892 Commits

Author	SHA1	Message	Date
hroff-1902	e7ddd81251	Merge branch 'develop' into hyperopt-trailing-space	2019-11-23 03:42:58 +03:00
Matthias	9b050523e9	Merge pull request #2397 from freqtrade/feat/new_args_system ... require subcommand for all actions	2019-11-14 06:28:42 +01:00
Matthias	5b62ad876e	Remove hyperopts occurances	2019-11-13 09:39:00 +01:00
Matthias	c449e39280	Replace more occurances of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	1c57a4ac35	more replacements of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	d801dec6aa	Some more places with ticker_interval gone	2019-11-12 15:13:06 +01:00
Matthias	e4bdb92521	Replace some occurances of ticker_interval with timeframe	2019-11-12 15:13:06 +01:00
hroff-1902	31ab32f0b9	Always set trailing_stop=True with 'trailing' hyperspace	2019-11-08 12:47:28 +03:00
hroff-1902	f90676cfc5	Add trailing stoploss hyperspace	2019-11-08 03:07:43 +03:00
Matthias	ca77dbe8da	Fix UnicodeError in hyperopt output	2019-11-06 19:33:15 +01:00
Matthias	eb0b0350e0	Introduce remove_credentials to remove code duplication	2019-11-05 12:39:19 +01:00
Matthias	1e44f93c31	Fix pandas access warning	2019-11-03 10:58:31 +01:00
Matthias	861f10dca6	Allow populate-indicators to come from strategy	2019-11-02 11:10:33 +01:00
Matthias	132a4da7cf	Small style fixes and adjusted tests	2019-10-27 10:56:38 +01:00
Matthias	33164ac78e	Refactor loading of bt data to backtesting ...	2019-10-27 09:44:56 +01:00
Matthias	bd4a23beeb	Refactor start-adjust logic to timerange	2019-10-27 09:44:56 +01:00
Matthias	6382a4cd04	Implement startup-period to default-strategy	2019-10-27 09:44:56 +01:00
Matthias	704121c197	Move most logic to history	2019-10-27 09:44:56 +01:00
Matthias	9c7696a8ce	Add required_startup to backtesting	2019-10-27 09:44:56 +01:00
hroff-1902	4ec83a2c24	DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct	2019-10-18 23:29:19 +03:00
Matthias	85c4546333	Merge pull request #2343 from hroff-1902/move-experimental ... Move experimental settings to ask_strategy	2019-10-10 16:08:11 +02:00
hroff-1902	2ec8376af9	Merge pull request #2342 from freqtrade/fix/negativeroi ... Don't have backtest sells outside of a candle	2019-10-08 11:19:34 +03:00
Matthias	0664a8c0e6	add --fee to change fees to other values	2019-10-05 15:29:00 +02:00
hroff-1902	9b23376415	Move experimental settings to ask_strategy	2019-10-05 13:29:59 +03:00
Matthias	7ea9da9605	Fix #2277	2019-10-05 10:54:28 +02:00
Matthias	dc47a391da	Move ignore to corrct line for mypy 730	2019-09-30 19:32:46 +02:00
Matthias	ed10048394	Merge pull request #2308 from hroff-1902/hyperopt-config ... Allow use of config in custom hyperopt methods	2019-09-28 10:36:46 +02:00
hroff-1902	4ac53f1549	Shorten the default hyperopt stoploss space	2019-09-28 04:13:53 +03:00
hroff-1902	9db915853a	Allow use of config in custom hyperopt methods	2019-09-26 11:59:21 +03:00
Matthias	5237723f22	Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install ... Optional hyperopt dependency installation	2019-09-26 09:42:16 +02:00
Matthias	b994f5c273	Merge pull request #2294 from hroff-1902/fix-skopt-memory3 ... Fix skopt memory exhaustion	2019-09-25 19:55:27 +02:00
Matthias	27cc73f47e	Dynamically import hyperopt modules	2019-09-25 11:40:34 +02:00
hroff-1902	665e0570ae	Fix hyperopt position stacking	2019-09-25 03:41:22 +03:00
hroff-1902	6ffb8b7a70	Fix wordings in comment	2019-09-23 13:25:31 +03:00
hroff-1902	0c6164df7e	Fix memory exhaustion in skopt models list	2019-09-23 13:03:43 +03:00
Matthias	313091eb1c	some more refresh_pairs cleanups	2019-09-20 20:22:51 +02:00
Matthias	1cd8ed0c1a	Remove --refresh-pairs	2019-09-20 20:02:07 +02:00
hroff-1902	69f29e8907	minor: Cleanup for backtesting	2019-09-18 22:57:17 +03:00
hroff-1902	5cbc073dd1	minor: Cleanup hyperopt	2019-09-16 21:46:15 +03:00
hroff-1902	76e45883bd	Merge pull request #2253 from hroff-1902/backtesting-improve-logs ... Improve logs for backtesting	2019-09-14 11:23:46 +03:00
Matthias	e6ccc1427c	have Arguments return a dict instead of Namespace	2019-09-12 20:16:39 +02:00
hroff-1902	849d694c27	Don't inherit from object	2019-09-12 04:39:52 +03:00
hroff-1902	9bdfaf3803	Remove quotes around the pairs	2019-09-11 23:32:08 +03:00
hroff-1902	35580b135a	Improve backtesting logs	2019-09-10 10:42:45 +03:00
hroff-1902	3d028f512e	Merge pull request #2235 from hroff-1902/eliminate_import_strategy ... Allow --strategy for hyperopt	2019-09-08 12:23:48 +03:00
hroff-1902	2b00a5d90a	Get rid of import_strategy()	2019-09-08 02:43:02 +03:00
Matthias	972b8a1726	Remove defaulting to test_data folder when no datadir is present	2019-09-07 21:06:20 +02:00
hroff-1902	2e49125e87	Merge branch 'develop' into hyperopt-simplified-interface	2019-09-06 15:11:06 +03:00
Matthias	7af445adf3	Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space ... Hyperopt: adaptive roi_space	2019-09-06 06:26:52 +02:00
hroff-1902	9a6a89c238	allow simplified hyperopt interface	2019-09-03 19:54:28 +03:00
hroff-1902	d9c2b7d460	fix fetching ticker_interval from strategy	2019-08-26 22:31:24 +03:00
hroff-1902	bfc68ec792	minor cleanup in Backtesting	2019-08-25 23:36:42 +03:00
Matthias	513e84880e	Don't escape ticks where it's not needed	2019-08-25 20:38:51 +02:00
hroff-1902	067208bc9d	make backtesting an attribute of Hyperopt	2019-08-24 00:10:35 +03:00
Matthias	91b0394433	Merge pull request #2156 from freqtrade/remove_live ... Remove deprecated option live - deprecate -r	2019-08-22 15:33:39 +02:00
Matthias	aaeeb9c0c6	Merge branch 'develop' into align_userdata	2019-08-21 19:41:10 +02:00
hroff-1902	fcb0ff1b60	do not round values in the debug message	2019-08-20 23:42:44 +03:00
hroff-1902	17b3f01b28	Merge branch 'develop' into hyperopt-adaptive-roi-space	2019-08-20 23:00:23 +03:00
hroff-1902	cadf573170	round printed stoploss value as well	2019-08-20 22:24:59 +03:00
hroff-1902	a12876da92	fine printing for floats in the roi tables (round to 5 digits after the decimal point)	2019-08-20 22:17:21 +03:00
Matthias	9e24992835	Remove calls to load_data using live=	2019-08-20 07:00:43 +02:00
Matthias	9e8ca8d4bf	Merge pull request #2138 from freqtrade/history_docstrings ... Refactorings to history	2019-08-20 06:35:54 +02:00
Matthias	0a478bc0dc	Merge branch 'develop' into align_userdata	2019-08-18 15:00:12 +02:00
Matthias	09286d4918	file_dump_json accepts Path - so we should feed it that	2019-08-16 13:04:48 +02:00
hroff-1902	e525275d10	make flake and mypy happy	2019-08-15 23:13:46 +03:00
hroff-1902	4fa92ec0fa	hyperopt: --print-json option added	2019-08-15 21:39:04 +03:00
hroff-1902	5b9711c002	adaptive roi_space	2019-08-14 13:25:49 +03:00
Matthias	51c3a31bb5	Correct imports and calls to parse_timerange	2019-08-14 10:07:32 +02:00
Matthias	c0784b7c33	Merge pull request #2089 from hroff-1902/hyperopt-print-colorized ... Hyperopt print colorized results	2019-08-13 19:36:06 +02:00
hroff-1902	8f92912852	final colorization schema ... colorization schema-2: red, green, bright/dim colorization schema-3: red, green, bright only green bests colorization schema-4: no red, green for profit, bright for bests	2019-08-12 21:08:52 +03:00
hroff-1902	e5dcd520ba	cosmetics in sample_hyperopt and default_hyperopt	2019-08-12 02:19:50 +03:00
Matthias	2c5a499a8b	Merge branch 'develop' into align_userdata	2019-08-10 20:15:07 +02:00
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
hroff-1902	ae39f6fba5	use of termcolor eliminated	2019-08-09 14:51:03 +03:00
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
Matthias	383b24ab84	Merge branch 'develop' into align_userdata	2019-08-05 06:55:51 +02:00
hroff-1902	9cbab35de0	colorization by means of termcolor and colorama	2019-08-04 22:54:19 +03:00
hroff-1902	f200f52a16	hyperopt print colorized results	2019-08-03 19:09:42 +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
Matthias	39e8e507d9	Merge branch 'develop' into align_userdata	2019-08-02 20:08:26 +02:00
hroff-1902	065ebd39ef	cleanup in hyperopt	2019-08-01 23:57:26 +03:00
Matthias	bcccdda7c0	Merge branch 'develop' into align_userdata	2019-08-01 19:33:45 +02:00
Matthias	8cef567abc	create and use hyperopt-results folder	2019-07-31 07:10:17 +02:00
hroff-1902	8f1f416a52	hyperopt cleanup and output improvements	2019-07-30 11:47:28 +03:00
Matthias	2c7a248307	Use user_data_dir in hyperopt	2019-07-28 14:57:05 +02:00
Matthias	0a253d66d0	Remove os.path from hyperopt	2019-07-28 14:57:05 +02:00
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
Matthias	55bdd26439	Edgecli -> Edge for Runmode and start_edge()	2019-05-28 19:25:01 +02:00
Matthias	104f1212e6	Move edge_cli_start to optimize	2019-05-25 20:06:15 +02:00
Matthias	236c392d28	Don't load hyperopts / optimize dependency tree if that module is not ... used	2019-05-25 20:00:31 +02:00
Matthias	b38c43141c	Adjust imports to new location	2019-05-25 16:53:35 +02:00
Matthias	9225cdea8a	Move validate_backtest_data and get_timeframe to histoyr	2019-05-25 16:51:52 +02:00
hroff-1902	c3e93e7593	fix reduce() TypeError in hyperopts	2019-05-24 23:08:56 +03:00
hroff-1902	406e266bb4	typo in comment fixed	2019-05-22 14:34:35 +03:00
hroff-1902	2c9a519c5e	edge: handle properly the 'No trades' case	2019-05-22 14:21:36 +03:00
hroff-1902	8b95e12468	log message adjusted in backtesting and hyperopt	2019-05-15 12:05:35 +03:00
hroff-1902	5677c4882e	minor: add ticker data validation; log backtesting interval	2019-05-13 23:56:59 +03:00
hroff-1902	00b4501c59	avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed	2019-05-12 21:14:00 +03:00
hroff-1902	0f43e0bb7d	minor hyperopt output improvements	2019-05-10 10:54:44 +03:00
hroff-1902	e7b81e4d46	hyperopt --min-trades parameter	2019-05-01 15:27:58 +03:00
hroff-1902	ea44bbff9f	prevent hyperopt from running simultaneously	2019-04-25 11:11:04 +03:00
Matthias	bf56e25404	Merge pull request #1746 from hroff-1902/json-defaults ... Support for defaults in json schema	2019-04-24 12:20:39 +02:00
Matthias	d16ccd7e37	Merge branch 'develop' into json-defaults	2019-04-24 09:51:04 +02:00
hroff-1902	6a0f527e0e	merge --job-workers and commit printing debug log messages with the opt state	2019-04-24 10:35:04 +03:00
hroff-1902	2898067318	Merge branch 'develop' into hyperopt-jobs	2019-04-24 10:31:03 +03:00
hroff-1902	fc4ef2b430	Merge branch 'develop' into hyperopt-opt-params	2019-04-23 21:58:27 +03:00
hroff-1902	e3b0474901	Merge branch 'develop' into hyperopt-jobs	2019-04-23 21:34:38 +03:00
hroff-1902	cc9f899cd6	removed explicit dependency on multiprocessing module	2019-04-23 21:25:36 +03:00
hroff-1902	a022b1a6c1	--random-state for optimzer to get reproducible results added	2019-04-23 21:18:52 +03:00
Matthias	4971b9fc39	Merge pull request #1793 from hroff-1902/hyperopt-debug-state ... hyperopt: print optimizer state in debug log messages	2019-04-23 20:11:04 +02:00
hroff-1902	3e3fce5f38	print optimizer state in debug log messages	2019-04-23 09:49:24 +03:00
hroff-1902	7c8e26c717	-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt ... docs refreshed	2019-04-23 00:52:07 +03:00
hroff-1902	ad85ac3dde	make --refresh-pairs-cached common option for optimization; added support for it into hyperopt	2019-04-22 21:24:45 +03:00
hroff-1902	6b87d94bb0	--print-all command line option added for hyperopt	2019-04-22 01:10:01 +03:00
hroff-1902	9fbe573cca	limit usage of ccxt to freqtrade/exchange only	2019-04-09 12:27:35 +03:00
hroff-1902	4559a38172	PoC: use defaults in json schema for some exchange options	2019-04-08 04:42:28 +03:00
hroff-1902	8cb1024ff6	Merge branch 'develop' into ccxt-parse_timeframe	2019-04-05 23:16:27 +03:00
Misagh	9dc2a30793	Merge pull request #1683 from gianlup/fix_bt_partial_data ... Fix backtest problem with partial data	2019-04-05 07:28:57 +02:00
Matthias	7010c835d2	Improve commentign	2019-04-04 20:23:10 +02:00
hroff-1902	2aa1b43f01	get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead	2019-04-04 20:56:40 +03:00
Matthias	32cbb714f9	Improve commenting on backtsting and backtest_multi_tst	2019-04-04 19:44:03 +02:00
Matthias	0307ba7883	Remove one branch - python does lazy evaluation	2019-04-03 20:04:04 +02:00
Matthias	e085fd9e95	Disable dataprovider from hyperopt. ... Dataprovider uses weak links to initialize, which cannot be pickled, and therefore cannot be used during hyperopt.	2019-03-25 19:49:58 +01:00
Matthias	0ae81d4115	Provide dataprovider access during backtesting	2019-03-25 19:26:51 +01:00
Matthias	00e6749d8b	Refactor backtest() to be a bit more concise	2019-03-23 15:00:07 +01:00
Gianluca Puglia	6b89e86a97	Removed Timestamp cast	2019-03-20 19:44:59 +01:00
Gianluca Puglia	0eff324ce0	Use dedicated index for every pair	2019-03-20 18:38:10 +01:00
Matthias	e67ffd2d87	Fix issue that backtest is broken when stoploss_on_exchange is on	2019-03-06 19:55:34 +01:00
Matthias	02d13645b0	Merge branch 'develop' into feat/dataprovider	2019-01-26 19:29:41 +01:00
Matthias	3afe54790e	Merge pull request #1510 from gianlup/add_totprofit_to_bt ... Added total profit column to backtest result	2019-01-25 06:38:39 +01:00
Matthias	d136cac181	Merge branch 'develop' into feat/dataprovider	2019-01-23 21:01:19 +01:00
Gianluca Puglia	896c9d34fd	Added total profit column do backtest result	2019-01-22 22:41:53 +01:00
Matthias	13e2f71d30	Add flake8 plugins and implement small improvements	2019-01-22 20:01:12 +01:00
Matthias	0aa0b1d4fe	Store tickers by pair / ticker_interval	2019-01-22 07:07:15 +01:00
Matthias	a206777fe5	Rename refresh_tickers to refresh_latest_ohlcv	2019-01-22 07:05:09 +01:00
Matthias	1340b71633	Add RunMode setting to determine bot state	2019-01-22 07:04:19 +01:00
Matthias	a2c01916e1	Add type-ignores to floatfmt ... tabulate supports this: 30554300d7/tabulate.py (tabulate.py-1291):1294	2019-01-17 20:28:21 +01:00
Matthias	cd2bccd441	Have backtest use the same logic to get the ROI entry	2019-01-12 13:45:43 +01:00
Matthias	40b1d8f067	Fix CI problems	2019-01-06 14:57:14 +01:00
Matthias	dd2af86a41	pprint results	2019-01-06 14:47:38 +01:00
Matthias	167088827a	include default buy/sell trends for the hyperopt strategy	2019-01-06 14:13:15 +01:00
Matthias	a0df7b9d7c	Use sell/buy trends from hyperopt file if available	2019-01-06 14:12:55 +01:00
Matthias	2147bd8847	Fix problem when no experimental dict is available	2019-01-06 13:29:14 +01:00
Matthias	798ae460d8	Add check if trigger is in parameters	2019-01-06 13:29:14 +01:00
Matthias	68ba1e1f37	Add sell signal hyperopt	2019-01-06 13:29:14 +01:00
Misagh	26a77e193e	Merge pull request #1454 from freqtrade/feat/interpolate_missing ... interpolate missing candles	2019-01-04 22:33:53 +01:00
Matthias	2bc76771bf	Align backtest to interface.py ... interface.py roi calculation skips on <= duration the correct selection is therefore trade_duration > x.	2019-01-01 16:50:10 +01:00
Matthias	fae875f588	Implement missing_data_fillup to tests and operations	2018-12-31 19:15:49 +01:00
Matthias	8b9cc45f41	move test for data completeness ... should be done before analyzing strategy	2018-12-31 15:09:50 +01:00
Matthias	429f846ad1	Switch load_data to kwargs	2018-12-15 20:31:05 +01:00
Matthias	6c02cc5993	Adjust test to pathlib	2018-12-15 14:14:38 +01:00
Matthias	21aba1620c	Replace calls to load_data	2018-12-15 14:10:33 +01:00
Matthias	407139b0e0	remove unused imports	2018-12-14 06:32:49 +01:00
Matthias	432cc00283	Adjust imports to data.history	2018-12-14 06:32:49 +01:00
Matthias	1a3fcd4771	extract data-handling methods from optimize	2018-12-14 06:32:49 +01:00
Matthias	04c330f10b	Merge pull request #1404 from freqtrade/feat/pass_df ... keep DF instead of list	2018-12-13 20:14:32 +01:00
Matthias	7e3955b04c	Fix edge-cli comments (refer to edge, not backtest	2018-12-12 20:04:14 +01:00
Matthias	7a533de1a8	Use list ticker history for backtesting	2018-12-12 19:17:09 +01:00
Matthias	3ac2106a16	Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen ... fix backtesting not respecting max_open_trades	2018-11-30 19:17:09 +01:00
Matthias	cc7b820978	Move hyperoptresolver to resolvers package	2018-11-24 20:14:08 +01:00
Matthias	21a093bcdb	extract resolvers to IResolvers and it's own package	2018-11-24 20:00:02 +01:00
Matthias	805f509498	Merge branch 'develop' into fix/backtest_toomanyopen	2018-11-24 10:39:16 +01:00
Matthias	64028647a0	Merge pull request #571 from stephendade/userhyper ... Separated out custom hyperopts	2018-11-21 19:14:30 +01:00
Matthias	a3b6004115	IHyperopt: all methods static, somef ixes for mypy	2018-11-20 19:41:07 +01:00
Matthias	7757c53b06	Small fixes	2018-11-20 17:43:49 +01:00
Matthias	5dd013c3b1	Rename hyperopt interface and resolver	2018-11-20 17:40:45 +01:00
misagh	f666d1596b	renaming edge to edge_cli for command line version	2018-11-15 10:31:56 +01:00
Matthias	4f800bfbc8	Fix pickling-error	2018-11-14 20:25:43 +01:00
misagh	ca22a116ad	timerange added to args	2018-11-14 17:14:37 +01:00
misagh	5d73b303fe	unnecessary libraries removed + arg help enriched	2018-11-14 16:49:16 +01:00
misagh	dd47d7adb4	cli blank line added to readability	2018-11-14 16:37:26 +01:00
misagh	b0e4aa8eff	stop loss range added to args	2018-11-14 16:31:23 +01:00
misagh	36030176bb	nb_trades and avg_trade_duration added to cli	2018-11-14 13:38:23 +01:00
misagh	5de3f1d9dd	showing result in tabular	2018-11-14 13:25:44 +01:00
misagh	95cbbf1cb5	adding edge configuration to cli	2018-11-14 12:53:20 +01:00
misagh	cf974168e9	Edge cli drafted	2018-11-14 12:37:15 +01:00
Matthias	93429a58b2	remove TODO	2018-11-09 07:13:20 +01:00
Matthias	9cd2ed5a16	fix hyperopt get_timeframe mock	2018-11-09 07:13:20 +01:00
Matthias	66487f2a13	require start/end-date argument in backtest	2018-11-09 07:13:20 +01:00
Matthias	96efd12a31	add new options to hyperopt	2018-11-09 07:12:41 +01:00
Matthias	e94da7ca41	inverse backtest logic to loop over time - not pairs (more realistic)	2018-11-09 07:12:41 +01:00
Matthias	7b62e71f23	Fix some tests and rebase issues	2018-11-07 20:45:52 +01:00
Matthias	8044846d37	Fix some refactoring problems	2018-11-07 07:05:40 +01:00
Stephen Dade	477515c4b5	Now using resolver for custom hyperopts	2018-11-07 06:58:20 +01:00
Stephen Dade	e0f420983e	Updated logger in custom_hyperopt	2018-11-07 06:55:28 +01:00
Stephen Dade	469db0d434	Decoupled custom hyperopts from hyperopt.py	2018-11-07 06:26:16 +01:00
Matthias	95d271ca5d	Fix ROI close-rate calculation to work with fees - adjust tests	2018-11-01 13:14:59 +01:00
Matthias	8c93760a6d	simplify some code	2018-10-30 20:23:31 +01:00
Matthias	f96f0cdea7	Add additional comment	2018-10-30 20:02:31 +01:00
Matthias	98050ff594	use all min_roi entries	2018-10-29 19:27:23 +01:00
Matthias	233c442af9	Adjust backtest so sell uses stop-loss or roi value as closerate	2018-10-29 19:27:23 +01:00
Matthias	db9a85f4a2	Merge pull request #1282 from freqtrade/feat/add_missingdata_warning ... Show warning if part of backtest data is missing	2018-10-27 11:16:10 -04:00
Matthias	3c6d10f03e	Print missing value count too	2018-10-18 20:05:57 +02:00
Matthias	bc356c4d65	Return true/false for validation function	2018-10-18 19:48:54 +02:00
Matthias	fb52d32296	Add validate_backtest_data function	2018-10-18 19:42:54 +02:00
Matthias	d7459bbbf3	refactor get_timeframe out of backtesting class	2018-10-17 19:59:33 +02:00
Matthias	8a3272e7c5	don't copy tickerdata_to_dataframe into backtesting ... it's used only once, so this does not make sense and hides the origin of the function	2018-10-17 19:47:19 +02:00
Matthias	631ba464f3	Show warning if part of backtest data is missing	2018-10-14 14:40:03 +02:00
Matthias	84622dc84b	Move test for strategy out of constructor	2018-09-29 14:23:53 +02:00
Matthias	1b290ffb5d	Update hyperopt to show errors if non-supported variables are used	2018-09-29 13:49:38 +02:00
Matthias	6e66763e5f	Only load strategy once during backtesting	2018-09-27 19:23:55 +02:00
Matthias	567211e9f9	don't print "NAN" lines in "left_open_trades"	2018-09-20 20:35:26 +02:00
Matthias	54ddd908e6	Merge branch 'develop' into ccxt-async	2018-08-29 19:43:09 +02:00
Matthias	a077955efa	update json.load to json_load - followup to #1142	2018-08-19 19:58:07 +02:00
Matthias	6d1c82a5fa	Remove last refreence to get_candle_history	2018-08-19 19:50:14 +02:00
Matthias	2b37c1ff0e	Merge branch 'develop' into ujson-loader	2018-08-12 13:11:40 +02:00
Matthias	7d72e364aa	Remove broken ujson loading - replace with variable-based fix	2018-08-12 13:08:10 +02:00
Matthias	a852d2ff32	default since_ms to 30 days if no timerange is given	2018-08-10 11:15:02 +02:00
Matthias	a107c4c7b4	Download using asyncio	2018-08-10 11:08:28 +02:00
Matthias	74d6816a1a	Fix some comments	2018-08-10 11:00:07 +02:00
Janne Sinivirta	3a5b435dfa	Merge pull request #1089 from freqtrade/feat/backtest_multi_strat ... Allow multi strategy backtest without data reload	2018-08-02 12:35:47 +03:00
creslin	a741f1144a	missing __init__.py	2018-08-02 08:58:04 +00:00
Matthias	40ee86b357	Adapt after rebase	2018-07-31 21:08:03 +02:00
Matthias	76fbb89a03	use print for backtest results to avoid odd newline-handling	2018-07-31 21:04:03 +02:00
Matthias	c648e2acfc	Adjust documentation to strategy table	2018-07-31 21:04:03 +02:00
Matthias	028589abd2	Add strategy summary table	2018-07-31 21:04:03 +02:00
Matthias	5125076f5d	Fix typo	2018-07-31 21:04:03 +02:00
Matthias	a57a2f4a75	Store backtest-result in different vars	2018-07-31 21:04:03 +02:00
Matthias	bd3563df67	Add test for new functionality	2018-07-31 21:04:03 +02:00
Matthias	644f729aea	Refactor strategy loading to __init__	2018-07-31 21:04:03 +02:00
Matthias	5f2e92ec5c	Refactor backtesting	2018-07-31 21:04:03 +02:00
Matthias	65aaa3dffd	Extract backtest strategy setting	2018-07-31 21:04:03 +02:00
Matthias	56046b3cb3	Add strategylist option to backtesting	2018-07-31 21:04:03 +02:00
Matthias	787d6042de	Switch from pair(str) to metadata(dict)	2018-07-29 20:56:23 +02:00
Matthias	5fbce13830	update hyperopt to use new methods	2018-07-29 20:55:40 +02:00
Matthias	98665dcef4	revert inadvertent wihtespace changes	2018-07-29 20:55:37 +02:00
Matthias	df8700ead0	Adapt after merge from develop	2018-07-29 20:55:37 +02:00
Gert Wohlgemuth	0dcaa82c3b	fixed test?	2018-07-29 20:55:06 +02:00
Gert Wohlgemuth	3dd7d209e9	more test fixes	2018-07-29 20:55:06 +02:00
Gert Wohlgemuth	abc55a6e6b	fixing? hyperopt	2018-07-29 20:55:06 +02:00
xmatthias	2e6e5029ba	fix mypy and tests	2018-07-29 20:55:06 +02:00
Matthias	7f27beff4b	Revert "backtesting: try to load data with ujson if it exists"	2018-07-29 13:23:11 +02:00
Samuel Husso	cb2fff8909	mypy doesn't handle common idiomacy so disable the line (see the open issue more details)	2018-07-28 22:06:26 +03:00
Samuel Husso	cdd8cc551c	backtesting: try to load data with ujson if it exists	2018-07-28 21:56:11 +03:00
Janne Sinivirta	4b38c8b11d	use pandas own min and max for column sorting	2018-07-25 17:04:25 +03:00
Janne Sinivirta	0b3190552e	Merge pull request #1018 from freqtrade/feat/sell_reason ... Record sell reason	2018-07-24 09:09:45 +03:00
Matthias	4fb9823cfb	fix rebase problem	2018-07-19 19:50:06 +02:00
Matthias	760c79c5e9	Use .center() to output trades header line	2018-07-19 19:39:08 +02:00
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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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 ... 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