Commit Graph
13 Commits
Author SHA1 Message Date
Yazeed Al Oyoun aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
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
Yazeed Al Oyoun 5b00eaa42d Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
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
Yazeed Al Oyoun 91b4c9668c More consistency changes... 2020-02-04 01:57:24 +01:00
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
Yazeed Al Oyoun 3499f1b85c better readability and more consistent with daily sharpe loss method 2020-02-02 08:47:33 +01:00
Yazeed Al Oyoun d038bcedb0 fixed some more line alignments 2020-01-31 22:37:05 +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
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
Yazeed Al Oyoun f8db7f1709 added ask price, bid price, immediate ask quantity, and immediate bid quantity to check_depth_of_market_buy. also added a line that mentions if delta condition was satisfied or not. 2020-01-25 04:17:41 +01:00