Commit Graph

116 Commits

Author SHA1 Message Date
gcarq bb4a9ed20f implement backtest subcommand 2017-11-17 18:09:55 +01:00
Janne Sinivirta d89db50465 avoid copy operation due to memory consumption 2017-11-17 12:30:54 +02:00
Janne Sinivirta 632d00e01d move price point calculations out from populate functions 2017-11-17 12:30:03 +02:00
Janne Sinivirta 2a56031cdc remove unnecessary line 2017-11-17 12:30:03 +02:00
Janne Sinivirta 16d412323c add a little snippet to allow running line_profiler with hyperopt 2017-11-16 20:43:24 +02:00
Janne Sinivirta 174122a09b remove unnecessary calculation 2017-11-16 20:38:59 +02:00
Janne Sinivirta 1b6a60ecb2 refactor backtesting to avoid recalculating indicators in hyperopt 2017-11-16 20:38:46 +02:00
Janne Sinivirta a963f1820c rename should_sell to min_roi_reached 2017-11-16 16:53:34 +01:00
Janne Sinivirta b9983149ef plug sell strategy to backtesting 2017-11-16 16:53:34 +01:00
Janne Sinivirta 6b7afb80b2 fix failing test 2017-11-16 16:53:34 +01:00
Janne Sinivirta 1db0a7d4ce populate sell signal 2017-11-16 16:53:34 +01:00
Janne Sinivirta c12a9ebd92 make signal getting parametrized 2017-11-16 16:53:34 +01:00
gcarq 0bc96241d5 rework exception handling (fixes #108) 2017-11-16 16:14:43 +01:00
gcarq dd9cb008fb refresh whitelist based on wallet health (fixes #60)
Refreshs the whitelist in each iteration based on the wallet health,
disabled wallets will be removed from the whitelist automatically.
2017-11-13 21:34:47 +01:00
Michael Egger bab59fbacd Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
2017-11-13 12:11:15 +01:00
Janne Sinivirta 0f0b10b6cc adjust search spaces 2017-11-13 07:28:56 +02:00
Janne Sinivirta 8e68c5358e clean up prints during hyperopt 2017-11-12 09:44:31 +02:00
Janne Sinivirta 660f01b514 add hilbert transform leadsine trigger 2017-11-12 09:13:54 +02:00
Janne Sinivirta 13537e3ce4 add short ema guard to hyperopt 2017-11-12 08:45:32 +02:00
Janne Sinivirta 2963a90008 add stochastics trigger 2017-11-12 08:38:52 +02:00
Janne Sinivirta 15b20b83fa optimize hyperopt objective function 2017-11-12 08:30:58 +02:00
gcarq d3b3370f23 Add configurable throttle mechanism 2017-11-11 16:47:19 +01:00
Janne Sinivirta cf79b15651 use discrete values for filters 2017-11-11 11:50:10 +02:00
Janne Sinivirta a4284351e3 fix green_candle 2017-11-11 11:22:12 +02:00
Janne Sinivirta 906caf329b remove two unused or poorly performing indicators 2017-11-11 11:22:12 +02:00
Janne Sinivirta 3db13fae13 add green_candle guard 2017-11-11 11:22:12 +02:00
Janne Sinivirta 274972f7af make faststoch trigger use crossed_above helper 2017-11-11 11:22:11 +02:00
Janne Sinivirta 83fd27e031 add sar reversal as trigger 2017-11-11 11:22:11 +02:00
gcarq f7a27c156c add /version command handler 2017-11-09 23:51:32 +01:00
gcarq 98f11fc7bb fix sqlite threading issue 2017-11-09 23:45:22 +01:00
gcarq 013e13e546 use tabulate for /count 2017-11-09 23:45:03 +01:00
gcarq c81358c291 remove MagicBot 2017-11-09 22:11:02 +01:00
gcarq ed34d9f22f add tests for /forcesell all 2017-11-09 22:08:28 +01:00
gcarq 0cfbb56b6c enhance and test pair validation 2017-11-09 21:47:47 +01:00
gcarq 80592970e9 add more tests 2017-11-09 20:02:41 +01:00
gcarq 31c03cdce1 fix linter issue 2017-11-08 22:44:32 +01:00
gcarq 6ce6018bb7 add more tests 2017-11-07 22:27:44 +01:00
gcarq abdddd5193 define common fixtures 2017-11-07 20:12:56 +01:00
gcarq 8eeb02e592 make ticker interval configurable 2017-11-07 18:59:47 +01:00
gcarq d921bae75e set executable bit 2017-11-07 18:42:40 +01:00
Janne Sinivirta 0395c92260 move testdata file loading to pytest fixture 2017-11-07 19:24:51 +02:00
Janne Sinivirta fbbde9de25 put shared fixtures to conftest.py 2017-11-07 17:29:00 +02:00
Janne Sinivirta adfae9e75c autoformat with autopep8 2017-11-06 19:17:23 +02:00
Michael Egger ae0b49f532 Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
2017-11-06 16:54:55 +01:00
gcarq cc29126d61 make download_backtest_data.py platform independent 2017-11-06 00:16:24 +01:00
gcarq 60e651cb4c only return data['result'] from get_ticker_history 2017-11-05 23:47:59 +01:00
Sébastien Moreau 3884cfb809 Merge branch 'develop' into feature/advanced-status-command 2017-11-05 10:32:53 -05:00
Sebastien Moreau caa6e22e53 Adds unit tests 2017-11-05 10:26:03 -05:00
gcarq 19f6ff330c adapt float precision asserts 2017-11-05 16:21:13 +01:00
gcarq 325f72fd91 dry_run: keep list of open orders 2017-11-05 15:21:16 +01:00