Matthias
a452864b41
Use namedtuple for sell_return
2018-07-19 19:39:08 +02:00
Matthias
506aa0e3d3
Add print_sales table and test
2018-07-19 19:34:14 +02:00
Matthias
2a61629014
Export sell_reason from backtest
2018-07-19 19:29:31 +02:00
Matthias
cbffd3650b
add sell_reason to backtesting
2018-07-19 19:29:31 +02:00
Janne Sinivirta
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
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replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
Janne Sinivirta
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
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Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
Matthias
8f254031c6
Add short form for parameters, change default for hyperopt
2018-07-19 13:19:36 +02:00
Matthias
aa69177436
Properly check emptyness and adjust floatfmt
2018-07-19 13:14:21 +02:00
Matthias
79b1030435
output duration in a more readable way
2018-07-18 20:08:55 +02:00
Matthias
f9f6a3bd04
cast to int to keep exports constant
2018-07-18 09:29:51 +02:00
Matthias
8e4d2abd4e
Fix typo
2018-07-18 09:10:17 +02:00
Matthias
08237abe20
Fix wrong backtest duration
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identified in #1038
2018-07-18 09:06:12 +02:00
Matthias
c82276ecbe
add --disable-max-market-positions
2018-07-17 21:05:03 +02:00
Matthias
e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
Janne Sinivirta
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
Janne Sinivirta
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
Janne Sinivirta
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
Matthias
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Matthias
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
Matthias
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
Samuel Husso
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
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Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
Janne Sinivirta
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
Janne Sinivirta
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
Janne Sinivirta
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
Janne Sinivirta
aec3f582e1
Merge branch 'develop' into skopt
2018-07-02 11:27:27 +03:00
Janne Sinivirta
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
Michael Egger
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
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allow backtest ploting
2018-06-29 19:44:06 +02:00
Janne Sinivirta
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
xmatthias
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
Janne Sinivirta
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
Anton
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
Janne Sinivirta
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
Janne Sinivirta
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
Janne Sinivirta
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
xmatthias
0440a19171
export open/close rate for backtesting too
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preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
Janne Sinivirta
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8272120c3a
convert stoploss and ROI search spaces to skopt format
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8fee2e2409
move result logging out from optimizer
2018-06-23 14:37:36 +03:00
Janne Sinivirta
c415014153
use multiple jobs in acq
2018-06-23 14:37:36 +03:00
Janne Sinivirta
964cbdc262
increase initial sampling points
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a46badd5c0
reuse pool workers
2018-06-23 14:37:36 +03:00
Janne Sinivirta
0cb1aedf5b
problem with pickling
2018-06-23 14:37:36 +03:00
Janne Sinivirta
b485e6e0ba
start small
2018-06-23 14:37:36 +03:00
gcarq
78f50a1471
move logic from hyperopt to freqtrade.strategy
2018-06-23 14:37:36 +03:00
gcarq
5aae215c94
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a68c90c512
avoid calling exchange.get_fee inside loop
2018-06-23 14:37:36 +03:00
gcarq
c40e6a12d1
move logic from hyperopt to freqtrade.strategy
2018-06-23 11:13:49 +02:00
gcarq
3360bf4001
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 10:42:33 +02:00
Janne Sinivirta
c73b9f5c77
avoid calling exchange.get_fee inside loop
2018-06-22 21:04:07 +03:00
xmatthias
251f7db3ca
require exchange object to delete pairs
2018-06-17 23:38:07 +02:00
xmatthias
21edcbdc27
Refactor exchange to class
2018-06-17 23:38:07 +02:00
Anton
ae94ab17f4
Merge branch 'develop' into feature-unlimited-stake_amount
2018-06-17 02:23:40 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
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Display open trades after backtest period
2018-06-16 12:49:08 +02:00
Janne Sinivirta
0c85febe76
remove all mongodb related code
2018-06-16 09:09:28 +03:00
Janne Sinivirta
c1f8f641e6
remove use of hyperopt_conf.py
2018-06-16 09:09:28 +03:00
xmatthias
c0289ad844
use list comprehension to build list
2018-06-13 19:53:12 +02:00
xmatthias
e600be4f56
Reduce force-sell verbosity
2018-06-13 19:44:00 +02:00
xmatthias
6357812743
fix backtest report able
2018-06-13 06:57:49 +02:00
xmatthias
e3ced7c15e
extract export from backtest function
2018-06-12 22:29:30 +02:00
xmatthias
bfde33c945
Use timestamp() instead of strftime
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this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
xmatthias
335d1fbbbc
Check if no backtest data is found and fail gracefully
2018-06-11 19:50:43 +02:00
Anton
ce663f6af5
Merge with develop
2018-06-11 16:25:05 +03:00
xmatthias
12e455cbf5
add buy/sell index to backtest result
2018-06-10 20:52:42 +02:00
xmatthias
4710210cff
fix hyperopt to use new backtesting result tuple
2018-06-10 13:56:10 +02:00
xmatthias
27ee8f7360
make flake happy
2018-06-10 13:55:48 +02:00
xmatthias
1cd7ac55a8
Added "left open trades" report
2018-06-10 13:45:16 +02:00
xmatthias
b81588307f
Add "open_at_end" parameter
2018-06-10 13:37:53 +02:00
xmatthias
31025216f9
fix type of open/close timestmap
2018-06-10 13:32:07 +02:00
xmatthias
322a528c12
fix bug with backtestResult
2018-06-10 13:25:16 +02:00
xmatthias
9c57d3aa8b
add BacktestresultTuple
2018-06-10 13:15:46 +02:00
xmatthias
c1b2e06eda
simplify return from _get_sell_trade_entry
2018-06-10 09:07:04 +02:00
xmatthias
3094acc7fb
update comment
2018-06-10 08:58:28 +02:00
xmatthias
24a875ed46
remove experimental parameters - they are read by analyze.py anyway
2018-06-09 21:44:57 +02:00
xmatthias
5623ea3ac6
Add forcesell at end of backtest period
2018-06-09 21:44:20 +02:00
xmatthias
8effc5f929
fix windows-specific init issue with named tuple
2018-06-08 19:46:07 +02:00
Anton
b4138f29c8
Merge with develop
2018-06-08 00:29:44 +03:00
Janne Sinivirta
b4ae5a36a8
use .copy() to avoid Pandas mistake. drop first row because of shifting
2018-06-07 17:29:40 +03:00
Janne Sinivirta
7f8e0ba25f
use buy/sell signal from previous candle, not current to avoid seeing to the future
2018-06-07 17:28:40 +03:00
xmatthias
f37c5b70ba
Fix tests - read optional argument
2018-06-05 23:53:49 +02:00
xmatthias
7a34578b4d
refactor timerange to named tuple
2018-06-05 23:34:26 +02:00
Anton
87f750da35
Merge with develop
2018-06-04 01:50:10 +03:00
xmatthias
e3227a741c
add --export-filename for backtesting
2018-06-03 19:36:53 +02:00
xmatthias
50fc5f91ca
Merge branch 'develop' into mypy_typecheck
2018-06-03 10:35:56 +02:00
Janne Sinivirta
a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency
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Fix stake_currency returned by Hyperopt …
2018-06-03 07:19:24 +03:00
Janne Sinivirta
2cd8782a88
Merge pull request #825 from gcarq/fix/hyperopt-in-progress
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Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-03 07:16:39 +03:00
Gerald Lonlas
fe8ff1b929
Fix stake_currency return by Hyperopt
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Hyperopt had BTC hard coded in the result. This commit will display
the real stake_currency used.
If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit 0.13%. Total profit 0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."
Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit 0.13%. Total profit 0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
2018-06-02 14:07:31 -07:00
Gerald Lonlas
127cf5d619
Backtesting: Add the Interval required when data is missing
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Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"
The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
2018-06-02 13:55:05 -07:00
Gerald Lonlas
dc65753a64
Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-02 12:35:07 -07:00
Raymond Luo
2791d543ea
Make backtesting report markdown shareable
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Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste
Example:
2018-06-02 19:52:16 +02:00
xmatthias
f88729f0e8
add ignore comment
2018-06-02 14:14:28 +02:00
xmatthias
3447e4bb97
comment on ignore hint
2018-06-02 14:13:17 +02:00
xmatthias
0007002c80
fix test failure
2018-06-02 14:07:54 +02:00
xmatthias
0a595190a3
fix last typechecks
2018-06-02 13:59:35 +02:00
xmatthias
d9e951447f
remove _init function in backtesting (and according test)
2018-06-02 13:54:22 +02:00
xmatthias
4a322abd4d
Typecheck improvements
2018-06-02 13:44:05 +02:00
Gerald Lonlas
792dd556a1
Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt
2018-06-01 19:46:53 -07:00
xmatthias
3fb1dd02f1
add typehints and type: ignores
2018-05-31 22:00:46 +02:00
xmatthias
45909af7e0
type anotation fixes
2018-05-30 22:38:09 +02:00
Anton
3427c7eb54
Use constants
2018-05-25 17:04:08 +03:00
Anton
9be98cd8f7
Add ability to set unlimited stake_amount
2018-05-23 13:15:03 +03:00
Anton
8c22cfce37
Fix tests; fix codestyle
2018-05-21 23:15:01 +03:00
Anton
e1cb0dbf28
Do not try to redownload pair data if --refresh-pairs-cached is not set
2018-05-21 22:31:08 +03:00
Anton
2bfce64e6a
Fix conflicts
2018-05-04 13:38:51 +03:00
Anton
ceeb98dda9
Fix conflicts
2018-05-03 11:16:29 +03:00
gcarq
306885e174
Merge branch 'develop' into feat/objectify-ccxt
2018-05-02 22:49:55 +02:00
Anton
24ab1b5be5
Fix review comments, documenation update
2018-05-01 00:27:05 +03:00
Anton
a127e1db07
Fix case with empty dict
2018-04-28 01:40:48 +03:00
Anton
2267a420a4
Fix codestyle
2018-04-28 00:30:42 +03:00
Anton
82ea56c8fd
Fix review comments. Add support of datetime timeganges
2018-04-28 00:16:34 +03:00
Matthias Voppichler
a140748b5a
Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix
2018-04-21 22:39:22 +02:00
gcarq
f4077a51c1
log hyperopt progress to stdout instead to the logger
2018-04-21 20:52:01 +02:00
gcarq
403f59ef45
use native python logger
2018-04-21 20:47:06 +02:00
Matthias Voppichler
ce90ee4ac2
have backtesting use fee_open and fee_close
2018-04-21 20:05:49 +02:00
enenn
94287d66a8
Flake8 fixes
2018-04-12 18:16:27 +02:00
enenn
1678518cd4
Add dry_run=True to config during backtesting
2018-04-12 18:16:26 +02:00
enenn
e42403fecc
Change date to timestamp conversion method in backtesting
2018-04-12 18:07:44 +02:00
enenn
db46ad6502
Change ticker interval from minutes as integer to string (1m, 5m, 1h,...)
2018-04-07 16:57:47 +02:00
enenn
c1c6ed6ed7
Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files
2018-04-07 16:51:50 +02:00
enenn
1f75636e56
[1/3] Add support for multiple exchanges with ccxt (objectified version) ( #585 )
...
* remove obsolete helper functions and make _state a public member.
* remove function assertions
* revert worker() changes
* Update pytest from 3.4.2 to 3.5.0
* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling
* Add NetworkException
* Change pair format in constants.py
* Add tests for exchange functions that comply with ccxt
* Remove bittrex tests
* Remove Bittrex and Interface classes
* Add retrier decorator
* Remove cache from get_ticker
* Remove unused and duplicate imports
* Add keyword arguments for get_fee
* Implement 'get_pair_detail_url'
* Change get_ticker_history format to ccxt format
* Fix exchange urls dict, don't need to initialize exchanges
* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
gcarq
fee8d0a2e1
refactor get_timeframe
2018-03-29 20:16:25 +02:00
gcarq
702402e1fe
simplify download_backtesting_testdata
2018-03-29 20:15:32 +02:00
Janne Sinivirta
85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
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fix backtest --export format
2018-03-27 12:43:52 +03:00
Matthias Voppichler
a182cab27f
fix backtest --export format
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reverts regression introduced in c623564
2018-03-26 20:28:51 +02:00
gcarq
611bb52d1f
log hyperopt progress to stdout instead to the logger
2018-03-25 22:57:40 +02:00
gcarq
f374a062e1
remove freqtrade/logger.py
2018-03-25 21:43:00 +02:00
gcarq
fa7f74b4bc
use native python logger
2018-03-25 21:43:00 +02:00
gcarq
3f8d7dae39
make name a required argument and add fallback to getEffectiveLevel
2018-03-25 21:42:03 +02:00
Matthias Voppichler
f51ef1a791
refactor format_ms_time to misc.py
2018-03-25 13:38:50 +02:00
Matthias Voppichler
016232a8e9
Revert OHLVC dataformat to ccxt format
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* Also fixes backtesting - but data must be refreshed for now as no
conversation is happening yet
2018-03-25 13:32:46 +02:00
Matthias Voppichler
85af68d807
ccxt - make backtesting work
2018-03-24 19:45:23 +01:00
Samuel Husso
eb4ac73b78
remove last bittrex references so that bot is runnable
2018-03-22 08:29:52 +02:00
gcarq
d2aea7bdc1
optimize imports
2018-03-20 19:50:04 +01:00
gcarq
5327533188
optimize: set correct typehints
2018-03-20 19:48:03 +01:00
gcarq
a6a38735b1
backtesting: only respect max_open_trades with realistic_simulation
2018-03-20 19:38:33 +01:00
gcarq
93931eb32b
fix typo in _generate_text_table
2018-03-19 23:05:12 +01:00
Gerald Lonlas
0bb7cc8ab5
Hyperopt: fix 'Ran out of input' error
2018-03-05 20:49:45 -08:00
Gerald Lonlas
de468c6fc8
Fix wrong realistic_simulation implementation in Hyperopt
2018-03-04 02:31:25 -08:00
Gerald Lonlas
6fcc173489
Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify
2018-03-04 01:33:39 -08:00
