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 )
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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
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
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Add some type hints
2020-02-03 23:24:26 +03:00
3499f1b85c
better readability and more consistent with daily sharpe loss method
2020-02-02 08:47:33 +01:00
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
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fixed some more line alignments
2020-02-01 11:19:28 +01:00
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
c396ad4daa
Align quotes in same area
2020-01-31 20:41:51 +01:00
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
e2b3907df5
more consistent backtesting tables and labels
2020-01-31 04:39:18 +01:00
f347e5934a
Small adjustments for moved commands
2020-01-26 13:46:01 +01:00
e033df6a2f
Move optimize_commands to commands module
2020-01-26 13:46:01 +01:00
6e85280467
Adjust imports
2020-01-26 13:46:01 +01:00
bd4dd8403b
Fix type-errors with stake_amount
2020-01-25 12:49:37 +01:00
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
7d2d0235a0
Fix typo in sell-reason table generation
2020-01-22 06:08:34 +01:00
f73f0b1653
Update comments on backtesting
2020-01-15 19:29:00 +05:30
785cd2a640
Rename test module
2020-01-09 06:53:51 +01:00
c475729c13
Extract edge reporting to optimize_reports
2020-01-09 06:52:34 +01:00
989ab646a9
Add profit % to sell_reason table
2020-01-09 06:46:39 +01:00
a9fbad0741
Improve docstrings
2020-01-02 09:37:54 +01:00
904e1647e1
Extract generate_text_table_strategy to seperate module
2020-01-02 09:31:53 +01:00
caec345c0b
Extract generate_text_table_sell_reason from backtesting class
2020-01-02 09:31:53 +01:00
18a53f4467
Extract generate_text_table from backtesting class
2020-01-02 09:31:47 +01:00
2537b8cb0c
Merge pull request #2725 from freqtrade/minor_fix
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[Minor] Edge-cli should use exchangeresolver
2019-12-30 19:27:40 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
fb3a53b8af
Use ExchangeResolver for edge_cli too
2019-12-30 14:28:34 +01:00
6db75bc244
Merge pull request #2706 from freqtrade/data_dir
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Convert datadir within config to Path
2019-12-28 05:14:48 +03:00
e5aed098b5
Enhance backtest results with sell reason profit / loss table
2019-12-25 09:39:29 +01:00
c6b9c8eca0
Forgot to save
2019-12-23 19:32:31 +01:00
c6d2233978
Convert StrategyLoader to static loader
2019-12-23 10:23:48 +01:00
6d5aca4f32
Convert hyperoptloss resolver to static loader
2019-12-23 10:09:08 +01:00
248ef5a0ea
Convert HyperoptResolver to static loader
2019-12-23 10:06:19 +01:00
560acb7cea
Convert ExchangeResolver to static loader class
2019-12-23 10:03:18 +01:00
fc5764f9df
Edge small cleanup
2019-12-19 19:55:21 +01:00
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
26ab108890
Fix mypy errors in develop
2019-12-15 01:10:09 +03:00
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
e26f563f4b
Merge pull request #2655 from freqtrade/avoid_keyerror_backtest
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Use first pair of pairlist to get fee
2019-12-14 23:10:40 +03:00
2f7181e236
Merge pull request #2648 from hroff-1902/hyperopt-random-state
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Seed hyperopt random_state if not passed
2019-12-14 15:54:59 +01:00
f2266ea9f4
Use shorter range for seeded random-state
2019-12-14 15:17:45 +03:00
a48c0ad868
Use first pair of pairlist to get fee
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Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
2019-12-14 12:55:02 +01:00
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
6e778ad710
Seed hyperopt random_state if not passed
2019-12-12 03:12:28 +03:00
f44e3dc319
Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing
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Fix generation of hyperopt trailing params
2019-12-11 19:53:42 +01:00
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
b2a9b87be3
Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22
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Bump scikit-learn from 0.21.3 to 0.22
2019-12-10 16:20:39 +01:00
3f9f29ba4e
Fix Flake8 import error
2019-12-10 16:10:51 +01:00
3448f86263
Suppress scikit-learn FutureWarnings from skopt imports
2019-12-10 15:46:29 +03:00
Yazeed Al Oyoun
hroff-1902
hroff-1902
Matthias
Tejesh