Commit Graph

112 Commits

Author SHA1 Message Date
Matthias
a5d00ce717 Remove defaultstrategy occurance from docs 2020-03-30 07:56:17 +02:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Yazeed Al Oyoun
df26c357d2 doc updates 2020-02-19 01:31:25 +01:00
Matthias
5efbdd25a7 Properly default to user_data/config.json if it exists 2020-02-14 20:04:05 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
Matthias
dc567f99d6 Update documentation to new handling of dry-mode database 2019-12-22 10:16:56 +01:00
hroff-1902
95bd9e8e0b No underscores in cli options 2019-12-22 00:17:51 +03:00
Matthias
f0e6a9e0e3 Address feedback 2019-11-27 14:18:40 +01:00
Matthias
66619204ba re-add hyperopts multiple ... 2019-11-13 11:13:48 +01:00
Matthias
5b62ad876e Remove hyperopts occurances 2019-11-13 09:39:00 +01:00
Matthias
2d34c0f52d Update helpstring exports 2019-10-20 19:35:38 +02:00
Matthias
f3cfe147b5 Merge branch 'develop' into feat/new_args_system 2019-10-20 19:32:34 +02:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
hroff-1902
cb4d6efb29
Merge pull request #2377 from freqtrade/aligncustomoptions
Rename --custom-hyperopt to --hyperopt
2019-10-15 14:18:05 +03:00
Matthias
6fb96183c0 Reword help string 2019-10-15 12:26:06 +02:00
Matthias
a5c83b66df Add --dry-run to trade command 2019-10-15 06:53:16 +02:00
Matthias
89283ef486 Rename --custom-hyperopt to --hyperopt 2019-10-14 19:42:28 +02:00
hroff-1902
08e6d8a780 Rollback defaulting to DefaultHyperOptLoss 2019-10-11 23:33:22 +03:00
hroff-1902
c4105436eb Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss 2019-10-10 04:37:32 +03:00
hroff-1902
edfbb56749
Merge pull request #2344 from freqtrade/backtest_nofees
Backtest no fees / custom fees
2019-10-07 13:30:20 +03:00
Matthias
ad35a3d7ab Small wording improvements 2019-10-07 07:02:43 +02:00
Matthias
82d4051a39 Add --fee to documentation 2019-10-05 15:33:44 +02:00
Matthias
b73426b91f Disable Defaulting to DefaultStrategy 2019-10-01 07:02:30 +02:00
hroff-1902
cd0e813a85 Docs adjusted, utils.md added 2019-09-30 21:36:52 +03:00
Matthias
344a0a094f Update remaining documentations 2019-09-29 19:21:18 +02:00
Matthias
2710226326 Update documentation to use subcommands 2019-09-29 19:18:52 +02:00
Matthias
9cedbc1345 Cleanup history.py and update documentation 2019-09-20 20:16:49 +02:00
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
fe12d2e3b7 Fix documentation syntax 2019-08-22 06:57:32 +02:00
Matthias
aaeeb9c0c6 Merge branch 'develop' into align_userdata 2019-08-21 19:41:10 +02:00
Matthias
e9e2a83436 remove --live references 2019-08-20 07:00:43 +02:00
Matthias
0a478bc0dc Merge branch 'develop' into align_userdata 2019-08-18 15:00:12 +02:00
Matthias
5e440a4cdc Improve docs to point to freqtrade download-data 2019-08-18 06:55:19 +02:00
Matthias
c2e9685e04
Merge pull request #2121 from hroff-1902/config-allow-comments
Allow comments in config files
2019-08-14 06:37:33 +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
de80234165 hyperopt options updated in bot-usage.md 2019-08-13 00:23:41 +03:00
hroff-1902
906be7be7c
Merge branch 'develop' into config-allow-comments 2019-08-13 00:14:19 +03:00
hroff-1902
482847a994 docs adjusted; various fixes to bot-usage.md and configuration.md 2019-08-13 00:10:33 +03:00
Matthias
6310b40fc6
Merge pull request #2123 from freqtrade/hyperoptloss_help
[minor] Improve hyperopt-loss docs
2019-08-12 14:08:32 +02:00
Matthias
43b41324e2 Improve hyperopt-loss docs 2019-08-12 06:45:27 +02:00
Matthias
197ce0b670 Improve documentation wording for multiconfig files 2019-08-12 06:35:47 +02:00
Matthias
2c5a499a8b Merge branch 'develop' into align_userdata 2019-08-10 20:15:07 +02:00
Matthias
c4cbe79b48 Adjust documentation 2019-08-10 19:55:33 +02:00
Matthias
9d471f3c9a Fix documentation for strategy-list 2019-08-06 06:32:31 +02:00
Matthias
2a141af42e Only create userdir when explicitly requested 2019-07-31 19:39:54 +02:00
Matthias
8cef567abc create and use hyperopt-results folder 2019-07-31 07:10:17 +02:00
Matthias
0488525888 Fix some documentation errors 2019-07-31 06:49:25 +02:00
Matthias
c1bc1e3137 Add documentation for user_data_dir 2019-07-28 15:34:49 +02:00
Matthias
c85cd13ca1 Change default backtest result to "backtest_results" - backtest_data is
misleading
2019-07-28 14:55:19 +02:00
Matthias
de2a2473f5
Merge pull request #2050 from mrsegen/patch-1
Resolve issue #2042
2019-07-28 14:11:03 +02:00