Matthias
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7f27beff4b
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Revert "backtesting: try to load data with ujson if it exists"
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2018-07-29 13:23:11 +02:00 |
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Samuel Husso
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cb2fff8909
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mypy doesn't handle common idiomacy so disable the line (see the open issue more details)
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2018-07-28 22:06:26 +03:00 |
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Samuel Husso
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cdd8cc551c
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backtesting: try to load data with ujson if it exists
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2018-07-28 21:56:11 +03:00 |
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Janne Sinivirta
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4b38c8b11d
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use pandas own min and max for column sorting
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2018-07-25 17:04:25 +03:00 |
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Janne Sinivirta
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0b3190552e
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Merge pull request #1018 from freqtrade/feat/sell_reason
Record sell reason
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2018-07-24 09:09:45 +03:00 |
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Matthias
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4fb9823cfb
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fix rebase problem
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2018-07-19 19:50:06 +02:00 |
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Matthias
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760c79c5e9
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Use .center() to output trades header line
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2018-07-19 19:39:08 +02:00 |
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Matthias
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a452864b41
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Use namedtuple for sell_return
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2018-07-19 19:39:08 +02:00 |
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Matthias
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506aa0e3d3
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Add print_sales table and test
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2018-07-19 19:34:14 +02:00 |
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Matthias
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2a61629014
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Export sell_reason from backtest
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2018-07-19 19:29:31 +02:00 |
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Matthias
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cbffd3650b
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add sell_reason to backtesting
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2018-07-19 19:29:31 +02:00 |
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Janne Sinivirta
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0cc1b66ae7
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Merge pull request #1037 from freqtrade/fix/backtest-comment
replace --realistic with 2 separate flags
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2018-07-19 17:33:19 +03:00 |
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Janne Sinivirta
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6070d819b8
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Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
Fix backtest duration calculation
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2018-07-19 17:32:11 +03:00 |
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Matthias
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8f254031c6
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Add short form for parameters, change default for hyperopt
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2018-07-19 13:19:36 +02:00 |
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Matthias
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aa69177436
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Properly check emptyness and adjust floatfmt
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2018-07-19 13:14:21 +02:00 |
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Matthias
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79b1030435
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output duration in a more readable way
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2018-07-18 20:08:55 +02:00 |
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Matthias
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f9f6a3bd04
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cast to int to keep exports constant
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2018-07-18 09:29:51 +02:00 |
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Matthias
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8e4d2abd4e
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Fix typo
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2018-07-18 09:10:17 +02:00 |
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Matthias
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08237abe20
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Fix wrong backtest duration
identified in #1038
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2018-07-18 09:06:12 +02:00 |
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Matthias
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c82276ecbe
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add --disable-max-market-positions
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2018-07-17 21:05:03 +02:00 |
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Matthias
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e17618407b
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Rename --realistic-simulation to --enable-position-stacking
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2018-07-17 20:26:59 +02:00 |
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Janne Sinivirta
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aeb4102bcb
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refactor Analyze class methods to base Strategy class
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2018-07-16 08:23:39 +03:00 |
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Janne Sinivirta
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85e6c9585a
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remove pass-through methods from Analyze
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2018-07-16 08:23:39 +03:00 |
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Janne Sinivirta
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a74147c472
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move strategy initialization outside Analyze
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2018-07-16 08:23:39 +03:00 |
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Matthias
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06c9494a46
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add missing s to Backtest cum results
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2018-07-11 14:50:04 +02:00 |
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Janne Sinivirta
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aa2366346a
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Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
Add cumulative profit to backtest result table
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2018-07-11 07:21:28 +03:00 |
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Matthias
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8b06000f0f
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Use open-rates for backtesting
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2018-07-08 20:03:11 +02:00 |
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Matthias
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efaa8f16e7
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Improve formattiong of table
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2018-07-08 20:01:33 +02:00 |
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Matthias
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1a24afef77
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add cumsum to backtest-results
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2018-07-08 19:55:04 +02:00 |
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Samuel Husso
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7dca3c6d03
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freqtradebot,main,hyperopt: fstrings in use
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2018-07-05 10:11:29 -05:00 |
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Samuel Husso
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03c112a601
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config, optimize: fstrings in use
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2018-07-05 10:11:29 -05:00 |
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Samuel Husso
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d8d0579c5a
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Merge pull request #930 from freqtrade/skopt
Replace Hyperopt with scikit-optimize
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2018-07-04 13:51:14 -05:00 |
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Janne Sinivirta
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bf4d0a9b70
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sort imports
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2018-07-04 10:31:35 +03:00 |
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Janne Sinivirta
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96bb2efe69
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use joblib.dump and load for trials
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2018-07-03 23:08:29 +03:00 |
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Janne Sinivirta
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c4a8435e00
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change pickle file name to better suit it's current purpose
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2018-07-03 22:17:43 +03:00 |
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Janne Sinivirta
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3a7056ea1b
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run at least one epoch
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2018-07-03 21:55:22 +03:00 |
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Janne Sinivirta
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2cde540645
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remove dead code
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2018-07-03 21:50:45 +03:00 |
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Janne Sinivirta
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ef59f9ad24
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sort imports in hyperopt.py
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2018-07-03 21:50:24 +03:00 |
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Janne Sinivirta
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ee4754cfb9
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avoid re-serialization of whole dataframe
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2018-07-03 14:49:58 +03:00 |
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Janne Sinivirta
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2713fdb860
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use cpu count explicitly in job count
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2018-07-03 11:46:56 +03:00 |
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Janne Sinivirta
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79aab4cce2
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use fstring
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2018-07-03 11:44:54 +03:00 |
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Janne Sinivirta
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fa8fc3e4ce
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handle the case where we have zero buys
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2018-07-02 11:46:55 +03:00 |
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Janne Sinivirta
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aec3f582e1
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Merge branch 'develop' into skopt
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2018-07-02 11:27:27 +03:00 |
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Janne Sinivirta
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0ce08932ed
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mypy fixes
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2018-06-30 09:54:31 +03:00 |
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Michael Egger
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6dd5f85fb6
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Merge pull request #954 from freqtrade/feat/allow_backtest_plot
allow backtest ploting
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2018-06-29 19:44:06 +02:00 |
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Janne Sinivirta
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0bddc58ec4
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extract loading previous results to a method
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2018-06-25 11:38:14 +03:00 |
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xmatthias
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e70cb963f7
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document what to do with exported backtest results
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2018-06-24 17:00:00 +02:00 |
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Janne Sinivirta
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118a43cbb8
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fixing tests for hyperopt
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2018-06-24 15:27:53 +03:00 |
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Anton
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f82b809fcf
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Merge with develop
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2018-06-23 16:50:27 +03:00 |
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Janne Sinivirta
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642ad02316
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remove unused import
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2018-06-23 15:56:38 +03:00 |
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Janne Sinivirta
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ab9e2fcea0
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fix guard names to match search space
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2018-06-23 15:47:19 +03:00 |
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Janne Sinivirta
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136456afc0
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add three triggers to hyperopting
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2018-06-23 15:44:51 +03:00 |
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xmatthias
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0440a19171
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export open/close rate for backtesting too
preparation to allow plotting of backtest results
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2018-06-23 14:19:50 +02:00 |
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Janne Sinivirta
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e8f2e6956d
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to avoid pickle problems, get rid of reference to exchange after initialization
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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a525cba8e9
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switch signal handler to try catch. fix pickling and formatting output
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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8272120c3a
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convert stoploss and ROI search spaces to skopt format
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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8fee2e2409
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move result logging out from optimizer
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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c415014153
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use multiple jobs in acq
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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964cbdc262
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increase initial sampling points
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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a46badd5c0
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reuse pool workers
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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0cb1aedf5b
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problem with pickling
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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b485e6e0ba
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start small
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2018-06-23 14:37:36 +03:00 |
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gcarq
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78f50a1471
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move logic from hyperopt to freqtrade.strategy
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2018-06-23 14:37:36 +03:00 |
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gcarq
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5aae215c94
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wrap strategies with HyperoptStrategy for module lookups with pickle
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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a68c90c512
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avoid calling exchange.get_fee inside loop
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2018-06-23 14:37:36 +03:00 |
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gcarq
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c40e6a12d1
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move logic from hyperopt to freqtrade.strategy
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2018-06-23 11:13:49 +02:00 |
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gcarq
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3360bf4001
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wrap strategies with HyperoptStrategy for module lookups with pickle
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2018-06-23 10:42:33 +02:00 |
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Janne Sinivirta
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c73b9f5c77
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avoid calling exchange.get_fee inside loop
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2018-06-22 21:04:07 +03:00 |
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xmatthias
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251f7db3ca
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require exchange object to delete pairs
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2018-06-17 23:38:07 +02:00 |
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xmatthias
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21edcbdc27
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Refactor exchange to class
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2018-06-17 23:38:07 +02:00 |
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Anton
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ae94ab17f4
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Merge branch 'develop' into feature-unlimited-stake_amount
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2018-06-17 02:23:40 +03:00 |
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Matthias
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a5511e2e30
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Merge pull request #894 from freqtrade/feature/force_close_backtest
Display open trades after backtest period
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2018-06-16 12:49:08 +02:00 |
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Janne Sinivirta
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0c85febe76
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remove all mongodb related code
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2018-06-16 09:09:28 +03:00 |
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Janne Sinivirta
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c1f8f641e6
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remove use of hyperopt_conf.py
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2018-06-16 09:09:28 +03:00 |
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xmatthias
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c0289ad844
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use list comprehension to build list
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2018-06-13 19:53:12 +02:00 |
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xmatthias
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e600be4f56
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Reduce force-sell verbosity
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2018-06-13 19:44:00 +02:00 |
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xmatthias
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6357812743
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fix backtest report able
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2018-06-13 06:57:49 +02:00 |
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xmatthias
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e3ced7c15e
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extract export from backtest function
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2018-06-12 22:29:30 +02:00 |
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xmatthias
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bfde33c945
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Use timestamp() instead of strftime
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
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2018-06-12 21:12:55 +02:00 |
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xmatthias
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335d1fbbbc
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Check if no backtest data is found and fail gracefully
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2018-06-11 19:50:43 +02:00 |
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Anton
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ce663f6af5
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Merge with develop
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2018-06-11 16:25:05 +03:00 |
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xmatthias
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12e455cbf5
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add buy/sell index to backtest result
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2018-06-10 20:52:42 +02:00 |
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xmatthias
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4710210cff
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fix hyperopt to use new backtesting result tuple
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2018-06-10 13:56:10 +02:00 |
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xmatthias
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27ee8f7360
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make flake happy
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2018-06-10 13:55:48 +02:00 |
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xmatthias
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1cd7ac55a8
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Added "left open trades" report
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2018-06-10 13:45:16 +02:00 |
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xmatthias
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b81588307f
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Add "open_at_end" parameter
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2018-06-10 13:37:53 +02:00 |
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xmatthias
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31025216f9
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fix type of open/close timestmap
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2018-06-10 13:32:07 +02:00 |
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xmatthias
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322a528c12
|
fix bug with backtestResult
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2018-06-10 13:25:16 +02:00 |
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xmatthias
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9c57d3aa8b
|
add BacktestresultTuple
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2018-06-10 13:15:46 +02:00 |
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xmatthias
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c1b2e06eda
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simplify return from _get_sell_trade_entry
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2018-06-10 09:07:04 +02:00 |
|
xmatthias
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3094acc7fb
|
update comment
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2018-06-10 08:58:28 +02:00 |
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xmatthias
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24a875ed46
|
remove experimental parameters - they are read by analyze.py anyway
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2018-06-09 21:44:57 +02:00 |
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xmatthias
|
5623ea3ac6
|
Add forcesell at end of backtest period
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2018-06-09 21:44:20 +02:00 |
|
xmatthias
|
8effc5f929
|
fix windows-specific init issue with named tuple
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2018-06-08 19:46:07 +02:00 |
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Anton
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b4138f29c8
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Merge with develop
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2018-06-08 00:29:44 +03:00 |
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Janne Sinivirta
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b4ae5a36a8
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use .copy() to avoid Pandas mistake. drop first row because of shifting
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2018-06-07 17:29:40 +03:00 |
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Janne Sinivirta
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7f8e0ba25f
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use buy/sell signal from previous candle, not current to avoid seeing to the future
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2018-06-07 17:28:40 +03:00 |
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xmatthias
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f37c5b70ba
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Fix tests - read optional argument
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2018-06-05 23:53:49 +02:00 |
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xmatthias
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7a34578b4d
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refactor timerange to named tuple
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2018-06-05 23:34:26 +02:00 |
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Anton
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87f750da35
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Merge with develop
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2018-06-04 01:50:10 +03:00 |
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