Commit Graph

12783 Commits

Author SHA1 Message Date
gcarq
d1cc9e868b adapt README 2017-11-17 19:03:08 +01:00
gcarq
14de46576b use load_backtesting_data 2017-11-17 18:23:40 +01:00
gcarq
bdff29a472 remove code duplicates 2017-11-17 18:17:59 +01:00
gcarq
8655c6c264 reduce backtest data samples to 10 2017-11-17 18:15:25 +01:00
gcarq
3f4e4a23a0 add argparse handling tests 2017-11-17 18:15:24 +01:00
gcarq
b682262486 refactor argparse handling 2017-11-17 18:15:24 +01:00
gcarq
5be7be6189 adapt tests 2017-11-17 18:15:24 +01:00
gcarq
3475a07522 fetching new testing data for oneMin and fiveMin intervals 2017-11-17 18:15:24 +01:00
gcarq
fb7ea169d4 fix some formatting issues 2017-11-17 18:13:34 +01:00
gcarq
5469293e5f use tabulate to format backtesting result 2017-11-17 18:13:02 +01:00
gcarq
9b644b0305 add --ticker-interval 2017-11-17 18:09:55 +01:00
gcarq
0df1404d6a fix typo 2017-11-17 18:09:55 +01:00
gcarq
bb4a9ed20f implement backtest subcommand 2017-11-17 18:09:55 +01:00
Samuel Husso
77887d6fbc
Merge pull request #111 from gcarq/memoryfix-hyperopt
Memory fix hyperopt
2017-11-17 18:41:38 +02:00
Janne Sinivirta
d89db50465 avoid copy operation due to memory consumption 2017-11-17 12:30:54 +02:00
Janne Sinivirta
632d00e01d move price point calculations out from populate functions 2017-11-17 12:30:03 +02:00
Janne Sinivirta
2a56031cdc remove unnecessary line 2017-11-17 12:30:03 +02:00
Janne Sinivirta
16d412323c add a little snippet to allow running line_profiler with hyperopt 2017-11-16 20:43:24 +02:00
Janne Sinivirta
27a6b29c80 move time diff calculation out of a loop 2017-11-16 20:43:24 +02:00
Janne Sinivirta
5d1f874041 switch ix to loc, ix is apparently deprecated 2017-11-16 20:43:24 +02:00
Janne Sinivirta
174122a09b remove unnecessary calculation 2017-11-16 20:38:59 +02:00
Janne Sinivirta
1b6a60ecb2 refactor backtesting to avoid recalculating indicators in hyperopt 2017-11-16 20:38:46 +02:00
Michael Egger
1ccb266032
Merge pull request #104 from gcarq/sell_signal
Add sell_signal support
2017-11-16 17:02:24 +01:00
Janne Sinivirta
a963f1820c rename should_sell to min_roi_reached 2017-11-16 16:53:34 +01:00
Janne Sinivirta
b9983149ef plug sell strategy to backtesting 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c1ef3f526c remove unnecessary comparison 2017-11-16 16:53:34 +01:00
Janne Sinivirta
6b7afb80b2 fix failing test 2017-11-16 16:53:34 +01:00
Janne Sinivirta
0b8afa12e9 exit strategy after roi check 2017-11-16 16:53:34 +01:00
Janne Sinivirta
1db0a7d4ce populate sell signal 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c12a9ebd92 make signal getting parametrized 2017-11-16 16:53:34 +01:00
gcarq
d86dcc4752 check if result exists in get_ticker (fixes #106) 2017-11-16 16:39:06 +01:00
gcarq
0bc96241d5 rework exception handling (fixes #108) 2017-11-16 16:14:43 +01:00
gcarq
a0bb7a61e6 Merge tag '0.14.2' into develop
0.14.2
2017-11-16 00:40:48 +01:00
gcarq
b115963a70 Merge branch 'release/0.14.2' 2017-11-16 00:40:44 +01:00
gcarq
2e953a937d version bump 2017-11-16 00:40:36 +01:00
gcarq
4e05691cab check if balance list is empty (fixes #105) 2017-11-16 00:01:47 +01:00
gcarq
b5f58724a0 get_ticker_history: check if result is set (fixes #103) 2017-11-15 23:16:54 +01:00
gcarq
b83309b55d reduce calls_per_second to 1 2017-11-15 23:16:39 +01:00
gcarq
e8101a6da5 default BaseVolume to 0.0 if null 2017-11-14 17:48:19 +01:00
gcarq
dd9cb008fb refresh whitelist based on wallet health (fixes #60)
Refreshs the whitelist in each iteration based on the wallet health,
disabled wallets will be removed from the whitelist automatically.
2017-11-13 21:34:47 +01:00
gcarq
81f7172c4a sanitize get_ticker_history (fixes #100) 2017-11-13 19:54:09 +01:00
Michael Egger
bab59fbacd
Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
2017-11-13 12:11:15 +01:00
Janne Sinivirta
0f0b10b6cc adjust search spaces 2017-11-13 07:28:56 +02:00
Janne Sinivirta
8e68c5358e clean up prints during hyperopt 2017-11-12 09:44:31 +02:00
Janne Sinivirta
660f01b514 add hilbert transform leadsine trigger 2017-11-12 09:13:54 +02:00
Janne Sinivirta
13537e3ce4 add short ema guard to hyperopt 2017-11-12 08:45:32 +02:00
Janne Sinivirta
2963a90008 add stochastics trigger 2017-11-12 08:38:52 +02:00
Janne Sinivirta
15b20b83fa optimize hyperopt objective function 2017-11-12 08:30:58 +02:00
gcarq
1c3c316e45 reduce calls_per_second 2017-11-11 21:29:35 +01:00
gcarq
517879382b Add argument for dynamic-whitelist handling
If --dynamic-whitelist is passed the whitelist in the config file
is ignored. It gets automatically refreshed every 30 minutes and
currently selects the 20 topmost BaseVolume markets
2017-11-11 19:20:53 +01:00