98665dcef4
revert inadvertent wihtespace changes
2018-07-29 20:55:37 +02:00
df8700ead0
Adapt after merge from develop
2018-07-29 20:55:37 +02:00
0dcaa82c3b
fixed test?
2018-07-29 20:55:06 +02:00
3dd7d209e9
more test fixes
2018-07-29 20:55:06 +02:00
abc55a6e6b
fixing? hyperopt
2018-07-29 20:55:06 +02:00
2e6e5029ba
fix mypy and tests
2018-07-29 20:55:06 +02:00
7f27beff4b
Revert "backtesting: try to load data with ujson if it exists"
2018-07-29 13:23:11 +02:00
cb2fff8909
mypy doesn't handle common idiomacy so disable the line (see the open issue more details)
2018-07-28 22:06:26 +03:00
cdd8cc551c
backtesting: try to load data with ujson if it exists
2018-07-28 21:56:11 +03:00
4b38c8b11d
use pandas own min and max for column sorting
2018-07-25 17:04:25 +03:00
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
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Record sell reason
2018-07-24 09:09:45 +03:00
4fb9823cfb
fix rebase problem
2018-07-19 19:50:06 +02:00
760c79c5e9
Use `.center()` to output trades header line
2018-07-19 19:39:08 +02:00
a452864b41
Use namedtuple for sell_return
2018-07-19 19:39:08 +02:00
506aa0e3d3
Add print_sales table and test
2018-07-19 19:34:14 +02:00
2a61629014
Export sell_reason from backtest
2018-07-19 19:29:31 +02:00
cbffd3650b
add sell_reason to backtesting
2018-07-19 19:29:31 +02:00
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
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replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
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Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
8f254031c6
Add short form for parameters, change default for hyperopt
2018-07-19 13:19:36 +02:00
aa69177436
Properly check emptyness and adjust floatfmt
2018-07-19 13:14:21 +02:00
79b1030435
output duration in a more readable way
2018-07-18 20:08:55 +02:00
f9f6a3bd04
cast to int to keep exports constant
2018-07-18 09:29:51 +02:00
8e4d2abd4e
Fix typo
2018-07-18 09:10:17 +02:00
08237abe20
Fix wrong backtest duration
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identified in #1038
2018-07-18 09:06:12 +02:00
c82276ecbe
add --disable-max-market-positions
2018-07-17 21:05:03 +02:00
e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
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Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
aec3f582e1
Merge branch 'develop' into skopt
2018-07-02 11:27:27 +03:00
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
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allow backtest ploting
2018-06-29 19:44:06 +02:00
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
0440a19171
export open/close rate for backtesting too
...
preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
8272120c3a
convert stoploss and ROI search spaces to skopt format
2018-06-23 14:37:36 +03:00
8fee2e2409
move result logging out from optimizer
2018-06-23 14:37:36 +03:00
c415014153
use multiple jobs in acq
2018-06-23 14:37:36 +03:00
964cbdc262
increase initial sampling points
2018-06-23 14:37:36 +03:00
a46badd5c0
reuse pool workers
2018-06-23 14:37:36 +03:00
0cb1aedf5b
problem with pickling
2018-06-23 14:37:36 +03:00
b485e6e0ba
start small
2018-06-23 14:37:36 +03:00
78f50a1471
move logic from hyperopt to freqtrade.strategy
2018-06-23 14:37:36 +03:00
5aae215c94
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 14:37:36 +03:00
a68c90c512
avoid calling exchange.get_fee inside loop
2018-06-23 14:37:36 +03:00
c40e6a12d1
move logic from hyperopt to freqtrade.strategy
2018-06-23 11:13:49 +02:00
3360bf4001
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 10:42:33 +02:00
c73b9f5c77
avoid calling exchange.get_fee inside loop
2018-06-22 21:04:07 +03:00
251f7db3ca
require exchange object to delete pairs
2018-06-17 23:38:07 +02:00
21edcbdc27
Refactor exchange to class
2018-06-17 23:38:07 +02:00
ae94ab17f4
Merge branch 'develop' into feature-unlimited-stake_amount
2018-06-17 02:23:40 +03:00
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
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Display open trades after backtest period
2018-06-16 12:49:08 +02:00
0c85febe76
remove all mongodb related code
2018-06-16 09:09:28 +03:00
c1f8f641e6
remove use of hyperopt_conf.py
2018-06-16 09:09:28 +03:00
c0289ad844
use list comprehension to build list
2018-06-13 19:53:12 +02:00
e600be4f56
Reduce force-sell verbosity
2018-06-13 19:44:00 +02:00
6357812743
fix backtest report able
2018-06-13 06:57:49 +02:00
e3ced7c15e
extract export from backtest function
2018-06-12 22:29:30 +02:00
bfde33c945
Use timestamp() instead of strftime
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this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
335d1fbbbc
Check if no backtest data is found and fail gracefully
2018-06-11 19:50:43 +02:00
ce663f6af5
Merge with develop
2018-06-11 16:25:05 +03:00
12e455cbf5
add buy/sell index to backtest result
2018-06-10 20:52:42 +02:00
4710210cff
fix hyperopt to use new backtesting result tuple
2018-06-10 13:56:10 +02:00
27ee8f7360
make flake happy
2018-06-10 13:55:48 +02:00
1cd7ac55a8
Added "left open trades" report
2018-06-10 13:45:16 +02:00
b81588307f
Add "open_at_end" parameter
2018-06-10 13:37:53 +02:00
31025216f9
fix type of open/close timestmap
2018-06-10 13:32:07 +02:00
322a528c12
fix bug with backtestResult
2018-06-10 13:25:16 +02:00
9c57d3aa8b
add BacktestresultTuple
2018-06-10 13:15:46 +02:00
c1b2e06eda
simplify return from _get_sell_trade_entry
2018-06-10 09:07:04 +02:00
3094acc7fb
update comment
2018-06-10 08:58:28 +02:00
24a875ed46
remove experimental parameters - they are read by analyze.py anyway
2018-06-09 21:44:57 +02:00
5623ea3ac6
Add forcesell at end of backtest period
2018-06-09 21:44:20 +02:00
8effc5f929
fix windows-specific init issue with named tuple
2018-06-08 19:46:07 +02:00
b4138f29c8
Merge with develop
2018-06-08 00:29:44 +03:00
b4ae5a36a8
use .copy() to avoid Pandas mistake. drop first row because of shifting
2018-06-07 17:29:40 +03:00
7f8e0ba25f
use buy/sell signal from previous candle, not current to avoid seeing to the future
2018-06-07 17:28:40 +03:00
f37c5b70ba
Fix tests - read optional argument
2018-06-05 23:53:49 +02:00
7a34578b4d
refactor timerange to named tuple
2018-06-05 23:34:26 +02:00
87f750da35
Merge with develop
2018-06-04 01:50:10 +03:00
e3227a741c
add --export-filename for backtesting
2018-06-03 19:36:53 +02:00
50fc5f91ca
Merge branch 'develop' into mypy_typecheck
2018-06-03 10:35:56 +02:00
a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency
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Fix stake_currency returned by Hyperopt …
2018-06-03 07:19:24 +03:00
2cd8782a88
Merge pull request #825 from gcarq/fix/hyperopt-in-progress
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Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-03 07:16:39 +03:00
fe8ff1b929
Fix stake_currency return by Hyperopt
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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
127cf5d619
Backtesting: Add the Interval required when data is missing
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Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"
The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
2018-06-02 13:55:05 -07:00
dc65753a64
Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-02 12:35:07 -07:00
2791d543ea
Make backtesting report markdown shareable
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Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste
Example:
2018-06-02 19:52:16 +02:00
f88729f0e8
add ignore comment
2018-06-02 14:14:28 +02:00
3447e4bb97
comment on ignore hint
2018-06-02 14:13:17 +02:00
0007002c80
fix test failure
2018-06-02 14:07:54 +02:00
0a595190a3
fix last typechecks
2018-06-02 13:59:35 +02:00
d9e951447f
remove _init function in backtesting (and according test)
2018-06-02 13:54:22 +02:00
4a322abd4d
Typecheck improvements
2018-06-02 13:44:05 +02:00
792dd556a1
Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt
2018-06-01 19:46:53 -07:00
3fb1dd02f1
add typehints and type: ignores
2018-05-31 22:00:46 +02:00
45909af7e0
type anotation fixes
2018-05-30 22:38:09 +02:00
3427c7eb54
Use constants
2018-05-25 17:04:08 +03:00
9be98cd8f7
Add ability to set unlimited stake_amount
2018-05-23 13:15:03 +03:00
8c22cfce37
Fix tests; fix codestyle
2018-05-21 23:15:01 +03:00
e1cb0dbf28
Do not try to redownload pair data if --refresh-pairs-cached is not set
2018-05-21 22:31:08 +03:00
2bfce64e6a
Fix conflicts
2018-05-04 13:38:51 +03:00
ceeb98dda9
Fix conflicts
2018-05-03 11:16:29 +03:00
306885e174
Merge branch 'develop' into feat/objectify-ccxt
2018-05-02 22:49:55 +02:00
24ab1b5be5
Fix review comments, documenation update
2018-05-01 00:27:05 +03:00
a127e1db07
Fix case with empty dict
2018-04-28 01:40:48 +03:00
2267a420a4
Fix codestyle
2018-04-28 00:30:42 +03:00
82ea56c8fd
Fix review comments. Add support of datetime timeganges
2018-04-28 00:16:34 +03:00
a140748b5a
Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix
2018-04-21 22:39:22 +02:00
f4077a51c1
log hyperopt progress to stdout instead to the logger
2018-04-21 20:52:01 +02:00
403f59ef45
use native python logger
2018-04-21 20:47:06 +02:00
ce90ee4ac2
have backtesting use fee_open and fee_close
2018-04-21 20:05:49 +02:00
94287d66a8
Flake8 fixes
2018-04-12 18:16:27 +02:00
1678518cd4
Add dry_run=True to config during backtesting
2018-04-12 18:16:26 +02:00
e42403fecc
Change date to timestamp conversion method in backtesting
2018-04-12 18:07:44 +02:00
db46ad6502
Change ticker interval from minutes as integer to string (1m, 5m, 1h,...)
2018-04-07 16:57:47 +02:00
c1c6ed6ed7
Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files
2018-04-07 16:51:50 +02:00
1f75636e56
[1/3] Add support for multiple exchanges with ccxt (objectified version) ( #585 )
...
* remove obsolete helper functions and make _state a public member.
* remove function assertions
* revert worker() changes
* Update pytest from 3.4.2 to 3.5.0
* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling
* Add NetworkException
* Change pair format in constants.py
* Add tests for exchange functions that comply with ccxt
* Remove bittrex tests
* Remove Bittrex and Interface classes
* Add retrier decorator
* Remove cache from get_ticker
* Remove unused and duplicate imports
* Add keyword arguments for get_fee
* Implement 'get_pair_detail_url'
* Change get_ticker_history format to ccxt format
* Fix exchange urls dict, don't need to initialize exchanges
* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
fee8d0a2e1
refactor get_timeframe
2018-03-29 20:16:25 +02:00
702402e1fe
simplify download_backtesting_testdata
2018-03-29 20:15:32 +02:00
85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
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fix backtest --export format
2018-03-27 12:43:52 +03:00
a182cab27f
fix backtest --export format
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reverts regression introduced in c623564
2018-03-26 20:28:51 +02:00
611bb52d1f
log hyperopt progress to stdout instead to the logger
2018-03-25 22:57:40 +02:00
f374a062e1
remove freqtrade/logger.py
2018-03-25 21:43:00 +02:00
fa7f74b4bc
use native python logger
2018-03-25 21:43:00 +02:00
3f8d7dae39
make name a required argument and add fallback to getEffectiveLevel
2018-03-25 21:42:03 +02:00
f51ef1a791
refactor format_ms_time to misc.py
2018-03-25 13:38:50 +02:00
016232a8e9
Revert OHLVC dataformat to ccxt format
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* Also fixes backtesting - but data must be refreshed for now as no
conversation is happening yet
2018-03-25 13:32:46 +02:00
85af68d807
ccxt - make backtesting work
2018-03-24 19:45:23 +01:00
eb4ac73b78
remove last bittrex references so that bot is runnable
2018-03-22 08:29:52 +02:00
d2aea7bdc1
optimize imports
2018-03-20 19:50:04 +01:00
5327533188
optimize: set correct typehints
2018-03-20 19:48:03 +01:00
a6a38735b1
backtesting: only respect max_open_trades with realistic_simulation
2018-03-20 19:38:33 +01:00
93931eb32b
fix typo in _generate_text_table
2018-03-19 23:05:12 +01:00
0bb7cc8ab5
Hyperopt: fix 'Ran out of input' error
2018-03-05 20:49:45 -08:00
de468c6fc8
Fix wrong realistic_simulation implementation in Hyperopt
2018-03-04 02:31:25 -08:00
6fcc173489
Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify
2018-03-04 01:33:39 -08:00
bb1e38f584
Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify
2018-03-04 01:01:19 -08:00
2001c20426
Merge commit '028700d86f130d5c3cbfef4e422dc701340f58c9' into feature/objectify
2018-03-04 00:53:27 -08:00
722ed48d9d
Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify
2018-03-04 00:51:22 -08:00
38510d4b03
Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify
2018-03-03 17:26:06 -08:00
84759073d9
Refactor Configuration() to apply common configurations all the time and to remove show_info
2018-03-03 13:43:14 -08:00
0632cf0f44
Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify
2018-03-02 23:28:36 -08:00
bbb1a31fda
Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify
2018-03-03 10:01:06 +08:00
390501bac0
Make Pylint Happy chapter 1
2018-03-03 09:33:54 +08:00
d274f13480
Remove Memory profiler in Backtesting
2018-03-03 09:33:54 +08:00
8bd0f4d0d7
Remove ugly pprints
2018-03-03 09:33:54 +08:00
6ef7b7d93d
Complete Backtesting and Hyperopt unit tests
2018-03-03 09:33:54 +08:00
1d251d6151
Move Backtesting to a class and add unit tests
2018-03-03 09:33:54 +08:00
35c51c73f7
Merge pull request #518 from gcarq/cleaning_up_backtesting
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Cleaning up backtesting/hyperopt
2018-02-18 10:18:00 +02:00
fac122891f
remove stoploss parameter from backtest, it is loaded from strategy
2018-02-17 11:14:03 +02:00
d1bdbcd273
Fix wrong duration calculation in hyperopting
2018-02-16 22:08:20 +02:00
bf72b5bc37
make args available for optimizer and use them instead of guessing from params
2018-02-16 14:00:12 +02:00
f64c8cc9ce
realistic should be False by default and enabled with a --realistic-simulation flag
2018-02-15 13:11:17 +02:00
a1ba57186b
correctly join paths and debug log the found results
2018-02-15 08:59:02 +02:00
e3d222912d
Merge pull request #511 from gcarq/hyperopt_selectable_spaces
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Allow selecting Hyperopt search space
2018-02-12 08:28:24 +02:00
3e07d41fa9
remove mention of sell space
2018-02-12 07:01:51 +02:00
2ce03ab1b5
make Strategy store roi and stoploss values as numbers to avoid later casting
2018-02-11 15:25:30 +02:00
2dd2f31431
remove repeated condition
2018-02-11 14:31:37 +02:00
dc105d5eae
better names for row variables
2018-02-11 14:24:19 +02:00
c62356438a
loop over arrays instead of dataframes
2018-02-11 14:18:57 +02:00
f14d6249e0
allow selecting hyperopt searchspace
2018-02-09 20:59:06 +02:00
12a19e400f
tests: more backtesting testing ( #496 )
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* tests: more backtesting testing
* tests: hyperopt
* tests: document kludge
* tests: improve test_dataframe_correct_length
* tests: remove remarks
2018-02-08 21:49:43 +02:00
a28ffcbcf7
remove slow unnecessary table scan
2018-02-06 21:21:47 +02:00
a071571eac
switch to faster short circuiting condition
2018-02-06 12:13:12 +02:00
5cf2dd79f2
don't reset index if not needed
2018-02-06 11:34:01 +02:00
cf7c6d2e9c
switch to properly using dates as indexes, makes date based searching and slicing a lot faster
2018-02-06 11:34:00 +02:00
8c7b29734e
use date info to calculate trade durations
2018-02-06 11:34:00 +02:00
0a42a0e814
Merge pull request #479 from gcarq/fix/issue-478
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Fix Backtesting / Hyperopt ticker_interval download
2018-01-31 17:15:47 +02:00
07b7828f39
Fixing bug in backtesting causing to much sells
2018-01-31 07:59:45 +01:00
d313eb812d
Forgot one args.ticker_interval
2018-01-29 23:07:54 -08:00
321e3ede30
Fix hyperopt ticker interval download
2018-01-29 22:53:28 -08:00
524290d678
Fix backtesting ticker interval download
2018-01-29 22:51:29 -08:00
94172091ae
Refactoring the sell conditions evaluation to share the function with backtesting
2018-01-29 10:10:19 +01:00
a5155b3b20
Merge pull request #465 from gcarq/fix/increase_test_coverage
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Fix/increase test coverage
2018-01-29 08:47:26 +02:00
2bccaa31c9
Increase pylint score on misc.py
2018-01-28 14:28:28 -08:00
f66958c34f
optimize/__init__.py:
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Added support for gzip ticker data files if they exist.
2018-01-28 21:57:25 +08:00
b44adaa5ab
Added support in /optimize for gzip ticker data files if they exist.
2018-01-28 21:52:27 +08:00
a6a479f7aa
balances to min roi hyperopt settings
2018-01-28 10:46:22 +02:00
67ddb2e7f8
lower precision for most search space variables
2018-01-27 09:51:06 +02:00
95ab7c84bc
remove unnecessary else
2018-01-26 18:41:41 +02:00
f33923c784
fix typings for hyperopt code
2018-01-26 18:32:45 +02:00
a7a7c37121
add day counter to timeframe
2018-01-26 18:32:45 +02:00
b7e297ebda
remove unused loop variable
2018-01-26 11:50:00 +02:00
4fe6ae0bae
fix search space for min ROI
2018-01-25 22:32:46 +02:00
42087c9bfe
let hyperopt optimize ROI table
2018-01-25 11:12:00 +02:00
5007165908
add search space for ROI table
2018-01-25 09:34:26 +02:00
7dc63c06e7
Merge pull request #356 from kryofly/test_coverage
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Test coverage
2018-01-25 09:31:06 +02:00
c400d15ed1
rip out hyperopt things from strategy, add indicator populating to hyperopt
2018-01-23 16:56:12 +02:00
a6cbc1ba16
Merge pull request #400 from gcarq/feature/custom_strategy
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Allow custom strategy files
2018-01-23 15:25:18 +02:00
e220ad5389
Remove useless USDT_BTC filename conversion
2018-01-22 21:40:07 -08:00
eac6e05392
Fix error when config does not have stoploss
2018-01-22 20:51:39 -08:00
1c7da95fed
Move hyperopt_trials.pickle to user_data/
2018-01-22 20:51:39 -08:00
baae374899
Move hyperopt_conf.py into user_data/
2018-01-22 20:51:39 -08:00
be75522507
Fix flake8
2018-01-22 20:51:39 -08:00
c46d78b4b9
Decouple strategy from analyse.py
2018-01-22 20:51:39 -08:00
ad2a5f1717
Remove optimize.load_data() that is called twice
2018-01-20 15:35:13 -08:00
e94e6292e9
Merge branch 'develop' into test_coverage
2018-01-20 22:01:03 +01:00
36797cda30
Merge branch 'develop' into support_multiple_ticker
2018-01-20 19:25:47 +01:00
cf266a67ad
Merge branch 'develop' into test_coverage
2018-01-20 10:06:53 +01:00
e3088647fc
Merge branch 'develop' into test_coverage
2018-01-19 08:40:40 +01:00
4a9e1cb345
Merge branch 'develop' into backtest-export
2018-01-19 07:02:38 +01:00
14d16f2574
Merge pull request #357 from kryofly/timeperiod
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Timeperiod
2018-01-18 20:26:44 -08:00
c9e1fd3fc4
Merge branch 'develop' into support_multiple_ticker
2018-01-17 21:29:36 +01:00
7b292d5ca3
backtesting takes its ticker_interval from the config file, else from the command line options
2018-01-17 13:52:14 +01:00
2509ce030d
Refreshing pair of only selected ticker_interval
2018-01-17 13:52:14 +01:00
e2e2005567
Adding 30 minutes, 1 hour, 1 day tickers
2018-01-17 13:52:14 +01:00
c670ccfd37
add trigger +DI crossed above -DI
2018-01-16 18:52:06 +02:00
8896b39231
add heikenashi reversal bullish trigger to hyperopt
2018-01-16 18:52:06 +02:00
ce963aae58
add macd < 0 guard to hyperopt
2018-01-16 18:52:06 +02:00
dc01807b3c
switch ema5 trigger to ema3 cross trigger
2018-01-16 18:52:06 +02:00
fadac5fe4a
remove too aggressive trigger
2018-01-16 18:52:06 +02:00
99260735ae
remove broken bbands trigger from hyperopt. add two working bbands triggers
2018-01-16 18:52:06 +02:00
501be8a3bc
adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
2018-01-16 16:36:50 +02:00
38fe7ec7cd
adjust default target values for hyperopt
2018-01-16 16:35:48 +02:00
0e58ab7e01
more advanced use of --timerange
2018-01-16 00:15:49 +01:00
71bb348698
rename --timeperiod to --timerange
2018-01-15 21:49:06 +01:00
ec7bfba8df
add comment about checking the new total profit logging
2018-01-14 13:11:19 +02:00
f1e176d35c
log total profit in percentages also
2018-01-14 13:10:25 +02:00
92241baade
log the loss value
2018-01-14 13:09:39 +02:00
d4008374f6
backtest export: include enter,exit dates
2018-01-12 22:12:00 +01:00
05f5a1b0ee
Merge branch 'develop' into test_coverage
2018-01-11 19:49:33 +01:00
153e11f045
Merge branch 'develop' into timeperiod
2018-01-11 19:45:47 +01:00
4781a23809
Merge branch 'develop' into backtest-export
2018-01-11 19:40:42 +01:00
ed47ee4e29
backtest export json2
2018-01-11 19:14:11 +01:00
27769f0301
uncomplex backtest
2018-01-11 17:45:41 +01:00
feb5da0c35
file_dump_json
2018-01-11 15:49:04 +01:00
c11102cf4a
another run of autopep8
2018-01-11 07:08:56 +02:00
86db6c9084
sort imports
2018-01-11 07:08:56 +02:00
1b6b0ad9d2
autopep8
2018-01-11 06:50:36 +02:00
b0f3fd7ffb
timeperiod argument to backtesting and hyperopt
2018-01-10 23:48:59 +01:00
feca87345f
refactor
2018-01-10 23:00:40 +01:00
f848a5c87d
tests optimize load_data
2018-01-10 13:43:03 +01:00
e67c652988
use os.path.join, fix docstrings
2018-01-10 11:50:00 +02:00
ffae0b2cd5
hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS
2018-01-09 12:37:56 +02:00
1647e7a0c1
update fix failing tests, unitest that resume hyperopt functionality works
2018-01-09 12:26:52 +02:00
b35fa4c9f6
hyperopt: show the best results so far
2018-01-09 12:25:58 +02:00
a48840509b
Hyperopt: use results from previous runs
2018-01-09 12:25:58 +02:00
ca8cab0ce9
Hyperopt to handle SIGINT by saving/reading the trials file
2018-01-09 12:25:58 +02:00
dd2ccea6e5
fix wrong range in stoploss search space
2018-01-08 21:59:46 +02:00
9dd38aebe0
add stoploss to the hyperopt parameters
2018-01-07 21:08:12 -08:00
9c21077dc1
Fix hypeopt issue when no result found
2018-01-07 17:53:21 -08:00
890083ce7f
Merge branch 'develop' into datadir
2018-01-07 10:00:35 +01:00
b3ea0f4ec5
Make readable hyperopt best parameters result
2018-01-06 17:19:48 -08:00
60ed4b9d1e
--datadir <path> argument
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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
41933c31ca
Merge pull request #315 from kryofly/tests_jan05
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tests cover more backtesting
2018-01-06 09:26:20 +02:00
79fcd0b06c
tests cover more backtesting
2018-01-05 10:44:10 +01:00
421ccb23d3
split load tickerdata function
2018-01-05 10:20:48 +01:00
7fd6d089c0
Fix Backtesting header alignment
2018-01-04 23:14:10 -08:00
90017998fc
Use named argument for backtest()
2018-01-04 22:27:55 -08:00
ea6a1c629d
fixing pep8 compliance
2018-01-03 11:50:30 +01:00
eb53a796e2
pep8 compliance
2018-01-03 11:35:54 +01:00
45f2d01895
- add a profit/loss counter
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- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
c176ace889
Adding sell_profit_only and stoploss in hyperopt
2018-01-03 10:56:18 +01:00
fed3024302
rewrite get_timeframe in backtesting
2018-01-02 21:54:31 +02:00
dc2f048c98
make tuples smaller in backtesting loops
2018-01-02 21:52:47 +02:00
82e9ed2ac2
shorten table title to match table length
2018-01-02 17:53:47 +02:00
ae52880f81
improve backtesting result formatting
2018-01-02 17:39:02 +02:00
0d605d2396
Refactor Optimize tests, and add more unit tests
2017-12-28 22:32:48 -08:00
a36fd00f6a
also print dot when hyperopt eval result is fail
2017-12-28 06:40:11 +02:00
7f44ba6df4
unit tests for optimize.hyperopt
2017-12-28 06:39:56 +02:00
7b0beb0afa
cleanups
2017-12-28 06:36:18 +02:00
de33d69eed
Lint fixes ( #236 )
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* 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
9959d53f5e
Logging improvements to Hyperopt ( #235 )
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* 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
353b0d2d34
balance hyperopt objective to adjusted profit calculations
2017-12-23 19:18:28 +02:00
e644d57dbe
log should state profit is in BTC to avoid confusion
2017-12-23 19:00:49 +02:00
50e7cef5f3
remove commented-out code
2017-12-23 19:00:49 +02:00
1058820e1b
just pass stake_amount instead of the whole config
2017-12-23 19:00:49 +02:00
24bc3a8390
show more digits for profits
2017-12-23 15:11:19 +02:00
5309ea3820
use newline for each log result for readability
2017-12-23 15:11:19 +02:00
a063680d32
calculate log line only if really logging
2017-12-23 15:11:19 +02:00
10cf2ce853
remove unnecessary confusing division
2017-12-23 15:11:19 +02:00
871357a2e3
just require positive results
2017-12-23 15:11:19 +02:00
8d93363655
filter nan values from total_profit and avg_profit
2017-12-23 09:21:04 +02:00
Matthias
Gert Wohlgemuth
Samuel Husso
Janne Sinivirta
Michael Egger
Anton
gcarq
Anton
Gerald Lonlas
Raymond Luo
enenn
kryofly
Jean-Baptiste LE STANG
Michael Smith
kryofly
