Commit Graph

7712 Commits

Author SHA1 Message Date
hroff-1902 d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
hroff-1902 da03c36875
Merge pull request #2899 from freqtrade/mypy_tests
Fix mypy type errors in tests
2020-02-10 15:43:57 +03:00
Matthias 1a544be828 Merge pull request #2898 from freqtrade/dependabot/pip/develop/mkdocs-material-4.6.2
Bump mkdocs-material from 4.6.0 to 4.6.2
2020-02-10 11:03:10 +01:00
Matthias bfccb2e96a Merge pull request #2896 from freqtrade/dependabot/pip/develop/pandas-1.0.1
Bump pandas from 1.0.0 to 1.0.1
2020-02-10 11:02:54 +01:00
Matthias f220e0f6ca Merge pull request #2897 from freqtrade/dependabot/pip/develop/python-telegram-bot-12.4.1
Bump python-telegram-bot from 12.3.0 to 12.4.1
2020-02-10 10:40:37 +01:00
Matthias 83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
dependabot-preview[bot] 550f9fc891 Bump python-telegram-bot from 12.3.0 to 12.4.1
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 12.3.0 to 12.4.1.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v12.3.0...v12.4.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-10 08:45:27 +00:00
Matthias c7167c83cd Merge pull request #2895 from freqtrade/dependabot/pip/develop/ccxt-1.22.39
Bump ccxt from 1.22.30 to 1.22.39
2020-02-10 09:44:08 +01:00
dependabot-preview[bot] 6b4094fd92 Bump mkdocs-material from 4.6.0 to 4.6.2
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 4.6.0 to 4.6.2.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/CHANGELOG)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/4.6.0...4.6.2)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-10 08:02:45 +00:00
dependabot-preview[bot] 88f2ad1eae Bump pandas from 1.0.0 to 1.0.1
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.0.0 to 1.0.1.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.0.0...v1.0.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-10 08:02:07 +00:00
dependabot-preview[bot] 90ee82ac43 Bump ccxt from 1.22.30 to 1.22.39
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.22.30 to 1.22.39.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.22.30...1.22.39)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
2020-02-10 08:01:42 +00:00
Matthias db0475f9c3 Merge pull request #2890 from freqtrade/hroff-1902-patch-1
Add tip on running order types for Bittrex
2020-02-10 08:33:24 +01:00
hroff-1902 0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config
introduce new-config subcommand
2020-02-09 22:11:37 +03:00
hroff-1902 f7c74e551f
Fix wording 2020-02-09 21:56:59 +03:00
hroff-1902 cc3f65d069
Fix typo 2020-02-09 19:45:04 +03:00
hroff-1902 c83da7cadb
Add section about order types into Bittrex Exchange-specific chapter 2020-02-09 19:11:06 +03:00
Matthias 7c91c77fd9
Merge pull request #2891 from freqtrade/hroff-1902-patch-2
Fix SharpeHyperOptLossDaily
2020-02-09 17:06:22 +01:00
hroff-1902 40abdd2608 Suggest changing strategy 2020-02-09 18:54:04 +03:00
hroff-1902 c89a32224c
Fix SharpeHyperOptLossDaily 2020-02-09 18:40:19 +03:00
hroff-1902 c7ba85c2e6 Add tip on running order types for Bittrex 2020-02-09 14:19:13 +03:00
Matthias b536d50194 Address PR Review 2020-02-09 11:41:29 +01:00
Matthias f41de38498
Merge pull request #2884 from freqtrade/fix/stakecurr_validation
fix download-data validation problems
2020-02-09 11:07:39 +01:00
Matthias 1a9787ac76 Add validation for data-download relevant settings 2020-02-08 21:53:34 +01:00
Matthias c4031761fe Don't validate exchange for data-download subcommand 2020-02-08 19:29:58 +01:00
Matthias 34f04668c1 Add template for bittrex 2020-02-08 14:02:51 +01:00
Matthias 52f4187129 Allow exchange templates to configure outside-options too 2020-02-08 13:51:55 +01:00
Matthias fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
Allow derived strategies
2020-02-08 09:15:35 +01:00
Matthias 67e66a6c4a Merge pull request #2882 from hroff-1902/update_advanced_hyperopt_template
Update advanced hyperopt template
2020-02-08 09:07:18 +01:00
Matthias 5bae5a6a35
Merge pull request #2881 from hroff-1902/no_nxt_in_config_example
Minor: Replace NXT with XRP in config.json.example
2020-02-08 09:05:23 +01:00
hroff-1902 61ced5e926 Fix typo 2020-02-08 02:49:06 +03:00
hroff-1902 28184201e4 Align sample_hyperopt_advanced.py to hyperopt_interface.py 2020-02-08 02:47:50 +03:00
hroff-1902 a893f70e49 Replace NXT with XRP in config.json.example 2020-02-08 02:21:39 +03:00
hroff-1902 6990f6af25
Merge pull request #2870 from freqtrade/dry_run_docs
Add considerations for dry-run
2020-02-08 00:09:58 +03:00
hroff-1902 c501fd0a70
Merge pull request #2875 from yazeed/distinguish_draws_from_wins
Add draws column to backtesting tables
2020-02-07 22:55:12 +03:00
Matthias abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +01:00
Yazeed Al Oyoun aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
hroff-1902 f57bd6b616
Keep the docs clean for unexperienced users 2020-02-06 21:53:03 +03:00
hroff-1902 418e7adac1
Highlight syntax in advanced-hyperopt as well 2020-02-06 17:49:10 +03:00
hroff-1902 2034527faa
Update docs/strategy-customization.md
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-02-06 17:45:15 +03:00
hroff-1902 412f5d68de
Add description to hyperopt advanced doc chapter 2020-02-06 17:42:26 +03:00
hroff-1902 2846f9454f
Add description in the docs 2020-02-06 17:02:11 +03:00
hroff-1902 739acaa475
Wordings improved 2020-02-06 13:54:51 +03:00
Matthias 97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
Yazeed Al Oyoun 5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun 9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
Matthias 586cbc750c Add considerations for dry-run 2020-02-06 06:45:11 +01:00
hroff-1902 b5ee4f17cb
Merge pull request #2830 from orehunt/spreadfilter
- added spread filter
2020-02-04 23:37:09 +03:00
Matthias 6866f6389d Fix merge-error 2020-02-04 20:41:13 +01:00
hroff-1902 d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00