Janne Sinivirta
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22cfef7d36
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add ema5 cross ema10 trigger to hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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e1bbe1d9a9
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adjust indicator ranges in hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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ec981b415a
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add RSI to hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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57a17697a0
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add RSI, MOM, EMA5 and EMA10 to analyze
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2017-10-29 21:33:57 +02:00 |
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Samuel Husso
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f4fe09ffbf
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added get_balances as a abstract method to the interface baseclass
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2017-10-29 17:57:57 +02:00 |
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Michael Egger
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871b5e17ee
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Merge pull request #85 from gcarq/datetime_fixes
Performance improvements for backtesting
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2017-10-29 15:56:20 +01:00 |
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Janne Sinivirta
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9b00fc3474
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use .ix instead of .loc for small perf boost
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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3b1dc36d8a
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switch to using itertuples instead of iterrows as it's a lot faster
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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4edf8f2079
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copy only needed columns before iterating over them
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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54987fd9ca
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do date parsing while loading json, not later
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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da9c3e7d7d
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remove leftover dates from removing date filtering
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2017-10-29 16:28:55 +02:00 |
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Michael Egger
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a948142ef5
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Merge pull request #83 from gcarq/better-hyperopt-objective
Better hyperopt objective
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2017-10-29 14:13:44 +01:00 |
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Samuel Husso
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4f6c3f94e0
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added tests to /balance, minor cleanup
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2017-10-29 10:10:00 +02:00 |
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Janne Sinivirta
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25d6d6bbe5
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remove unused imports from test_hyperopt
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2017-10-28 15:32:29 +03:00 |
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Janne Sinivirta
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649781d823
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store result strings, display best result in summary. switch to a lot better objective algo
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2017-10-28 15:26:22 +03:00 |
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Janne Sinivirta
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08ca7a8166
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change print to format so result can be used in hyperopt Trials
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2017-10-28 15:26:22 +03:00 |
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Samuel Husso
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dd78c62c3d
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added new command to return balance across all currencies
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2017-10-28 08:59:43 +03:00 |
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Samuel Husso
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29de1645fe
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Merge pull request #82 from gcarq/feature/handle-process-signals
handle SIGINT, SIGTERM and SIGABRT process signals
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2017-10-28 08:49:42 +03:00 |
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gcarq
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4139b0b0c7
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add signal handler for SIGINT, SIGTERM and SIGABRT
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2017-10-27 15:52:14 +02:00 |
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Samuel Husso
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0c33e917d5
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Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
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2017-10-27 12:11:04 +03:00 |
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Janne Sinivirta
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e401a016f5
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change analyze tests to use full json dump from bittrex
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2017-10-26 16:50:31 +03:00 |
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Janne Sinivirta
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e0fde8665c
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Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
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2017-10-26 10:37:38 +03:00 |
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Samuel Husso
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752520c823
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When running from project root download the files to the testdata folder instead of cwd
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2017-10-26 10:24:22 +03:00 |
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Janne Sinivirta
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6ba2492360
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add Awesome Oscillator and try it in hyperopt
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2017-10-25 18:37:20 +03:00 |
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Janne Sinivirta
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d5d798f6fa
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pull in new indicators from QTPYLib
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2017-10-25 18:37:20 +03:00 |
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Janne Sinivirta
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9c9cf76a0d
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Merge pull request #78 from gcarq/refactor-backtest
Refactor backtest functionality
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2017-10-25 18:19:44 +03:00 |
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Samuel Husso
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041e201713
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remove duplicated backtesting from hyperopt
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2017-10-25 08:17:17 +03:00 |
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gcarq
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e09505b22d
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Merge tag '0.12.0' into develop
0.12.0
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2017-10-24 18:14:41 +02:00 |
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gcarq
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6b15cb9b10
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Merge branch 'release/0.12.0'
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2017-10-24 18:14:37 +02:00 |
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gcarq
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ff4fcdc760
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version bump
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2017-10-24 18:14:31 +02:00 |
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Samuel Husso
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f43ba44b15
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refactor backtesting to its own method as we use it also in hyperopt
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2017-10-24 07:58:42 +03:00 |
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Michael Egger
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79c3e0583d
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Merge pull request #76 from gcarq/hyperopt
Use hyperopt to find optimal parameters for buy strategy
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2017-10-23 09:40:13 +02:00 |
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Janne Sinivirta
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f6ef8383bb
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remove filtering from analyze that is super slow and not really needed
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2017-10-22 21:50:07 +03:00 |
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Janne Sinivirta
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6f5307fda7
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use more aggressive stop loss for hyperopt
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2017-10-22 17:15:57 +03:00 |
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Janne Sinivirta
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37004e331a
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remove unused import and commented out code
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2017-10-22 17:14:55 +03:00 |
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Janne Sinivirta
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57acf85b42
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try a different objective function
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2017-10-22 17:11:01 +03:00 |
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Michael Egger
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96790d50e5
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Merge pull request #77 from gcarq/help-command
Help command to Telegram bot
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2017-10-21 13:51:08 +02:00 |
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Janne Sinivirta
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d32ff3410c
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add help command to telegram bot
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2017-10-21 11:08:08 +03:00 |
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Janne Sinivirta
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35838f5e64
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upgrade to latest telegram lib
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2017-10-21 11:07:29 +03:00 |
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Janne Sinivirta
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913488910c
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bump minimum evaluations to 40 rounds
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2017-10-21 10:29:05 +03:00 |
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Janne Sinivirta
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17b984a7cd
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adjust objective function to emphasize trade lenghts more
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2017-10-21 10:28:43 +03:00 |
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Janne Sinivirta
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f79b44eefe
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adjust ROI map for shorter trades
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2017-10-21 10:28:02 +03:00 |
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Janne Sinivirta
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146c254c0f
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start adding other triggers than just the lower BBands
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2017-10-21 10:26:38 +03:00 |
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Janne Sinivirta
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ce2966dd7f
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add uptrend_sma to hyperopt
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2017-10-20 18:29:38 +03:00 |
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Janne Sinivirta
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0fbca8b8ef
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add CCI to hyperopt
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2017-10-20 13:14:28 +03:00 |
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Janne Sinivirta
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3f7a583de6
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add SAR to hyperopt. add over/under sma options to hyperopt
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2017-10-20 12:56:44 +03:00 |
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Janne Sinivirta
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1196983d5f
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change objective to emphasize shorter trades and include average profit
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2017-10-20 10:39:36 +03:00 |
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Janne Sinivirta
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bbb2c7cf62
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more parametrizing. adjust ranges for previous parameters
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2017-10-20 10:39:04 +03:00 |
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Janne Sinivirta
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ff100bdac4
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the optimizer expects values in the order of smaller is better
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2017-10-19 18:29:57 +03:00 |
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Janne Sinivirta
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4feb038d0a
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add hyperopt dependencies
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2017-10-19 17:46:41 +03:00 |
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