Commit Graph

511 Commits

Author SHA1 Message Date
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss
Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
2019-08-10 15:49:52 +02:00
Cedric Schmeits
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative.
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
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
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
hroff-1902
065ebd39ef cleanup in hyperopt 2019-08-01 23:57:26 +03:00
hroff-1902
8f1f416a52 hyperopt cleanup and output improvements 2019-07-30 11:47:28 +03:00
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
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
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
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
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
Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00