Commit Graph

955 Commits

Author SHA1 Message Date
Matthias abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +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
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 505648fb66 Adjust docs 2020-02-02 19:41:22 +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
Matthias d64751687b Fix link and lowercase variable 2020-02-02 10:47:44 +01:00
Matthias c224c66978 Small edits to install.md 2020-02-01 14:06:31 +01:00
Matthias 929bbe3058 Link to docker installation from index.md 2020-02-01 14:01:19 +01:00
Matthias 8796ecb2a9 Ad example for new-config with answered questions 2020-02-01 13:56:57 +01:00
Matthias 54512a66ef Update help-strings for list-utils 2020-02-01 13:52:25 +01:00
Matthias d69ef4380b Add basic documentation for new-config option 2020-02-01 13:44:04 +01:00
hroff-1902 4c0e586354 Advise to use https method for git clone i.o ssh 2020-01-27 22:39:04 +03:00
Matthias 7a22aaa111 UPdate documentation to reflect that stoploss-on-exchange is also
available for kraken
2020-01-19 14:40:09 +01:00
hroff-1902 854bb0056b
Merge pull request #2583 from gaugau3000/doc_feature_section
Doc feature section
2020-01-15 22:55:39 +03:00
Matthias 6feb68b18d Change feature sorting to tell more of a story 2020-01-15 19:51:33 +01:00
Matthias d12a2a5888
Merge pull request #2752 from freqtrade/plotting/indicator_strategy
Allow enhanced plot-dataframe configuration
2020-01-13 19:53:15 +01:00
hroff-1902 af36635769 Minor changes in the docs 2020-01-13 06:41:16 +03:00
hroff-1902 495728f502 Refine docs 2020-01-13 06:41:16 +03:00
hroff-1902 d3de398395 Docs adjusted 2020-01-10 23:43:09 +03:00
hroff-1902 83b88e7916
Remove Required marks for new settings 2020-01-10 23:14:17 +03:00
hroff-1902 3faa2d0eb9
Refine description for last_stake_amount_min_ratio 2020-01-10 22:59:02 +03:00
Matthias fab19ae3a7 Implement last_stake_amount_min_ratio 2020-01-10 06:36:28 +01:00
Matthias e94dfdeff2 UPdate documentation to remove inexisting setting 2020-01-09 20:13:14 +01:00
Matthias b748ed3435 UPdate documentaiton wording 2020-01-09 19:59:13 +01:00
Matthias 7461b5dc02 Mention custom strategy in features 2020-01-09 06:37:18 +01:00
Matthias 135487b2c9 SPlit control and Analyse feature into 2 seperate points 2020-01-09 06:35:05 +01:00
hroff-1902 cee8f3349e
rearrange features -- move Run to the top 2020-01-09 04:16:57 +03:00
hroff-1902 9559cb988e
reworked 2020-01-09 04:12:43 +03:00
Matthias db34cb1b75 Do some adjustments to the wording of the index.md section 2020-01-08 19:41:34 +01:00
Matthias c9b0b4c7a4 Add plot_config to optional plot 2020-01-08 19:35:00 +01:00
Matthias c3fd894a6c Regenerate plots with new settings 2020-01-07 07:16:31 +01:00
Matthias 3883d18b8a Add bollinger note 2020-01-06 12:59:17 +01:00
Matthias 2b3f2e5fa8 Add first version of documentation 2020-01-06 12:55:12 +01:00
Matthias b37f34ff5b Implement amend_last_stake_amount 2020-01-05 13:25:11 +01:00
Matthias a75420f75f Merge branch 'develop' into relative_stake 2020-01-05 12:55:55 +01:00
hroff-1902 24aa596e3c
Minor: Refine fee example in the docs
Taken from https://github.com/freqtrade/freqtrade/issues/2738#issuecomment-570687230. slightly reworded.
2020-01-04 01:08:37 +03:00
Matthias e1f89e3ad3 Reword Note in backtesting fee docs 2020-01-03 20:11:58 +01:00
Matthias 7e7c82cf4a Small adjustments to relative_stake PR 2020-01-03 11:34:17 +01:00
Matthias 55041878ae Update Backtesting fee documentation 2020-01-03 11:20:08 +01:00
Matthias 0dd274917f Update documentation regarding configuration of stake_amount 2020-01-03 11:16:59 +01:00
Matthias f3beaa3374 Deprecate capital_available_percentage 2020-01-03 10:58:31 +01:00
Matthias 4ac1ac7ef5 Warn about tradable balance being applied to the current amount of the
balance
2020-01-03 09:56:06 +01:00
Matthias 11059e532b Fix missed default minimum in documentation 2020-01-03 06:39:47 +01:00
Matthias da1fea6582 Minor correction to wording of MacOS Specific install doc 2020-01-03 06:37:43 +01:00
Matthias b48bf035f6 Add note about MacOS installation 2020-01-02 14:54:07 +01:00
Matthias 6e615998c0 Fix documentation typo 2020-01-02 13:52:35 +01:00
Matthias 1b8943ac54 Add documentation for tradable_balance_ratio 2020-01-02 10:59:41 +01:00