Commit Graph

15812 Commits

Author SHA1 Message Date
Michael Egger 05111edd04
Merge pull request #87 from gcarq/more_triggers
More triggers and guards to hyperopt
2017-10-30 14:43:18 +01:00
Sebastien Moreau 361bdd20d3 Updates README 2017-10-29 20:55:14 -04:00
Sebastien Moreau 8bdace68f6 Adds options for /status command 2017-10-29 20:51:38 -04:00
Sebastien Moreau 0e1eb20781 Adds /count command
Adds /count command

Adds /count command
2017-10-29 18:47:42 -04:00
Michael Egger 4c2dea83c5
Merge pull request #84 from gcarq/telegram/show-balance
Telegram command: /show balance
2017-10-29 22:05:10 +01:00
Janne Sinivirta d066817d0b removed below_sma and over_sma to wait for better implementation 2017-10-29 21:33:57 +02:00
Janne Sinivirta a632121368 add macd cross signal trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 473d09b5cd add ema50 and ema100. add long uptrend ema guard to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 893738d6f0 add MACD to analyze 2017-10-29 21:33:57 +02:00
Janne Sinivirta 22cfef7d36 add ema5 cross ema10 trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta e1bbe1d9a9 adjust indicator ranges in hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta ec981b415a add RSI to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 57a17697a0 add RSI, MOM, EMA5 and EMA10 to analyze 2017-10-29 21:33:57 +02:00
Samuel Husso f4fe09ffbf added get_balances as a abstract method to the interface baseclass 2017-10-29 17:57:57 +02:00
Michael Egger 871b5e17ee
Merge pull request #85 from gcarq/datetime_fixes
Performance improvements for backtesting
2017-10-29 15:56:20 +01:00
Janne Sinivirta 9b00fc3474 use .ix instead of .loc for small perf boost 2017-10-29 16:28:55 +02:00
Janne Sinivirta 3b1dc36d8a switch to using itertuples instead of iterrows as it's a lot faster 2017-10-29 16:28:55 +02:00
Janne Sinivirta 4edf8f2079 copy only needed columns before iterating over them 2017-10-29 16:28:55 +02:00
Janne Sinivirta 54987fd9ca do date parsing while loading json, not later 2017-10-29 16:28:55 +02:00
Janne Sinivirta da9c3e7d7d remove leftover dates from removing date filtering 2017-10-29 16:28:55 +02:00
Michael Egger a948142ef5
Merge pull request #83 from gcarq/better-hyperopt-objective
Better hyperopt objective
2017-10-29 14:13:44 +01:00
Samuel Husso 4f6c3f94e0 added tests to /balance, minor cleanup 2017-10-29 10:10:00 +02:00
Janne Sinivirta 25d6d6bbe5 remove unused imports from test_hyperopt 2017-10-28 15:32:29 +03:00
Janne Sinivirta 649781d823 store result strings, display best result in summary. switch to a lot better objective algo 2017-10-28 15:26:22 +03:00
Janne Sinivirta 08ca7a8166 change print to format so result can be used in hyperopt Trials 2017-10-28 15:26:22 +03:00
Samuel Husso dd78c62c3d added new command to return balance across all currencies 2017-10-28 08:59:43 +03:00
Samuel Husso 29de1645fe
Merge pull request #82 from gcarq/feature/handle-process-signals
handle SIGINT, SIGTERM and SIGABRT process signals
2017-10-28 08:49:42 +03:00
gcarq 4139b0b0c7 add signal handler for SIGINT, SIGTERM and SIGABRT 2017-10-27 15:52:14 +02:00
Samuel Husso 0c33e917d5 Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
2017-10-27 12:11:04 +03:00
Janne Sinivirta e401a016f5 change analyze tests to use full json dump from bittrex 2017-10-26 16:50:31 +03:00
Janne Sinivirta e0fde8665c Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
2017-10-26 10:37:38 +03:00
Samuel Husso 752520c823 When running from project root download the files to the testdata folder instead of cwd 2017-10-26 10:24:22 +03:00
Janne Sinivirta 6ba2492360 add Awesome Oscillator and try it in hyperopt 2017-10-25 18:37:20 +03:00
Janne Sinivirta d5d798f6fa pull in new indicators from QTPYLib 2017-10-25 18:37:20 +03:00
Janne Sinivirta 9c9cf76a0d Merge pull request #78 from gcarq/refactor-backtest
Refactor backtest functionality
2017-10-25 18:19:44 +03:00
Samuel Husso 041e201713 remove duplicated backtesting from hyperopt 2017-10-25 08:17:17 +03:00
gcarq e09505b22d Merge tag '0.12.0' into develop
0.12.0
2017-10-24 18:14:41 +02:00
gcarq 6b15cb9b10 Merge branch 'release/0.12.0' 2017-10-24 18:14:37 +02:00
gcarq ff4fcdc760 version bump 2017-10-24 18:14:31 +02:00
Samuel Husso f43ba44b15 refactor backtesting to its own method as we use it also in hyperopt 2017-10-24 07:58:42 +03:00
Michael Egger 79c3e0583d Merge pull request #76 from gcarq/hyperopt
Use hyperopt to find optimal parameters for buy strategy
2017-10-23 09:40:13 +02:00
Janne Sinivirta f6ef8383bb remove filtering from analyze that is super slow and not really needed 2017-10-22 21:50:07 +03:00
Janne Sinivirta 6f5307fda7 use more aggressive stop loss for hyperopt 2017-10-22 17:15:57 +03:00
Janne Sinivirta 37004e331a remove unused import and commented out code 2017-10-22 17:14:55 +03:00
Janne Sinivirta 57acf85b42 try a different objective function 2017-10-22 17:11:01 +03:00
Michael Egger 96790d50e5 Merge pull request #77 from gcarq/help-command
Help command to Telegram bot
2017-10-21 13:51:08 +02:00
Janne Sinivirta d32ff3410c add help command to telegram bot 2017-10-21 11:08:08 +03:00
Janne Sinivirta 35838f5e64 upgrade to latest telegram lib 2017-10-21 11:07:29 +03:00
Janne Sinivirta 913488910c bump minimum evaluations to 40 rounds 2017-10-21 10:29:05 +03:00
Janne Sinivirta 17b984a7cd adjust objective function to emphasize trade lenghts more 2017-10-21 10:28:43 +03:00