hroff-1902
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aa8f44f68c
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improvements to hyperopt output
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2019-08-02 22:22:58 +03:00 |
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Matthias
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39e8e507d9
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Merge branch 'develop' into align_userdata
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2019-08-02 20:08:26 +02:00 |
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hroff-1902
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065ebd39ef
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cleanup in hyperopt
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2019-08-01 23:57:26 +03:00 |
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Matthias
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bcccdda7c0
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Merge branch 'develop' into align_userdata
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2019-08-01 19:33:45 +02:00 |
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Matthias
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8cef567abc
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create and use hyperopt-results folder
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2019-07-31 07:10:17 +02:00 |
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hroff-1902
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8f1f416a52
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hyperopt cleanup and output improvements
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2019-07-30 11:47:28 +03:00 |
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Matthias
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2c7a248307
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Use user_data_dir in hyperopt
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2019-07-28 14:57:05 +02:00 |
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Matthias
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0a253d66d0
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Remove os.path from hyperopt
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2019-07-28 14:57:05 +02:00 |
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hroff-1902
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e9b77298a7
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max() removed
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2019-07-25 08:17:41 +03:00 |
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hroff-1902
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0c2c094db6
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minor: add OnlyProfitHyperOptLoss
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2019-07-23 18:51:24 +03:00 |
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Matthias
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639a4d5cf7
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Allow importing interface from hyperopt.py
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2019-07-17 07:15:43 +02:00 |
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Matthias
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0e500de1a0
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Add sample loss and improve docstring
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2019-07-17 06:32:24 +02:00 |
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Matthias
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8ccfc0f316
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Remove unused variables
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2019-07-17 06:24:40 +02:00 |
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Matthias
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ec49b22af3
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Add sharpe ratio hyperopt loss
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2019-07-16 06:45:13 +02:00 |
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Matthias
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d23179e25c
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Update hyperopt-loss to use resolver
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2019-07-16 06:27:43 +02:00 |
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Matthias
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7d62bb8c53
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Revert --clean argument to --continue
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2019-07-16 05:51:26 +02:00 |
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Matthias
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07a1c48e8c
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Fix wrong intendation for custom-hyperopt check
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2019-07-15 23:14:07 +02:00 |
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Matthias
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7be25313a5
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Add some mypy ignores
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2019-07-15 22:59:28 +02:00 |
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Matthias
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55e8092cbf
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Add sharpe ratio as loss function
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2019-07-15 22:52:33 +02:00 |
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Matthias
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e5170582de
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Adapt tests to new loss-function method
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2019-07-15 22:45:14 +02:00 |
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Matthias
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710443d200
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Add documentation for custom hyperopt
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2019-07-15 21:38:49 +02:00 |
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Matthias
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2a20423be6
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Allow loading custom hyperopt loss functions
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2019-07-15 21:35:42 +02:00 |
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Matthias
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2fedae6060
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Move unnecessary things out of generate_optimizer
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2019-07-15 20:31:55 +02:00 |
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Matthias
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b1b4048f97
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Add test for hyperopt
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2019-07-15 20:28:02 +02:00 |
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Matthias
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107f00ff8f
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Add hyperopt option to clean temporary pickle files
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2019-07-15 20:17:15 +02:00 |
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Matthias
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5144e98a82
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Merge pull request #2015 from hroff-1902/refactor/config2
Make configuration a module
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2019-07-15 19:41:57 +02:00 |
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Matthias
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cbe25178d7
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Merge pull request #2009 from hroff-1902/fix-2008
fix #2008
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2019-07-15 10:55:33 +02:00 |
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hroff-1902
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65f77306d3
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using logger.debug, info was too noisy
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2019-07-14 21:00:48 +03:00 |
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hroff-1902
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efbc7cccb1
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enable --dmmp for hyperopt
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2019-07-14 20:56:17 +03:00 |
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hroff-1902
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1bdffcc73b
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make configuration a sep. module, including arguments
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2019-07-12 00:49:23 +03:00 |
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hroff-1902
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e993e010f4
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Fix #2013
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2019-07-11 23:02:57 +03:00 |
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hroff-1902
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c474e2ac86
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fix #2008
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2019-07-10 01:53:40 +03:00 |
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Matthias
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700bc087d3
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Merge pull request #1952 from hroff-1902/fix/1948
Fix #1948
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2019-06-27 19:36:06 +02:00 |
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hroff-1902
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e5a8030dd7
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comment added
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2019-06-27 16:42:10 +03:00 |
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Matthias
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a07653a6cc
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Merge branch 'develop' into fix/validate_dataframe
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2019-06-24 06:21:08 +02:00 |
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hroff-1902
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7fbdf36c64
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avoid code duplication while selecting min_roi entries
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2019-06-23 19:23:51 +03:00 |
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Matthias
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4cbcb5f36f
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Move .title to ExchangeResolver (it does not make sense to do this over
and over again)
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2019-06-22 16:52:14 +02:00 |
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Matthias
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7a0d86660e
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Mypy type errors
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2019-06-21 07:10:30 +02:00 |
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hroff-1902
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813c008af2
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setup_configuration() cleanup
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2019-06-16 21:37:43 +03:00 |
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Matthias
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89ff614e1d
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Add pair as parameter, and warn when fillup was necessary
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2019-06-15 13:46:19 +02:00 |
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Matthias
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55079831a1
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Don't explicitly validate backtest data (it's done while loading now).
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2019-06-15 13:45:50 +02:00 |
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Misagh
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ad9dc349e4
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edge cli should override stake_amount
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2019-06-15 12:20:32 +02:00 |
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Matthias
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1afe6c1437
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Don't run validation per strategy, it's only eneded once
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2019-06-14 19:37:54 +02:00 |
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Matthias
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4dc3a0ca1d
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Small cleanup to reduce dict lookups during backtesting/hyperopt
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2019-06-10 16:20:19 +02:00 |
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hroff-1902
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90b0f1daa8
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minor optimize cleanup
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2019-06-10 02:08:54 +03:00 |
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Matthias
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c2f6897d8b
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Move download of live data to load_data
Avoids code duplication in backtesting and plot_dataframe
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2019-05-29 20:20:20 +02:00 |
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Matthias
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55bdd26439
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Edgecli -> Edge for Runmode and start_edge()
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2019-05-28 19:25:01 +02:00 |
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Matthias
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104f1212e6
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Move edge_cli_start to optimize
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2019-05-25 20:06:15 +02:00 |
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Matthias
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236c392d28
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Don't load hyperopts / optimize dependency tree if that module is not
used
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2019-05-25 20:00:31 +02:00 |
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Matthias
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b38c43141c
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Adjust imports to new location
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2019-05-25 16:53:35 +02:00 |
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Matthias
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9225cdea8a
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Move validate_backtest_data and get_timeframe to histoyr
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2019-05-25 16:51:52 +02:00 |
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hroff-1902
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c3e93e7593
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fix reduce() TypeError in hyperopts
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2019-05-24 23:08:56 +03:00 |
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hroff-1902
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406e266bb4
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typo in comment fixed
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2019-05-22 14:34:35 +03:00 |
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hroff-1902
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2c9a519c5e
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edge: handle properly the 'No trades' case
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2019-05-22 14:21:36 +03:00 |
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hroff-1902
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8b95e12468
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log message adjusted in backtesting and hyperopt
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2019-05-15 12:05:35 +03:00 |
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hroff-1902
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5677c4882e
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minor: add ticker data validation; log backtesting interval
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2019-05-13 23:56:59 +03:00 |
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hroff-1902
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00b4501c59
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avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed
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2019-05-12 21:14:00 +03:00 |
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hroff-1902
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0f43e0bb7d
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minor hyperopt output improvements
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2019-05-10 10:54:44 +03:00 |
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hroff-1902
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e7b81e4d46
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hyperopt --min-trades parameter
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2019-05-01 15:27:58 +03:00 |
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hroff-1902
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ea44bbff9f
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prevent hyperopt from running simultaneously
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2019-04-25 11:11:04 +03:00 |
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Matthias
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bf56e25404
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Merge pull request #1746 from hroff-1902/json-defaults
Support for defaults in json schema
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2019-04-24 12:20:39 +02:00 |
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Matthias
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d16ccd7e37
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Merge branch 'develop' into json-defaults
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2019-04-24 09:51:04 +02:00 |
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hroff-1902
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6a0f527e0e
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merge --job-workers and commit printing debug log messages with the opt state
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2019-04-24 10:35:04 +03:00 |
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hroff-1902
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2898067318
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Merge branch 'develop' into hyperopt-jobs
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2019-04-24 10:31:03 +03:00 |
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hroff-1902
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fc4ef2b430
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Merge branch 'develop' into hyperopt-opt-params
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2019-04-23 21:58:27 +03:00 |
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hroff-1902
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e3b0474901
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Merge branch 'develop' into hyperopt-jobs
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2019-04-23 21:34:38 +03:00 |
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hroff-1902
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cc9f899cd6
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removed explicit dependency on multiprocessing module
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2019-04-23 21:25:36 +03:00 |
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hroff-1902
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a022b1a6c1
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--random-state for optimzer to get reproducible results added
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2019-04-23 21:18:52 +03:00 |
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Matthias
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4971b9fc39
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Merge pull request #1793 from hroff-1902/hyperopt-debug-state
hyperopt: print optimizer state in debug log messages
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2019-04-23 20:11:04 +02:00 |
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hroff-1902
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3e3fce5f38
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print optimizer state in debug log messages
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2019-04-23 09:49:24 +03:00 |
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hroff-1902
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7c8e26c717
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-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt
docs refreshed
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2019-04-23 00:52:07 +03:00 |
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hroff-1902
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ad85ac3dde
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make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
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2019-04-22 21:24:45 +03:00 |
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hroff-1902
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6b87d94bb0
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--print-all command line option added for hyperopt
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2019-04-22 01:10:01 +03:00 |
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hroff-1902
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9fbe573cca
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limit usage of ccxt to freqtrade/exchange only
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2019-04-09 12:27:35 +03:00 |
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hroff-1902
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4559a38172
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PoC: use defaults in json schema for some exchange options
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2019-04-08 04:42:28 +03:00 |
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hroff-1902
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8cb1024ff6
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Merge branch 'develop' into ccxt-parse_timeframe
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2019-04-05 23:16:27 +03:00 |
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Misagh
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9dc2a30793
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Merge pull request #1683 from gianlup/fix_bt_partial_data
Fix backtest problem with partial data
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2019-04-05 07:28:57 +02:00 |
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Matthias
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7010c835d2
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Improve commentign
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2019-04-04 20:23:10 +02:00 |
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hroff-1902
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2aa1b43f01
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get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
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2019-04-04 20:56:40 +03:00 |
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Matthias
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32cbb714f9
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Improve commenting on backtsting and backtest_multi_tst
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2019-04-04 19:44:03 +02:00 |
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Matthias
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0307ba7883
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Remove one branch - python does lazy evaluation
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2019-04-03 20:04:04 +02:00 |
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Matthias
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e085fd9e95
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Disable dataprovider from hyperopt.
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
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2019-03-25 19:49:58 +01:00 |
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Matthias
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0ae81d4115
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Provide dataprovider access during backtesting
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2019-03-25 19:26:51 +01:00 |
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Matthias
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00e6749d8b
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Refactor backtest() to be a bit more concise
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2019-03-23 15:00:07 +01:00 |
|
Gianluca Puglia
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6b89e86a97
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Removed Timestamp cast
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2019-03-20 19:44:59 +01:00 |
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Gianluca Puglia
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0eff324ce0
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Use dedicated index for every pair
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2019-03-20 18:38:10 +01:00 |
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Matthias
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e67ffd2d87
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Fix issue that backtest is broken when stoploss_on_exchange is on
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2019-03-06 19:55:34 +01:00 |
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Matthias
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02d13645b0
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Merge branch 'develop' into feat/dataprovider
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2019-01-26 19:29:41 +01:00 |
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Matthias
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3afe54790e
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Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
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2019-01-25 06:38:39 +01:00 |
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Matthias
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d136cac181
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Merge branch 'develop' into feat/dataprovider
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2019-01-23 21:01:19 +01:00 |
|
Gianluca Puglia
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896c9d34fd
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Added total profit column do backtest result
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2019-01-22 22:41:53 +01:00 |
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Matthias
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13e2f71d30
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Add flake8 plugins and implement small improvements
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2019-01-22 20:01:12 +01:00 |
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Matthias
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0aa0b1d4fe
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Store tickers by pair / ticker_interval
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2019-01-22 07:07:15 +01:00 |
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Matthias
|
a206777fe5
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Rename refresh_tickers to refresh_latest_ohlcv
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2019-01-22 07:05:09 +01:00 |
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Matthias
|
1340b71633
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Add RunMode setting to determine bot state
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2019-01-22 07:04:19 +01:00 |
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Matthias
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a2c01916e1
|
Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py (tabulate.py-1291):1294
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2019-01-17 20:28:21 +01:00 |
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Matthias
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cd2bccd441
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Have backtest use the same logic to get the ROI entry
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2019-01-12 13:45:43 +01:00 |
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Matthias
|
40b1d8f067
|
Fix CI problems
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2019-01-06 14:57:14 +01:00 |
|
Matthias
|
dd2af86a41
|
pprint results
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2019-01-06 14:47:38 +01:00 |
|
Matthias
|
167088827a
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include default buy/sell trends for the hyperopt strategy
|
2019-01-06 14:13:15 +01:00 |
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