3675df8344
Update documentation regarding Legacy Hyperopt
2021-09-12 08:18:17 +02:00
fd6bf591f8
Update some tests to remove explicit hyperopt interface
2021-09-12 08:18:13 +02:00
ca44d2e092
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-04 19:54:34 +02:00
6d96b11279
Rename DefaultStrategy
2021-08-26 07:25:53 +02:00
df1c0540ab
Rename Hyperopt Test Class
2021-08-26 07:20:05 +02:00
7a977a8eaf
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-24 06:28:16 +02:00
317a454c0e
Removed shorting from tests/optimize/hyperopts/default_hyperopt.py and created another tests/optimize/hyperopts/short_hyperopt.py with long and shorting
2021-08-23 00:24:49 -06:00
092780df9d
condensed strategy methods down to 2
2021-08-18 16:52:34 -06:00
d4a7d2d444
Added short and exit_short to strategy
2021-08-18 16:52:20 -06:00
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
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Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
b73768acd1
Fix bug in property overwriting prevention
2021-08-04 20:21:56 +02:00
3c41223333
Add test for protections-hyperopt
2021-08-04 20:01:28 +02:00
091bf7c4d2
Output protection space
2021-08-04 06:50:14 +02:00
3503fdb4ec
Improve tests for newly added methods
2021-07-03 08:38:55 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
e97de4643f
Move tests to hyperopttools test file
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
89b9915c12
Update imports for SellType in tests
2021-06-08 21:07:16 +02:00
a89364aa98
Merge branch 'develop' into pr/Antreasgr/4838
2021-05-27 14:59:39 +02:00
3014bc3467
Don't use Sum sign in hyperopt to avoid compatibility problems
2021-05-27 14:22:11 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
5f5597b93f
Better test hyperopt writing and reading
2021-05-12 19:06:09 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
513be11fd9
Fix hyperopt output
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closes #4892
2021-05-07 20:23:11 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
46f0f66039
Keep dimensions stored in hyperopt class
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There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
4c00d4496d
Update tests to reflect new backtest returns
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
852f125347
Fix tests
2021-05-02 09:46:27 +02:00
c45204a2c4
Fix failing mocks
2021-05-02 08:59:21 +02:00
30da307d13
Remove encode/decode for hyperopt
2021-05-01 17:01:52 +02:00
555262b6e1
Only calculate additional indicators if the space is selected
2021-05-01 16:40:29 +02:00
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
4636b3970b
Fix failed test due to exchange downtime
2021-04-25 08:25:12 +02:00
5c7f278c8a
add tests for IntParameter.range
2021-04-24 07:18:35 +02:00
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
34e47db18d
Test SKDecimal space
2021-04-09 22:15:24 +02:00
dc406fe19f
Fail in case of name and explicit space name collisions
2021-04-05 10:53:00 +02:00
6954a1e029
MOre tests for ParameterHyperopt
2021-03-29 19:49:22 +02:00
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
4facf662de
Fix random test-failure caused by un-clean hyperopt shutdown
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pytest --random-order-seed=415781
2021-02-01 11:00:55 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
e1e2829ef3
Improve and refactor hyperopt tests
2020-10-28 14:49:25 +01:00
23bad8fd9f
Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss
2020-10-10 14:22:29 +02:00
8c2f763193
Add test to ensure --hyperopt-loss is mandatory
2020-10-05 20:36:16 +02:00
fa1d1679f0
Adapt tests to work without default hyperoptloss
2020-10-05 19:33:50 +02:00
06759234b6
Add test to verify output of roi / trailing stop hyperopt
2020-10-05 08:07:53 +02:00
6977ffdbf9
Merge branch 'develop' into isort_config
2020-09-28 20:21:55 +02:00
9df366d943
Apply isort to tests
2020-09-28 19:43:15 +02:00
15bb0af1b3
Add some test-coverage
2020-09-28 00:36:13 +02:00
f3de74f817
Mock all occurances of hyperopt.dump
2020-09-27 19:48:11 +02:00
5769b9244f
Mock test correctly
2020-09-27 19:34:47 +02:00
c42a924df8
Load latest file
2020-09-27 16:50:42 +02:00
b736691e0e
Remove hyperopt --continue
2020-09-27 16:18:28 +02:00
f0d7f18cf9
Pad wins / draws / losses for hyperopt with spaces instead of 0's
2020-09-19 17:32:22 +02:00
3fe2ed0e18
zero pad in test
2020-09-07 23:38:51 +08:00
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
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Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
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Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
b98107375e
Improve formatting of result string to be a bit conciser
2020-08-14 07:31:14 +02:00
d76ee43246
Show wins / draws / losses in hyperopt table
2020-08-14 07:14:10 +02:00
05bd099f51
Merge branch 'develop' into pr/yazeed/3008
2020-08-14 06:58:09 +02:00
59370672b8
Fix more tests
2020-08-06 09:00:28 +02:00
081625c5dc
Have hyperopt tests use new hyperopt location
2020-08-06 08:51:01 +02:00
2881718733
Adapt tests for new column names
2020-07-03 06:58:27 +02:00
f9bb1a7f22
Update more occurances of ticker_interval
2020-06-02 10:02:55 +02:00
950f358982
Replace occurances in test files
2020-06-01 20:47:27 +02:00
009ea0639f
Exchange some occurances of ticker_interval
2020-06-01 20:33:26 +02:00
5a9a31351a
Adjust empty f-strings to be non-fstrings
2020-05-18 11:40:25 +02:00
c26835048c
Hyperopt cleanup, do not use 'trials'
2020-04-28 22:56:19 +03:00
72b088d85f
added test
2020-04-25 11:31:51 +02:00
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
1b6e77649a
Add test for hyperopt
2020-03-10 12:42:31 +03:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
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Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
090d1e8a70
Alignment and cleanups
2020-03-04 20:51:09 +01:00
7652a2bb95
Updated table layout and aligning better for hyperopt
2020-03-04 00:10:47 +01:00
4aca8d7fcc
PEP8 fix
2020-03-03 01:35:18 +01:00
399c419163
Changed table formating. Adding some code to align hyperopt table generation. WIP
2020-03-03 01:14:56 +01:00
379275e2d6
Updated tests
2020-03-01 03:24:04 +01:00
267416eced
Changed test for new table printing
2020-03-01 03:11:00 +01:00
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
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Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss
2020-02-19 02:37:25 +01:00
6335d81ceb
Merge branch 'develop' into data_handler
2020-02-16 15:12:14 +01:00
d07c69809d
Fix tests for hyperopt_loss
2020-02-10 18:32:41 +03:00
83644ce5d8
Fix mypy type errors in tests
2020-02-10 10:35:48 +01:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
6b279f297c
fixed test
2020-02-07 16:45:07 +03:00
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
951a19fb00
added tests for both sortino methods
2020-02-07 16:44:30 +03:00
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky ( #2826 )
...
* more consistent backtesting tables and labels
* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* Align quotes in same area
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* fixed some more line alignments
* updated docs to include SharpeHyperOptLossDaily
* Update dockerfile to 3.8.1
* Run tests against 3.8
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* updated docs to include SharpeHyperOptLossDaily
* docs fixes
* missed one fix
* fixed standard deviation line
* fixed to bracket notation
* fixed to bracket notation
* fixed syntax error
* better readability, kept np.sqrt(365) which results in annualized sharpe ratio
* fixed method arguments indentation
* updated commented out debug print line
* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()
* Reworked to fill leading and trailing days
* No need for np; make flake happy
* Fix risk free rate
Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
Matthias
Sam Germain
Allen Day
hroff-1902
Yazeed Al Oyoun
hroff-1902
Fredrik81