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Author SHA1 Message Date
Janne Sinivirta 30abebfe65 remove hyperopt things from test_strategy 2018-01-23 17:01:13 +02:00
Janne Sinivirta c400d15ed1 rip out hyperopt things from strategy, add indicator populating to hyperopt 2018-01-23 16:56:12 +02:00
Janne Sinivirta a6cbc1ba16 Merge pull request #400 from gcarq/feature/custom_strategy 
Allow custom strategy files
 2018-01-23 15:25:18 +02:00
Janne Sinivirta f7e979f3ba Merge pull request #423 from gcarq/feature/Crypto2Fiat_Singleton 
Convert CryptoToFiatConverter into a Singleton
 2018-01-22 16:24:19 +02:00
Janne Sinivirta fd8e7c2623 Merge pull request #426 from gcarq/fix/ticker_interval_as_int 
ticker_interval as int (instead of string)
 2018-01-22 11:34:20 +02:00
Janne Sinivirta f6df701b84 Merge pull request #415 from gcarq/fix/wrong_refactoring 
Remove optimize.load_data() that is called twice
 2018-01-21 07:42:25 +02:00
Janne Sinivirta a7e561b55f Merge pull request #369 from kryofly/plot_profit 
Plot profit from exported backtesting results
 2018-01-20 11:54:46 +02:00
Janne Sinivirta a3f84d9f21 Merge pull request #409 from gcarq/feature/add_num_trade_daily 
Add number of trades in /daily command
 2018-01-20 08:23:50 +02:00
Janne Sinivirta 99de17da82 Merge pull request #361 from kryofly/backtest-export 
Backtest export
 2018-01-20 07:45:38 +02:00
Janne Sinivirta 6cafa9120c Merge pull request #392 from stephendade/timeoutfix3 
Order timeouts - added exception catching and rpc messaging
 2018-01-18 10:18:48 +02:00
Janne Sinivirta 4658b554ce Merge pull request #399 from gcarq/pyup-update-ta-lib-0.4.15-to-0.4.16 
Update ta-lib to 0.4.16
 2018-01-18 07:19:34 +02:00
Janne Sinivirta 4a3144ae43 Merge pull request #398 from kryofly/test_speedup 
tests: speed up backtests
 2018-01-18 07:19:14 +02:00
Janne Sinivirta c670ccfd37 add trigger +DI crossed above -DI 2018-01-16 18:52:06 +02:00
Janne Sinivirta 8896b39231 add heikenashi reversal bullish trigger to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta ce963aae58 add macd < 0 guard to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta dc01807b3c switch ema5 trigger to ema3 cross trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta fadac5fe4a remove too aggressive trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta 99260735ae remove broken bbands trigger from hyperopt. add two working bbands triggers 2018-01-16 18:52:06 +02:00
Janne Sinivirta 3e1a70bbb2 enable correct bollinger bands 2018-01-16 18:52:06 +02:00
Janne Sinivirta fd3568d48f Merge pull request #393 from gcarq/balancing_hyperopt_2 
Balancing hyperopt objective
 2018-01-16 18:21:50 +02:00
Janne Sinivirta 501be8a3bc adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts 2018-01-16 16:36:50 +02:00
Janne Sinivirta 38fe7ec7cd adjust default target values for hyperopt 2018-01-16 16:35:48 +02:00
Janne Sinivirta ec7bfba8df add comment about checking the new total profit logging 2018-01-14 13:11:19 +02:00
Janne Sinivirta f1e176d35c log total profit in percentages also 2018-01-14 13:10:25 +02:00
Janne Sinivirta 92241baade log the loss value 2018-01-14 13:09:39 +02:00
Janne Sinivirta 80e7f37f50 Merge pull request #376 from jblestang/fix_ticker_with_null_value 
Fixing the ticker analysis with null values
 2018-01-13 15:36:20 +02:00
Janne Sinivirta 61c4624f5f Merge pull request #377 from gcarq/pyup-update-pymarketcap-3.3.147-to-3.3.148 
Update pymarketcap to 3.3.148
 2018-01-13 15:34:31 +02:00
Janne Sinivirta 372dc5b49a Merge pull request #368 from gcarq/pyup-update-pymarketcap-3.3.145-to-3.3.147 
Update pymarketcap to 3.3.147
 2018-01-13 07:33:16 +02:00
Janne Sinivirta 030aedc7d4 Merge pull request #362 from gcarq/pyup-update-ta-lib-0.4.14-to-0.4.15 
Update ta-lib to 0.4.15
 2018-01-13 07:33:04 +02:00
Janne Sinivirta c11102cf4a another run of autopep8 2018-01-11 07:08:56 +02:00
Janne Sinivirta 02fcbbb6d2 few flake8 fixes 2018-01-11 07:08:56 +02:00
Janne Sinivirta 0d6051e6f9 formatting 2018-01-11 07:08:56 +02:00
Janne Sinivirta 6a433282dc fix literal comparison 2018-01-11 07:08:56 +02:00
Janne Sinivirta 8fb404b0f8 ignore talib.abstract in pylint 2018-01-11 07:08:56 +02:00
Janne Sinivirta 64530c6196 remove unused variables 2018-01-11 07:08:56 +02:00
Janne Sinivirta 86db6c9084 sort imports 2018-01-11 07:08:56 +02:00
Janne Sinivirta 0abc30401c linter fixes and cleanups 2018-01-11 06:50:36 +02:00
Janne Sinivirta 1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
Janne Sinivirta 7cdbd550c8 Merge pull request #351 from gcarq/feat/hyperopt-resume 
resume hyperopt run
 2018-01-11 06:47:05 +02:00
Janne Sinivirta e46fcf0e02 Merge pull request #344 from gcarq/fix-hyperopt-stoploss 
Fix hyperopt stoploss
 2018-01-09 06:42:13 +02:00
Janne Sinivirta f7dd5e6396 use sensible value for stoploss in test 2018-01-08 22:00:10 +02:00
Janne Sinivirta dd2ccea6e5 fix wrong range in stoploss search space 2018-01-08 21:59:46 +02:00
Janne Sinivirta 3d13eb2dc2 Merge pull request #342 from stephendade/fiatfix 
Added missing fiat currencies to config
 2018-01-08 10:11:01 +02:00
Janne Sinivirta fa97a82568 Merge pull request #332 from gcarq/hyperopt_stoploss 
Add stoploss to the hyperopt parameters
 2018-01-08 08:03:09 +02:00
Janne Sinivirta 1ae73d7da2 Merge branch 'develop' into hyperopt_stoploss 2018-01-08 07:49:44 +02:00
Janne Sinivirta 9dd38aebe0 add stoploss to the hyperopt parameters 2018-01-07 21:08:12 -08:00
Janne Sinivirta 5be733a174 fix flake8 warnings 2018-01-07 14:37:09 +02:00
Janne Sinivirta c3cae5dfc4 have pip upgrade flake8 and coveralls 2018-01-07 14:32:01 +02:00
Janne Sinivirta 571ea6a2bc Merge pull request #329 from gcarq/pyup-update-numpy-1.13.3-to-1.14.0 
Update numpy to 1.14.0
 2018-01-07 07:19:29 +02:00
Janne Sinivirta a29f3de025 fix variable names to pythonic 2018-01-06 21:21:56 +02:00
Janne Sinivirta 6ab0ec6aac only apply profit guarantee to sell_signal 2018-01-06 21:18:57 +02:00
Janne Sinivirta bcde377019 Merge pull request #321 from gcarq/log-exceptions 
Log exceptions
 2018-01-06 10:14:57 +02:00
Janne Sinivirta 41933c31ca Merge pull request #315 from kryofly/tests_jan05 
tests cover more backtesting
 2018-01-06 09:26:20 +02:00
Janne Sinivirta 833c7f21af Merge pull request #306 from stephendade/timeoutfix 
Unfilled order timeouts - now using timestamps from exchange
 2018-01-05 18:04:27 +02:00
Janne Sinivirta f8eedc69dd Merge pull request #313 from seansan/patch-4 
Add CCI
 2018-01-05 18:04:08 +02:00
Janne Sinivirta c60ef181dc Merge pull request #297 from jblestang/add_stoploss_and_use_sell_profit_only_to_hyperopt 
Add stoploss, sell_only_profit and use_sell_signal conf parameters to backtest function
 2018-01-04 13:33:01 +02:00
Janne Sinivirta fed3024302 rewrite get_timeframe in backtesting 2018-01-02 21:54:31 +02:00
Janne Sinivirta dc2f048c98 make tuples smaller in backtesting loops 2018-01-02 21:52:47 +02:00
Janne Sinivirta 82e9ed2ac2 shorten table title to match table length 2018-01-02 17:53:47 +02:00
Janne Sinivirta ae52880f81 improve backtesting result formatting 2018-01-02 17:39:02 +02:00
Janne Sinivirta 59546b623e Merge pull request #269 from gcarq/pyup-update-pandas-0.21.1-to-0.22.0 
Update pandas to 0.22.0
 2018-01-01 07:47:59 +02:00
Janne Sinivirta 00415d66a2 Merge pull request #260 from gcarq/increase_code_coverage 
Increase code coverage
 2017-12-30 14:02:33 +02:00
Janne Sinivirta 9f5f0ddaaa Merge pull request #243 from gcarq/pyup-update-pymarketcap-3.3.139-to-3.3.141 
Update pymarketcap to 3.3.141
 2017-12-29 19:31:50 +02:00
Janne Sinivirta 80e1e64eae Merge pull request #249 from kryofly/tests_dec28 
tests for dataframe, whitelist and backtesting
 2017-12-29 19:14:57 +02:00
Janne Sinivirta 57c6aefe38 Merge branch 'develop' into tests_dec28 2017-12-29 16:34:00 +02:00
Janne Sinivirta 133c467cf4 Merge branch 'develop' into tests_dec28 2017-12-29 16:33:12 +02:00
Janne Sinivirta 900cab4b42 Merge pull request #253 from kryofly/sell_signal 
execute sell if get_signal OR ROI reached
 2017-12-29 16:31:37 +02:00
Janne Sinivirta f9cc556971 Merge branch 'develop' into sell_signal 2017-12-29 16:27:04 +02:00
Janne Sinivirta f2ce367cec Merge branch 'develop' into sell_signal 2017-12-29 16:26:23 +02:00
Janne Sinivirta fba9cbcff6 Merge pull request #247 from gcarq/add_unittest 
Refactor Optimize tests, and add more unit tests
 2017-12-29 16:23:36 +02:00
Janne Sinivirta 145583f0b7 Merge pull request #244 from jblestang/fix_daily_profit 
Fixing daily profit,
 2017-12-29 06:05:25 +02:00
Janne Sinivirta 0abf0b0e39 Merge pull request #242 from gcarq/backtesting-unittests 
Backtesting and hyperopt unit tests
 2017-12-28 12:45:28 +02:00
Janne Sinivirta a36fd00f6a also print dot when hyperopt eval result is fail 2017-12-28 06:40:11 +02:00
Janne Sinivirta 7f44ba6df4 unit tests for optimize.hyperopt 2017-12-28 06:39:56 +02:00
Janne Sinivirta 7b0beb0afa cleanups 2017-12-28 06:36:18 +02:00
Janne Sinivirta ae0a1436e2 match test files to prod files for backtesting/hyperopt 2017-12-28 06:35:09 +02:00
Janne Sinivirta 9b4c0f01f2 more unit tests for backtesting 2017-12-27 17:39:54 +02:00
Janne Sinivirta dcd0a0ec61 Merge pull request #239 from glonlas/feature/value_in_fiat 
Display profits in fiat
 2017-12-27 11:19:38 +02:00
Janne Sinivirta de33d69eed Lint fixes (#236) 
* correct docstring

* add type annotation to trade_count_lock

* fix indentations

* allow globals in hyperopt.py

* fix import order

* simplify asserts

* use proper variable name

* simplify condition

* fix path operation that fails on windows
 2017-12-25 12:07:50 +01:00
Janne Sinivirta 9959d53f5e Logging improvements to Hyperopt (#235) 
* make log texts go on new line

* remove unnecessary fields from hyperopt log messages

* shorten log text in hyperopt

* consider making zero trades a failed hyperopt eval

* only log from hyperopt when result improves

* remove unnecessary temp variables

* remove unused result data variables

* remove unused import

* fix an outdated comment
 2017-12-25 08:18:34 +01:00
Janne Sinivirta 353b0d2d34 balance hyperopt objective to adjusted profit calculations 2017-12-23 19:18:28 +02:00
Janne Sinivirta e644d57dbe log should state profit is in BTC to avoid confusion 2017-12-23 19:00:49 +02:00
Janne Sinivirta 50e7cef5f3 remove commented-out code 2017-12-23 19:00:49 +02:00
Janne Sinivirta 1058820e1b just pass stake_amount instead of the whole config 2017-12-23 19:00:49 +02:00
Janne Sinivirta 24bc3a8390 show more digits for profits 2017-12-23 15:11:19 +02:00
Janne Sinivirta 5309ea3820 use newline for each log result for readability 2017-12-23 15:11:19 +02:00
Janne Sinivirta a063680d32 calculate log line only if really logging 2017-12-23 15:11:19 +02:00
Janne Sinivirta 10cf2ce853 remove unnecessary confusing division 2017-12-23 15:11:19 +02:00
Janne Sinivirta 871357a2e3 just require positive results 2017-12-23 15:11:19 +02:00
Janne Sinivirta efe0d77dbb Merge pull request #231 from gcarq/fix/hyperopt-filter-nan 
filter nan values from total_profit and avg_profit
 2017-12-23 15:07:40 +02:00
Janne Sinivirta 95c6ada2ad link to contribution guide from README.md 2017-12-22 14:31:08 +02:00
Janne Sinivirta 11585f9581 Create contribution guideline 2017-12-22 14:29:31 +02:00
Janne Sinivirta 8085a7b237 Merge pull request #215 from seansan/patch-1 
add % in status table for profit
 2017-12-22 14:09:06 +02:00
Janne Sinivirta c99e2c12ba Merge branch 'develop' into patch-1 2017-12-22 14:05:09 +02:00
Janne Sinivirta 44a4ff0cb2 Merge branch 'develop' into patch-1 2017-12-22 13:58:13 +02:00
Janne Sinivirta f300af0fe2 Merge pull request #200 from glonlas/fix_fees_calculation 
Fix the fee calculation
 2017-12-22 13:55:02 +02:00
Janne Sinivirta 33293d5cdd Merge pull request #205 from gcarq/fix/travis-curl-redirect 
pass follow redirects for curl to fix travis
 2017-12-19 09:26:42 +02:00
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
Janne Sinivirta 1a556198b2 Merge pull request #203 from gcarq/travis/fix-ssl 
use curl instead of wget (see travis-ci/issues/5059)
 2017-12-18 11:09:50 +02:00
Janne Sinivirta 92f6db5bd7 fix checking for cached ta-lib 2017-12-18 09:36:29 +02:00