Gerald Lonlas
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c46d78b4b9
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Decouple strategy from analyse.py
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2018-01-22 20:51:39 -08:00 |
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Gerald Lonlas
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ad2a5f1717
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Remove optimize.load_data() that is called twice
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2018-01-20 15:35:13 -08:00 |
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Jean-Baptiste LE STANG
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36797cda30
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Merge branch 'develop' into support_multiple_ticker
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2018-01-20 19:25:47 +01:00 |
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kryofly
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4a9e1cb345
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Merge branch 'develop' into backtest-export
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2018-01-19 07:02:38 +01:00 |
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Gérald LONLAS
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14d16f2574
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Merge pull request #357 from kryofly/timeperiod
Timeperiod
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2018-01-18 20:26:44 -08:00 |
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Jean-Baptiste LE STANG
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c9e1fd3fc4
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Merge branch 'develop' into support_multiple_ticker
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2018-01-17 21:29:36 +01:00 |
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Jean-Baptiste LE STANG
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7b292d5ca3
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backtesting takes its ticker_interval from the config file, else from the command line options
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2018-01-17 13:52:14 +01:00 |
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Jean-Baptiste LE STANG
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2509ce030d
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Refreshing pair of only selected ticker_interval
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2018-01-17 13:52:14 +01:00 |
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Jean-Baptiste LE STANG
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e2e2005567
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Adding 30 minutes, 1 hour, 1 day tickers
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2018-01-17 13:52:14 +01:00 |
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Janne Sinivirta
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c670ccfd37
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add trigger +DI crossed above -DI
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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8896b39231
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add heikenashi reversal bullish trigger to hyperopt
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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ce963aae58
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add macd < 0 guard to hyperopt
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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dc01807b3c
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switch ema5 trigger to ema3 cross trigger
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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fadac5fe4a
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remove too aggressive trigger
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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99260735ae
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remove broken bbands trigger from hyperopt. add two working bbands triggers
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2018-01-16 18:52:06 +02:00 |
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Janne Sinivirta
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501be8a3bc
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adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
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2018-01-16 16:36:50 +02:00 |
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Janne Sinivirta
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38fe7ec7cd
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adjust default target values for hyperopt
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2018-01-16 16:35:48 +02:00 |
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kryofly
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0e58ab7e01
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more advanced use of --timerange
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2018-01-16 00:15:49 +01:00 |
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kryofly
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71bb348698
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rename --timeperiod to --timerange
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2018-01-15 21:49:06 +01:00 |
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Janne Sinivirta
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ec7bfba8df
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add comment about checking the new total profit logging
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2018-01-14 13:11:19 +02:00 |
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Janne Sinivirta
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f1e176d35c
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log total profit in percentages also
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2018-01-14 13:10:25 +02:00 |
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Janne Sinivirta
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92241baade
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log the loss value
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2018-01-14 13:09:39 +02:00 |
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kryofly
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d4008374f6
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backtest export: include enter,exit dates
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2018-01-12 22:12:00 +01:00 |
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kryofly
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153e11f045
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Merge branch 'develop' into timeperiod
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2018-01-11 19:45:47 +01:00 |
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kryofly
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4781a23809
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Merge branch 'develop' into backtest-export
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2018-01-11 19:40:42 +01:00 |
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kryofly
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ed47ee4e29
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backtest export json2
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2018-01-11 19:14:11 +01:00 |
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kryofly
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27769f0301
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uncomplex backtest
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2018-01-11 17:45:41 +01:00 |
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kryofly
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feb5da0c35
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file_dump_json
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2018-01-11 15:49:04 +01:00 |
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Janne Sinivirta
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c11102cf4a
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another run of autopep8
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2018-01-11 07:08:56 +02:00 |
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Janne Sinivirta
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86db6c9084
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sort imports
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2018-01-11 07:08:56 +02:00 |
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Janne Sinivirta
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1b6b0ad9d2
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autopep8
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2018-01-11 06:50:36 +02:00 |
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kryofly
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b0f3fd7ffb
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timeperiod argument to backtesting and hyperopt
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2018-01-10 23:48:59 +01:00 |
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kryofly
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feca87345f
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refactor
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2018-01-10 23:00:40 +01:00 |
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Samuel Husso
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e67c652988
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use os.path.join, fix docstrings
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2018-01-10 11:50:00 +02:00 |
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Samuel Husso
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ffae0b2cd5
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hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS
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2018-01-09 12:37:56 +02:00 |
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Samuel Husso
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1647e7a0c1
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update fix failing tests, unitest that resume hyperopt functionality works
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2018-01-09 12:26:52 +02:00 |
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Samuel Husso
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b35fa4c9f6
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hyperopt: show the best results so far
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2018-01-09 12:25:58 +02:00 |
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Samuel Husso
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a48840509b
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Hyperopt: use results from previous runs
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2018-01-09 12:25:58 +02:00 |
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Samuel Husso
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ca8cab0ce9
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Hyperopt to handle SIGINT by saving/reading the trials file
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2018-01-09 12:25:58 +02:00 |
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Janne Sinivirta
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dd2ccea6e5
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fix wrong range in stoploss search space
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2018-01-08 21:59:46 +02:00 |
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Janne Sinivirta
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9dd38aebe0
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add stoploss to the hyperopt parameters
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2018-01-07 21:08:12 -08:00 |
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Gerald Lonlas
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9c21077dc1
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Fix hypeopt issue when no result found
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2018-01-07 17:53:21 -08:00 |
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kryofly
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890083ce7f
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Merge branch 'develop' into datadir
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2018-01-07 10:00:35 +01:00 |
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Gerald Lonlas
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b3ea0f4ec5
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Make readable hyperopt best parameters result
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2018-01-06 17:19:48 -08:00 |
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kryofly
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60ed4b9d1e
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--datadir <path> argument
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
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2018-01-06 23:24:35 +01:00 |
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Janne Sinivirta
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41933c31ca
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Merge pull request #315 from kryofly/tests_jan05
tests cover more backtesting
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2018-01-06 09:26:20 +02:00 |
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kryofly
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79fcd0b06c
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tests cover more backtesting
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2018-01-05 10:44:10 +01:00 |
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kryofly
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421ccb23d3
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split load tickerdata function
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2018-01-05 10:20:48 +01:00 |
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Gerald Lonlas
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7fd6d089c0
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Fix Backtesting header alignment
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2018-01-04 23:14:10 -08:00 |
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Gerald Lonlas
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90017998fc
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Use named argument for backtest()
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2018-01-04 22:27:55 -08:00 |
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