Commit Graph

227 Commits

Author SHA1 Message Date
Gerald Lonlas 41e22657e4 Fix hyperopt when using MongoDB 2017-12-21 19:20:47 -08:00
Gerald Lonlas d258118b0a Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit 2017-12-20 20:18:41 -08:00
Janne Sinivirta c8fb6c4661 More lint fixes (#198)
* autopep fixes

* remove unused imports

* fix plot_dataframe.py lint warnings

* make pep8 error fails the build

* two more line breakings

* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas d613d63fdc Fix the fee calculation 2017-12-17 23:01:34 -08:00
Janne Sinivirta 80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
Janne Sinivirta 5efc417690
Merge pull request #192 from gcarq/feature/forcesell-handle-open-orders
/forcesell: handle trades with open orders
2017-12-17 07:41:51 +02:00
Gérald LONLAS 14868615d5 Add mock to improve backtesting tests (#194) 2017-12-17 00:24:21 +01:00
Gérald LONLAS 512fcdbcb1 Allow user to update testdata files with parameter --refresh-pairs-cached (#174) 2017-12-16 15:42:28 +01:00
gcarq 95fe0f4dec fix pep8 warnings 2017-12-16 03:39:47 +01:00
gcarq ae37f49b51 /forcesell: handle trades with open orders 2017-12-16 01:09:07 +01:00
Gérald LONLAS e00f02b603 Improve telegram /profit command (#188) 2017-12-15 17:19:00 +01:00
Gerald Lonlas 2a2af4878e Update /daily command, reorder telegram menu, limit /daily profit at 8 decimals 2017-12-14 21:18:52 -08:00
Samuel Husso cb09cabbdd
Merge pull request #171 from stephendade/dailymsg
Added daily profit telegram command
2017-12-12 19:42:31 +02:00
Janne Sinivirta 77023c0ecf
Merge pull request #169 from jblestang/fix_ticker_interval
Fix ticker interval
2017-12-12 17:21:55 +02:00
Stephen Dade 0b18c93d19 Daily profit command - better message formatting and minor fixes 2017-12-12 19:41:25 +11:00
Jean-Baptiste LE STANG 0617753a7f Adding a test unit for 1 minute ticker interval 2017-12-11 22:11:06 +01:00
Janne Sinivirta b77fad6e5f
Merge pull request #173 from glonlas/autoselect_top_currencies
Allow to change the number of currencies used by dynamic-whitelist
2017-12-11 18:04:10 +02:00
Gerald Lonlas ef7646417b Allow to change the number of currencies used by dynamic-whitelist 2017-12-11 00:01:27 -08:00
Janne Sinivirta 7afd8da28f fix a broken unit test due to changing test dataset 2017-12-10 13:56:39 +02:00
Janne Sinivirta 3d532c6015 update backtest data to match pairs in config.json.example 2017-12-10 11:17:01 +02:00
Stephen Dade ccb8c3c352 Added daily profit telegram command 2017-12-10 17:32:40 +11:00
gcarq 9ff1f05e66 add --epochs to hyperopt subcommand 2017-11-25 01:12:44 +01:00
gcarq b9c4eafd96 integrate hyperopt and implement subcommand 2017-11-25 01:04:11 +01:00
gcarq 7fa5846c6b move hyperopt to freqtrade.optimize.hyperopt 2017-11-25 00:30:39 +01:00
gcarq 3b37f77a4d move backtesting to freqtrade.optimize.backtesting 2017-11-24 23:58:35 +01:00
Mathieu Favréaux 371ee1e457 In backtesting, ensure we don't buy the same pair again before selling (#139)
* in backtesting, ensure we don't buy before we sell

* no overlapping trades only if max_open_trades > 0

* --limit-max-trades now --realistic-simulation
2017-11-24 21:09:44 +01:00
Janne Sinivirta 371e6d99c9 set stoploss to -10% 2017-11-23 18:43:19 +02:00
Janne Sinivirta aacd7d8987
Merge pull request #131 from gcarq/feature/backtesting-max-open-trades
implement trade count lock for backtesting
2017-11-23 16:16:43 +02:00
gcarq 4a707d7452 add --limit-max-trades 2017-11-23 00:25:06 +01:00
gcarq 7727f2cc8f implement test 2017-11-22 21:02:36 +01:00
gcarq 9a87dcf0a1 dont apply fees on trade creation 2017-11-22 21:01:44 +01:00
gcarq 9136e64d89 force flush in create_trade and execute_sell (fixes #128) 2017-11-22 20:51:25 +01:00
gcarq 02ca2ed585 implement trade count lock for backtesting 2017-11-21 22:33:34 +01:00
gcarq 788cda4925 add missing import 2017-11-20 22:26:32 +01:00
gcarq 55a69e4a45 use normal program flow to handle interrupts 2017-11-20 22:15:19 +01:00
gcarq cd5afd6ff4 use jsonschema regex pattern for whitelist format and enhance validation error messages (closes #120) 2017-11-20 19:37:25 +01:00
Janne Sinivirta d88cc084e6 align numbers in hyperopt print out (#119) 2017-11-20 10:22:11 +01:00
Jeff Pipas 5deaebf0c2 Tests now use UTC time with arrow instead of datetime (#117)
* fixing tests to use arrow-utc

* removing datetime import
2017-11-19 04:58:35 +01:00
gcarq 3ab14dfe39 add middleware to expose common functionality for multiple rpc implementations 2017-11-18 21:30:31 +01:00
Michael Egger 4a91ecd91a
Merge pull request #115 from gcarq/pylint_cleanups
Pylint cleanups
2017-11-18 16:00:21 +01:00
Janne Sinivirta 6f5b418f0b small balancing to hyperopt objective 2017-11-18 10:24:18 +02:00
Janne Sinivirta 37a74b38ba more little pylint fixes 2017-11-18 10:09:19 +02:00
Janne Sinivirta 9ab81a987d fix pylint warnings in test_main.py 2017-11-18 09:58:55 +02:00
Janne Sinivirta 4b08e3d571 fix pylint warnings in __init__ files 2017-11-18 09:58:29 +02:00
Janne Sinivirta 187fea0c28 disable bunch of meaningless pylint warnings 2017-11-18 09:45:01 +02:00
Janne Sinivirta 4e54b27398 use parentheses for multiline string instead of backslash 2017-11-18 09:44:28 +02:00
Janne Sinivirta aced5cc3ba rename variable to remove Mypy warning of type error 2017-11-18 09:43:42 +02:00
Janne Sinivirta 7903f3a546 fix test name 2017-11-18 09:19:22 +02:00
Janne Sinivirta df9902d6a4
Merge pull request #107 from gcarq/feature/add-backtesting-subcommand
add backtesting subcommand and refresh test data
2017-11-18 08:13:42 +02:00
Janne Sinivirta 315919cdd6 fix platform dependent bug in argparse test 2017-11-18 08:07:37 +02:00
gcarq 63c95a3546 modify trade life cycle (should fix #112) 2017-11-17 20:17:29 +01:00
gcarq 59d04d1d0c catch TelegramError (fixes #113) 2017-11-17 19:49:03 +01:00
gcarq 14de46576b use load_backtesting_data 2017-11-17 18:23:40 +01:00
gcarq bdff29a472 remove code duplicates 2017-11-17 18:17:59 +01:00
gcarq 8655c6c264 reduce backtest data samples to 10 2017-11-17 18:15:25 +01:00
gcarq 3f4e4a23a0 add argparse handling tests 2017-11-17 18:15:24 +01:00
gcarq 5be7be6189 adapt tests 2017-11-17 18:15:24 +01:00
gcarq 3475a07522 fetching new testing data for oneMin and fiveMin intervals 2017-11-17 18:15:24 +01:00
gcarq fb7ea169d4 fix some formatting issues 2017-11-17 18:13:34 +01:00
gcarq 5469293e5f use tabulate to format backtesting result 2017-11-17 18:13:02 +01:00
gcarq 9b644b0305 add --ticker-interval 2017-11-17 18:09:55 +01:00
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