Commit Graph

8411 Commits

Author SHA1 Message Date
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
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
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
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
gcarq
bcd3340a80 implement get_market_summaries 2017-11-11 19:20:16 +01:00
gcarq
12ae1e111e use get_candles from python-bittrex 2017-11-11 17:14:55 +01:00
gcarq
d3b3370f23 Add configurable throttle mechanism 2017-11-11 16:47:19 +01:00
gcarq
8f817a3634 use TTLCache for get_ticker_history 2017-11-11 15:29:31 +01:00
Janne Sinivirta
cf79b15651 use discrete values for filters 2017-11-11 11:50:10 +02:00
Janne Sinivirta
a4284351e3 fix green_candle 2017-11-11 11:22:12 +02:00
Janne Sinivirta
906caf329b remove two unused or poorly performing indicators 2017-11-11 11:22:12 +02:00
Janne Sinivirta
3db13fae13 add green_candle guard 2017-11-11 11:22:12 +02:00
Janne Sinivirta
274972f7af make faststoch trigger use crossed_above helper 2017-11-11 11:22:11 +02:00
Janne Sinivirta
83fd27e031 add sar reversal as trigger 2017-11-11 11:22:11 +02:00
gcarq
3126dcfcea drop sleep_time and use python-bittrex request delay 2017-11-10 23:39:49 +01:00
Michael Egger
72aec6c320
Merge pull request #96 from gcarq/feature/add-argparse
add argparse and implement basic arguments
2017-11-10 18:04:03 +01:00
gcarq
b709ccbf53 enhance logging messages 2017-11-10 17:56:03 +01:00
gcarq
0de211674d version bump 2017-11-09 23:52:34 +01:00
gcarq
f7a27c156c add /version command handler 2017-11-09 23:51:32 +01:00
gcarq
98f11fc7bb fix sqlite threading issue 2017-11-09 23:45:22 +01:00
gcarq
013e13e546 use tabulate for /count 2017-11-09 23:45:03 +01:00
gcarq
6ff26c561a move plot_dataframe to scripts/ folder 2017-11-09 22:29:23 +01:00
gcarq
c81358c291 remove MagicBot 2017-11-09 22:11:02 +01:00
gcarq
ed34d9f22f add tests for /forcesell all 2017-11-09 22:08:28 +01:00
gcarq
ee05561ef3 refactor forcesellall to /forcesell all 2017-11-09 22:07:51 +01:00
Eoin
69ae99406a add telegram handler for forcesellall 2017-11-09 21:52:08 +01:00
gcarq
0cfbb56b6c enhance and test pair validation 2017-11-09 21:47:47 +01:00
gcarq
991b43b7e5 version bump 2017-11-09 20:55:45 +01:00
gcarq
a0fa6abcdc use in-memory db for dry_run 2017-11-09 20:26:52 +01:00
gcarq
86501b43c0 adjust message formatting 2017-11-09 20:25:17 +01:00
gcarq
80592970e9 add more tests 2017-11-09 20:02:41 +01:00
gcarq
fafbb0abfe update python-bittrex to 0.2.0 2017-11-09 00:31:53 +01:00
gcarq
31c03cdce1 fix linter issue 2017-11-08 22:44:32 +01:00
gcarq
e01c85bb3a add argparse and implement basic arguments 2017-11-08 22:43:47 +01:00
gcarq
a1b91ad1ea remove unneeded wrapper function 2017-11-08 21:17:51 +01:00
gcarq
6ce6018bb7 add more tests 2017-11-07 22:27:44 +01:00
gcarq
18eec0f4d4 catch BaseException in command_handler 2017-11-07 22:27:16 +01:00
gcarq
32327c45c2 set close_date on sell_order update 2017-11-07 22:26:44 +01:00
gcarq
ba485fe2b2 return state changes 2017-11-07 22:26:08 +01:00
gcarq
f8084b117e apply pylint recommendations 2017-11-07 20:13:36 +01:00
gcarq
abdddd5193 define common fixtures 2017-11-07 20:12:56 +01:00
gcarq
8eeb02e592 make ticker interval configurable 2017-11-07 18:59:47 +01:00
gcarq
8555271102 remove unneeded header from get_ticker_history 2017-11-07 18:49:16 +01:00
gcarq
d921bae75e set executable bit 2017-11-07 18:42:40 +01:00
gcarq
a1388ef296 add tick_interval to get_ticker_history as an optional parameter 2017-11-07 18:41:48 +01:00
gcarq
ddc7c94a1d Merge branch 'develop' of https://github.com/gcarq/freqtrade into develop 2017-11-07 18:40:56 +01:00
Michael Egger
e36444df27
Merge pull request #95 from gcarq/improve_backtests
Share pytest fixtures. Cache testfile loading.
2017-11-07 18:40:00 +01:00
Janne Sinivirta
0395c92260 move testdata file loading to pytest fixture 2017-11-07 19:24:51 +02:00
gcarq
f03395b90d force python3 via shebang 2017-11-07 17:54:44 +01:00
gcarq
20d5628786 catch broader RequestException instead ConnectionError 2017-11-07 17:45:13 +01:00
gcarq
57e089efd3 fix NoneType issue in status command handle 2017-11-07 17:39:57 +01:00
Janne Sinivirta
fbbde9de25 put shared fixtures to conftest.py 2017-11-07 17:29:00 +02:00
Samuel Husso
3d42b9fd75
Merge pull request #94 from gcarq/autopep
autoformat with autopep8
2017-11-06 19:41:57 +02:00
Janne Sinivirta
adfae9e75c autoformat with autopep8 2017-11-06 19:17:23 +02:00
gcarq
117dfbb563 fix wording 2017-11-06 18:15:33 +01:00
Michael Egger
ae0b49f532
Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
2017-11-06 16:54:55 +01:00
gcarq
a37ea13fd1 catch RuntimeError earlier
This makes it possible to to restart the bot, if there are temporary
server issues.
2017-11-06 01:03:37 +01:00
gcarq
cc29126d61 make download_backtest_data.py platform independent 2017-11-06 00:16:24 +01:00
gcarq
810f2f9243 drop minimum_date from get_ticker_history 2017-11-06 00:06:59 +01:00
gcarq
60e651cb4c only return data['result'] from get_ticker_history 2017-11-05 23:47:59 +01:00
gcarq
472ce8566d enhance bittrex exception messages 2017-11-05 22:47:55 +01:00
gcarq
d12dba16db simplify status command 2017-11-05 18:35:32 +01:00
Sébastien Moreau
3884cfb809
Merge branch 'develop' into feature/advanced-status-command 2017-11-05 10:32:53 -05:00
Sebastien Moreau
caa6e22e53 Adds unit tests 2017-11-05 10:26:03 -05:00
gcarq
19f6ff330c adapt float precision asserts 2017-11-05 16:21:13 +01:00
gcarq
8fdd127f72 fix float precision rendering 2017-11-05 16:13:55 +01:00
gcarq
0a5eba64e2 do not remove order from dry_run order list 2017-11-05 16:13:20 +01:00
gcarq
b82c4444b2 apply correct typehint 2017-11-05 16:12:58 +01:00
gcarq
95a17b8f98 dry_run: remove mock value notice 2017-11-05 15:35:15 +01:00
gcarq
325f72fd91 dry_run: keep list of open orders 2017-11-05 15:21:16 +01:00
Janne Sinivirta
29b173f4e7 only run four evals of hyperopt, just to check it works 2017-11-05 09:28:42 +02:00
gcarq
264d71e29e fix some pylint warnings 2017-11-04 18:55:41 +01:00
gcarq
a873688a44 backtesting: init Trade with Bittrex fee 2017-11-04 18:43:23 +01:00
gcarq
04342acff1 fix typo 2017-11-03 21:37:20 +01:00
gcarq
c37df0e70d inform about mocked values with dry_run 2017-11-03 21:36:55 +01:00
gcarq
460dfa1031 fix percentage formating in execute_sell 2017-11-02 19:00:25 +01:00
gcarq
08a1d3ca1d pylint changes 2017-11-02 19:00:25 +01:00
gcarq
1daeed4a52 fix assert 2017-11-02 19:00:25 +01:00
gcarq
99724e2458 use Decimal for profit calculation 2017-11-02 19:00:25 +01:00
gcarq
cd18629433 add fee to sqlalchemy model and respecting it in calc_profit 2017-11-02 19:00:25 +01:00
gcarq
41510fdb32 add dry_run for get_balance 2017-11-02 19:00:25 +01:00
gcarq
9cb249610a adapt dry_run return values 2017-11-02 19:00:25 +01:00
gcarq
543857ddb2 set initial open_rate and amount in create_trade
This is mostly needed by dry_run
2017-11-02 19:00:25 +01:00
gcarq
1e5b0e8726 adapt tests 2017-11-02 19:00:25 +01:00
gcarq
0d0d822904 bump dburl to tradesv3 2017-11-02 19:00:25 +01:00
gcarq
9ff4a7b205 refactor _process to update trade state 2017-11-02 19:00:25 +01:00
gcarq
0e96197a94 don't spend the whole coin balance when selling 2017-11-02 19:00:25 +01:00
gcarq
9b9d0250f7 replace get_open_oders() with get_order() and add property for fee 2017-11-02 18:58:55 +01:00
gcarq
4a35676794 rename and exchange instance and mark it as private 2017-11-02 18:58:55 +01:00
gcarq
465c91b9a9 telegram.cleanup: fix NoneType issue when telegram is deactivated 2017-11-02 18:56:57 +01:00
Sebastien Moreau
60249af04c Removes long format + pylint fixes 2017-11-02 13:25:19 -04:00
gcarq
f34af0ad67 version bump 2017-11-01 01:15:06 +01:00
gcarq
e07904d436 PEP8 linting 2017-10-31 00:36:35 +01:00
gcarq
26468bef83 balance: filter currencies with 0.0 balances 2017-10-31 00:29:22 +01:00
Michael Egger
ea1b1e11ea
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
2017-10-31 00:28:38 +01:00
Janne Sinivirta
e68e6c0a1a reuse mock in hyperopt also 2017-10-30 22:31:28 +02:00
Janne Sinivirta
7190226c84 reuse same mock for get_ticker_history, just change return_value 2017-10-30 22:06:09 +02:00
gcarq
6f2915e25e move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
2017-10-30 20:41:36 +01:00
Janne Sinivirta
8da55c3742 move patching of arrow.utcnow to remove 500 unnecessary mock objects 2017-10-30 19:56:53 +02:00
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
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
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
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
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
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
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
Janne Sinivirta
d32ff3410c add help command to telegram bot 2017-10-21 11:08:08 +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
Janne Sinivirta
f79b44eefe adjust ROI map for shorter trades 2017-10-21 10:28:02 +03:00
Janne Sinivirta
146c254c0f start adding other triggers than just the lower BBands 2017-10-21 10:26:38 +03:00
Janne Sinivirta
ce2966dd7f add uptrend_sma to hyperopt 2017-10-20 18:29:38 +03:00
Janne Sinivirta
0fbca8b8ef add CCI to hyperopt 2017-10-20 13:14:28 +03:00
Janne Sinivirta
3f7a583de6 add SAR to hyperopt. add over/under sma options to hyperopt 2017-10-20 12:56:44 +03:00
Janne Sinivirta
1196983d5f change objective to emphasize shorter trades and include average profit 2017-10-20 10:39:36 +03:00
Janne Sinivirta
bbb2c7cf62 more parametrizing. adjust ranges for previous parameters 2017-10-20 10:39:04 +03:00
Janne Sinivirta
ff100bdac4 the optimizer expects values in the order of smaller is better 2017-10-19 18:29:57 +03:00
Janne Sinivirta
1792e0fb9b use hyperopt to find optimal parameter values for indicators 2017-10-19 17:12:49 +03:00
Michael Egger
aeef9bac33 Merge pull request #70 from dertione/patch-2
Download automatically altcoin datas
2017-10-17 13:36:33 +02:00
dertione
389f9b45bb update pylint 10/10 2017-10-15 17:24:49 +02:00
Janne Sinivirta
c9741cb291 adjust roi settings for faster trades 2017-10-15 17:32:07 +03:00
Janne Sinivirta
bf6f563df2 small tweaks to buy strategy and it's visualization 2017-10-15 17:32:07 +03:00
dertione
afd1a0bf9b update for pylint 2017-10-14 14:40:26 +02:00
dertione
37f6c213f6 fork test 2017-10-13 15:50:50 +02:00
Michael Egger
aa4b64d0bb Merge pull request #65 from xsmile/patch-4
set exchange in analyze.__main__ to fix plotting
2017-10-12 09:42:20 +02:00
xsmile
eecc45f8ba set exchange in analyze.__main__ to fix plotting
requires #64
2017-10-11 20:04:31 +02:00
xsmile
d76476040a Bittrex provider
remove redundant 'name' property and pair validation call
2017-10-11 19:51:37 +02:00
gcarq
bfac1936d9 version bump 2017-10-10 17:54:42 +02:00
xsmile
2e368ef7aa docstring fix 2017-10-07 18:10:45 +02:00
xsmile
34c774c067 move exchange module content to exchange package and the interface to a new module 2017-10-07 18:07:29 +02:00
xsmile
ac32850034 simplify exchange initialization 2017-10-07 17:38:33 +02:00
xsmile
95e5c2e6c1 remove 'enabled' property in exchange config 2017-10-07 17:36:48 +02:00
xsmile
b9eb266236 Exchange refactoring 2017-10-06 12:22:04 +02:00
gcarq
f44ab2f44b patch missing http calls 2017-10-01 23:28:09 +02:00
Janne Sinivirta
5537f0bf5b simplify unnecessary == True and == False assertions 2017-10-01 15:45:31 +03:00
Janne Sinivirta
5551c9ec3b add pragmas to disable pylint warnings for missing docstrings in test files 2017-10-01 15:40:40 +03:00
Janne Sinivirta
ff145b6306 use mocker for mocking to get rid of deep nesting 2017-10-01 15:40:12 +03:00
Janne Sinivirta
616d5b61cc remove numbers from test method names 2017-10-01 11:11:20 +03:00
Janne Sinivirta
06ad311aa3 remove Test classes and use pytest fixtures 2017-10-01 11:02:47 +03:00
Janne Sinivirta
53b4c3722e convert asserts to pytest style 2017-09-30 20:38:19 +03:00
gcarq
4b42e1af4b use deepcopy 2017-09-30 18:23:11 +02:00
gcarq
898ab5a370 implement test to reproduce it 2017-09-30 18:22:05 +02:00
gcarq
8d3a6279b2 use pytest 2017-09-30 15:58:31 +02:00
gcarq
9c6c21637d fix testsuite 2017-09-29 19:28:32 +02:00
gcarq
998a887736 add command line script 2017-09-29 19:28:32 +02:00
gcarq
0c517ee3b6 move project into freqtrade/ 2017-09-29 19:28:32 +02:00