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497 Commits

Author SHA1 Message Date
Samuel Husso
be8506b45e log exceptions, catch *all* exceptions when analysing ticker 2018-01-05 12:18:44 +02:00
kryofly
79fcd0b06c tests cover more backtesting 2018-01-05 10:44:10 +01:00
kryofly
421ccb23d3 split load tickerdata function 2018-01-05 10:20:48 +01:00
seansan
f1969175cd
Add CCI 2018-01-05 08:40:03 +01:00
Gerald Lonlas
7fd6d089c0 Fix Backtesting header alignment 2018-01-04 23:14:10 -08:00
Gerald Lonlas
90017998fc Use named argument for backtest() 2018-01-04 22:27:55 -08:00
Stephen Dade
ebe95ba1e1 Open order times should be strings, not datetime objectsy 2018-01-05 15:12:13 +11:00
Stephen Dade
d4fcc38a57 Unfilled order timeouts - now using timestamps from exchange 2018-01-05 01:39:01 +11:00
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
Stephen Dade
b5d2cfecc7 Unfilled Order timeout - better documentation and variable naming 2018-01-04 10:35:57 +11:00
Jean-Baptiste LE STANG
75955fcc04 Add a unitest and fix pep8 2018-01-03 17:58:08 +01:00
Jean-Baptiste LE STANG
050e73d960 fix a typo in the description of get_ticker 2018-01-03 17:51:01 +01:00
Jean-Baptiste LE STANG
0f2d3adbbc applying pep8 2018-01-03 17:36:40 +01:00
Jean-Baptiste LE STANG
ea6a1c629d fixing pep8 compliance 2018-01-03 11:50:30 +01:00
Jean-Baptiste LE STANG
eb53a796e2 pep8 compliance 2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG
2d273a8509 Update unittests 2018-01-03 11:30:24 +01:00
Stephen Dade
b4d6250d55 Added order timeout handling 2018-01-03 21:22:35 +11:00
Jean-Baptiste LE STANG
45f2d01895 - add a profit/loss counter 
- the use of the sell_signal is conditional now (taken from the config)
 2018-01-03 11:19:46 +01:00
Jean-Baptiste LE STANG
c176ace889 Adding sell_profit_only and stoploss in hyperopt 2018-01-03 10:56:18 +01:00
Gérald LONLAS
9b09b5aa29
Merge pull request #291 from gcarq/backtesting_speed_opt 
Backtesting speed optimizations
 2018-01-02 23:35:47 -08:00
Gérald LONLAS
4a717f3df8
Merge pull request #294 from jblestang/add_trades_count_in_performance 
Add trades count foreach pair in performance command
 2018-01-02 23:03:30 -08:00
Samuel Husso
fd5497cfc7
Merge pull request #265 from gcarq/feature/experimental/force_profit_sell 
Add experimental feature to sell only if we make a profit
 2018-01-03 08:14:54 +02:00
Jean-Baptiste LE STANG
01b49dc502 Merge branch 'develop' into add_trades_count_in_performance 2018-01-03 00:06:56 +01:00
Jean-Baptiste LE STANG
fbb19e451d Adding the number of trades for each traded pair in the performance command 2018-01-03 00:06:50 +01:00
Jean-Baptiste LE STANG
a1ffa4497d Merge branch 'develop' into fix_issue_278 2018-01-02 23:12:21 +01:00
Jean-Baptiste LE STANG
e69f9dd029 Bad unittest detected reading coverage report, rewritten and bug found 2018-01-02 23:00:03 +01:00
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
Samuel Husso
f4ccd4609b
Merge pull request #284 from jblestang/fix_issue_283 
fixing the sorting issue in MarketSummary when using --dynamic-whitelist (issue #283)
 2018-01-02 21:00:20 +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
Jean-Baptiste LE STANG
90236fb537 Fixing error log on inactive wallet 2018-01-02 15:17:23 +01:00
Jean-Baptiste LE STANG
55d0d27756 message too long, removing URL for now 2018-01-02 14:55:31 +01:00
Jean-Baptiste LE STANG
d849694a70 Adding URL to market graph and number of trades/pair in /performance commande 2018-01-02 14:43:38 +01:00
Jean-Baptiste LE STANG
29987c3ff6 Adding the number of trades in the performance display 2018-01-02 14:32:13 +01:00
Jean-Baptiste LE STANG
5f696a0cce really fixing 2018-01-02 14:13:55 +01:00
Jean-Baptiste LE STANG
90d3c09536 fixing refresh argument ... 2018-01-02 14:13:40 +01:00
Jean-Baptiste LE STANG
3f65fc014e flake8 on tests 2018-01-02 13:46:16 +01:00
Jean-Baptiste LE STANG
5344b711ea Add two more unit tests for covering pair that are in a blacklist, and unknown pairs in the conf 2018-01-02 13:42:10 +01:00
Jean-Baptiste LE STANG
a3e827c144 with flake8 code review 2018-01-02 12:18:26 +01:00
Jean-Baptiste LE STANG
52e267e864 fix for issue #283 2018-01-02 12:04:47 +01:00
Jean-Baptiste LE STANG
165781a545 force refresh is the value has never been set 2018-01-02 11:00:22 +01:00
Jean-Baptiste LE STANG
e10a3d1f9d get_ticker can return a cached value 2018-01-02 10:56:42 +01:00
jblestang
7a2e9ef535 Add fiat display in sell msg (#271) 
* Display amount (fiat currency) in the sell message
* Display also base currency
* Adding more info in Buy Message, the stake amount, and the amount using FIAT Converter
* fix display style and width
* Fixing flake8
 2018-01-01 14:21:43 -08:00
Jean-Baptiste LE STANG
0e0d613191 Removing tilde and change profit to loss when negative profit is made 2018-01-01 20:18:38 +01:00
Samuel Husso
de68209f3b Revert "Make get_signals async. This should speed up create_trade calls by at least 10x. (#223)" (#275) 
This reverts commit 6768658300.
See details in #PR266
 2018-01-01 19:32:58 +01:00
Gerald Lonlas
714d77dbd8 Add expiremental feature to sell only if we make a profit 2017-12-30 18:14:10 -08:00
Gérald LONLAS
9803130848
Merge pull request #259 from gcarq/fix/issue-248 
Fix issue #248: missing configuration when executing /forcesell
 2017-12-30 17:28:16 -08:00
Jean-Baptiste LE STANG
68f81b2abb autopep8 is going to be my new friend 2017-12-30 15:55:49 +01:00
Jean-Baptiste LE STANG
4945331093 Fixing the positional parameter naming + unit tests updated 2017-12-30 15:43:22 +01:00
jblestang
8411844d7e Implement pair_blacklist functionality (#257) 
* Adding an optional black_list of pairs not to be traded

* applying the blacklist also when not using --dynamic-whitelist

* fix error retrieving pair in conf

* Refactoring the handling of whitelist among the various functions

* unit test to verify that black listed pairs are being removed from the pair_whitelist

* Fixing newly added unit tests in develop

* fixing flake8 code review

* fix code review from @garcq
 2017-12-30 14:15:07 +01:00
Janne Sinivirta
00415d66a2
Merge pull request #260 from gcarq/increase_code_coverage 
Increase code coverage
 2017-12-30 14:02:33 +02:00
kryofly
f7398e615a Improve backtesting tests (#256) 
* test bugfix dataframe trimming

* flake8 (as usual)

* tests backtesting cleanup and bugfix

* flake8

* test backtesting::start()

* tests cleanup set() usage

* tests: add missing assert
 2017-12-30 11:55:23 +01:00
Gerald Lonlas
e81a9cbb17 Increase code coverage 
Change log:
* Increase code coverage for test_exchange.py
* Move Exchange Unit tests files tests/exchange/
* Move RPC Unit tests files tests/rpc/
 2017-12-29 23:37:02 -08:00
Gerald Lonlas
c8c8c626b0 Fix issue #248: missing configuration when executing /forcesell 
This is not a beautiful workaround, I am not proud of it,
but a redesigning of main.py and telegram.py will be
necessary for a better integration. Any better solution
is welcome.
 2017-12-29 20:03:12 -08:00
kryofly
37613fc056 flake8 2017-12-29 17:53:58 +01:00
Janne Sinivirta
133c467cf4
Merge branch 'develop' into tests_dec28 2017-12-29 16:33:12 +02:00
Janne Sinivirta
f2ce367cec
Merge branch 'develop' into sell_signal 2017-12-29 16:26:23 +02:00
kryofly
3e0458da7d flake8 2017-12-29 09:40:24 +01:00
Gerald Lonlas
0d605d2396 Refactor Optimize tests, and add more unit tests 2017-12-28 22:32:48 -08:00
Janne Sinivirta
145583f0b7
Merge pull request #244 from jblestang/fix_daily_profit 
Fixing daily profit,
 2017-12-29 06:05:25 +02:00
kryofly
847dde0d65 execute sell if get_signal OR ROI reached 2017-12-29 00:07:54 +01:00
kryofly
ab112581a7 tests: anal stretching to accomodate flake8 2017-12-28 20:05:33 +01:00
kryofly
f48f5d0f31 tests for dataframe, whitelist and backtesting 2017-12-28 15:58:19 +01:00
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
Jean-Baptiste LE STANG
8537e9f40f CI flake8 error 2017-12-27 21:33:42 +01:00
Jean Baptiste LE STANG
d61d88559c Fixing daily profit, taking into account the time part of the date (removing it in fact) 2017-12-27 21:06:05 +01:00
Janne Sinivirta
9b4c0f01f2 more unit tests for backtesting 2017-12-27 17:39:54 +02:00
Gérald LONLAS
6c8253a4f5 Add more unittest (#241) 2017-12-27 11:41:11 +01:00
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
Gerald Lonlas
ff6b0fc1c9 Display profits in fiat 2017-12-26 19:44:19 -08:00
Michael Egger
a514b92dcf
catch MIN_TRADE_REQUIREMENT_NOT_MET as non-critical exception (#237) 
* add MIN_TRADE_REQUIREMENT_NOT_MET to response validation

* implement test
 2017-12-26 09:39:29 +01:00
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
Pan Long
6768658300 Make get_signals async. This should speed up create_trade calls by at least 10x. (#223) 2017-12-25 07:01:01 +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
Samuel Husso
8d93363655 filter nan values from total_profit and avg_profit 2017-12-23 09:21:04 +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
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
seansan
4dab39ed9e
add % in status table for profit 2017-12-20 13:58:18 +01:00
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
Samuel Husso
ce51749177 fix hyperopt not getting default ticker_interval 2017-12-17 12:34:26 +02:00
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
ddd3d2d0a9 ignore cancelled order during trade state update 2017-12-16 02:36:43 +01:00
gcarq
cb4ecfd3a3 move function 2017-12-16 01:37:06 +01:00
gcarq
f4b59492ab fix NoneType issue 2017-12-16 01:31:15 +01:00
gcarq
ae37f49b51 /forcesell: handle trades with open orders 2017-12-16 01:09:07 +01:00
gcarq
6e68315d2c reorder imports 2017-12-15 23:58:21 +01:00
gcarq
c1c9dd03ce /daily: fix identation and simplify loops 2017-12-15 23:56:02 +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
Michael Egger
bfb3e09d1d
raise ContentDecodingError if bittrex responds with NO_API_RESPONSE (#183) 2017-12-14 20:27:04 +01:00
Gérald LONLAS
2ac8b685d6 Add param for Dry run to use a DB file instead of memory (#182) 2017-12-14 15:10:11 +01:00
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
90bf6f2d4a Remove unecessary import 2017-12-11 00:07:36 -08:00
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
toto
18f01113c2 use the CLI arguments as the ticker interval 2017-12-09 11:51:53 +01:00
toto
f7def09dec fix for the ticker interval set by default to 5 2017-12-09 11:39:26 +01:00
Samuel Husso
a7cca4985e omit hyperopt output if total_profit doesn't go pass threashold (3) 2017-12-02 01:32:23 +02:00
Samuel Husso
965c075362 disable info logging on hyperopt.tpe 2017-12-02 00:21:46 +02:00
gcarq
0c35e6ad19 minor changes 2017-11-25 03:28:52 +01:00
gcarq
e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq
5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
gcarq
a23fce519d pretty print hyperopt results 2017-11-25 01:22:36 +01:00
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
Michael Egger
858d2329e5
add experimental flag support and add use_sell_signal (#143) 
* add use_sell_signal to config schema

* check use_sell_signal

* set use_sell_signal to false
 2017-11-24 21:58:00 +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
Geka000
cfbfe90aa0 keyboard markup for telegram bot (#142) 2017-11-24 20:54:50 +01:00
gcarq
be6939ee8a use 8 digits of precision for amount and rate in formatting 2017-11-23 20:52:07 +01:00
Janne Sinivirta
371e6d99c9 set stoploss to -10% 2017-11-23 18:43:19 +02:00
Janne Sinivirta
c6def418cf
Merge pull request #135 from rybolov/develop 
Better buy and sell strategy
 2017-11-23 18:25:56 +02:00
Michael Smith
5fce2c5712 Better buy and sell strategy: 
Buy if at the low end of normal range and the price is increasing.
Buy into extreme gains regardless of if it's on the low part of the range.
Avoid buying when the price is on a long decrease even if it's low.
Sell anytime the price is above the top end of normal range and the momentum slows.
Sell on an extreme drop.
 2017-11-23 22:33:41 +08:00
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
Samuel Husso
765a762ccf
Merge pull request #122 from gcarq/feature/fix-signal-handling 
fix signal handling
 2017-11-22 13:38:57 +02:00
gcarq
02ca2ed585 implement trade count lock for backtesting 2017-11-21 22:33:34 +01:00
gcarq
f3ba3ddd54 move buy_price and sell_price to plotting script 2017-11-21 20:41:49 +01:00
gcarq
65ce948b0b catch ValueErrors from analyze_ticker (fixes #123) 2017-11-21 20:37:29 +01:00