Commit Graph

434 Commits

Author SHA1 Message Date
Fredrik81 4707484a4c Fix issue with colring enabled + styling 2020-04-09 11:42:13 +02:00
Fredrik81 cdc774549e Merge branch 'develop' into progress-bar 2020-04-08 01:56:43 +02:00
Fredrik81 132f5f73f5
Update hyperopt.py 2020-04-07 10:44:18 +02:00
Fredrik81 c95906cfcf
Update hyperopt.py 2020-04-07 10:42:15 +02:00
Fredrik81 d5609d4997 Changed back to progressbar2 for better handling of logger.
Coloring still needs some work (bug + what colors to use)
2020-04-06 13:12:32 +02:00
hroff-1902 51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902 a7ed51c642 return back the name of the hyperopt data file 2020-03-13 04:04:23 +03:00
Fredrik81 5737139979 Small fix 2020-03-12 16:47:09 +01:00
Fredrik81 1a59fc11be doh 2020-03-12 02:36:18 +01:00
Fredrik81 df1ae565dc clean-up 2020-03-12 02:26:41 +01:00
Fredrik81 9387ed923c fix for empty lines 2020-03-12 02:07:50 +01:00
Fredrik81 81cbb92556 Switch to TQDM 2020-03-11 22:30:36 +01:00
Fredrik81 3a8b68c0fd Initial work on progressbar 2020-03-10 20:30:36 +01:00
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
hroff-1902 3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
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 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
Fredrik81 349aa2f957 Added dynamic print table function to hyperopt 2020-02-28 21:54:04 +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
Fredrik Rydin 2058b492eb Added function to print hyperopt-list as table using tabulate 2020-02-18 22:46:53 +01:00
Matthias d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +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 f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Yazeed Al Oyoun d038bcedb0 fixed some more line alignments 2020-01-31 22:37:05 +01:00
Matthias 1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
hroff-1902 f4c7edf551 No args for backtest(), use arguments 2020-01-25 12:49:37 +01:00
Matthias 699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias 1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias 416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias 6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias 248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
hroff-1902 cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
Matthias 2f7181e236
Merge pull request #2648 from hroff-1902/hyperopt-random-state
Seed hyperopt random_state if not passed
2019-12-14 15:54:59 +01:00
hroff-1902 f2266ea9f4
Use shorter range for seeded random-state 2019-12-14 15:17:45 +03:00
Matthias 703924d6c4
Merge pull request #2643 from freqtrade/mins
Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
hroff-1902 6e778ad710 Seed hyperopt random_state if not passed 2019-12-12 03:12:28 +03:00
Matthias f44e3dc319
Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing
Fix generation of hyperopt trailing params
2019-12-11 19:53:42 +01:00
Matthias 7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
Matthias b2a9b87be3
Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22
Bump scikit-learn from 0.21.3 to 0.22
2019-12-10 16:20:39 +01:00
Matthias 3f9f29ba4e Fix Flake8 import error 2019-12-10 16:10:51 +01:00
hroff-1902 3448f86263 Suppress scikit-learn FutureWarnings from skopt imports 2019-12-10 15:46:29 +03:00
hroff-1902 641e3fdf7a Fix generation of hyperopt trailing params 2019-12-10 03:32:43 +03:00
hroff-1902 0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
Add hyperopt-list and hyperopt-show commands
2019-12-10 00:30:26 +03:00
hroff-1902 d21ae4edd3 Add fixes for comments in the review 2019-12-05 23:29:31 +03:00
Matthias 4b0a4c936a Fix hyperopt with ticker_interval from strategy 2019-12-05 20:31:02 +01:00
hroff-1902 b61f43835d Make flake happy 2019-12-05 01:11:06 +03:00
hroff-1902 017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902 54694dd3a4 Manual merge of some conflicts in hyperopt 2019-12-04 23:14:47 +03:00
hroff-1902 668d42447f Refactor log_trials_result() 2019-12-01 16:15:00 +03:00
hroff-1902 69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902 8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00
hroff-1902 8e7512161a Add hyperopt-list and hyperopt-show commands 2019-11-26 15:01:42 +03:00
hroff-1902 067267f4cf Log messages improved (plural/singular) 2019-11-23 12:20:41 +03:00
hroff-1902 737c07c5b6 Make mypy happy 2019-11-23 11:51:52 +03:00
hroff-1902 097cdcb57a Save epochs at intermediate points 2019-11-23 11:32:33 +03:00
hroff-1902 31ab32f0b9 Always set trailing_stop=True with 'trailing' hyperspace 2019-11-08 12:47:28 +03:00
hroff-1902 f90676cfc5 Add trailing stoploss hyperspace 2019-11-08 03:07:43 +03:00
Matthias ca77dbe8da Fix UnicodeError in hyperopt output 2019-11-06 19:33:15 +01:00
Matthias 132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias 33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
hroff-1902 9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
Matthias b994f5c273
Merge pull request #2294 from hroff-1902/fix-skopt-memory3
Fix skopt memory exhaustion
2019-09-25 19:55:27 +02:00
hroff-1902 665e0570ae Fix hyperopt position stacking 2019-09-25 03:41:22 +03:00
hroff-1902 6ffb8b7a70 Fix wordings in comment 2019-09-23 13:25:31 +03:00
hroff-1902 0c6164df7e Fix memory exhaustion in skopt models list 2019-09-23 13:03:43 +03:00
Matthias 1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902 69f29e8907 minor: Cleanup for backtesting 2019-09-18 22:57:17 +03:00
hroff-1902 5cbc073dd1 minor: Cleanup hyperopt 2019-09-16 21:46:15 +03:00
Matthias 972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
Matthias 7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space
Hyperopt: adaptive roi_space
2019-09-06 06:26:52 +02:00
Matthias 513e84880e Don't escape ticks where it's not needed 2019-08-25 20:38:51 +02:00
hroff-1902 067208bc9d make backtesting an attribute of Hyperopt 2019-08-24 00:10:35 +03:00
hroff-1902 17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space 2019-08-20 23:00:23 +03:00
hroff-1902 cadf573170 round printed stoploss value as well 2019-08-20 22:24:59 +03:00
hroff-1902 a12876da92 fine printing for floats in the roi tables (round to 5 digits after the decimal point) 2019-08-20 22:17:21 +03:00
Matthias 0a478bc0dc Merge branch 'develop' into align_userdata 2019-08-18 15:00:12 +02:00
hroff-1902 e525275d10 make flake and mypy happy 2019-08-15 23:13:46 +03:00
hroff-1902 4fa92ec0fa hyperopt: --print-json option added 2019-08-15 21:39:04 +03:00
hroff-1902 5b9711c002 adaptive roi_space 2019-08-14 13:25:49 +03:00
Matthias 51c3a31bb5 Correct imports and calls to parse_timerange 2019-08-14 10:07:32 +02:00
hroff-1902 8f92912852 final colorization schema
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 ae39f6fba5 use of termcolor eliminated 2019-08-09 14:51:03 +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
Matthias 639a4d5cf7 Allow importing interface from hyperopt.py 2019-07-17 07:15:43 +02:00
Matthias 8ccfc0f316 Remove unused variables 2019-07-17 06:24:40 +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
Make configuration a module
2019-07-15 19:41:57 +02:00
Matthias cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008
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 89ff614e1d Add pair as parameter, and warn when fillup was necessary 2019-06-15 13:46:19 +02:00
hroff-1902 90b0f1daa8 minor optimize cleanup 2019-06-10 02:08:54 +03:00
Matthias 236c392d28 Don't load hyperopts / optimize dependency tree if that module is not
used
2019-05-25 20:00:31 +02:00
Matthias b38c43141c Adjust imports to new location 2019-05-25 16:53:35 +02:00
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
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