stable

Author	SHA1	Message	Date
Rokas Kupstys	11689100e7	[SQUASH] Fix exception when HyperOpt nested class is not defined.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	e9f0babe8a	[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	2d13e5fd50	[SQUASH] Oopsies.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	bb89e44e19	[SQUASH] Address PR comments. * Split Parameter into IntParameter/FloatParameter/CategoricalParameter. * Rename IHyperStrategy to HyperStrategyMixin and use it as mixin. * --hyperopt parameter is now optional if strategy uses HyperStrategyMixin. * Use OperationalException() instead of asserts.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	0a205f52b0	Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.	2021-03-26 16:56:24 +02:00
Matthias	8da7d5c009	Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-25 20:26:56 +01:00
Matthias	292ea8c1d0	Update backtesting.py	2021-03-25 09:34:33 +01:00
rextea	0ca95aa0c2	Change rate to acctual close rate	2021-03-25 10:25:25 +02:00
Matthias	ec15610bff	Fix isort issue	2021-03-24 19:21:07 +01:00
rextea	f51f4b1817	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:35:46 +02:00
rextea	dc4ea604dd	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:19:16 +02:00
rextea	eb5d69dcd4	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:12:08 +02:00
rextea	6856963aef	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:09:41 +02:00
Matthias	76ca3c219f	extract result-printing from hyperopt class	2021-03-17 20:45:15 +01:00
Matthias	b57c150654	Final balance should include forcesold pairs	2021-03-14 09:48:40 +01:00
Matthias	cd8d9f2930	Merge pull request #4534 from rokups/patch-1 Provide access to strategy instance from hyperopt class.	2021-03-13 17:14:47 +01:00
Rokas Kupstys	5e872273d1	Provide access to strategy instance from hyperopt class.	2021-03-13 15:13:42 +02:00
Matthias	d1acc8092c	Improve backtest performance	2021-03-13 10:17:14 +01:00
Matthias	0db5c9746f	Merge pull request #4454 from freqtrade/backtest_compound_speed Backtest compound, wallet, ...	2021-03-10 10:07:40 +01:00
Matthias	4b550dab17	Always reset fake-databases Otherwise results may stick around for the next strategy	2021-03-08 19:40:29 +01:00
Matthias	0b81b58d28	Use pandas.values.tolist instead of itertuples speeds up backtesting closes #4494	2021-03-07 11:28:54 +01:00
Patrick Weber	4532222010	Fixed line length in HyperOpt for new name Fixed line length errors and multiple f strings to facilitate strategy being added in the name	2021-03-05 13:16:49 -06:00
Patrick Weber	345f7404e9	Add strategy name to HyperOpt results filename This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.	2021-03-05 12:56:11 -06:00
Matthias	731ab5d2a7	Fix too long line errors	2021-03-05 19:22:57 +01:00
Matthias	bc05d03126	Make best / worst day absolute	2021-03-05 19:21:09 +01:00
raoulus	0968ecc1af	added "Median profit" column to hyperopt -> export-csv	2021-03-04 17:27:04 +01:00
Matthias	078b77d41b	Fix crash when using unlimited stake and no trades are made	2021-03-02 16:12:22 +01:00
Joe Schr	55a315be14	fix: avg_stake_amount should not be `NaN` if df is empty	2021-03-02 13:38:55 +01:00
Matthias	2083cf6ddf	Fix mypy errors introduced by Arrow update	2021-03-01 08:57:57 +01:00
Matthias	9cb37409fd	Explicitly convert starting-balance to float	2021-02-28 09:56:29 +01:00
Matthias	b2e9295d7f	Small stylistic fixes	2021-02-27 19:57:42 +01:00
Matthias	324b9dbdff	Simplify wallet code	2021-02-27 10:33:25 +01:00
Matthias	98f3142b30	Improve handling of backtesting params	2021-02-27 09:33:00 +01:00
Matthias	fc256749af	Add test for backtesting _enter_trade	2021-02-27 09:33:00 +01:00
Matthias	53a57f2c81	Change some types Fix types of new model object	2021-02-27 09:33:00 +01:00
Matthias	03eb23a4ce	2 levels of Trade models, one with and one without sqlalchemy Fixes a performance issue when backtesting with sqlalchemy, as that uses descriptors for all properties.	2021-02-27 09:33:00 +01:00
Matthias	394a6bbf2a	Fix some type errors	2021-02-27 09:33:00 +01:00
Matthias	52acacbed5	Check min-trade-stake in backtesting	2021-02-27 09:33:00 +01:00
Matthias	f04f07299c	Improve backtesting metrics	2021-02-27 09:33:00 +01:00
Matthias	7913166453	Improve performance by updating wallets only when necessary	2021-02-27 09:33:00 +01:00
Matthias	f367375e5b	ABS drawdown should show wallet high and low values	2021-02-27 09:33:00 +01:00
Matthias	0d2f877e77	Use absolute drawdown calc	2021-02-27 09:32:59 +01:00
Matthias	74fc4bdab5	Shorten debug log	2021-02-27 09:32:59 +01:00
Matthias	72f21fc5ec	Add trade-volume metric	2021-02-27 09:32:59 +01:00
Matthias	35e6a9ab3a	Backtest-reports should calculate total gains based on starting capital	2021-02-27 09:32:59 +01:00
Matthias	8d61a26382	Allow dynamic stake for backtesting and hyperopt	2021-02-27 09:32:59 +01:00
Matthias	e4abe902fc	Enable compounding for backtesting	2021-02-27 09:32:59 +01:00
Matthias	0faa6f84dc	Improve Wallet logging disabling for backtesting	2021-02-27 09:32:59 +01:00
Matthias	081b9be45c	use get_all_locks to get locks for backtest result	2021-02-27 09:32:59 +01:00
Matthias	712d503e6c	Use sell-reason value in backtesting, not the enum object	2021-02-27 09:32:59 +01:00
Matthias	b5177eadab	Extract close method for exchange	2021-02-27 09:32:59 +01:00
Matthias	4ce4eadc23	remove only ccxt objects when hyperopting	2021-02-27 09:32:59 +01:00
Matthias	9361aa1c95	Add wallets to backtesting	2021-02-27 09:32:59 +01:00
Matthias	11b20d6932	Add config to hyperopt_loss_function documentation	2021-02-17 07:04:29 +01:00
Matthias	eff0d46ea1	Merge pull request #4375 from flomerz/pass_processed_data pass data and config to loss function	2021-02-16 20:06:50 +01:00
Matthias	009a447d8a	Adjust documentation for new parameter in loss functions	2021-02-16 19:51:09 +01:00
Florian Merz	3e06cd8b3a	pass data and config to loss function	2021-02-16 10:11:33 +01:00
Florian Reitmeir	5c263c7ffd	add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed	2021-02-14 19:41:12 +01:00
Matthias	e7acee7904	Improve coin value output by rounding coin specific	2021-02-13 16:05:56 +01:00
Matthias	072abde9b7	Introduce round_coin_value to simplify coin rounding	2021-02-13 16:05:35 +01:00
Matthias	c659150d9f	Also print trade_duration in seconds to json	2021-01-25 19:42:34 +01:00
Matthias	62e43539c9	Limit max_open_trades to maximum available pairs closes #4008	2021-01-24 19:59:54 +01:00
Matthias	789a980a30	Fix tests for new export format	2021-01-24 19:42:32 +01:00
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	8ee264bc59	Don't use profit_percent for backtesting results anymore	2021-01-24 08:58:41 +01:00
Matthias	48977493bb	Backtesting does not need to convert to BacktestResult object	2021-01-24 08:58:41 +01:00
Matthias	7c80eeea95	Add use_custom_stoploss to optimize_report	2021-01-19 22:51:12 +01:00
Matthias	0b65fe6afe	Capture backtest start / end time	2021-01-14 19:09:25 +01:00
Matthias	9147106259	call bot_loop_start() in backtesting to allow setup-code to run	2021-01-14 19:09:25 +01:00
Matthias	baa1142afa	Use preprocessed to get min/max date in hyperopt	2021-01-14 19:09:21 +01:00
Matthias	9d4cdcad10	Extract backtesting of one strategy	2021-01-14 19:04:42 +01:00
Matthias	f3de0dd3eb	Fix support for protections in hyperopt closes #4208	2021-01-14 06:53:40 +01:00
Matthias	63a579dbab	Add sell_profit_offset parameter Allows defining positive offsets before enabling the sell signal	2021-01-11 19:30:25 +01:00
Matthias	f11fd2fee1	Sort imports	2020-12-23 17:00:02 +01:00
Matthias	67193bca3d	Move pairlists to be a plugin submodule	2020-12-23 16:54:35 +01:00
Matthias	266031a6be	Disallow PerformanceFilter for backtesting closes #4072	2020-12-16 19:24:47 +01:00
Matthias	f047297995	Improve wording, fix bug	2020-12-07 15:48:06 +01:00
Matthias	5849d07497	Export locks as part of backtesting	2020-12-07 11:39:01 +01:00
Matthias	bb51da8297	Fix slow backtest due to protections	2020-12-07 11:39:01 +01:00
Matthias	75a5161650	Support multis-strategy backtests with protections	2020-12-07 11:39:01 +01:00
Matthias	a3f9cd2c26	Only load protections when necessary	2020-12-07 11:39:01 +01:00
Matthias	e2d15f4082	Add parameter to enable protections for backtesting	2020-12-07 11:39:01 +01:00
Matthias	32189d27c8	Disable output from plugins in backtesting	2020-12-07 11:39:01 +01:00
Matthias	9f34aebdaa	Allow closing trades without message	2020-12-07 11:39:01 +01:00
Matthias	b606936eb7	Make changes to backtesting to incorporate protections	2020-12-07 11:39:01 +01:00
Matthias	e40d97e05e	Small formatting improvements	2020-11-28 17:52:29 +01:00
Matthias	5d3f59df90	Add best / worst trade	2020-11-28 17:45:56 +01:00
Matthias	a00f852cf9	Add best / worst pair to summary statistics	2020-11-28 17:37:10 +01:00
Matthias	a47d8dbe56	Small refactor, avoiding duplicate calculation of profits	2020-11-28 11:35:29 +01:00
Matthias	730c9ce471	Add Max_open_trades to summary metrics	2020-11-24 06:57:26 +01:00
Matthias	887d78171c	Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp Convert timestamp to int_timestamp for all arrow occurances	2020-11-02 16:40:43 +01:00
Matthias	e73203acb8	FIx bug with dmmp	2020-11-01 10:51:07 +01:00
Matthias	7a092271c5	Merge branch 'develop' into arrow_deprecation_timestamp	2020-10-20 20:01:54 +02:00
Matthias	cf2ae788d7	Convert backtesting rows to Tuples for performance gains	2020-10-18 17:16:57 +02:00
Matthias	5d3a67d324	Don't debug-log during backtesting. Even though log-messages are surpressed, calling "debug" will always have to do something.	2020-10-18 16:38:16 +02:00
Matthias	b80a219d03	Improve typehints for backtesting	2020-10-18 16:35:23 +02:00
Matthias	380e6628e0	Merge branch 'develop' into feat/backtest_speedup_serialize	2020-10-18 16:19:04 +02:00
Matthias	2591a34db4	Don't use arrow objects for backtesting	2020-10-18 16:18:52 +02:00
Matthias	ecddaa663b	Convert timestamp to int_timestamp for all arrow occurances	2020-10-13 06:24:01 +02:00
Matthias	23bad8fd9f	Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss	2020-10-10 14:22:29 +02:00
Matthias	23278e52db	remove obsolete logging statements	2020-10-08 20:22:59 +02:00
Matthias	e8f2c09f08	Extract handling of left open trades to seperate method	2020-10-08 20:11:45 +02:00
Matthias	52502193c4	Backtesting should not double-loop for sell signals	2020-10-07 20:59:05 +02:00
Matthias	40b61bbfe3	Adjust trailing-stop to be python compliant	2020-10-05 07:44:12 +02:00
Matthias	cb74c9bcde	Fix hyperopt output	2020-10-03 13:27:06 +02:00
Matthias	6977ffdbf9	Merge branch 'develop' into isort_config	2020-09-28 20:21:55 +02:00
Matthias	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +02:00
Matthias	c42a924df8	Load latest file	2020-09-27 16:50:42 +02:00
Matthias	ff96cf154c	Keep hyperopt result history	2020-09-27 16:33:26 +02:00
Matthias	b736691e0e	Remove hyperopt --continue	2020-09-27 16:18:28 +02:00
Matthias	bb27b236ce	Remove unused arguments	2020-09-26 14:55:12 +02:00
Matthias	ff3e2641ae	generate_backtest_stats must take config options from the strategy config as a strategy can override certain options.	2020-09-25 20:47:37 +02:00
Matthias	378f03a5b1	Add relevant parameters to stored backtest result	2020-09-25 06:37:40 +02:00
Matthias	6674285b12	Merge pull request #3756 from allenday/patch-1 prettify hyperopt console output	2020-09-19 17:43:05 +02:00
Matthias	f0d7f18cf9	Pad wins / draws / losses for hyperopt with spaces instead of 0's	2020-09-19 17:32:22 +02:00
Matthias	ec01f20bf8	Add ratio to sell reason stats	2020-09-16 20:27:28 +02:00
Allen Day	f63a378967	Update hyperopt.py zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print	2020-09-07 23:26:55 +08:00
Matthias	284d39930f	Allow using pairlists through dataprovider in backtesting	2020-08-30 10:07:28 +02:00
Matthias	d8a6410fd1	Fix small bug when using max-open-trades -1 in backtesting	2020-08-23 09:00:57 +02:00
Matthias	3d93236709	Remove unused import	2020-08-21 14:55:47 +02:00
Matthias	301f74fd1b	Merge pull request #3418 from freqtrade/hyperopt_colorama_init Test colorama init again (after the fixes done to progressbar)	2020-08-21 14:54:35 +02:00
Matthias	4f1179d85c	Test for empty case	2020-08-20 20:11:58 +02:00
Matthias	f5a9001dc0	Handle backtest results without any trades	2020-08-20 19:51:36 +02:00
Matthias	3d515ed5bf	Merge pull request #3558 from freqtrade/bt_add_maxdrawdown Revise backtesting export format, add some metrics	2020-08-19 06:39:47 +02:00
Matthias	9982ad2f36	Add profit to backtest summary output	2020-08-18 16:59:24 +02:00
Matthias	668d167adc	Add docstring to store_backtest_stats	2020-08-18 16:15:24 +02:00
Matthias	4eb17b4daf	Remove unneeded function	2020-08-18 15:20:37 +02:00
Matthias	a6dac9acf3	Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider Hyperopt enable dataprovider	2020-08-17 07:00:48 +02:00
Matthias	1f153f51ee	Merge pull request #3660 from freqtrade/hyperopt_default_tests Move DefaultHyperopt to tests	2020-08-17 06:49:55 +02:00
Matthias	b98107375e	Improve formatting of result string to be a bit conciser	2020-08-14 07:31:14 +02:00
Matthias	d76ee43246	Show wins / draws / losses in hyperopt table	2020-08-14 07:14:10 +02:00
Matthias	05bd099f51	Merge branch 'develop' into pr/yazeed/3008	2020-08-14 06:58:09 +02:00
Matthias	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +02:00
Matthias	fca41a44bb	Also logg timeframe	2020-08-08 20:20:58 +02:00
Matthias	2afe1d5b11	Add link to full sample	2020-08-08 17:30:31 +02:00
Matthias	dd430455e4	Enable dataprovier for hyperopt	2020-08-08 17:04:32 +02:00
Matthias	8b6d10daf1	Move DefaultHyperopt to test folder (aligned to strategy)	2020-08-06 08:50:41 +02:00
Matthias	aab5596fa6	Convert trade open / close to timestamp (to allow uniform analysis of backtest and real trade data - while giving control of date-formatting to the endsystem.	2020-07-27 07:20:40 +02:00
Matthias	977a6d4e9c	Add profit_total to results line	2020-07-26 16:10:48 +02:00
Matthias	454046f745	Add stake_currency and max_opeN_trades to backtest result	2020-07-26 15:55:54 +02:00
Matthias	8d0f338bf2	Timestamps should be in ms	2020-07-26 15:23:21 +02:00
Matthias	9ed5fed887	Fix output format to be of an identical type	2020-07-26 15:17:54 +02:00
Matthias	902e8fa62f	Fix wrong spelling in one subcomponent	2020-07-26 14:39:00 +02:00
Matthias	c1191400a4	Allow 0 fee value by correctly checking for None	2020-07-15 19:20:20 +02:00
Matthias	bdf611352e	Update summary-metrics output	2020-07-14 19:34:01 +02:00
Matthias	1fc4451d2f	Avoid \ linebreak	2020-07-03 20:32:04 +02:00
Matthias	0d15a87af8	Remove old store_backtest method	2020-07-03 20:21:32 +02:00
Matthias	987188e41f	Add avgduration for winners and losers	2020-07-03 19:58:02 +02:00
Matthias	8e0ff4bd86	Add Win / draw / losing days	2020-07-03 19:45:45 +02:00
Matthias	42868ad24a	Add best / worst day to statistics	2020-07-03 19:30:29 +02:00
Matthias	7c5587aeaa	exportfilename can be a file or directory	2020-07-03 06:58:27 +02:00
Matthias	2ed808da1f	Extract .last_result.json to constant	2020-07-03 06:58:27 +02:00
Matthias	59e0ca0aaa	Add pairlist to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	c13ec4a1d4	implement fallback loading for load_backtest_data	2020-07-03 06:58:27 +02:00
Matthias	7727292861	Rename duration to trade_duration	2020-07-03 06:58:27 +02:00
Matthias	f368aabcc7	Add amount to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	6e94734678	Add fee to backtestresult	2020-07-03 06:58:27 +02:00
Matthias	03ab61959b	Add test for generate_backtest_stats	2020-07-03 06:58:27 +02:00
Matthias	075eb0a161	Fix sequence of saving	2020-07-03 06:58:27 +02:00
Matthias	0fa56be9d2	remove openIndex and closeIndex from backtest-report	2020-07-03 06:58:27 +02:00
Matthias	04cbc2cde5	Shorten variable	2020-07-03 06:58:27 +02:00
Matthias	b068e7c564	Rename open_time and close_time to *date	2020-07-03 06:58:27 +02:00
Matthias	415853583b	Save backtest-stats	2020-07-03 06:58:27 +02:00
Matthias	81c8e8677d	use 0 as profit mean, not nan	2020-07-03 06:58:27 +02:00
Matthias	480c5117f1	Handle empty return strings	2020-07-03 06:58:27 +02:00
Matthias	5fce7f3b22	Add market Change closes #2524 and #3518	2020-07-03 06:58:27 +02:00
Matthias	cf044d166e	Tests should use new Datetime format too	2020-07-03 06:58:27 +02:00
Matthias	fbddfaeacf	Introduce DatetimePrintFormat	2020-07-03 06:58:27 +02:00
Matthias	cbcf3dbb43	Add more metrics to summarytable	2020-07-03 06:58:27 +02:00
Matthias	6922fbc3aa	Add max_drawdown error handler	2020-07-03 06:58:27 +02:00
Matthias	455b26ea48	Add max drawdown to backtesting	2020-07-03 06:58:27 +02:00
hroff-1902	02c0488d45	Merge pull request #3453 from freqtrade/fix/3363 Backtesting should load pairlists after the strategy	2020-06-29 21:53:33 +03:00
Matthias	0b2982caed	Merge branch 'develop' into hyperopt_colorama_init	2020-06-16 10:16:41 +02:00
Matthias	761407f74d	Merge pull request #3430 from freqtrade/timeframe ticker_interval -> timeframe	2020-06-15 13:47:26 +02:00
Matthias	a3506f4d8e	Merge branch 'develop' into timeframe	2020-06-15 06:35:55 +02:00
Matthias	d337fb6c6a	Update some comments	2020-06-15 06:35:31 +02:00
hroff-1902	ea77edce05	Make flake happy	2020-06-13 18:54:54 +03:00
hroff-1902	3d9b107761	Changes after review	2020-06-13 17:12:37 +03:00
Felipe Lambert	69ac5c1ac7	change hyperopt return to better copy to strategy file	2020-06-10 14:35:31 -03:00
Matthias	72ae4b1500	Load pairlist after strategy to use strategy-config fail in certain conditions when using strategy-list Fix #3363	2020-06-07 16:15:26 +02:00
Matthias	a75b94f143	use bracket notation for dataframe access	2020-06-07 15:40:00 +02:00
Matthias	68395d2745	Use bracket notation to query results in hyperopt	2020-06-07 15:39:59 +02:00
Matthias	04779411f5	Add docstring to backtest_stats	2020-06-07 15:39:59 +02:00
Matthias	070913f327	Rename text_table generation	2020-06-07 11:35:02 +02:00
Matthias	499c6772d1	Rename tabulate methods they don't "generate" anything	2020-06-07 11:31:33 +02:00
Matthias	a6f6724752	Reorder functions in optimize_report	2020-06-07 11:29:14 +02:00
hroff-1902	64881a94e2	Merge branch 'develop' into timeframe	2020-06-02 15:56:34 +03:00
Matthias	a8005819c9	Add class-level attributes to hyperopt and strategy	2020-06-02 10:19:27 +02:00
Matthias	f9bb1a7f22	Update more occurances of ticker_interval	2020-06-02 10:02:55 +02:00
Matthias	3e895ae74a	Some more replacements of ticker_interval	2020-06-02 09:41:42 +02:00
Matthias	cadc50ce9b	Replace more occurances of ticker_interval with timeframe	2020-06-01 20:49:40 +02:00
Matthias	d9afef8fe1	Move colorama_init to where it was	2020-06-01 09:37:10 +02:00
Matthias	ffa93377b4	Test colorama init again (after the fixes done to progressbar)	2020-06-01 09:34:03 +02:00
Matthias	091693308a	Correctly call show_backtest_results	2020-06-01 09:25:26 +02:00
Matthias	ceaf32d304	Extract backtesting report generation from show_backtest_Results	2020-06-01 09:24:05 +02:00
Matthias	f202e09b10	Extract conversion to trades list to it's own function	2020-06-01 08:57:31 +02:00
Matthias	18a5787a2c	Reorder typing imports Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>	2020-05-27 19:17:15 +02:00
Matthias	abf79e4ab4	Use temporary variable to clean up code	2020-05-25 20:47:48 +02:00
Matthias	6a9a8f927e	Rename some methods, improve some testing	2020-05-25 20:46:31 +02:00
Matthias	462c35cf75	Move stats generation to the top	2020-05-25 20:22:22 +02:00
Matthias	027ea64d48	Fix docstrings, extract strategy-list results	2020-05-25 19:55:02 +02:00
Matthias	db257e9f7f	Rename method to be public	2020-05-25 19:50:23 +02:00
Matthias	18a2dad684	Extract data generation from generate_text_table	2020-05-25 19:35:32 +02:00
Matthias	0917b17efd	Refactor result_line to return dict	2020-05-25 19:21:01 +02:00
Matthias	876a9e4f44	finish refactor of sell_reason table	2020-05-25 07:08:15 +02:00
Matthias	d17300fd84	Refactor sell reason stats to return a dict	2020-05-25 07:02:24 +02:00
Matthias	9d1ad70bb7	Split optimize generation from printing	2020-05-25 06:44:51 +02:00
Florian Merz	889a153731	fix PEP8	2020-05-03 17:29:56 +02:00
Florian Merz	690bb7646a	hyperopt csv export - add params	2020-05-03 17:00:12 +02:00
Matthias	509f38d3aa	Use non-deprectated parameter for progressbar	2020-05-01 17:59:24 +02:00
hroff-1902	726e52aaa7	Use skopt model_queue_size instead of custom hack	2020-04-29 10:49:25 +03:00
hroff-1902	c26835048c	Hyperopt cleanup, do not use 'trials'	2020-04-28 22:56:19 +03:00
hroff-1902	a01ed170f5	Improve hyperopt-list logging	2020-04-28 17:33:07 +03:00
hroff-1902	9ebc997e9d	Merge pull request #3215 from freqtrade/backtest_use_pairlists Backtest use pairlists	2020-04-27 13:34:06 +03:00
Matthias	fb8a85da01	Disallow VolumePairList from backtesting for now	2020-04-27 07:56:17 +02:00
Matthias	e8530c36d3	Remove pairlists from hyperopt too (it holds a reference to exchange)	2020-04-25 15:46:20 +02:00
Matthias	8987859044	Enable pairlist parsing for backtesting and hyperopt	2020-04-25 15:37:13 +02:00
hroff-1902	d9f255a6c0	Fix asterisk printing for csv output	2020-04-25 12:49:14 +03:00
Yazeed Al Oyoun	c9711678fd	fixed indent	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	181b12b3a8	added wins/draws/losses	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	6147498fd4	fixed indent	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	2fb3d94938	added wins/draws/losses	2020-04-25 11:31:51 +02:00
hroff-1902	2d994f6feb	Better printing of asterisk	2020-04-24 21:57:29 +03:00
hroff-1902	6e5f0869b3	Remove another unused method	2020-04-24 18:39:08 +03:00
hroff-1902	5c012d79eb	Remove unused method	2020-04-24 18:14:07 +03:00
Matthias	d36e2cf6ab	Fix random test failure in hyperopt	2020-04-16 07:06:47 +02:00
hroff-1902	8b6a7e685e	Merge pull request #3133 from freqtrade/backtesting_filenameexpanding [minor] Fix filename handling with --strategy-list	2020-04-15 12:02:19 +03:00
hroff-1902	4d80f52db4	Merge pull request #3134 from freqtrade/backtesting_memory Backtesting memory and dataframe	2020-04-13 23:08:45 +03:00
Fredrik81	2c1c1c7f16	Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-04-11 17:42:32 +02:00
Fredrik81	d9e54ab7a4	Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-04-11 17:42:19 +02:00
Fredrik81	4707484a4c	Fix issue with colring enabled + styling	2020-04-09 11:42:13 +02:00
Fredrik81	cdc774549e	Merge branch 'develop' into progress-bar	2020-04-08 01:56:43 +02:00
Fredrik81	132f5f73f5	Update hyperopt.py	2020-04-07 10:44:18 +02:00
Fredrik81	c95906cfcf	Update hyperopt.py	2020-04-07 10:42:15 +02:00
Fredrik81	d5609d4997	Changed back to progressbar2 for better handling of logger. Coloring still needs some work (bug + what colors to use)	2020-04-06 13:12:32 +02:00
Matthias	de47186263	Use .loc for assignments	2020-04-02 19:31:48 +02:00
Matthias	cf6e6488c7	Fix filename handling with --strategy-list	2020-04-02 17:29:18 +02:00
Matthias	3d4664c2a6	Remove unnecessary import	2020-03-15 15:40:12 +01:00
Matthias	e1b08ad76c	Add docstring to store_backtest_result	2020-03-15 15:38:26 +01:00
Matthias	e95665ceca	Make backtestresult storing independent from printing	2020-03-15 15:36:23 +01:00
Matthias	a13d581658	Move backtest-result visualization out of backtesting class	2020-03-15 15:17:53 +01:00
Matthias	6106d59e1a	Move store_backtest_results to optimize_reports	2020-03-15 15:17:35 +01:00
Matthias	328dbd3930	Remove unnecessary parameter to generate_text_table_sell_reason	2020-03-15 15:04:48 +01:00
Matthias	0f1640bed4	convert exportfilename to Path when config parsing	2020-03-15 09:39:45 +01:00
hroff-1902	51f52c8609	Merge branch 'develop' into no-ticker-2	2020-03-13 16:43:52 +03:00
hroff-1902	a7ed51c642	return back the name of the hyperopt data file	2020-03-13 04:04:23 +03:00
hroff-1902	ebb0187f40	dataframe -> df_analyzed in backtesting and edge	2020-03-13 03:54:56 +03:00
Fredrik81	5737139979	Small fix	2020-03-12 16:47:09 +01:00
Fredrik81	1a59fc11be	doh	2020-03-12 02:36:18 +01:00
Fredrik81	df1ae565dc	clean-up	2020-03-12 02:26:41 +01:00
Fredrik81	9387ed923c	fix for empty lines	2020-03-12 02:07:50 +01:00
Fredrik81	81cbb92556	Switch to TQDM	2020-03-11 22:30:36 +01:00
Fredrik81	3a8b68c0fd	Initial work on progressbar	2020-03-10 20:30:36 +01:00
hroff-1902	73c19da4b9	Adjust handling of zero stdev in loss functions	2020-03-10 13:44:16 +03:00
hroff-1902	f148b5f734	cosmetics in lambdas	2020-03-10 10:38:37 +03:00
Fredrik81	bd158eefd2	Fixed loggin	2020-03-10 03:02:52 +01:00
Fredrik81	2f5fc731bb	Removed overwrite option	2020-03-09 18:53:30 +01:00
Fredrik81	cb419614cd	Spelling miss	2020-03-08 23:00:21 +01:00
Fredrik81	4ad93ed6bb	Changed output for null columns	2020-03-08 22:41:05 +01:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Fredrik81	7606d814fa	Initial work on csv-file export. Missing docs and tests	2020-03-05 01:58:33 +01:00
hroff-1902	57523d58df	Merge pull request #2994 from Fredrik81/hyperopt-table Added dynamic print table function to hyperopt	2020-03-04 23:44:53 +03:00
Fredrik81	090d1e8a70	Alignment and cleanups	2020-03-04 20:51:09 +01:00
Fredrik81	7652a2bb95	Updated table layout and aligning better for hyperopt	2020-03-04 00:10:47 +01:00
Fredrik81	399c419163	Changed table formating. Adding some code to align hyperopt table generation. WIP	2020-03-03 01:14:56 +01:00
hroff-1902	82bdd01843	Merge pull request #3003 from Fredrik81/cores-and-arguments Hyperopt: fix number of CPU cores, jobs and total epochs	2020-03-03 02:12:21 +03:00
hroff-1902	52cd5f9127	Better use enumerate: more correct and more pythonic	2020-03-03 01:42:25 +03:00
hroff-1902	45c9496792	Do not run optimizer for 'jobs' epochs for the last iteration	2020-03-03 01:33:11 +03:00
hroff-1902	a7d4755859	optimize calculation of current_jobs	2020-03-03 01:20:14 +03:00
hroff-1902	92425642da	Fix config_jobs	2020-03-03 01:00:24 +03:00
Fredrik81	0e4862b0c8	Added logging if argument is miss-configured	2020-03-02 22:58:54 +01:00
Fredrik81	7713cfeb79	Corrected logic for -j + and - argument	2020-03-02 21:02:32 +01:00
Fredrik81	f08c7eedf1	Changed jobs to be dynamic for last loop	2020-03-01 14:35:13 +01:00
Fredrik81	75b4f1a442	Fix alignment of higher values	2020-03-01 14:12:27 +01:00
Fredrik81	e89fd33229	Fix for more arguments	2020-02-29 23:57:15 +01:00
Fredrik81	7a4edb1cd8	Fix: When total epochs is less than cpu cores	2020-02-29 23:41:59 +01:00
Fredrik81	23ae0653bd	Changed table output to match hyperopt-list command	2020-02-29 23:24:08 +01:00
hroff-1902	0528af1700	Merge pull request #2879 from freqtrade/sortino_hyperopt_loss Sortino hyperopt loss	2020-02-29 11:36:27 +03:00
Fredrik81	349aa2f957	Added dynamic print table function to hyperopt	2020-02-28 21:54:04 +01:00
hroff-1902	bee8e92f02	Final changes, use sqrt i.o. statistics.pstdev	2020-02-28 23:50:25 +03:00
Fredrik81	55d471190a	Changed table style of backtesting and alignment of headers	2020-02-27 13:28:28 +01:00
hroff-1902	893d9cde8d	Merge pull request #2943 from Fredrik81/add-print-table Added function to print hyperopt-list as table using tabulate	2020-02-27 05:22:41 +03:00
Fredrik81	cd7efde6c0	Fixed coloring so it's only targeting the values not the table borders	2020-02-24 22:06:21 +01:00
Fredrik81	23bf135b8a	Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best	2020-02-24 11:01:14 +01:00
Yazeed Al Oyoun	3fb6818bd8	Merge branch 'develop' into sortino_hyperopt_loss	2020-02-19 02:37:25 +01:00
Fredrik Rydin	2058b492eb	Added function to print hyperopt-list as table using tabulate	2020-02-18 22:46:53 +01:00
Matthias	6335d81ceb	Merge branch 'develop' into data_handler	2020-02-16 15:12:14 +01:00
hroff-1902	674898bd32	Fix usage of vars in the commented out line	2020-02-16 15:26:40 +03:00
hroff-1902	42dfda9231	Adjust docstring	2020-02-16 13:46:07 +03:00
hroff-1902	fbe5cc44da	Use statistics.pstdev	2020-02-16 13:43:23 +03:00
hroff-1902	1e84b2770c	Fix values of downside_returns	2020-02-16 04:10:53 +03:00
hroff-1902	161dd1a3e6	Rename risk_free_return to minumum_accepted_return	2020-02-16 03:55:16 +03:00
hroff-1902	b2328cdf4f	Do not subtract risk_free_ratio twice	2020-02-13 07:07:35 +03:00
hroff-1902	9ec9a7b124	Fix t_index to be normalized	2020-02-09 21:20:15 +03:00
hroff-1902	c89a32224c	Fix SharpeHyperOptLossDaily	2020-02-09 18:40:19 +03:00
Matthias	d65a06947d	Merge branch 'develop' into data_handler	2020-02-09 15:16:43 +01:00
hroff-1902	61ced5e926	Fix typo	2020-02-08 02:49:06 +03:00
Yazeed Al Oyoun	e8b9d88eb6	moved line for total_downside	2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun	a46b7bcd6d	more fixes...	2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun	9bcc5d2eed	fixed downside_returns to read from profit_percent_after_slippage	2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun	728ab0ff21	Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily	2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun	b56a1f0603	initial push of sortino, work not done, still need own tests	2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun	deb0b7ad67	Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily	2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun	44d67389d2	initial push of sortino, work not done, still need own tests	2020-02-07 16:29:27 +03:00
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
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
hroff-1902	d457d43999	Merge pull request #2833 from hroff-1902/type-hints Add some type hints	2020-02-03 23:24:26 +03:00
Yazeed Al Oyoun	3499f1b85c	better readability and more consistent with daily sharpe loss method	2020-02-02 08:47:33 +01:00
hroff-1902	f3d500085c	Add some type hints	2020-02-02 07:00:40 +03:00
Matthias	19d4e1435c	Merge pull request #2828 from yazeed/line_alignment_fixes fixed some more line alignments	2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun	d038bcedb0	fixed some more line alignments	2020-01-31 22:37:05 +01:00
Matthias	c396ad4daa	Align quotes in same area	2020-01-31 20:41:51 +01:00
Yazeed Al Oyoun	907a61152c	added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.	2020-01-31 04:53:37 +01:00
Yazeed Al Oyoun	e2b3907df5	more consistent backtesting tables and labels	2020-01-31 04:39:18 +01:00
Matthias	1b9af9d2d8	Merge branch 'develop' into data_handler	2020-01-26 20:31:13 +01:00
Matthias	f347e5934a	Small adjustments for moved commands	2020-01-26 13:46:01 +01:00
Matthias	e033df6a2f	Move optimize_commands to commands module	2020-01-26 13:46:01 +01:00
Matthias	6e85280467	Adjust imports	2020-01-26 13:46:01 +01:00
Matthias	bd4dd8403b	Fix type-errors with stake_amount	2020-01-25 12:49:37 +01:00
hroff-1902	f4c7edf551	No args for backtest(), use arguments	2020-01-25 12:49:37 +01:00
Matthias	7d2d0235a0	Fix typo in sell-reason table generation	2020-01-22 06:08:34 +01:00
Matthias	fc2970f41b	Merge branch 'develop' into data_handler	2020-01-21 06:58:48 +01:00
Tejesh	f73f0b1653	Update comments on backtesting	2020-01-15 19:29:00 +05:30
Matthias	785cd2a640	Rename test module	2020-01-09 06:53:51 +01:00
Matthias	c475729c13	Extract edge reporting to optimize_reports	2020-01-09 06:52:34 +01:00
Matthias	989ab646a9	Add profit % to sell_reason table	2020-01-09 06:46:39 +01:00
Matthias	a9fbad0741	Improve docstrings	2020-01-02 09:37:54 +01:00
Matthias	904e1647e1	Extract generate_text_table_strategy to seperate module	2020-01-02 09:31:53 +01:00
Matthias	caec345c0b	Extract generate_text_table_sell_reason from backtesting class	2020-01-02 09:31:53 +01:00
Matthias	18a53f4467	Extract generate_text_table from backtesting class	2020-01-02 09:31:47 +01:00
Matthias	699c0d6bc3	Merge branch 'develop' into data_handler	2019-12-30 19:40:43 +01:00
Matthias	2537b8cb0c	Merge pull request #2725 from freqtrade/minor_fix [Minor] Edge-cli should use exchangeresolver	2019-12-30 19:27:40 +01:00
Matthias	1ffda29fd2	Adjust improts to new exception location	2019-12-30 15:02:17 +01:00
Matthias	fb3a53b8af	Use ExchangeResolver for edge_cli too	2019-12-30 14:28:34 +01:00
Matthias	f4a532ef6d	Pass format to load_data	2019-12-28 14:57:39 +01:00
Matthias	416517b0c9	Move trim_dataframe from history to converter	2019-12-28 11:01:41 +01:00
hroff-1902	6db75bc244	Merge pull request #2706 from freqtrade/data_dir Convert datadir within config to Path	2019-12-28 05:14:48 +03:00
Matthias	e5aed098b5	Enhance backtest results with sell reason profit / loss table	2019-12-25 09:39:29 +01:00
Matthias	c6b9c8eca0	Forgot to save	2019-12-23 19:32:31 +01:00
Matthias	c6d2233978	Convert StrategyLoader to static loader	2019-12-23 10:23:48 +01:00
Matthias	6d5aca4f32	Convert hyperoptloss resolver to static loader	2019-12-23 10:09:08 +01:00
Matthias	248ef5a0ea	Convert HyperoptResolver to static loader	2019-12-23 10:06:19 +01:00
Matthias	560acb7cea	Convert ExchangeResolver to static loader class	2019-12-23 10:03:18 +01:00
Matthias	fc5764f9df	Edge small cleanup	2019-12-19 19:55:21 +01:00
hroff-1902	cf4c3642ce	Minor improvements in data.history	2019-12-18 01:06:03 +03:00
Matthias	a2964afd42	Rename profit_percent to profit_ratio to be consistent	2019-12-17 08:53:30 +01:00
hroff-1902	26ab108890	Fix mypy errors in develop	2019-12-15 01:10:09 +03:00
hroff-1902	1cc174c007	Merge pull request #2624 from freqtrade/backtest_refactor handle and document ROI=-1	2019-12-14 23:11:36 +03:00
hroff-1902	e26f563f4b	Merge pull request #2655 from freqtrade/avoid_keyerror_backtest Use first pair of pairlist to get fee	2019-12-14 23:10:40 +03:00
Matthias	2f7181e236	Merge pull request #2648 from hroff-1902/hyperopt-random-state Seed hyperopt random_state if not passed	2019-12-14 15:54:59 +01:00
hroff-1902	f2266ea9f4	Use shorter range for seeded random-state	2019-12-14 15:17:45 +03:00
Matthias	a48c0ad868	Use first pair of pairlist to get fee Use this instead of hardcoded ETH/BTC - so backtesting works with exchanges without ETH/BTC pair	2019-12-14 12:55:02 +01:00
Matthias	703924d6c4	Merge pull request #2643 from freqtrade/mins Remove min (plural) from codebase	2019-12-12 14:27:39 +01:00
hroff-1902	6e778ad710	Seed hyperopt random_state if not passed	2019-12-12 03:12:28 +03:00
Matthias	f44e3dc319	Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing Fix generation of hyperopt trailing params	2019-12-11 19:53:42 +01:00
Matthias	7c7ca1cb90	Remove min (plural) from codebase	2019-12-11 07:12:37 +01:00
Matthias	b2a9b87be3	Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22 Bump scikit-learn from 0.21.3 to 0.22	2019-12-10 16:20:39 +01:00
Matthias	3f9f29ba4e	Fix Flake8 import error	2019-12-10 16:10:51 +01:00
hroff-1902	3448f86263	Suppress scikit-learn FutureWarnings from skopt imports	2019-12-10 15:46:29 +03:00
hroff-1902	641e3fdf7a	Fix generation of hyperopt trailing params	2019-12-10 03:32:43 +03:00
hroff-1902	0e4ef33d6a	Merge pull request #2581 from hroff-1902/hyperopt-list Add hyperopt-list and hyperopt-show commands	2019-12-10 00:30:26 +03:00
Matthias	de33ec4250	use sell_row.open also when the active ROI value just changed	2019-12-09 16:52:12 +01:00
Matthias	45d12dbc83	Avoid a few calculations during backtesting	2019-12-07 15:28:56 +01:00
Matthias	3163cbdf8a	Apply special case for negative ROI	2019-12-07 15:18:12 +01:00
Matthias	3091869115	refactor get_close_rate out of get_sell_trade-entry	2019-12-07 14:30:14 +01:00
hroff-1902	d21ae4edd3	Add fixes for comments in the review	2019-12-05 23:29:31 +03:00
Matthias	4b0a4c936a	Fix hyperopt with ticker_interval from strategy	2019-12-05 20:31:02 +01:00
hroff-1902	b61f43835d	Make flake happy	2019-12-05 01:11:06 +03:00
hroff-1902	017a94adc1	Merge develop	2019-12-05 01:08:38 +03:00
hroff-1902	54694dd3a4	Manual merge of some conflicts in hyperopt	2019-12-04 23:14:47 +03:00
hroff-1902	668d42447f	Refactor log_trials_result()	2019-12-01 16:15:00 +03:00
hroff-1902	69b0767165	Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space	2019-12-01 03:28:23 +03:00
hroff-1902	a88bfa8ded	Fix: trailing_stop_positive should be positive	2019-12-01 02:27:17 +03:00
hroff-1902	8f9b5095b5	Fix some tests	2019-11-27 22:52:43 +03:00
hroff-1902	8e7512161a	Add hyperopt-list and hyperopt-show commands	2019-11-26 15:01:42 +03:00
Matthias	af3eea3805	Move config json validation to after strategy loading Otherwise attributes are mandatory in configuration while they could be set in the strategy	2019-11-25 07:05:30 +01:00
hroff-1902	067267f4cf	Log messages improved (plural/singular)	2019-11-23 12:20:41 +03:00
hroff-1902	737c07c5b6	Make mypy happy	2019-11-23 11:51:52 +03:00
hroff-1902	097cdcb57a	Save epochs at intermediate points	2019-11-23 11:32:33 +03:00
hroff-1902	e7ddd81251	Merge branch 'develop' into hyperopt-trailing-space	2019-11-23 03:42:58 +03:00
Matthias	9b050523e9	Merge pull request #2397 from freqtrade/feat/new_args_system require subcommand for all actions	2019-11-14 06:28:42 +01:00
Matthias	5b62ad876e	Remove hyperopts occurances	2019-11-13 09:39:00 +01:00
Matthias	c449e39280	Replace more occurances of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	1c57a4ac35	more replacements of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	d801dec6aa	Some more places with ticker_interval gone	2019-11-12 15:13:06 +01:00
Matthias	e4bdb92521	Replace some occurances of ticker_interval with timeframe	2019-11-12 15:13:06 +01:00
hroff-1902	31ab32f0b9	Always set trailing_stop=True with 'trailing' hyperspace	2019-11-08 12:47:28 +03:00
hroff-1902	f90676cfc5	Add trailing stoploss hyperspace	2019-11-08 03:07:43 +03:00
Matthias	ca77dbe8da	Fix UnicodeError in hyperopt output	2019-11-06 19:33:15 +01:00
Matthias	eb0b0350e0	Introduce remove_credentials to remove code duplication	2019-11-05 12:39:19 +01:00
Matthias	1e44f93c31	Fix pandas access warning	2019-11-03 10:58:31 +01:00
Matthias	861f10dca6	Allow populate-indicators to come from strategy	2019-11-02 11:10:33 +01:00
Matthias	132a4da7cf	Small style fixes and adjusted tests	2019-10-27 10:56:38 +01:00
Matthias	33164ac78e	Refactor loading of bt data to backtesting ...	2019-10-27 09:44:56 +01:00
Matthias	bd4a23beeb	Refactor start-adjust logic to timerange	2019-10-27 09:44:56 +01:00
Matthias	6382a4cd04	Implement startup-period to default-strategy	2019-10-27 09:44:56 +01:00
Matthias	704121c197	Move most logic to history	2019-10-27 09:44:56 +01:00
Matthias	9c7696a8ce	Add required_startup to backtesting	2019-10-27 09:44:56 +01:00
hroff-1902	4ec83a2c24	DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct	2019-10-18 23:29:19 +03:00
Matthias	85c4546333	Merge pull request #2343 from hroff-1902/move-experimental Move experimental settings to ask_strategy	2019-10-10 16:08:11 +02:00
hroff-1902	2ec8376af9	Merge pull request #2342 from freqtrade/fix/negativeroi Don't have backtest sells outside of a candle	2019-10-08 11:19:34 +03:00
Matthias	0664a8c0e6	add `--fee` to change fees to other values	2019-10-05 15:29:00 +02:00
hroff-1902	9b23376415	Move experimental settings to ask_strategy	2019-10-05 13:29:59 +03:00
Matthias	7ea9da9605	Fix #2277	2019-10-05 10:54:28 +02:00
Matthias	dc47a391da	Move ignore to corrct line for mypy 730	2019-09-30 19:32:46 +02:00
Matthias	ed10048394	Merge pull request #2308 from hroff-1902/hyperopt-config Allow use of config in custom hyperopt methods	2019-09-28 10:36:46 +02:00
hroff-1902	4ac53f1549	Shorten the default hyperopt stoploss space	2019-09-28 04:13:53 +03:00
hroff-1902	9db915853a	Allow use of config in custom hyperopt methods	2019-09-26 11:59:21 +03:00
Matthias	5237723f22	Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install Optional hyperopt dependency installation	2019-09-26 09:42:16 +02:00
Matthias	b994f5c273	Merge pull request #2294 from hroff-1902/fix-skopt-memory3 Fix skopt memory exhaustion	2019-09-25 19:55:27 +02:00
Matthias	27cc73f47e	Dynamically import hyperopt modules	2019-09-25 11:40:34 +02:00
hroff-1902	665e0570ae	Fix hyperopt position stacking	2019-09-25 03:41:22 +03:00
hroff-1902	6ffb8b7a70	Fix wordings in comment	2019-09-23 13:25:31 +03:00
hroff-1902	0c6164df7e	Fix memory exhaustion in skopt models list	2019-09-23 13:03:43 +03:00
Matthias	313091eb1c	some more refresh_pairs cleanups	2019-09-20 20:22:51 +02:00
Matthias	1cd8ed0c1a	Remove --refresh-pairs	2019-09-20 20:02:07 +02:00
hroff-1902	69f29e8907	minor: Cleanup for backtesting	2019-09-18 22:57:17 +03:00
hroff-1902	5cbc073dd1	minor: Cleanup hyperopt	2019-09-16 21:46:15 +03:00
hroff-1902	76e45883bd	Merge pull request #2253 from hroff-1902/backtesting-improve-logs Improve logs for backtesting	2019-09-14 11:23:46 +03:00
Matthias	e6ccc1427c	have Arguments return a dict instead of Namespace	2019-09-12 20:16:39 +02:00
hroff-1902	849d694c27	Don't inherit from object	2019-09-12 04:39:52 +03:00
hroff-1902	9bdfaf3803	Remove quotes around the pairs	2019-09-11 23:32:08 +03:00
hroff-1902	35580b135a	Improve backtesting logs	2019-09-10 10:42:45 +03:00
hroff-1902	3d028f512e	Merge pull request #2235 from hroff-1902/eliminate_import_strategy Allow --strategy for hyperopt	2019-09-08 12:23:48 +03:00
hroff-1902	2b00a5d90a	Get rid of import_strategy()	2019-09-08 02:43:02 +03:00
Matthias	972b8a1726	Remove defaulting to test_data folder when no datadir is present	2019-09-07 21:06:20 +02:00
hroff-1902	2e49125e87	Merge branch 'develop' into hyperopt-simplified-interface	2019-09-06 15:11:06 +03:00
Matthias	7af445adf3	Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space Hyperopt: adaptive roi_space	2019-09-06 06:26:52 +02:00
hroff-1902	9a6a89c238	allow simplified hyperopt interface	2019-09-03 19:54:28 +03:00
hroff-1902	d9c2b7d460	fix fetching ticker_interval from strategy	2019-08-26 22:31:24 +03:00
hroff-1902	bfc68ec792	minor cleanup in Backtesting	2019-08-25 23:36:42 +03:00
Matthias	513e84880e	Don't escape ticks where it's not needed	2019-08-25 20:38:51 +02:00
hroff-1902	067208bc9d	make backtesting an attribute of Hyperopt	2019-08-24 00:10:35 +03:00
Matthias	91b0394433	Merge pull request #2156 from freqtrade/remove_live Remove deprecated option live - deprecate -r	2019-08-22 15:33:39 +02:00
Matthias	aaeeb9c0c6	Merge branch 'develop' into align_userdata	2019-08-21 19:41:10 +02:00
hroff-1902	fcb0ff1b60	do not round values in the debug message	2019-08-20 23:42:44 +03:00
hroff-1902	17b3f01b28	Merge branch 'develop' into hyperopt-adaptive-roi-space	2019-08-20 23:00:23 +03:00
hroff-1902	cadf573170	round printed stoploss value as well	2019-08-20 22:24:59 +03:00
hroff-1902	a12876da92	fine printing for floats in the roi tables (round to 5 digits after the decimal point)	2019-08-20 22:17:21 +03:00
Matthias	9e24992835	Remove calls to load_data using live=	2019-08-20 07:00:43 +02:00
Matthias	9e8ca8d4bf	Merge pull request #2138 from freqtrade/history_docstrings Refactorings to history	2019-08-20 06:35:54 +02:00
Matthias	0a478bc0dc	Merge branch 'develop' into align_userdata	2019-08-18 15:00:12 +02:00
Matthias	09286d4918	file_dump_json accepts Path - so we should feed it that	2019-08-16 13:04:48 +02:00
hroff-1902	e525275d10	make flake and mypy happy	2019-08-15 23:13:46 +03:00
hroff-1902	4fa92ec0fa	hyperopt: --print-json option added	2019-08-15 21:39:04 +03:00
hroff-1902	5b9711c002	adaptive roi_space	2019-08-14 13:25:49 +03:00
Matthias	51c3a31bb5	Correct imports and calls to parse_timerange	2019-08-14 10:07:32 +02:00
Matthias	c0784b7c33	Merge pull request #2089 from hroff-1902/hyperopt-print-colorized Hyperopt print colorized results	2019-08-13 19:36:06 +02:00
hroff-1902	8f92912852	final colorization schema colorization schema-2: red, green, bright/dim colorization schema-3: red, green, bright only green bests colorization schema-4: no red, green for profit, bright for bests	2019-08-12 21:08:52 +03:00
hroff-1902	e5dcd520ba	cosmetics in sample_hyperopt and default_hyperopt	2019-08-12 02:19:50 +03:00
Matthias	2c5a499a8b	Merge branch 'develop' into align_userdata	2019-08-10 20:15:07 +02:00
Matthias	74e583a612	Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation	2019-08-10 15:49:52 +02:00
hroff-1902	ae39f6fba5	use of termcolor eliminated	2019-08-09 14:51:03 +03:00
Cedric Schmeits	8ad5afd3a1	As -sharp_ratio is returned the value should be nagative. This leads in a high positive result of the loss function, as it is a minimal optimizer	2019-08-08 22:10:51 +02:00
hroff-1902	0d4a2c6c3a	advanced sample hyperopt added; changes to helpstrings	2019-08-08 22:51:37 +03:00
Matthias	3d3b0938e5	Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset Backtest ticker interval unset	2019-08-07 14:20:36 +02:00
Matthias	7e91a0f4a8	Fail gracefully if ticker-interval is not set	2019-08-06 06:45:44 +02:00
Matthias	bc2e920ae2	Adjust code to verify "current" candle for buy/sells	2019-08-05 20:07:29 +02:00
hroff-1902	c6444a10a8	move roi_space, stoploss_space, generate_roi_table to IHyperOpt	2019-08-05 18:07:25 +03:00
Matthias	383b24ab84	Merge branch 'develop' into align_userdata	2019-08-05 06:55:51 +02:00
hroff-1902	9cbab35de0	colorization by means of termcolor and colorama	2019-08-04 22:54:19 +03:00
hroff-1902	f200f52a16	hyperopt print colorized results	2019-08-03 19:09:42 +03:00
hroff-1902	13620df717	'with values:' line removed	2019-08-03 11:05:05 +03:00
hroff-1902	3b65c986ee	wordings fixed	2019-08-03 10:20:20 +03:00
hroff-1902	aa8f44f68c	improvements to hyperopt output	2019-08-02 22:22:58 +03:00
Matthias	39e8e507d9	Merge branch 'develop' into align_userdata	2019-08-02 20:08:26 +02:00
hroff-1902	065ebd39ef	cleanup in hyperopt	2019-08-01 23:57:26 +03:00
Matthias	bcccdda7c0	Merge branch 'develop' into align_userdata	2019-08-01 19:33:45 +02:00
Matthias	8cef567abc	create and use hyperopt-results folder	2019-07-31 07:10:17 +02:00
hroff-1902	8f1f416a52	hyperopt cleanup and output improvements	2019-07-30 11:47:28 +03:00
Matthias	2c7a248307	Use user_data_dir in hyperopt	2019-07-28 14:57:05 +02:00
Matthias	0a253d66d0	Remove os.path from hyperopt	2019-07-28 14:57:05 +02:00
hroff-1902	e9b77298a7	max() removed	2019-07-25 08:17:41 +03:00
hroff-1902	0c2c094db6	minor: add OnlyProfitHyperOptLoss	2019-07-23 18:51:24 +03:00
Matthias	639a4d5cf7	Allow importing interface from hyperopt.py	2019-07-17 07:15:43 +02:00
Matthias	0e500de1a0	Add sample loss and improve docstring	2019-07-17 06:32:24 +02:00
Matthias	8ccfc0f316	Remove unused variables	2019-07-17 06:24:40 +02:00
Matthias	ec49b22af3	Add sharpe ratio hyperopt loss	2019-07-16 06:45:13 +02:00
Matthias	d23179e25c	Update hyperopt-loss to use resolver	2019-07-16 06:27:43 +02:00
Matthias	7d62bb8c53	Revert --clean argument to --continue	2019-07-16 05:51:26 +02:00
Matthias	07a1c48e8c	Fix wrong intendation for custom-hyperopt check	2019-07-15 23:14:07 +02:00
Matthias	7be25313a5	Add some mypy ignores	2019-07-15 22:59:28 +02:00
Matthias	55e8092cbf	Add sharpe ratio as loss function	2019-07-15 22:52:33 +02:00
Matthias	e5170582de	Adapt tests to new loss-function method	2019-07-15 22:45:14 +02:00
Matthias	710443d200	Add documentation for custom hyperopt	2019-07-15 21:38:49 +02:00
Matthias	2a20423be6	Allow loading custom hyperopt loss functions	2019-07-15 21:35:42 +02:00
Matthias	2fedae6060	Move unnecessary things out of generate_optimizer	2019-07-15 20:31:55 +02:00
Matthias	b1b4048f97	Add test for hyperopt	2019-07-15 20:28:02 +02:00
Matthias	107f00ff8f	Add hyperopt option to clean temporary pickle files	2019-07-15 20:17:15 +02:00
Matthias	5144e98a82	Merge pull request #2015 from hroff-1902/refactor/config2 Make configuration a module	2019-07-15 19:41:57 +02:00
Matthias	cbe25178d7	Merge pull request #2009 from hroff-1902/fix-2008 fix #2008	2019-07-15 10:55:33 +02:00
hroff-1902	65f77306d3	using logger.debug, info was too noisy	2019-07-14 21:00:48 +03:00
hroff-1902	efbc7cccb1	enable --dmmp for hyperopt	2019-07-14 20:56:17 +03:00
hroff-1902	1bdffcc73b	make configuration a sep. module, including arguments	2019-07-12 00:49:23 +03:00
hroff-1902	e993e010f4	Fix #2013	2019-07-11 23:02:57 +03:00
hroff-1902	c474e2ac86	fix #2008	2019-07-10 01:53:40 +03:00
Matthias	700bc087d3	Merge pull request #1952 from hroff-1902/fix/1948 Fix #1948	2019-06-27 19:36:06 +02:00
hroff-1902	e5a8030dd7	comment added	2019-06-27 16:42:10 +03:00
Matthias	a07653a6cc	Merge branch 'develop' into fix/validate_dataframe	2019-06-24 06:21:08 +02:00
hroff-1902	7fbdf36c64	avoid code duplication while selecting min_roi entries	2019-06-23 19:23:51 +03:00
Matthias	4cbcb5f36f	Move .title to ExchangeResolver (it does not make sense to do this over and over again)	2019-06-22 16:52:14 +02:00
Matthias	7a0d86660e	Mypy type errors	2019-06-21 07:10:30 +02:00
hroff-1902	813c008af2	setup_configuration() cleanup	2019-06-16 21:37:43 +03:00
Matthias	89ff614e1d	Add pair as parameter, and warn when fillup was necessary	2019-06-15 13:46:19 +02:00
Matthias	55079831a1	Don't explicitly validate backtest data (it's done while loading now).	2019-06-15 13:45:50 +02:00
Misagh	ad9dc349e4	edge cli should override stake_amount	2019-06-15 12:20:32 +02:00
Matthias	1afe6c1437	Don't run validation per strategy, it's only eneded once	2019-06-14 19:37:54 +02:00
Matthias	4dc3a0ca1d	Small cleanup to reduce dict lookups during backtesting/hyperopt	2019-06-10 16:20:19 +02:00
hroff-1902	90b0f1daa8	minor optimize cleanup	2019-06-10 02:08:54 +03:00
Matthias	c2f6897d8b	Move download of live data to load_data Avoids code duplication in backtesting and plot_dataframe	2019-05-29 20:20:20 +02:00
Matthias	55bdd26439	Edgecli -> Edge for Runmode and start_edge()	2019-05-28 19:25:01 +02:00
Matthias	104f1212e6	Move edge_cli_start to optimize	2019-05-25 20:06:15 +02:00
Matthias	236c392d28	Don't load hyperopts / optimize dependency tree if that module is not used	2019-05-25 20:00:31 +02:00
Matthias	b38c43141c	Adjust imports to new location	2019-05-25 16:53:35 +02:00
Matthias	9225cdea8a	Move validate_backtest_data and get_timeframe to histoyr	2019-05-25 16:51:52 +02:00
hroff-1902	c3e93e7593	fix reduce() TypeError in hyperopts	2019-05-24 23:08:56 +03:00
hroff-1902	406e266bb4	typo in comment fixed	2019-05-22 14:34:35 +03:00
hroff-1902	2c9a519c5e	edge: handle properly the 'No trades' case	2019-05-22 14:21:36 +03:00
hroff-1902	8b95e12468	log message adjusted in backtesting and hyperopt	2019-05-15 12:05:35 +03:00
hroff-1902	5677c4882e	minor: add ticker data validation; log backtesting interval	2019-05-13 23:56:59 +03:00
hroff-1902	00b4501c59	avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed	2019-05-12 21:14:00 +03:00
hroff-1902	0f43e0bb7d	minor hyperopt output improvements	2019-05-10 10:54:44 +03:00
hroff-1902	e7b81e4d46	hyperopt --min-trades parameter	2019-05-01 15:27:58 +03:00
hroff-1902	ea44bbff9f	prevent hyperopt from running simultaneously	2019-04-25 11:11:04 +03:00
Matthias	bf56e25404	Merge pull request #1746 from hroff-1902/json-defaults Support for defaults in json schema	2019-04-24 12:20:39 +02:00
Matthias	d16ccd7e37	Merge branch 'develop' into json-defaults	2019-04-24 09:51:04 +02:00
hroff-1902	6a0f527e0e	merge --job-workers and commit printing debug log messages with the opt state	2019-04-24 10:35:04 +03:00
hroff-1902	2898067318	Merge branch 'develop' into hyperopt-jobs	2019-04-24 10:31:03 +03:00
hroff-1902	fc4ef2b430	Merge branch 'develop' into hyperopt-opt-params	2019-04-23 21:58:27 +03:00
hroff-1902	e3b0474901	Merge branch 'develop' into hyperopt-jobs	2019-04-23 21:34:38 +03:00
hroff-1902	cc9f899cd6	removed explicit dependency on multiprocessing module	2019-04-23 21:25:36 +03:00
hroff-1902	a022b1a6c1	--random-state for optimzer to get reproducible results added	2019-04-23 21:18:52 +03:00
Matthias	4971b9fc39	Merge pull request #1793 from hroff-1902/hyperopt-debug-state hyperopt: print optimizer state in debug log messages	2019-04-23 20:11:04 +02:00
hroff-1902	3e3fce5f38	print optimizer state in debug log messages	2019-04-23 09:49:24 +03:00
hroff-1902	7c8e26c717	-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt docs refreshed	2019-04-23 00:52:07 +03:00
hroff-1902	ad85ac3dde	make --refresh-pairs-cached common option for optimization; added support for it into hyperopt	2019-04-22 21:24:45 +03:00
hroff-1902	6b87d94bb0	--print-all command line option added for hyperopt	2019-04-22 01:10:01 +03:00
hroff-1902	9fbe573cca	limit usage of ccxt to freqtrade/exchange only	2019-04-09 12:27:35 +03:00
hroff-1902	4559a38172	PoC: use defaults in json schema for some exchange options	2019-04-08 04:42:28 +03:00
hroff-1902	8cb1024ff6	Merge branch 'develop' into ccxt-parse_timeframe	2019-04-05 23:16:27 +03:00
Misagh	9dc2a30793	Merge pull request #1683 from gianlup/fix_bt_partial_data Fix backtest problem with partial data	2019-04-05 07:28:57 +02:00
Matthias	7010c835d2	Improve commentign	2019-04-04 20:23:10 +02:00
hroff-1902	2aa1b43f01	get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead	2019-04-04 20:56:40 +03:00
Matthias	32cbb714f9	Improve commenting on backtsting and backtest_multi_tst	2019-04-04 19:44:03 +02:00
Matthias	0307ba7883	Remove one branch - python does lazy evaluation	2019-04-03 20:04:04 +02:00
Matthias	e085fd9e95	Disable dataprovider from hyperopt. Dataprovider uses weak links to initialize, which cannot be pickled, and therefore cannot be used during hyperopt.	2019-03-25 19:49:58 +01:00
Matthias	0ae81d4115	Provide dataprovider access during backtesting	2019-03-25 19:26:51 +01:00
Matthias	00e6749d8b	Refactor backtest() to be a bit more concise	2019-03-23 15:00:07 +01:00
Gianluca Puglia	6b89e86a97	Removed Timestamp cast	2019-03-20 19:44:59 +01:00
Gianluca Puglia	0eff324ce0	Use dedicated index for every pair	2019-03-20 18:38:10 +01:00
Matthias	e67ffd2d87	Fix issue that backtest is broken when stoploss_on_exchange is on	2019-03-06 19:55:34 +01:00
Matthias	02d13645b0	Merge branch 'develop' into feat/dataprovider	2019-01-26 19:29:41 +01:00
Matthias	3afe54790e	Merge pull request #1510 from gianlup/add_totprofit_to_bt Added total profit column to backtest result	2019-01-25 06:38:39 +01:00
Matthias	d136cac181	Merge branch 'develop' into feat/dataprovider	2019-01-23 21:01:19 +01:00
Gianluca Puglia	896c9d34fd	Added total profit column do backtest result	2019-01-22 22:41:53 +01:00
Matthias	13e2f71d30	Add flake8 plugins and implement small improvements	2019-01-22 20:01:12 +01:00
Matthias	0aa0b1d4fe	Store tickers by pair / ticker_interval	2019-01-22 07:07:15 +01:00
Matthias	a206777fe5	Rename refresh_tickers to refresh_latest_ohlcv	2019-01-22 07:05:09 +01:00
Matthias	1340b71633	Add RunMode setting to determine bot state	2019-01-22 07:04:19 +01:00
Matthias	a2c01916e1	Add type-ignores to floatfmt tabulate supports this: `30554300d7/tabulate.py (tabulate.py-1291)`:1294	2019-01-17 20:28:21 +01:00
Matthias	cd2bccd441	Have backtest use the same logic to get the ROI entry	2019-01-12 13:45:43 +01:00
Matthias	40b1d8f067	Fix CI problems	2019-01-06 14:57:14 +01:00
Matthias	dd2af86a41	pprint results	2019-01-06 14:47:38 +01:00
Matthias	167088827a	include default buy/sell trends for the hyperopt strategy	2019-01-06 14:13:15 +01:00
Matthias	a0df7b9d7c	Use sell/buy trends from hyperopt file if available	2019-01-06 14:12:55 +01:00
Matthias	2147bd8847	Fix problem when no experimental dict is available	2019-01-06 13:29:14 +01:00
Matthias	798ae460d8	Add check if trigger is in parameters	2019-01-06 13:29:14 +01:00
Matthias	68ba1e1f37	Add sell signal hyperopt	2019-01-06 13:29:14 +01:00
Misagh	26a77e193e	Merge pull request #1454 from freqtrade/feat/interpolate_missing interpolate missing candles	2019-01-04 22:33:53 +01:00
Matthias	2bc76771bf	Align backtest to interface.py interface.py roi calculation skips on <= duration the correct selection is therefore trade_duration > x.	2019-01-01 16:50:10 +01:00
Matthias	fae875f588	Implement missing_data_fillup to tests and operations	2018-12-31 19:15:49 +01:00
Matthias	8b9cc45f41	move test for data completeness should be done before analyzing strategy	2018-12-31 15:09:50 +01:00
Matthias	429f846ad1	Switch load_data to kwargs	2018-12-15 20:31:05 +01:00
Matthias	6c02cc5993	Adjust test to pathlib	2018-12-15 14:14:38 +01:00
Matthias	21aba1620c	Replace calls to load_data	2018-12-15 14:10:33 +01:00
Matthias	407139b0e0	remove unused imports	2018-12-14 06:32:49 +01:00
Matthias	432cc00283	Adjust imports to data.history	2018-12-14 06:32:49 +01:00
Matthias	1a3fcd4771	extract data-handling methods from optimize	2018-12-14 06:32:49 +01:00
Matthias	04c330f10b	Merge pull request #1404 from freqtrade/feat/pass_df keep DF instead of list	2018-12-13 20:14:32 +01:00
Matthias	7e3955b04c	Fix edge-cli comments (refer to edge, not backtest	2018-12-12 20:04:14 +01:00
Matthias	7a533de1a8	Use list ticker history for backtesting	2018-12-12 19:17:09 +01:00
Matthias	3ac2106a16	Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen fix backtesting not respecting max_open_trades	2018-11-30 19:17:09 +01:00
Matthias	cc7b820978	Move hyperoptresolver to resolvers package	2018-11-24 20:14:08 +01:00
Matthias	21a093bcdb	extract resolvers to IResolvers and it's own package	2018-11-24 20:00:02 +01:00
Matthias	805f509498	Merge branch 'develop' into fix/backtest_toomanyopen	2018-11-24 10:39:16 +01:00
Matthias	64028647a0	Merge pull request #571 from stephendade/userhyper Separated out custom hyperopts	2018-11-21 19:14:30 +01:00
Matthias	a3b6004115	IHyperopt: all methods static, somef ixes for mypy	2018-11-20 19:41:07 +01:00
Matthias	7757c53b06	Small fixes	2018-11-20 17:43:49 +01:00
Matthias	5dd013c3b1	Rename hyperopt interface and resolver	2018-11-20 17:40:45 +01:00
misagh	f666d1596b	renaming edge to edge_cli for command line version	2018-11-15 10:31:56 +01:00
Matthias	4f800bfbc8	Fix pickling-error	2018-11-14 20:25:43 +01:00
misagh	ca22a116ad	timerange added to args	2018-11-14 17:14:37 +01:00
misagh	5d73b303fe	unnecessary libraries removed + arg help enriched	2018-11-14 16:49:16 +01:00
misagh	dd47d7adb4	cli blank line added to readability	2018-11-14 16:37:26 +01:00
misagh	b0e4aa8eff	stop loss range added to args	2018-11-14 16:31:23 +01:00
misagh	36030176bb	nb_trades and avg_trade_duration added to cli	2018-11-14 13:38:23 +01:00
misagh	5de3f1d9dd	showing result in tabular	2018-11-14 13:25:44 +01:00
misagh	95cbbf1cb5	adding edge configuration to cli	2018-11-14 12:53:20 +01:00
misagh	cf974168e9	Edge cli drafted	2018-11-14 12:37:15 +01:00
Matthias	93429a58b2	remove TODO	2018-11-09 07:13:20 +01:00
Matthias	9cd2ed5a16	fix hyperopt get_timeframe mock	2018-11-09 07:13:20 +01:00
Matthias	66487f2a13	require start/end-date argument in backtest	2018-11-09 07:13:20 +01:00
Matthias	96efd12a31	add new options to hyperopt	2018-11-09 07:12:41 +01:00
Matthias	e94da7ca41	inverse backtest logic to loop over time - not pairs (more realistic)	2018-11-09 07:12:41 +01:00
Matthias	7b62e71f23	Fix some tests and rebase issues	2018-11-07 20:45:52 +01:00
Matthias	8044846d37	Fix some refactoring problems	2018-11-07 07:05:40 +01:00
Stephen Dade	477515c4b5	Now using resolver for custom hyperopts	2018-11-07 06:58:20 +01:00
Stephen Dade	e0f420983e	Updated logger in custom_hyperopt	2018-11-07 06:55:28 +01:00
Stephen Dade	469db0d434	Decoupled custom hyperopts from hyperopt.py	2018-11-07 06:26:16 +01:00
Matthias	95d271ca5d	Fix ROI close-rate calculation to work with fees - adjust tests	2018-11-01 13:14:59 +01:00
Matthias	8c93760a6d	simplify some code	2018-10-30 20:23:31 +01:00
Matthias	f96f0cdea7	Add additional comment	2018-10-30 20:02:31 +01:00
Matthias	98050ff594	use all min_roi entries	2018-10-29 19:27:23 +01:00
Matthias	233c442af9	Adjust backtest so sell uses stop-loss or roi value as closerate	2018-10-29 19:27:23 +01:00
Matthias	db9a85f4a2	Merge pull request #1282 from freqtrade/feat/add_missingdata_warning Show warning if part of backtest data is missing	2018-10-27 11:16:10 -04:00
Matthias	3c6d10f03e	Print missing value count too	2018-10-18 20:05:57 +02:00
Matthias	bc356c4d65	Return true/false for validation function	2018-10-18 19:48:54 +02:00
Matthias	fb52d32296	Add validate_backtest_data function	2018-10-18 19:42:54 +02:00
Matthias	d7459bbbf3	refactor get_timeframe out of backtesting class	2018-10-17 19:59:33 +02:00
Matthias	8a3272e7c5	don't copy tickerdata_to_dataframe into backtesting it's used only once, so this does not make sense and hides the origin of the function	2018-10-17 19:47:19 +02:00
Matthias	631ba464f3	Show warning if part of backtest data is missing	2018-10-14 14:40:03 +02:00
Matthias	84622dc84b	Move test for strategy out of constructor	2018-09-29 14:23:53 +02:00
Matthias	1b290ffb5d	Update hyperopt to show errors if non-supported variables are used	2018-09-29 13:49:38 +02:00
Matthias	6e66763e5f	Only load strategy once during backtesting	2018-09-27 19:23:55 +02:00
Matthias	567211e9f9	don't print "NAN" lines in "left_open_trades"	2018-09-20 20:35:26 +02:00
Matthias	54ddd908e6	Merge branch 'develop' into ccxt-async	2018-08-29 19:43:09 +02:00
Matthias	a077955efa	update json.load to json_load - followup to #1142	2018-08-19 19:58:07 +02:00
Matthias	6d1c82a5fa	Remove last refreence to `get_candle_history`	2018-08-19 19:50:14 +02:00
Matthias	2b37c1ff0e	Merge branch 'develop' into ujson-loader	2018-08-12 13:11:40 +02:00
Matthias	7d72e364aa	Remove broken ujson loading - replace with variable-based fix	2018-08-12 13:08:10 +02:00
Matthias	a852d2ff32	default since_ms to 30 days if no timerange is given	2018-08-10 11:15:02 +02:00
Matthias	a107c4c7b4	Download using asyncio	2018-08-10 11:08:28 +02:00
Matthias	74d6816a1a	Fix some comments	2018-08-10 11:00:07 +02:00
Janne Sinivirta	3a5b435dfa	Merge pull request #1089 from freqtrade/feat/backtest_multi_strat Allow multi strategy backtest without data reload	2018-08-02 12:35:47 +03:00
creslin	a741f1144a	missing __init__.py	2018-08-02 08:58:04 +00:00
Matthias	40ee86b357	Adapt after rebase	2018-07-31 21:08:03 +02:00
Matthias	76fbb89a03	use print for backtest results to avoid odd newline-handling	2018-07-31 21:04:03 +02:00
Matthias	c648e2acfc	Adjust documentation to strategy table	2018-07-31 21:04:03 +02:00
Matthias	028589abd2	Add strategy summary table	2018-07-31 21:04:03 +02:00
Matthias	5125076f5d	Fix typo	2018-07-31 21:04:03 +02:00
Matthias	a57a2f4a75	Store backtest-result in different vars	2018-07-31 21:04:03 +02:00
Matthias	bd3563df67	Add test for new functionality	2018-07-31 21:04:03 +02:00
Matthias	644f729aea	Refactor strategy loading to __init__	2018-07-31 21:04:03 +02:00
Matthias	5f2e92ec5c	Refactor backtesting	2018-07-31 21:04:03 +02:00
Matthias	65aaa3dffd	Extract backtest strategy setting	2018-07-31 21:04:03 +02:00
Matthias	56046b3cb3	Add strategylist option to backtesting	2018-07-31 21:04:03 +02:00
Matthias	787d6042de	Switch from pair(str) to metadata(dict)	2018-07-29 20:56:23 +02:00
Matthias	5fbce13830	update hyperopt to use new methods	2018-07-29 20:55:40 +02:00
Matthias	98665dcef4	revert inadvertent wihtespace changes	2018-07-29 20:55:37 +02:00
Matthias	df8700ead0	Adapt after merge from develop	2018-07-29 20:55:37 +02:00
Gert Wohlgemuth	0dcaa82c3b	fixed test?	2018-07-29 20:55:06 +02:00
Gert Wohlgemuth	3dd7d209e9	more test fixes	2018-07-29 20:55:06 +02:00
Gert Wohlgemuth	abc55a6e6b	fixing? hyperopt	2018-07-29 20:55:06 +02:00
xmatthias	2e6e5029ba	fix mypy and tests	2018-07-29 20:55:06 +02:00
Matthias	7f27beff4b	Revert "backtesting: try to load data with ujson if it exists"	2018-07-29 13:23:11 +02:00
Samuel Husso	cb2fff8909	mypy doesn't handle common idiomacy so disable the line (see the open issue more details)	2018-07-28 22:06:26 +03:00
Samuel Husso	cdd8cc551c	backtesting: try to load data with ujson if it exists	2018-07-28 21:56:11 +03:00
Janne Sinivirta	4b38c8b11d	use pandas own min and max for column sorting	2018-07-25 17:04:25 +03:00
Janne Sinivirta	0b3190552e	Merge pull request #1018 from freqtrade/feat/sell_reason Record sell reason	2018-07-24 09:09:45 +03:00
Matthias	4fb9823cfb	fix rebase problem	2018-07-19 19:50:06 +02:00
Matthias	760c79c5e9	Use `.center()` to output trades header line	2018-07-19 19:39:08 +02:00
Matthias	a452864b41	Use namedtuple for sell_return	2018-07-19 19:39:08 +02:00
Matthias	506aa0e3d3	Add print_sales table and test	2018-07-19 19:34:14 +02:00
Matthias	2a61629014	Export sell_reason from backtest	2018-07-19 19:29:31 +02:00
Matthias	cbffd3650b	add sell_reason to backtesting	2018-07-19 19:29:31 +02:00
Janne Sinivirta	0cc1b66ae7	Merge pull request #1037 from freqtrade/fix/backtest-comment replace --realistic with 2 separate flags	2018-07-19 17:33:19 +03:00
Janne Sinivirta	6070d819b8	Merge pull request #1040 from freqtrade/xmatthias_backtest_duration Fix backtest duration calculation	2018-07-19 17:32:11 +03:00
Matthias	8f254031c6	Add short form for parameters, change default for hyperopt	2018-07-19 13:19:36 +02:00
Matthias	aa69177436	Properly check emptyness and adjust floatfmt	2018-07-19 13:14:21 +02:00
Matthias	79b1030435	output duration in a more readable way	2018-07-18 20:08:55 +02:00
Matthias	f9f6a3bd04	cast to int to keep exports constant	2018-07-18 09:29:51 +02:00
Matthias	8e4d2abd4e	Fix typo	2018-07-18 09:10:17 +02:00
Matthias	08237abe20	Fix wrong backtest duration identified in #1038	2018-07-18 09:06:12 +02:00
Matthias	c82276ecbe	add --disable-max-market-positions	2018-07-17 21:05:03 +02:00
Matthias	e17618407b	Rename --realistic-simulation to --enable-position-stacking	2018-07-17 20:26:59 +02:00
Janne Sinivirta	aeb4102bcb	refactor Analyze class methods to base Strategy class	2018-07-16 08:23:39 +03:00
Janne Sinivirta	85e6c9585a	remove pass-through methods from Analyze	2018-07-16 08:23:39 +03:00
Janne Sinivirta	a74147c472	move strategy initialization outside Analyze	2018-07-16 08:23:39 +03:00
Matthias	06c9494a46	add missing s to Backtest cum results	2018-07-11 14:50:04 +02:00
Janne Sinivirta	aa2366346a	Merge pull request #1001 from xmatthias/feat/backtest_cum_profit Add cumulative profit to backtest result table	2018-07-11 07:21:28 +03:00
Matthias	8b06000f0f	Use open-rates for backtesting	2018-07-08 20:03:11 +02:00
Matthias	efaa8f16e7	Improve formattiong of table	2018-07-08 20:01:33 +02:00
Matthias	1a24afef77	add cumsum to backtest-results	2018-07-08 19:55:04 +02:00
Samuel Husso	7dca3c6d03	freqtradebot,main,hyperopt: fstrings in use	2018-07-05 10:11:29 -05:00
Samuel Husso	03c112a601	config, optimize: fstrings in use	2018-07-05 10:11:29 -05:00
Samuel Husso	d8d0579c5a	Merge pull request #930 from freqtrade/skopt Replace Hyperopt with scikit-optimize	2018-07-04 13:51:14 -05:00
Janne Sinivirta	bf4d0a9b70	sort imports	2018-07-04 10:31:35 +03:00
Janne Sinivirta	96bb2efe69	use joblib.dump and load for trials	2018-07-03 23:08:29 +03:00
Janne Sinivirta	c4a8435e00	change pickle file name to better suit it's current purpose	2018-07-03 22:17:43 +03:00
Janne Sinivirta	3a7056ea1b	run at least one epoch	2018-07-03 21:55:22 +03:00
Janne Sinivirta	2cde540645	remove dead code	2018-07-03 21:50:45 +03:00
Janne Sinivirta	ef59f9ad24	sort imports in hyperopt.py	2018-07-03 21:50:24 +03:00
Janne Sinivirta	ee4754cfb9	avoid re-serialization of whole dataframe	2018-07-03 14:49:58 +03:00
Janne Sinivirta	2713fdb860	use cpu count explicitly in job count	2018-07-03 11:46:56 +03:00
Janne Sinivirta	79aab4cce2	use fstring	2018-07-03 11:44:54 +03:00
Janne Sinivirta	fa8fc3e4ce	handle the case where we have zero buys	2018-07-02 11:46:55 +03:00
Janne Sinivirta	aec3f582e1	Merge branch 'develop' into skopt	2018-07-02 11:27:27 +03:00
Janne Sinivirta	0ce08932ed	mypy fixes	2018-06-30 09:54:31 +03:00
Michael Egger	6dd5f85fb6	Merge pull request #954 from freqtrade/feat/allow_backtest_plot allow backtest ploting	2018-06-29 19:44:06 +02:00
Janne Sinivirta	0bddc58ec4	extract loading previous results to a method	2018-06-25 11:38:14 +03:00
xmatthias	e70cb963f7	document what to do with exported backtest results	2018-06-24 17:00:00 +02:00
Janne Sinivirta	118a43cbb8	fixing tests for hyperopt	2018-06-24 15:27:53 +03:00
Anton	f82b809fcf	Merge with develop	2018-06-23 16:50:27 +03:00
Janne Sinivirta	642ad02316	remove unused import	2018-06-23 15:56:38 +03:00
Janne Sinivirta	ab9e2fcea0	fix guard names to match search space	2018-06-23 15:47:19 +03:00
Janne Sinivirta	136456afc0	add three triggers to hyperopting	2018-06-23 15:44:51 +03:00
xmatthias	0440a19171	export open/close rate for backtesting too preparation to allow plotting of backtest results	2018-06-23 14:19:50 +02:00
Janne Sinivirta	e8f2e6956d	to avoid pickle problems, get rid of reference to exchange after initialization	2018-06-23 14:37:36 +03:00
Janne Sinivirta	a525cba8e9	switch signal handler to try catch. fix pickling and formatting output	2018-06-23 14:37:36 +03:00
Janne Sinivirta	8272120c3a	convert stoploss and ROI search spaces to skopt format	2018-06-23 14:37:36 +03:00
Janne Sinivirta	8fee2e2409	move result logging out from optimizer	2018-06-23 14:37:36 +03:00
Janne Sinivirta	c415014153	use multiple jobs in acq	2018-06-23 14:37:36 +03:00
Janne Sinivirta	964cbdc262	increase initial sampling points	2018-06-23 14:37:36 +03:00
Janne Sinivirta	a46badd5c0	reuse pool workers	2018-06-23 14:37:36 +03:00
Janne Sinivirta	0cb1aedf5b	problem with pickling	2018-06-23 14:37:36 +03:00
Janne Sinivirta	b485e6e0ba	start small	2018-06-23 14:37:36 +03:00
gcarq	78f50a1471	move logic from hyperopt to freqtrade.strategy	2018-06-23 14:37:36 +03:00
gcarq	5aae215c94	wrap strategies with HyperoptStrategy for module lookups with pickle	2018-06-23 14:37:36 +03:00
Janne Sinivirta	a68c90c512	avoid calling exchange.get_fee inside loop	2018-06-23 14:37:36 +03:00
gcarq	c40e6a12d1	move logic from hyperopt to freqtrade.strategy	2018-06-23 11:13:49 +02:00
gcarq	3360bf4001	wrap strategies with HyperoptStrategy for module lookups with pickle	2018-06-23 10:42:33 +02:00
Janne Sinivirta	c73b9f5c77	avoid calling exchange.get_fee inside loop	2018-06-22 21:04:07 +03:00
xmatthias	251f7db3ca	require exchange object to delete pairs	2018-06-17 23:38:07 +02:00
xmatthias	21edcbdc27	Refactor exchange to class	2018-06-17 23:38:07 +02:00
Anton	ae94ab17f4	Merge branch 'develop' into feature-unlimited-stake_amount	2018-06-17 02:23:40 +03:00
Matthias	a5511e2e30	Merge pull request #894 from freqtrade/feature/force_close_backtest Display open trades after backtest period	2018-06-16 12:49:08 +02:00
Janne Sinivirta	0c85febe76	remove all mongodb related code	2018-06-16 09:09:28 +03:00
Janne Sinivirta	c1f8f641e6	remove use of hyperopt_conf.py	2018-06-16 09:09:28 +03:00
xmatthias	c0289ad844	use list comprehension to build list	2018-06-13 19:53:12 +02:00
xmatthias	e600be4f56	Reduce force-sell verbosity	2018-06-13 19:44:00 +02:00
xmatthias	6357812743	fix backtest report able	2018-06-13 06:57:49 +02:00
xmatthias	e3ced7c15e	extract export from backtest function	2018-06-12 22:29:30 +02:00
xmatthias	bfde33c945	Use timestamp() instead of strftime this will avoid a bug shifting epoch time by 1 hour: https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime	2018-06-12 21:12:55 +02:00
xmatthias	335d1fbbbc	Check if no backtest data is found and fail gracefully	2018-06-11 19:50:43 +02:00
Anton	ce663f6af5	Merge with develop	2018-06-11 16:25:05 +03:00
xmatthias	12e455cbf5	add buy/sell index to backtest result	2018-06-10 20:52:42 +02:00
xmatthias	4710210cff	fix hyperopt to use new backtesting result tuple	2018-06-10 13:56:10 +02:00
xmatthias	27ee8f7360	make flake happy	2018-06-10 13:55:48 +02:00
xmatthias	1cd7ac55a8	Added "left open trades" report	2018-06-10 13:45:16 +02:00
xmatthias	b81588307f	Add "open_at_end" parameter	2018-06-10 13:37:53 +02:00
xmatthias	31025216f9	fix type of open/close timestmap	2018-06-10 13:32:07 +02:00
xmatthias	322a528c12	fix bug with backtestResult	2018-06-10 13:25:16 +02:00
xmatthias	9c57d3aa8b	add BacktestresultTuple	2018-06-10 13:15:46 +02:00
xmatthias	c1b2e06eda	simplify return from _get_sell_trade_entry	2018-06-10 09:07:04 +02:00
xmatthias	3094acc7fb	update comment	2018-06-10 08:58:28 +02:00
xmatthias	24a875ed46	remove experimental parameters - they are read by analyze.py anyway	2018-06-09 21:44:57 +02:00
xmatthias	5623ea3ac6	Add forcesell at end of backtest period	2018-06-09 21:44:20 +02:00
xmatthias	8effc5f929	fix windows-specific init issue with named tuple	2018-06-08 19:46:07 +02:00
Anton	b4138f29c8	Merge with develop	2018-06-08 00:29:44 +03:00
Janne Sinivirta	b4ae5a36a8	use .copy() to avoid Pandas mistake. drop first row because of shifting	2018-06-07 17:29:40 +03:00
Janne Sinivirta	7f8e0ba25f	use buy/sell signal from previous candle, not current to avoid seeing to the future	2018-06-07 17:28:40 +03:00
xmatthias	f37c5b70ba	Fix tests - read optional argument	2018-06-05 23:53:49 +02:00
xmatthias	7a34578b4d	refactor timerange to named tuple	2018-06-05 23:34:26 +02:00
Anton	87f750da35	Merge with develop	2018-06-04 01:50:10 +03:00
xmatthias	e3227a741c	add --export-filename for backtesting	2018-06-03 19:36:53 +02:00
xmatthias	50fc5f91ca	Merge branch 'develop' into mypy_typecheck	2018-06-03 10:35:56 +02:00
Janne Sinivirta	a657e3d24a	Merge pull request #826 from gcarq/fix/hyperopt-stake_currency Fix stake_currency returned by Hyperopt …	2018-06-03 07:19:24 +03:00
Janne Sinivirta	2cd8782a88	Merge pull request #825 from gcarq/fix/hyperopt-in-progress Fix the in-progress dot that does not show up during a Hyperopt run	2018-06-03 07:16:39 +03:00
Gerald Lonlas	fe8ff1b929	Fix stake_currency return by Hyperopt Hyperopt had BTC hard coded in the result. This commit will display the real stake_currency used. If you used `"stake_currency": "USDT",` in your config file. Before this commit you saw a message like: "2 trades. Avg profit 0.13%. Total profit 0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins." Now with the commit, we fix the wrong BTC currency: "2 trades. Avg profit 0.13%. Total profit 0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."	2018-06-02 14:07:31 -07:00
Gerald Lonlas	127cf5d619	Backtesting: Add the Interval required when data is missing Change the message: "No data for pair ETH/BTC, use --refresh-pairs-cached to download the data" for: "No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data" The message structure is unified with the download message: "Download the pair: "ETH/BTC", Interval: 5m"	2018-06-02 13:55:05 -07:00
Gerald Lonlas	dc65753a64	Fix the in-progress dot that does not show up during a Hyperopt run	2018-06-02 12:35:07 -07:00
Raymond Luo	2791d543ea	Make backtesting report markdown shareable Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste Example: ![Example](https://i.imgur.com/HXlNkfm.png)	2018-06-02 19:52:16 +02:00
xmatthias	f88729f0e8	add ignore comment	2018-06-02 14:14:28 +02:00
xmatthias	3447e4bb97	comment on ignore hint	2018-06-02 14:13:17 +02:00
xmatthias	0007002c80	fix test failure	2018-06-02 14:07:54 +02:00
xmatthias	0a595190a3	fix last typechecks	2018-06-02 13:59:35 +02:00
xmatthias	d9e951447f	remove _init function in backtesting (and according test)	2018-06-02 13:54:22 +02:00
xmatthias	4a322abd4d	Typecheck improvements	2018-06-02 13:44:05 +02:00
Gerald Lonlas	792dd556a1	Fix wrong hint '--update-pairs-cached' from Backtesting/Hyperopt	2018-06-01 19:46:53 -07:00
xmatthias	3fb1dd02f1	add typehints and type: ignores	2018-05-31 22:00:46 +02:00
xmatthias	45909af7e0	type anotation fixes	2018-05-30 22:38:09 +02:00
Anton	3427c7eb54	Use constants	2018-05-25 17:04:08 +03:00
Anton	9be98cd8f7	Add ability to set unlimited stake_amount	2018-05-23 13:15:03 +03:00
Anton	8c22cfce37	Fix tests; fix codestyle	2018-05-21 23:15:01 +03:00
Anton	e1cb0dbf28	Do not try to redownload pair data if --refresh-pairs-cached is not set	2018-05-21 22:31:08 +03:00
Anton	2bfce64e6a	Fix conflicts	2018-05-04 13:38:51 +03:00
Anton	ceeb98dda9	Fix conflicts	2018-05-03 11:16:29 +03:00
gcarq	306885e174	Merge branch 'develop' into feat/objectify-ccxt	2018-05-02 22:49:55 +02:00
Anton	24ab1b5be5	Fix review comments, documenation update	2018-05-01 00:27:05 +03:00
Anton	a127e1db07	Fix case with empty dict	2018-04-28 01:40:48 +03:00
Anton	2267a420a4	Fix codestyle	2018-04-28 00:30:42 +03:00
Anton	82ea56c8fd	Fix review comments. Add support of datetime timeganges	2018-04-28 00:16:34 +03:00
Matthias Voppichler	a140748b5a	Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix	2018-04-21 22:39:22 +02:00
gcarq	f4077a51c1	log hyperopt progress to stdout instead to the logger	2018-04-21 20:52:01 +02:00
gcarq	403f59ef45	use native python logger	2018-04-21 20:47:06 +02:00
Matthias Voppichler	ce90ee4ac2	have backtesting use fee_open and fee_close	2018-04-21 20:05:49 +02:00
enenn	94287d66a8	Flake8 fixes	2018-04-12 18:16:27 +02:00
enenn	1678518cd4	Add dry_run=True to config during backtesting	2018-04-12 18:16:26 +02:00
enenn	e42403fecc	Change date to timestamp conversion method in backtesting	2018-04-12 18:07:44 +02:00
enenn	db46ad6502	Change ticker interval from minutes as integer to string (1m, 5m, 1h,...)	2018-04-07 16:57:47 +02:00
enenn	c1c6ed6ed7	Replace 'BTC_XXX' with 'XXX/BTC' for pairs and 'XXX_BTC' for files	2018-04-07 16:51:50 +02:00
enenn	1f75636e56	[1/3] Add support for multiple exchanges with ccxt (objectified version) (#585 ) * remove obsolete helper functions and make _state a public member. * remove function assertions * revert worker() changes * Update pytest from 3.4.2 to 3.5.0 * Adapt exchange functions to ccxt API Remove get_market_summaries and get_wallet_health, add exception handling * Add NetworkException * Change pair format in constants.py * Add tests for exchange functions that comply with ccxt * Remove bittrex tests * Remove Bittrex and Interface classes * Add retrier decorator * Remove cache from get_ticker * Remove unused and duplicate imports * Add keyword arguments for get_fee * Implement 'get_pair_detail_url' * Change get_ticker_history format to ccxt format * Fix exchange urls dict, don't need to initialize exchanges * Add "Using Exchange ..." logging line	2018-04-06 10:57:08 +03:00
gcarq	fee8d0a2e1	refactor get_timeframe	2018-03-29 20:16:25 +02:00
gcarq	702402e1fe	simplify download_backtesting_testdata	2018-03-29 20:15:32 +02:00
Janne Sinivirta	85a81b18a3	Merge pull request #586 from xmatthias/obj_backtest_pr2 fix backtest --export format	2018-03-27 12:43:52 +03:00
Matthias Voppichler	a182cab27f	fix backtest --export format reverts regression introduced in `c623564`	2018-03-26 20:28:51 +02:00
gcarq	611bb52d1f	log hyperopt progress to stdout instead to the logger	2018-03-25 22:57:40 +02:00
gcarq	f374a062e1	remove freqtrade/logger.py	2018-03-25 21:43:00 +02:00
gcarq	fa7f74b4bc	use native python logger	2018-03-25 21:43:00 +02:00
gcarq	3f8d7dae39	make name a required argument and add fallback to getEffectiveLevel	2018-03-25 21:42:03 +02:00
Matthias Voppichler	f51ef1a791	refactor format_ms_time to misc.py	2018-03-25 13:38:50 +02:00
Matthias Voppichler	016232a8e9	Revert OHLVC dataformat to ccxt format * Also fixes backtesting - but data must be refreshed for now as no conversation is happening yet	2018-03-25 13:32:46 +02:00
Matthias Voppichler	85af68d807	ccxt - make backtesting work	2018-03-24 19:45:23 +01:00
Samuel Husso	eb4ac73b78	remove last bittrex references so that bot is runnable	2018-03-22 08:29:52 +02:00
gcarq	d2aea7bdc1	optimize imports	2018-03-20 19:50:04 +01:00
gcarq	5327533188	optimize: set correct typehints	2018-03-20 19:48:03 +01:00
gcarq	a6a38735b1	backtesting: only respect max_open_trades with realistic_simulation	2018-03-20 19:38:33 +01:00
gcarq	93931eb32b	fix typo in _generate_text_table	2018-03-19 23:05:12 +01:00
Gerald Lonlas	0bb7cc8ab5	Hyperopt: fix 'Ran out of input' error	2018-03-05 20:49:45 -08:00
Gerald Lonlas	de468c6fc8	Fix wrong realistic_simulation implementation in Hyperopt	2018-03-04 02:31:25 -08:00
Gerald Lonlas	6fcc173489	Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify	2018-03-04 01:33:39 -08:00
Gerald Lonlas	bb1e38f584	Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify	2018-03-04 01:01:19 -08:00
Gerald Lonlas	2001c20426	Merge commit '028700d86f130d5c3cbfef4e422dc701340f58c9' into feature/objectify	2018-03-04 00:53:27 -08:00
Gerald Lonlas	722ed48d9d	Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify	2018-03-04 00:51:22 -08:00
Gerald Lonlas	38510d4b03	Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify	2018-03-03 17:26:06 -08:00
Gerald Lonlas	84759073d9	Refactor Configuration() to apply common configurations all the time and to remove show_info	2018-03-03 13:43:14 -08:00
Gerald Lonlas	0632cf0f44	Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify	2018-03-02 23:28:36 -08:00
Gerald Lonlas	bbb1a31fda	Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify	2018-03-03 10:01:06 +08:00
Gerald Lonlas	390501bac0	Make Pylint Happy chapter 1	2018-03-03 09:33:54 +08:00
Gerald Lonlas	d274f13480	Remove Memory profiler in Backtesting	2018-03-03 09:33:54 +08:00
Gerald Lonlas	8bd0f4d0d7	Remove ugly pprints	2018-03-03 09:33:54 +08:00
Gerald Lonlas	6ef7b7d93d	Complete Backtesting and Hyperopt unit tests	2018-03-03 09:33:54 +08:00
Gerald Lonlas	1d251d6151	Move Backtesting to a class and add unit tests	2018-03-03 09:33:54 +08:00
Samuel Husso	35c51c73f7	Merge pull request #518 from gcarq/cleaning_up_backtesting Cleaning up backtesting/hyperopt	2018-02-18 10:18:00 +02:00
Janne Sinivirta	fac122891f	remove stoploss parameter from backtest, it is loaded from strategy	2018-02-17 11:14:03 +02:00
Janne Sinivirta	d1bdbcd273	Fix wrong duration calculation in hyperopting	2018-02-16 22:08:20 +02:00
Janne Sinivirta	bf72b5bc37	make args available for optimizer and use them instead of guessing from params	2018-02-16 14:00:12 +02:00
Janne Sinivirta	f64c8cc9ce	realistic should be False by default and enabled with a --realistic-simulation flag	2018-02-15 13:11:17 +02:00
Janne Sinivirta	a1ba57186b	correctly join paths and debug log the found results	2018-02-15 08:59:02 +02:00
Samuel Husso	e3d222912d	Merge pull request #511 from gcarq/hyperopt_selectable_spaces Allow selecting Hyperopt search space	2018-02-12 08:28:24 +02:00
Janne Sinivirta	3e07d41fa9	remove mention of sell space	2018-02-12 07:01:51 +02:00
Janne Sinivirta	2ce03ab1b5	make Strategy store roi and stoploss values as numbers to avoid later casting	2018-02-11 15:25:30 +02:00
Janne Sinivirta	2dd2f31431	remove repeated condition	2018-02-11 14:31:37 +02:00
Janne Sinivirta	dc105d5eae	better names for row variables	2018-02-11 14:24:19 +02:00
Janne Sinivirta	c62356438a	loop over arrays instead of dataframes	2018-02-11 14:18:57 +02:00
Janne Sinivirta	f14d6249e0	allow selecting hyperopt searchspace	2018-02-09 20:59:06 +02:00
kryofly	12a19e400f	tests: more backtesting testing (#496 ) * tests: more backtesting testing * tests: hyperopt * tests: document kludge * tests: improve test_dataframe_correct_length * tests: remove remarks	2018-02-08 21:49:43 +02:00
Janne Sinivirta	a28ffcbcf7	remove slow unnecessary table scan	2018-02-06 21:21:47 +02:00
Janne Sinivirta	a071571eac	switch to faster short circuiting condition	2018-02-06 12:13:12 +02:00
Janne Sinivirta	5cf2dd79f2	don't reset index if not needed	2018-02-06 11:34:01 +02:00
Janne Sinivirta	cf7c6d2e9c	switch to properly using dates as indexes, makes date based searching and slicing a lot faster	2018-02-06 11:34:00 +02:00
Janne Sinivirta	8c7b29734e	use date info to calculate trade durations	2018-02-06 11:34:00 +02:00
Janne Sinivirta	0a42a0e814	Merge pull request #479 from gcarq/fix/issue-478 Fix Backtesting / Hyperopt ticker_interval download	2018-01-31 17:15:47 +02:00
Jean-Baptiste LE STANG	07b7828f39	Fixing bug in backtesting causing to much sells	2018-01-31 07:59:45 +01:00
Gerald Lonlas	d313eb812d	Forgot one args.ticker_interval	2018-01-29 23:07:54 -08:00
Gerald Lonlas	321e3ede30	Fix hyperopt ticker interval download	2018-01-29 22:53:28 -08:00
Gerald Lonlas	524290d678	Fix backtesting ticker interval download	2018-01-29 22:51:29 -08:00
Jean-Baptiste LE STANG	94172091ae	Refactoring the sell conditions evaluation to share the function with backtesting	2018-01-29 10:10:19 +01:00
Janne Sinivirta	a5155b3b20	Merge pull request #465 from gcarq/fix/increase_test_coverage Fix/increase test coverage	2018-01-29 08:47:26 +02:00

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1772 Commits