00
hroff-1902
0f43e0bb7d
minor hyperopt output improvements
2019-05-10 10:54:44 +03:00
hroff-1902
e7b81e4d46
hyperopt --min-trades parameter
2019-05-01 15:27:58 +03:00
hroff-1902
ea44bbff9f
prevent hyperopt from running simultaneously
2019-04-25 11:11:04 +03:00
Matthias
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
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Support for defaults in json schema
2019-04-24 12:20:39 +02:00
Matthias
d16ccd7e37
Merge branch 'develop' into json-defaults
2019-04-24 09:51:04 +02:00
hroff-1902
6a0f527e0e
merge --job-workers and commit printing debug log messages with the opt state
2019-04-24 10:35:04 +03:00
hroff-1902
2898067318
Merge branch 'develop' into hyperopt-jobs
2019-04-24 10:31:03 +03:00
hroff-1902
fc4ef2b430
Merge branch 'develop' into hyperopt-opt-params
2019-04-23 21:58:27 +03:00
hroff-1902
e3b0474901
Merge branch 'develop' into hyperopt-jobs
2019-04-23 21:34:38 +03:00
hroff-1902
cc9f899cd6
removed explicit dependency on multiprocessing module
2019-04-23 21:25:36 +03:00
hroff-1902
a022b1a6c1
--random-state for optimzer to get reproducible results added
2019-04-23 21:18:52 +03:00
Matthias
4971b9fc39
Merge pull request #1793 from hroff-1902/hyperopt-debug-state
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hyperopt: print optimizer state in debug log messages
2019-04-23 20:11:04 +02:00
hroff-1902
3e3fce5f38
print optimizer state in debug log messages
2019-04-23 09:49:24 +03:00
hroff-1902
7c8e26c717
-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt
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docs refreshed
2019-04-23 00:52:07 +03:00
hroff-1902
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
hroff-1902
6b87d94bb0
--print-all command line option added for hyperopt
2019-04-22 01:10:01 +03:00
hroff-1902
9fbe573cca
limit usage of ccxt to freqtrade/exchange only
2019-04-09 12:27:35 +03:00
hroff-1902
4559a38172
PoC: use defaults in json schema for some exchange options
2019-04-08 04:42:28 +03:00
hroff-1902
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe
2019-04-05 23:16:27 +03:00
Misagh
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
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Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
Matthias
7010c835d2
Improve commentign
2019-04-04 20:23:10 +02:00
hroff-1902
2aa1b43f01
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
2019-04-04 20:56:40 +03:00
Matthias
32cbb714f9
Improve commenting on backtsting and backtest_multi_tst
2019-04-04 19:44:03 +02:00
Matthias
0307ba7883
Remove one branch - python does lazy evaluation
2019-04-03 20:04:04 +02:00
Matthias
e085fd9e95
Disable dataprovider from hyperopt.
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Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
2019-03-25 19:49:58 +01:00
Matthias
0ae81d4115
Provide dataprovider access during backtesting
2019-03-25 19:26:51 +01:00
