gcarq
|
bdff29a472
|
remove code duplicates
|
2017-11-17 18:17:59 +01:00 |
|
gcarq
|
3475a07522
|
fetching new testing data for oneMin and fiveMin intervals
|
2017-11-17 18:15:24 +01:00 |
|
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
|
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 |
|
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
|
abdddd5193
|
define common fixtures
|
2017-11-07 20:12:56 +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 |
|
Janne Sinivirta
|
29b173f4e7
|
only run four evals of hyperopt, just to check it works
|
2017-11-05 09:28:42 +02:00 |
|
gcarq
|
1e5b0e8726
|
adapt tests
|
2017-11-02 19:00:25 +01:00 |
|
gcarq
|
e07904d436
|
PEP8 linting
|
2017-10-31 00:36:35 +01:00 |
|
Michael Egger
|
ea1b1e11ea
|
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
|
2017-10-31 00:28:38 +01:00 |
|
Janne Sinivirta
|
e68e6c0a1a
|
reuse mock in hyperopt also
|
2017-10-30 22:31:28 +02:00 |
|
gcarq
|
6f2915e25e
|
move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
|
2017-10-30 20:41:36 +01:00 |
|
Janne Sinivirta
|
d066817d0b
|
removed below_sma and over_sma to wait for better implementation
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
a632121368
|
add macd cross signal trigger to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
473d09b5cd
|
add ema50 and ema100. add long uptrend ema guard to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
22cfef7d36
|
add ema5 cross ema10 trigger to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
e1bbe1d9a9
|
adjust indicator ranges in hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
ec981b415a
|
add RSI to hyperopt
|
2017-10-29 21:33:57 +02:00 |
|
Janne Sinivirta
|
25d6d6bbe5
|
remove unused imports from test_hyperopt
|
2017-10-28 15:32:29 +03:00 |
|
Janne Sinivirta
|
649781d823
|
store result strings, display best result in summary. switch to a lot better objective algo
|
2017-10-28 15:26:22 +03:00 |
|
Janne Sinivirta
|
08ca7a8166
|
change print to format so result can be used in hyperopt Trials
|
2017-10-28 15:26:22 +03:00 |
|
Janne Sinivirta
|
6ba2492360
|
add Awesome Oscillator and try it in hyperopt
|
2017-10-25 18:37:20 +03:00 |
|
Samuel Husso
|
041e201713
|
remove duplicated backtesting from hyperopt
|
2017-10-25 08:17:17 +03:00 |
|
Samuel Husso
|
f43ba44b15
|
refactor backtesting to its own method as we use it also in hyperopt
|
2017-10-24 07:58:42 +03:00 |
|
Janne Sinivirta
|
6f5307fda7
|
use more aggressive stop loss for hyperopt
|
2017-10-22 17:15:57 +03:00 |
|
Janne Sinivirta
|
37004e331a
|
remove unused import and commented out code
|
2017-10-22 17:14:55 +03:00 |
|
Janne Sinivirta
|
57acf85b42
|
try a different objective function
|
2017-10-22 17:11:01 +03:00 |
|
Janne Sinivirta
|
913488910c
|
bump minimum evaluations to 40 rounds
|
2017-10-21 10:29:05 +03:00 |
|
Janne Sinivirta
|
17b984a7cd
|
adjust objective function to emphasize trade lenghts more
|
2017-10-21 10:28:43 +03:00 |
|
Janne Sinivirta
|
f79b44eefe
|
adjust ROI map for shorter trades
|
2017-10-21 10:28:02 +03:00 |
|
Janne Sinivirta
|
146c254c0f
|
start adding other triggers than just the lower BBands
|
2017-10-21 10:26:38 +03:00 |
|
Janne Sinivirta
|
ce2966dd7f
|
add uptrend_sma to hyperopt
|
2017-10-20 18:29:38 +03:00 |
|
Janne Sinivirta
|
0fbca8b8ef
|
add CCI to hyperopt
|
2017-10-20 13:14:28 +03:00 |
|
Janne Sinivirta
|
3f7a583de6
|
add SAR to hyperopt. add over/under sma options to hyperopt
|
2017-10-20 12:56:44 +03:00 |
|
Janne Sinivirta
|
1196983d5f
|
change objective to emphasize shorter trades and include average profit
|
2017-10-20 10:39:36 +03:00 |
|