adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
8,415 Commits 14 Branches 74 Tags 197 MiB
c230a94d55
Commit Graph

142 Commits

Author SHA1 Message Date
Matthias
ac008a4758 Remove obsolete comment in tests 2020-04-15 06:58:54 +02:00
Matthias
cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias
3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias
fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +01:00
Matthias
328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902
1b6e77649a Add test for hyperopt 2020-03-10 12:42:31 +03:00
hroff-1902
81b6a950ac Adjust test for backtesting 2020-03-10 12:42:11 +03:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table 
Added dynamic print table function to hyperopt
 2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81
4aca8d7fcc PEP8 fix 2020-03-03 01:35:18 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
Fredrik81
379275e2d6 Updated tests 2020-03-01 03:24:04 +01:00
Fredrik81
267416eced Changed test for new table printing 2020-03-01 03:11:00 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss 
Sortino hyperopt loss
 2020-02-29 11:36:27 +03:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy 
Move defaultstrategy
 2020-02-20 08:52:24 +03:00
Matthias
a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias
09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902
4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
Matthias
81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss 
Minor: Fix tests for hyperopt_loss
 2020-02-11 07:13:29 +01:00
hroff-1902
29f7c5071b Fix usage of an item from BTContainer in tests 2020-02-11 04:17:10 +03:00
hroff-1902
d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
Matthias
83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun
6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun
aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun
ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
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
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902
52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias
785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias
c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias
989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias
8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias
10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias
904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias
caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias
18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00