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512 Commits

Author SHA1 Message Date
Matthias
96efd12a31 add new options to hyperopt 2018-11-09 07:12:41 +01:00
Matthias
7b62e71f23 Fix some tests and rebase issues 2018-11-07 20:45:52 +01:00
Stephen Dade
477515c4b5 Now using resolver for custom hyperopts 2018-11-07 06:58:20 +01:00
Stephen Dade
469db0d434 Decoupled custom hyperopts from hyperopt.py 2018-11-07 06:26:16 +01:00
Matthias
8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting 
it's used only once, so this does not make sense and hides the origin of
the function
 2018-10-17 19:47:19 +02:00
Matthias
84622dc84b Move test for strategy out of constructor 2018-09-29 14:23:53 +02:00
Matthias
1b290ffb5d Update hyperopt to show errors if non-supported variables are used 2018-09-29 13:49:38 +02:00
Matthias
787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias
5fbce13830 update hyperopt to use new methods 2018-07-29 20:55:40 +02:00
Matthias
98665dcef4 revert inadvertent wihtespace changes 2018-07-29 20:55:37 +02:00
Gert Wohlgemuth
0dcaa82c3b fixed test? 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth
3dd7d209e9 more test fixes 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth
abc55a6e6b fixing? hyperopt 2018-07-29 20:55:06 +02:00
Janne Sinivirta
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment 
replace --realistic with 2 separate flags
 2018-07-19 17:33:19 +03:00
Matthias
8f254031c6 Add short form for parameters, change default for hyperopt 2018-07-19 13:19:36 +02:00
Matthias
e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta
aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Samuel Husso
7dca3c6d03 freqtradebot,main,hyperopt: fstrings in use 2018-07-05 10:11:29 -05:00
Janne Sinivirta
96bb2efe69 use joblib.dump and load for trials 2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00 change pickle file name to better suit it's current purpose 2018-07-03 22:17:43 +03:00
Janne Sinivirta
3a7056ea1b run at least one epoch 2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645 remove dead code 2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24 sort imports in hyperopt.py 2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9 avoid re-serialization of whole dataframe 2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860 use cpu count explicitly in job count 2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2 use fstring 2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce handle the case where we have zero buys 2018-07-02 11:46:55 +03:00
Janne Sinivirta
0ce08932ed mypy fixes 2018-06-30 09:54:31 +03:00
Janne Sinivirta
0bddc58ec4 extract loading previous results to a method 2018-06-25 11:38:14 +03:00
Janne Sinivirta
118a43cbb8 fixing tests for hyperopt 2018-06-24 15:27:53 +03:00
Janne Sinivirta
642ad02316 remove unused import 2018-06-23 15:56:38 +03:00
Janne Sinivirta
ab9e2fcea0 fix guard names to match search space 2018-06-23 15:47:19 +03:00
Janne Sinivirta
136456afc0 add three triggers to hyperopting 2018-06-23 15:44:51 +03:00
Janne Sinivirta
e8f2e6956d to avoid pickle problems, get rid of reference to exchange after initialization 2018-06-23 14:37:36 +03:00
Janne Sinivirta
a525cba8e9 switch signal handler to try catch. fix pickling and formatting output 2018-06-23 14:37:36 +03:00
Janne Sinivirta
8272120c3a convert stoploss and ROI search spaces to skopt format 2018-06-23 14:37:36 +03:00
Janne Sinivirta
8fee2e2409 move result logging out from optimizer 2018-06-23 14:37:36 +03:00
Janne Sinivirta
c415014153 use multiple jobs in acq 2018-06-23 14:37:36 +03:00
Janne Sinivirta
964cbdc262 increase initial sampling points 2018-06-23 14:37:36 +03:00
Janne Sinivirta
a46badd5c0 reuse pool workers 2018-06-23 14:37:36 +03:00
Janne Sinivirta
0cb1aedf5b problem with pickling 2018-06-23 14:37:36 +03:00
Janne Sinivirta
b485e6e0ba start small 2018-06-23 14:37:36 +03:00
gcarq
78f50a1471 move logic from hyperopt to freqtrade.strategy 2018-06-23 14:37:36 +03:00
gcarq
5aae215c94 wrap strategies with HyperoptStrategy for module lookups with pickle 2018-06-23 14:37:36 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest 
Display open trades after backtest period
 2018-06-16 12:49:08 +02:00
Janne Sinivirta
0c85febe76 remove all mongodb related code 2018-06-16 09:09:28 +03:00
Janne Sinivirta
c1f8f641e6 remove use of hyperopt_conf.py 2018-06-16 09:09:28 +03:00
xmatthias
4710210cff fix hyperopt to use new backtesting result tuple 2018-06-10 13:56:10 +02:00
xmatthias
7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Janne Sinivirta
a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency 
Fix stake_currency returned by Hyperopt  …
 2018-06-03 07:19:24 +03:00
Gerald Lonlas
fe8ff1b929 Fix stake_currency return by Hyperopt 
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
 2018-06-02 14:07:31 -07:00
Gerald Lonlas
dc65753a64 Fix the in-progress dot that does not show up during a Hyperopt run 2018-06-02 12:35:07 -07:00
xmatthias
3447e4bb97 comment on ignore hint 2018-06-02 14:13:17 +02:00
xmatthias
0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias
4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
xmatthias
3fb1dd02f1 add typehints and type: ignores 2018-05-31 22:00:46 +02:00
gcarq
306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
gcarq
f4077a51c1 log hyperopt progress to stdout instead to the logger 2018-04-21 20:52:01 +02:00
gcarq
403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
gcarq
611bb52d1f log hyperopt progress to stdout instead to the logger 2018-03-25 22:57:40 +02:00
gcarq
f374a062e1 remove freqtrade/logger.py 2018-03-25 21:43:00 +02:00
gcarq
fa7f74b4bc use native python logger 2018-03-25 21:43:00 +02:00
gcarq
3f8d7dae39 make name a required argument and add fallback to getEffectiveLevel 2018-03-25 21:42:03 +02:00
gcarq
d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
gcarq
5327533188 optimize: set correct typehints 2018-03-20 19:48:03 +01:00
Gerald Lonlas
0bb7cc8ab5 Hyperopt: fix 'Ran out of input' error 2018-03-05 20:49:45 -08:00
Gerald Lonlas
de468c6fc8 Fix wrong realistic_simulation implementation in Hyperopt 2018-03-04 02:31:25 -08:00
Gerald Lonlas
6fcc173489 Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify 2018-03-04 01:33:39 -08:00
Gerald Lonlas
bb1e38f584 Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify 2018-03-04 01:01:19 -08:00
Gerald Lonlas
722ed48d9d Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify 2018-03-04 00:51:22 -08:00
Gerald Lonlas
38510d4b03 Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify 2018-03-03 17:26:06 -08:00
Gerald Lonlas
84759073d9 Refactor Configuration() to apply common configurations all the time and to remove show_info 2018-03-03 13:43:14 -08:00
Gerald Lonlas
bbb1a31fda Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify 2018-03-03 10:01:06 +08:00
Gerald Lonlas
390501bac0 Make Pylint Happy chapter 1 2018-03-03 09:33:54 +08:00
Gerald Lonlas
6ef7b7d93d Complete Backtesting and Hyperopt unit tests 2018-03-03 09:33:54 +08:00
Samuel Husso
35c51c73f7
Merge pull request #518 from gcarq/cleaning_up_backtesting 
Cleaning up backtesting/hyperopt
 2018-02-18 10:18:00 +02:00
Janne Sinivirta
fac122891f remove stoploss parameter from backtest, it is loaded from strategy 2018-02-17 11:14:03 +02:00
Janne Sinivirta
d1bdbcd273
Fix wrong duration calculation in hyperopting 2018-02-16 22:08:20 +02:00
Janne Sinivirta
bf72b5bc37 make args available for optimizer and use them instead of guessing from params 2018-02-16 14:00:12 +02:00
Samuel Husso
e3d222912d
Merge pull request #511 from gcarq/hyperopt_selectable_spaces 
Allow selecting Hyperopt search space
 2018-02-12 08:28:24 +02:00
Janne Sinivirta
3e07d41fa9 remove mention of sell space 2018-02-12 07:01:51 +02:00
Janne Sinivirta
2ce03ab1b5 make Strategy store roi and stoploss values as numbers to avoid later casting 2018-02-11 15:25:30 +02:00
Janne Sinivirta
f14d6249e0 allow selecting hyperopt searchspace 2018-02-09 20:59:06 +02:00
Janne Sinivirta
8c7b29734e use date info to calculate trade durations 2018-02-06 11:34:00 +02:00
Gerald Lonlas
321e3ede30 Fix hyperopt ticker interval download 2018-01-29 22:53:28 -08:00
Janne Sinivirta
a6a479f7aa balances to min roi hyperopt settings 2018-01-28 10:46:22 +02:00
Janne Sinivirta
67ddb2e7f8 lower precision for most search space variables 2018-01-27 09:51:06 +02:00
Janne Sinivirta
f33923c784 fix typings for hyperopt code 2018-01-26 18:32:45 +02:00
Janne Sinivirta
4fe6ae0bae fix search space for min ROI 2018-01-25 22:32:46 +02:00
Janne Sinivirta
42087c9bfe let hyperopt optimize ROI table 2018-01-25 11:12:00 +02:00
Janne Sinivirta
5007165908 add search space for ROI table 2018-01-25 09:34:26 +02:00
Janne Sinivirta
c400d15ed1 rip out hyperopt things from strategy, add indicator populating to hyperopt 2018-01-23 16:56:12 +02:00
Gerald Lonlas
1c7da95fed Move hyperopt_trials.pickle to user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas
baae374899 Move hyperopt_conf.py into user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas
be75522507 Fix flake8 2018-01-22 20:51:39 -08:00
Gerald Lonlas
c46d78b4b9 Decouple strategy from analyse.py 2018-01-22 20:51:39 -08:00
kryofly
4a9e1cb345 Merge branch 'develop' into backtest-export 2018-01-19 07:02:38 +01:00
Gérald LONLAS
14d16f2574
Merge pull request #357 from kryofly/timeperiod 
Timeperiod
 2018-01-18 20:26:44 -08:00
Janne Sinivirta
c670ccfd37 add trigger +DI crossed above -DI 2018-01-16 18:52:06 +02:00
Janne Sinivirta
8896b39231 add heikenashi reversal bullish trigger to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta
ce963aae58 add macd < 0 guard to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta
dc01807b3c switch ema5 trigger to ema3 cross trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta
fadac5fe4a remove too aggressive trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta
99260735ae remove broken bbands trigger from hyperopt. add two working bbands triggers 2018-01-16 18:52:06 +02:00
Janne Sinivirta
501be8a3bc adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts 2018-01-16 16:36:50 +02:00
Janne Sinivirta
38fe7ec7cd adjust default target values for hyperopt 2018-01-16 16:35:48 +02:00
kryofly
0e58ab7e01 more advanced use of --timerange 2018-01-16 00:15:49 +01:00
kryofly
71bb348698 rename --timeperiod to --timerange 2018-01-15 21:49:06 +01:00
Janne Sinivirta
ec7bfba8df add comment about checking the new total profit logging 2018-01-14 13:11:19 +02:00
Janne Sinivirta
f1e176d35c log total profit in percentages also 2018-01-14 13:10:25 +02:00
Janne Sinivirta
92241baade log the loss value 2018-01-14 13:09:39 +02:00
kryofly
153e11f045 Merge branch 'develop' into timeperiod 2018-01-11 19:45:47 +01:00
kryofly
4781a23809 Merge branch 'develop' into backtest-export 2018-01-11 19:40:42 +01:00
kryofly
27769f0301 uncomplex backtest 2018-01-11 17:45:41 +01:00
Janne Sinivirta
86db6c9084 sort imports 2018-01-11 07:08:56 +02:00
Janne Sinivirta
1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
kryofly
b0f3fd7ffb timeperiod argument to backtesting and hyperopt 2018-01-10 23:48:59 +01:00
kryofly
feca87345f refactor 2018-01-10 23:00:40 +01:00
Samuel Husso
e67c652988 use os.path.join, fix docstrings 2018-01-10 11:50:00 +02:00
Samuel Husso
ffae0b2cd5 hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS 2018-01-09 12:37:56 +02:00
Samuel Husso
1647e7a0c1 update fix failing tests, unitest that resume hyperopt functionality works 2018-01-09 12:26:52 +02:00
Samuel Husso
b35fa4c9f6 hyperopt: show the best results so far 2018-01-09 12:25:58 +02:00
Samuel Husso
a48840509b Hyperopt: use results from previous runs 2018-01-09 12:25:58 +02:00
Samuel Husso
ca8cab0ce9 Hyperopt to handle SIGINT by saving/reading the trials file 2018-01-09 12:25:58 +02:00
Janne Sinivirta
dd2ccea6e5 fix wrong range in stoploss search space 2018-01-08 21:59:46 +02:00
Janne Sinivirta
9dd38aebe0 add stoploss to the hyperopt parameters 2018-01-07 21:08:12 -08:00
Gerald Lonlas
9c21077dc1 Fix hypeopt issue when no result found 2018-01-07 17:53:21 -08:00
kryofly
890083ce7f Merge branch 'develop' into datadir 2018-01-07 10:00:35 +01:00
Gerald Lonlas
b3ea0f4ec5 Make readable hyperopt best parameters result 2018-01-06 17:19:48 -08:00
kryofly
60ed4b9d1e --datadir <path> argument 
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
 2018-01-06 23:24:35 +01:00
Janne Sinivirta
a36fd00f6a also print dot when hyperopt eval result is fail 2017-12-28 06:40:11 +02:00
Janne Sinivirta
7f44ba6df4 unit tests for optimize.hyperopt 2017-12-28 06:39:56 +02:00
Janne Sinivirta
7b0beb0afa cleanups 2017-12-28 06:36:18 +02:00
Janne Sinivirta
de33d69eed Lint fixes (#236) 
* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows
 2017-12-25 12:07:50 +01:00
Janne Sinivirta
9959d53f5e Logging improvements to Hyperopt (#235) 
* make log texts go on new line

* remove unnecessary fields from hyperopt log messages

* shorten log text in hyperopt

* consider making zero trades a failed hyperopt eval

* only log from hyperopt when result improves

* remove unnecessary temp variables

* remove unused result data variables

* remove unused import

* fix an outdated comment
 2017-12-25 08:18:34 +01:00
Janne Sinivirta
353b0d2d34 balance hyperopt objective to adjusted profit calculations 2017-12-23 19:18:28 +02:00
Janne Sinivirta
e644d57dbe log should state profit is in BTC to avoid confusion 2017-12-23 19:00:49 +02:00
Janne Sinivirta
50e7cef5f3 remove commented-out code 2017-12-23 19:00:49 +02:00
Janne Sinivirta
1058820e1b just pass stake_amount instead of the whole config 2017-12-23 19:00:49 +02:00
Janne Sinivirta
24bc3a8390 show more digits for profits 2017-12-23 15:11:19 +02:00
Janne Sinivirta
5309ea3820 use newline for each log result for readability 2017-12-23 15:11:19 +02:00
Janne Sinivirta
a063680d32 calculate log line only if really logging 2017-12-23 15:11:19 +02:00
Janne Sinivirta
10cf2ce853 remove unnecessary confusing division 2017-12-23 15:11:19 +02:00
Janne Sinivirta
871357a2e3 just require positive results 2017-12-23 15:11:19 +02:00
Samuel Husso
8d93363655 filter nan values from total_profit and avg_profit 2017-12-23 09:21:04 +02:00
Janne Sinivirta
f300af0fe2
Merge pull request #200 from glonlas/fix_fees_calculation 
Fix the fee calculation
 2017-12-22 13:55:02 +02:00
Gerald Lonlas
41e22657e4 Fix hyperopt when using MongoDB 2017-12-21 19:20:47 -08:00
Gerald Lonlas
d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
Janne Sinivirta
c8fb6c4661 More lint fixes (#198) 
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
 2017-12-18 17:36:00 +01:00
Janne Sinivirta
80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8 
CI: enforce PEP8 conform code
 2017-12-17 07:42:23 +02:00
Gérald LONLAS
512fcdbcb1 Allow user to update testdata files with parameter --refresh-pairs-cached (#174) 2017-12-16 15:42:28 +01:00
gcarq
95fe0f4dec fix pep8 warnings 2017-12-16 03:39:47 +01:00
Samuel Husso
a7cca4985e omit hyperopt output if total_profit doesn't go pass threashold (3) 2017-12-02 01:32:23 +02:00
Samuel Husso
965c075362 disable info logging on hyperopt.tpe 2017-12-02 00:21:46 +02:00
gcarq
0c35e6ad19 minor changes 2017-11-25 03:28:52 +01:00
gcarq
e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq
5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
gcarq
a23fce519d pretty print hyperopt results 2017-11-25 01:22:36 +01:00
gcarq
9ff1f05e66 add --epochs to hyperopt subcommand 2017-11-25 01:12:44 +01:00
gcarq
b9c4eafd96 integrate hyperopt and implement subcommand 2017-11-25 01:04:11 +01:00
gcarq
7fa5846c6b move hyperopt to freqtrade.optimize.hyperopt 2017-11-25 00:30:39 +01:00