Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky ( #2826 )
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* 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
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
Matthias
f347e5934a
Small adjustments for moved commands
2020-01-26 13:46:01 +01:00
Matthias
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
aa39f2160b
Use load_data instead of a sequence of calls
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in tests which don't test this
2019-12-28 11:01:41 +01:00
Matthias
25e6d6a7bf
Combine load_object methods into one
2019-12-24 13:54:46 +01:00
Matthias
6d5aca4f32
Convert hyperoptloss resolver to static loader
2019-12-23 10:09:08 +01:00
Matthias
248ef5a0ea
Convert HyperoptResolver to static loader
2019-12-23 10:06:19 +01:00
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins
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Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
Matthias
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
hroff-1902
3252654ed3
Test adjusted
2019-12-10 14:06:17 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
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Add hyperopt-list and hyperopt-show commands
2019-12-10 00:30:26 +03:00
Matthias
703458f365
Add test for loading ticker-interval from strategy
2019-12-05 20:35:54 +01:00
hroff-1902
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
hroff-1902
b20bea8492
Adjust tests
2019-12-04 23:15:19 +03:00
Matthias
054484ad73
load_pair_history should not return None, but an empty dataframe if no
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data is found
2019-12-04 06:57:44 +01:00
hroff-1902
86342efa7a
Adjust test
2019-12-01 18:34:25 +03:00
hroff-1902
05967442c3
Adjust test
2019-12-01 18:01:59 +03:00
hroff-1902
d6b587678e
Adjust test
2019-12-01 17:44:14 +03:00
hroff-1902
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
2019-12-01 03:28:23 +03:00
hroff-1902
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
hroff-1902
6cb4830534
Testcase added
2019-11-23 12:30:49 +03:00
hroff-1902
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
hroff-1902
99db53417c
Tests adjusted
2019-11-23 12:00:43 +03:00
hroff-1902
175591e524
Fix test
2019-11-23 04:03:47 +03:00
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
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require subcommand for all actions
2019-11-14 06:28:42 +01:00
hroff-1902
f9a92c2879
Adjust test
2019-11-13 23:32:37 +03:00
hroff-1902
ab194c7d75
Add test
2019-11-13 23:09:05 +03:00
hroff-1902
d3a3765819
Fix test
2019-11-08 03:48:08 +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
6f01d7f8ea
Merge branch 'develop' into feat/new_args_system
2019-11-03 10:09:49 +01:00
Matthias
80ad37ad93
Updated plot_indicators test
2019-11-02 14:17:15 +01:00
Matthias
0c3a8ddfb9
Merge branch 'develop' into feat/new_args_system
2019-10-30 11:12:27 +01:00
Matthias
6fe7b13e37
Replace coins in whitelist with existing ones
2019-10-30 09:26:08 +01:00
Matthias
a368646745
Merge branch 'develop' into feat/new_args_system
2019-10-29 19:33:56 +01:00
Matthias
132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
Matthias
2ba388074e
Fix small bugs
2019-10-27 09:44:56 +01:00
Matthias
1c503f39b2
Handle some merge aftermaths
2019-10-21 06:38:30 +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
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
Matthias
52523bcd8b
Use strategy child parser
2019-09-29 19:18:52 +02:00
Matthias
09f18d07b0
Adjust some hyperopt tests
2019-09-29 16:17:20 +02:00
Matthias
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config
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Allow use of config in custom hyperopt methods
2019-09-28 10:36:46 +02:00
Matthias
42b5a0977e
fix failing test
2019-09-28 10:14:38 +02:00
Matthias
e9de088209
Add import-fails code as a fixture
2019-09-25 11:55:24 +02:00
Matthias
27cc73f47e
Dynamically import hyperopt modules
2019-09-25 11:40:34 +02:00
Matthias
313091eb1c
some more refresh_pairs cleanups
2019-09-20 20:22:51 +02:00
Matthias
e66fa1cec6
Adjust tests to not use --refresh-pairs
2019-09-20 20:16:12 +02:00
hroff-1902
50b4563912
Tests adjusted
2019-09-18 22:57:37 +03:00
hroff-1902
c3e19507bf
Merge pull request #2268 from gaugau3000/hyperopt_test_use_case
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Hyperopt test use case
2019-09-18 01:01:41 +03:00
hroff-1902
e9a75e57b8
test adjusted
2019-09-16 21:53:19 +03:00
Pialat
b7da02aab4
realistic fixture datas
2019-09-16 14:05:39 +02:00
Pialat
f3e3a8fcbe
unused in tests
2019-09-16 14:04:10 +02:00
Matthias
3430850421
don't print in tests
2019-09-08 19:47:16 +02:00
Matthias
9513115ce0
Fix paths in tests
2019-09-08 19:05:23 +02:00
Matthias
26d76cdb19
Adjust imports in tests to new path
2019-09-08 19:05:23 +02:00
Matthias
65a516e229
Move tests out of freqtrade module
2019-09-08 19:05:22 +02:00
