Commit Graph

4210 Commits

Author SHA1 Message Date
Yazeed Al Oyoun ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Matthias 97e48080e8 Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
Yazeed Al Oyoun 5b00eaa42d Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +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 6866f6389d Fix merge-error 2020-02-04 20:41:13 +01:00
hroff-1902 d2cac1d8fd Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
hroff-1902 f5fb129483 Merge pull request #2858 from freqtrade/fix/rolling_max
Fix implementation of rolling_max
2020-02-04 14:05:05 +03:00
Matthias a707aeb3d0 Fix implementation of rolling_max 2020-02-04 07:00:53 +01:00
Yazeed Al Oyoun 91b4c9668c More consistency changes... 2020-02-04 01:57:24 +01:00
hroff-1902 d457d43999 Merge pull request #2833 from hroff-1902/type-hints
Add some type hints
2020-02-03 23:24:26 +03:00
hroff-1902 ffb53a6df5 get rid of typing.cast() 2020-02-03 23:08:35 +03:00
hroff-1902 684cb54992 Add pair to exception msg 2020-02-03 17:17:46 +03:00
hroff-1902 df249c7c03 Remove unclear comment 2020-02-03 09:37:50 +03:00
Matthias e3cb5d26c0 Merge pull request #2835 from yazeed/reduce_noise_if_use_order_book_true
reduced noise without verbose mode if use_order_book is true
2020-02-02 19:42:50 +01:00
hroff-1902 84156879f6 Fix NO_CONF_REQUIRED for list-hyperopts 2020-02-02 20:11:42 +03:00
hroff-1902 857eb5ff69 Add list-hyperopts command 2020-02-02 19:41:22 +03:00
hroff-1902 3fe39a3e1b Rename constant 2020-02-02 19:41:22 +03:00
hroff-1902 a5e670b402 Add USERPATH_NOTEBOOKS 2020-02-02 19:41:22 +03:00
hroff-1902 e8c1abc509 Merge pull request #2799 from freqtrade/fix_stoploss_recreated
Fix stoploss recreated
2020-02-02 16:59:45 +03:00
hroff-1902 6594679e52 Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
Yazeed Al Oyoun aeabe1800b modified two lines from logger.info to logger.debug cause they're too spammy 2020-02-02 10:49:00 +01:00
Matthias d64751687b Fix link and lowercase variable 2020-02-02 10:47:44 +01:00
Yazeed Al Oyoun 3499f1b85c better readability and more consistent with daily sharpe loss method 2020-02-02 08:47:33 +01:00
hroff-1902 f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias 19d4e1435c Merge pull request #2828 from yazeed/line_alignment_fixes
fixed some more line alignments
2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun d038bcedb0 fixed some more line alignments 2020-01-31 22:37:05 +01:00
Matthias c396ad4daa Align quotes in same area 2020-01-31 20:41:51 +01:00
Yazeed Al Oyoun 907a61152c added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table. 2020-01-31 04:53:37 +01:00
Yazeed Al Oyoun e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
hroff-1902 68771a7861 Remove state attr from Worker 2020-01-29 17:08:36 +03:00
hroff-1902 e1356fb80e Merge pull request #2800 from yazeed/enhanced_check_depth_of_market_logging
better logging on check_depth_of_market_buy()
2020-01-29 10:56:14 +03:00
Yazeed Al Oyoun a0b92fe0b1 removed typo 2020-01-28 19:29:47 +01:00
Yazeed Al Oyoun 328a9ffafd fixed typo in false statement 2020-01-28 19:27:49 +01:00
Matthias 5d7317ef77 Merge pull request #2807 from hroff-1902/refactor-freqtrade-2
Add notify_status() to FreqtradeBot
2020-01-27 06:44:20 +01:00
hroff-1902 30e3e434ab Add notify_status() to FreqtradeBot 2020-01-27 03:34:53 +03:00
hroff-1902 33645e45fd Minor cosmetics in start_trading 2020-01-27 02:49:25 +03:00
Matthias 1ef148317d Merge branch 'develop' into stoploss_market 2020-01-26 20:33:41 +01:00
Matthias 02563019fc move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
Matthias 8c9119b471 Add docustring to commands module 2020-01-26 13:46:01 +01:00
Matthias 2d02c3f2a4 Split out pairlist_commands 2020-01-26 13:46:01 +01:00
Matthias a3e9d04383 Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
Matthias 7f851ad8d9 Move arguments and cli_options to commands module 2020-01-26 13:46:01 +01:00
Matthias a1c684f67c Simplify noqa setup for module imports 2020-01-26 13:46:01 +01:00
Matthias f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias e033df6a2f Move optimize_commands to commands module 2020-01-26 13:46:01 +01:00
Matthias b254bdfea3 Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
Matthias 70a0346b0a Move data-stuff to data-commands 2020-01-26 13:46:01 +01:00
Matthias 926bf07df1 Seperate a few commands into specific files 2020-01-26 13:46:01 +01:00
Matthias 6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00