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273 Commits

Author SHA1 Message Date
Matthias
f6211bc00e new-config should include API config 2021-03-28 20:23:57 +02:00
rextea
2bed41da5d Add days breakdown table to backtesting 2021-03-26 18:40:50 +03:00
Rokas Kupstys
bb89e44e19 [SQUASH] Address PR comments. 
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
 2021-03-26 16:56:24 +02:00
shubhendra
6d6ad035d6
Remove length check in favour of truthiness of the object 
Signed-off-by: shubhendra <withshubh@gmail.com>
 2021-03-21 17:14:46 +05:30
Matthias
76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Matthias
0b35c0571f Allow custom fee to be used during dry-run 
closes #3696
 2021-03-14 19:37:57 +01:00
Matthias
f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias
8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias
959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias
1b3b389109 Remove binanceje, add ftx to config selector 
closes #4441
 2021-02-26 07:58:15 +01:00
Matthias
06e2bc94c3 Deploy to subdirectory 2021-01-31 16:01:00 +01:00
Matthias
e4a085027b Add test for UI methods 2021-01-31 15:27:00 +01:00
Matthias
7b3d99819f Fix bug with not cleaning UI folder 2021-01-31 14:50:54 +01:00
Matthias
944d674eeb Store freqUI version and read it again 2021-01-31 14:50:54 +01:00
Matthias
2af1d2d639 Extract last FreqUI version from api response 2021-01-31 14:50:54 +01:00
Matthias
e928d2991d Add fallback file 2021-01-31 14:50:54 +01:00
Matthias
f05f2c45e8 Allow deleting of UI only 2021-01-31 14:50:54 +01:00
Matthias
a1a35115ad Extract get_ui_download_url 2021-01-31 14:50:54 +01:00
Matthias
87ed2d7502 Write some tests for UI Downloading 2021-01-31 14:50:54 +01:00
Matthias
a47616eed4 Add UI installation subcommand 2021-01-31 14:50:54 +01:00
nas-
4d7ffa8c81 Added suppoort for regex in whitelist 2021-01-12 01:13:58 +01:00
Matthias
67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias
c8dde63227 Allow test-pairlist to run with verbosity 2020-12-15 09:23:40 +01:00
Matthias
e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
9621734adc Allow setting datafromat via configuration 
closes #3953
 2020-11-17 06:53:38 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp 
Convert timestamp to int_timestamp for all arrow occurances
 2020-11-02 16:40:43 +01:00
Matthias
f4d39f2a12 Improve test coverage of deploy_commands 2020-10-29 07:44:03 +01:00
Matthias
19fcbc92a7 Remove stake-currency for download-data - it's not needed 2020-10-29 07:43:40 +01:00
Matthias
5cb3735a57 Improve error when hyperopt-loss-function is missing 2020-10-28 07:58:55 +01:00
Matthias
fd6018f67a Fix dependency sorting 2020-10-21 06:21:13 +02:00
Matthias
adffd402ea Replace some pointless occurances of arrow 2020-10-20 20:11:38 +02:00
Matthias
8cdc795a44 Rename persistence.init to init_db 2020-10-16 08:15:18 +02:00
Matthias
23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias
378b214a56 Remove hyperopt-loss default option 
Force users to make a concious choice on a hyperopt-loss function
 2020-10-05 19:27:28 +02:00
Matthias
b86a602ad4 Update typehint 2020-10-05 16:17:37 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
6e70ae6e95 Improve code quality 2020-09-27 19:40:55 +02:00
Matthias
8de9c46110 Document hyperopt-filename usage 2020-09-27 17:09:33 +02:00
Matthias
3cb1a9a5a9 Support loading results from a specific hyperopt history file 2020-09-27 17:03:30 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias
c349499985 Also add 2w (supported by kraken) 2020-09-20 11:18:45 +02:00
HumanBot
a95dbdbde4
Added 1M and 1y timeframes 
Huobi Pro allows monthly and yearly data downloading
 2020-09-19 14:31:23 -04:00
Matthias
bf95fe2e5c have the 2 timerange arguments next to each other 2020-09-19 11:33:55 +02:00
Matthias
35857b3dde Datetime should support --timerange too 2020-09-19 09:10:34 +02:00
Matthias
38c52c7eee
Merge pull request #3626 from freqtrade/feat/hdf5 
Introduce HDF5 Datahandler
 2020-08-31 16:10:24 +02:00
Matthias
309ea1246a Update config to use single quotes 2020-08-26 20:52:09 +02:00
Matthias
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown 
Revise backtesting export format, add some metrics
 2020-08-19 06:39:47 +02:00
Matthias
c6741ea6c3 Merge branch 'develop' into fix/broken_getpairs 2020-08-12 20:13:06 +02:00
Matthias
2fed066e76 Simplify objective code formatting 2020-08-12 10:40:44 +02:00
Matthias
2dc36bb79e Remove inversion of min/max objective selection 2020-08-11 20:52:18 +02:00
Matthias
56655b97cf Refactor hyperopt_filter method 2020-08-11 20:37:01 +02:00
Matthias
77541935a8 Fix small merge mistake 2020-08-11 20:18:49 +02:00
Matthias
688d657fe2 Merge branch 'develop' into pr/yazeed/3091 2020-08-11 20:04:43 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
0614e59966 Add tables dependency 2020-07-23 19:33:23 +02:00
Matthias
0228b63418 Don't print empty table 2020-07-14 16:42:47 +02:00
Matthias
62c55b1863 Enhance formatting, Add pair filter 2020-07-14 06:55:34 +02:00
Matthias
b035d9e267 Update return type comment 2020-07-12 10:23:09 +02:00
Matthias
02afde857d Add list-data command 2020-07-12 09:57:00 +02:00
Matthias
619eb183fe Allow strategy for plot-profit 
to allow loading of multi-backtest files
 2020-07-03 07:03:43 +02:00
Matthias
d337fb6c6a Update some comments 2020-06-15 06:35:31 +02:00
Matthias
b22e3a67d8 rename symbol_is_pair to market_is_tradable 
Make it part of the exchange class, so subclasses can override this
 2020-06-02 20:29:50 +02:00
Matthias
33b7046260 Update more documentation 2020-06-02 10:06:42 +02:00
Matthias
cadc50ce9b Replace more occurances of ticker_interval with timeframe 2020-06-01 20:49:40 +02:00
Matthias
009ea0639f Exchange some occurances of ticker_interval 2020-06-01 20:33:26 +02:00
Matthias
b2025597aa Build-commands should write timeframe instead of ticker interval 2020-06-01 20:16:22 +02:00
Matthias
f3824d970b Use dict for symbol_is_pair 2020-05-29 20:20:06 +02:00
Matthias
98db1d52c6 Reorder new commands 2020-05-22 07:04:36 +02:00
Matthias
1663a67959 Reorder list-arguments 2020-05-22 07:00:09 +02:00
Matthias
33b270b81f reorder more arguments 2020-05-22 06:57:20 +02:00
Matthias
fcae48d5a0 Some reordering of subcommands 2020-05-22 06:55:20 +02:00
Matthias
5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
Matthias
c560de4111 Improve exception handling on critical errors 2020-05-08 11:44:24 +02:00
Matthias
ffef4bc474 Humanize show-trades error when no database is specified 2020-05-05 19:48:28 +02:00
Matthias
1c9c72937e Adjust trade-ids param 2020-05-03 15:32:09 +02:00
Matthias
1066a4504b Add test for show_trades 2020-05-02 11:44:18 +02:00
Matthias
56bb5f7a11 Add show-trades command 2020-05-02 11:26:12 +02:00
hroff-1902
c6787d7e9f Do not use 'trials' in commands 2020-04-28 23:14:02 +03:00
Matthias
431b244f43 Merge branch 'develop' into interface_ordertimeoutcallback 2020-04-19 06:58:44 +02:00
Fredrik81
cdc774549e Merge branch 'develop' into progress-bar 2020-04-08 01:56:43 +02:00
Yazeed Al Oyoun
ef4426a65c added comma 2020-03-27 03:01:51 +01:00
Yazeed Al Oyoun
0a87fe76a3 unified language 2020-03-23 11:17:56 +01:00
Yazeed Al Oyoun
7143cac64f fixed wording of all in cli_options 2020-03-23 09:41:01 +01:00
Yazeed Al Oyoun
bf96ef08e0 added # flake8: noqa C901 2020-03-22 09:39:38 +01:00
Yazeed Al Oyoun
1976aaf13e initial push 2020-03-22 02:22:06 +01:00
Fredrik81
8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
Matthias
a1bbeaa668 Merge branch 'develop' into interface_ordertimeoutcallback 2020-03-15 14:56:14 +01:00
Fredrik81
27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Fredrik81
81cbb92556 Switch to TQDM 2020-03-11 22:30:36 +01:00
Matthias
14e7f0bb13
Merge pull request #3049 from hroff-1902/hyperopt-no-unlimited 
Do not allow unlimited stake_amount for hyperopt
 2020-03-10 11:46:22 +01:00
hroff-1902
f7ad6c20c7 Do not allow unlimited stake_amount for hyperopt 2020-03-10 12:41:23 +03:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Fredrik81
91db75a707 Added tests and updated doc 2020-03-05 19:43:43 +01:00
Fredrik81
7606d814fa Initial work on csv-file export. Missing docs and tests 2020-03-05 01:58:33 +01:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table 
Added dynamic print table function to hyperopt
 2020-03-04 23:44:53 +03:00
Yazeed Al Oyoun
77b7f95efb simple code styling fixes 2020-03-02 00:14:01 +01:00
Matthias
791148176c Add callback functions to new-strategy --template advanced 2020-03-01 09:35:53 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss 
Sortino hyperopt loss
 2020-02-29 11:36:27 +03:00
Fredrik81
349aa2f957 Added dynamic print table function to hyperopt 2020-02-28 21:54:04 +01:00
Fredrik81
15e59654d9 Minor change to standardize table style. 
This PR will target commands.
 2020-02-27 16:10:45 +01:00
hroff-1902
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table 
Added function to print hyperopt-list as table using tabulate
 2020-02-27 05:22:41 +03:00
Fredrik81
7eb62ed32e Remove old print option for hyperopt-list and made table as default 2020-02-24 00:33:01 +01:00
Matthias
29b369c65e Rename cli argument 2020-02-19 14:53:54 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Yazeed Al Oyoun
df26c357d2 doc updates 2020-02-19 01:31:25 +01:00
Fredrik Rydin
2058b492eb Added function to print hyperopt-list as table using tabulate 2020-02-18 22:46:53 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
Matthias
44ac2409ff
Merge pull request #2923 from hroff-1902/status-strategies 
Add printing statuses for enlisted strategies and hyperopts
 2020-02-15 19:43:02 +01:00
hroff-1902
6139239b86 Address points stated in comments 2020-02-15 20:43:11 +03:00
hroff-1902
42a5d78e60 Wording (duplicate, not duplicated) 2020-02-15 07:19:24 +03:00
hroff-1902
47a91c9d8e Remove green color 2020-02-14 22:32:46 +03:00
hroff-1902
e598c769d4 Add colorization 2020-02-14 22:28:49 +03:00
Matthias
5efbdd25a7 Properly default to user_data/config.json if it exists 2020-02-14 20:04:05 +01:00
hroff-1902
1bc26fd07a Add printing statuses for list-hyperopts 2020-02-14 21:46:22 +03:00
Matthias
be4a9b5f4b Lowercase freqtrade 2020-02-14 19:37:20 +01:00
Matthias
9dafc2f3c8 Load config.json from user_data first 2020-02-14 19:33:10 +01:00
hroff-1902
a2d7f8a70d Split tabular printing into sep. helper function 2020-02-14 21:24:30 +03:00
hroff-1902
9cbf8c5f00 Add status for listed strategies 2020-02-14 21:15:36 +03:00
Fredrik Rydin
539343b20d Adding 2 more filter options for completeness 2020-02-11 21:29:55 +01:00
Fredrik Rydin
d1c3eabb87 Changed commands to use "check_int_positive" 2020-02-11 18:08:30 +01:00
Fredrik Rydin
5b4d8d69ef Adding --min-trades and --max-trades for hyperopt-list 2020-02-11 16:02:08 +01:00
hroff-1902
2bcce33f23
Merge pull request #2888 from Fredrik81/hyperopt-filters 
Added filter options to "hyperopt-list" in order to easier find epochs.
 2020-02-10 23:59:40 +03:00
Fredrik Rydin
c924e4d519 Updated based on feedback: 
- Profit commands now use float
- Compatible with --best
- Corrected wrong information in docs
 2020-02-10 20:54:31 +01:00
hroff-1902
0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config 
introduce new-config subcommand
 2020-02-09 22:11:37 +03:00
Fredrik81
5bf4c5869b
Update hyperopt_commands.py 
Missed a debug print
 2020-02-09 19:32:09 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Fredrik Rydin
c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
Matthias
b536d50194 Address PR Review 2020-02-09 11:41:29 +01:00
Fredrik Rydin
c96acd6ca0 Fixed to pass PEP8 2020-02-09 00:16:11 +01:00
Fredrik Rydin
636bd5acb5 Added filter options to "hyperopt-list" in order to easier find epochs. 
--profitable
	Select only profitable epochs.
  --min-avg-time INT
	Select epochs on above average time.
  --max-avg-time INT
	Select epochs on under average time.
  --min-avg-profit FLOAT
	Select epochs on above average profit.
  --min-total-profit FLOAT
	Select epochs on above total profit.
 2020-02-08 23:21:42 +01:00
Matthias
1a9787ac76 Add validation for data-download relevant settings 2020-02-08 21:53:34 +01:00
Matthias
c4031761fe Don't validate exchange for data-download subcommand 2020-02-08 19:29:58 +01:00
Matthias
52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
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
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
ffb53a6df5
get rid of typing.cast() 2020-02-03 23:08:35 +03:00
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
f3d500085c Add some type hints 2020-02-02 07:00:40 +03:00
Matthias
cbd2b265bb Fix small error 2020-02-01 15:16:44 +01:00
Matthias
d1a3a2d000 Add tests for build_config 2020-02-01 14:22:40 +01:00
Matthias
cfa6a3e3d3 Don't overwrite files 2020-02-01 14:12:21 +01:00