Scott Lyons
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df45f467c6
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Adding ability to ignore unparameterized spaces
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2021-09-30 01:11:02 -07:00 |
|
Robert Roman
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ca973c05d1
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Merge branch 'freqtrade:develop' into develop
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2021-09-28 10:16:36 -05:00 |
|
Robert Roman
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626a40252d
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resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:33:29 -05:00 |
|
Robert Roman
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c3414c3b78
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resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:32:49 -05:00 |
|
Matthias
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5726886b06
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Reduce backtest-noise from "pandas slice" warning
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2021-09-27 20:52:19 +02:00 |
|
Robert Roman
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bdca3e2343
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Merge branch 'freqtrade:develop' into develop
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2021-09-26 15:37:09 -05:00 |
|
Matthias
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a926f54a25
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Add "side" parameter to custom_stake_amount
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2021-09-26 19:35:54 +02:00 |
|
Matthias
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84e013de2d
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Update confirm_trade_entry to support "side" parameter
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2021-09-26 19:33:22 +02:00 |
|
Matthias
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4d49f1a0c7
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Reset columns by dropping instead of resetting
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2021-09-26 15:39:34 +02:00 |
|
Matthias
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4fd00db630
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Use "combined" enter_tag column
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2021-09-26 15:22:37 +02:00 |
|
Matthias
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6319c104fe
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Fix unreliable backtest-result when using webserver mode
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2021-09-26 15:07:48 +02:00 |
|
Matthias
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2a678bdbb4
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Update buy_tag column to long_tag
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2021-09-26 08:37:44 +02:00 |
|
Robert Roman
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24baad7884
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Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
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2021-09-25 16:28:36 -05:00 |
|
Robert Roman
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3b99c84b0a
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resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
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2021-09-23 21:31:33 -05:00 |
|
Matthias
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0e13d57e57
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Update advise_* methods to entry/exit
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2021-09-22 20:42:31 +02:00 |
|
Matthias
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4c6b1cd55b
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Add very simple short logic to test-strategy
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2021-09-22 20:36:03 +02:00 |
|
Robert Roman
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c6b684603c
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removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
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2021-09-22 09:21:43 -05:00 |
|
Robert Roman
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b946f8e7f1
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I sorted imports with isort
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2021-09-22 09:18:17 -05:00 |
|
Robert Roman
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3834bb86ff
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updated line 42
I removed the minus sign on max drawdown.
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2021-09-21 20:25:17 -05:00 |
|
Robert Roman
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3845d55186
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a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
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2021-09-21 20:04:23 -05:00 |
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Sam Germain
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778f0d9d0a
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Merged feat/short into lev-strat
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2021-09-19 17:44:12 -06:00 |
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Rokas Kupstys
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5dc78a0c66
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[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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dfa61b7ad2
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[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
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2021-09-18 10:48:53 +03:00 |
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Matthias
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853c3a4433
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Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
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2021-09-18 08:08:18 +02:00 |
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raphael
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4b2c1a9b8e
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Remove trailing whitespace
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2021-09-17 14:39:15 -04:00 |
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raphael
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e715f2a253
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Update formatting
Line 302 was too long
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2021-09-17 14:23:26 -04:00 |
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raphael
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9525a5b96c
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Add type to "trials" parameter
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2021-09-17 14:10:37 -04:00 |
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Matthias
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4d558879e9
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Merge branch 'feat/short' into pr/samgermain/5378
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2021-09-17 19:33:35 +02:00 |
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raphael
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124e97f3b9
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Remove ununsed variables from export_csv_file
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2021-09-17 11:57:36 -04:00 |
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raphael
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3a98fb72a4
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Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
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2021-09-17 11:42:33 -04:00 |
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Matthias
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d680fdf33a
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Merge branch 'develop' into feat/short
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2021-09-17 11:16:37 +02:00 |
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Matthias
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994c3c3a4c
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Add some errorhandling for custom estimator
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2021-09-16 07:13:25 +02:00 |
|
Matthias
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c0811ae896
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Add possibility to override estimator from within hyperopt
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2021-09-15 21:36:53 +02:00 |
|
Matthias
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57ea0c322f
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Rename indicator_space to buy_indicator_space
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2021-09-15 20:20:31 +02:00 |
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Sam Germain
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d77ab337bf
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merged with develop
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2021-09-14 18:26:46 -06:00 |
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Matthias
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315ea1e116
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Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
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2021-09-14 19:20:58 +02:00 |
|
Sam Germain
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5225bd4a5b
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Merge branch 'develop' into feat/short
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2021-09-13 14:02:23 -06:00 |
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Matthias
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a12c3ecc9b
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Remove credentials whenever dry-run is set from within the exchange
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2021-09-13 20:27:32 +02:00 |
|
Matthias
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fd6bf591f8
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Update some tests to remove explicit hyperopt interface
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2021-09-12 08:18:13 +02:00 |
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Matthias
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dad4a49e81
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Remove legacy hyperopt interface from hyperopt.py
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2021-09-12 08:18:13 +02:00 |
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Sam Germain
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695a8fc73b
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comment updates, formatting, TODOs
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2021-09-08 03:09:39 -06:00 |
|
Matthias
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68b75af08e
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Fix bug with inversed sell signals in backtesting
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2021-09-05 08:59:18 +02:00 |
|
Matthias
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ca44d2e092
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Merge branch 'feat/short' into pr/samgermain/5378
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2021-09-04 19:54:34 +02:00 |
|
Matthias
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5184cc7749
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Merge branch 'develop' into feat/short
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2021-09-02 07:03:14 +02:00 |
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Matthias
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b0c4f079c2
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Merge branch 'develop' into feat/backtest_detail
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2021-08-31 20:16:42 +02:00 |
|
Matthias
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2ce458810b
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rename default_hyperopt_loss file
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2021-08-26 19:39:57 +02:00 |
|
Matthias
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053d6d8ee1
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Merge branch 'feat/short' into pr/samgermain/5378
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2021-08-25 20:34:52 +02:00 |
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Matthias
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e1c3b7fd8c
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Merge branch 'develop' into feat/short
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2021-08-25 20:31:40 +02:00 |
|
Matthias
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7fb570cc58
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hyperopt Fallback methods should not be used.
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2021-08-25 20:28:55 +02:00 |
|
Matthias
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23d21d8ace
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Fix wrong message if protection-space is missing
closes #5480
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2021-08-25 19:57:10 +02:00 |
|
Matthias
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cb4889398b
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Fix backtesting bug
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2021-08-25 07:03:48 +02:00 |
|
Matthias
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6524edbb4e
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Simplify should_exit interface
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2021-08-24 20:47:54 +02:00 |
|
Matthias
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b40f985b13
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Add short-exit logic to backtesting
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2021-08-24 20:02:40 +02:00 |
|
Matthias
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eb71ee847c
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Rename backtest index constants
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2021-08-24 06:56:06 +02:00 |
|
Matthias
|
11bd8e912e
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Fix some tests
|
2021-08-24 06:52:28 +02:00 |
|
Matthias
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7a977a8eaf
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Merge branch 'feat/short' into pr/samgermain/5378
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2021-08-24 06:28:16 +02:00 |
|
Matthias
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957551ea97
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Merge branch 'develop' into feat/short
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2021-08-24 06:25:06 +02:00 |
|
Matthias
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7373b39015
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Initial support for backtesting with short
|
2021-08-23 21:16:26 +02:00 |
|
Matthias
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3e8164bfca
|
Use proper exchange name in backtesting
|
2021-08-23 21:13:47 +02:00 |
|
Sam Germain
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a5be535cc9
|
strategy interface: removed some changes
|
2021-08-21 17:06:04 -06:00 |
|
Sam Germain
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e2d5299116
|
Name changes for strategy
|
2021-08-18 13:22:54 -06:00 |
|
Matthias
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fa4ec9f83e
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Add explicit test for get_sell_trade_entry
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2021-08-15 14:52:24 +02:00 |
|
Matthias
|
8405ccc15e
|
Seperate detail data loading from regular backest-data loading
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2021-08-14 16:33:01 +02:00 |
|
Matthias
|
88172fab82
|
Allow "detailed" backtesting timeframe to look into the candle
|
2021-08-14 16:04:23 +02:00 |
|
Matthias
|
bdbac37be7
|
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
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2021-08-12 06:36:33 +02:00 |
|
Rokas Kupstys
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f6267c7514
|
Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
|
2021-08-11 15:21:23 +03:00 |
|
ipqhjjybj
|
65d025923d
|
add code
|
2021-08-11 14:35:16 +08:00 |
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Matthias
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0b6aedbc4c
|
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
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2021-08-10 19:54:02 +02:00 |
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Matthias
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039d6384ed
|
Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results
closes #5305
closes #5149
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2021-08-10 10:12:57 +02:00 |
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Matthias
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3f160c7144
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Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
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2021-08-10 09:14:29 +02:00 |
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Matthias
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5bfb9edf02
|
Only query date once from list
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2021-08-09 15:42:17 +02:00 |
|
Matthias
|
895b912c71
|
Fix recently introduced lookahead bias in backtesting
closes #5388
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2021-08-09 14:54:47 +02:00 |
|
Matthias
|
a5f796bc97
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refactor ohlcvdata_to_dataframe to advise_all_indicators
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2021-08-09 14:53:18 +02:00 |
|
Matthias
|
f17942b68f
|
Fix random test failure
|
2021-08-09 11:18:18 +02:00 |
|
Matthias
|
47f641d12f
|
Remove hyperopt-pickle result support
|
2021-08-09 07:04:18 +02:00 |
|
Matthias
|
3bd0c3d009
|
Remove legacy code from export to csv
|
2021-08-08 11:02:54 +02:00 |
|
Matthias
|
faf16a64e5
|
Remove legacy hyperopt file support
|
2021-08-08 10:22:45 +02:00 |
|
Matthias
|
0ae4eccea5
|
Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code
|
2021-08-08 10:06:35 +02:00 |
|
Matthias
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6532aba765
|
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
|
2021-08-07 09:42:05 +02:00 |
|
Sam Germain
|
b9356a5564
|
Autopep8 formatting
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2021-08-06 16:35:39 -06:00 |
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Matthias
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a6454cfc39
|
Autoenable protections when protection-space is selected
|
2021-08-04 07:17:29 +02:00 |
|
Matthias
|
091bf7c4d2
|
Output protection space
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2021-08-04 06:50:14 +02:00 |
|
Matthias
|
544e0da6c2
|
Add protection parameter space
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
800b2eeaf0
|
Load protections as part of backtest()
this enables different values in hyperopt per epoch
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
dfc17f2bd1
|
Fix ci failure
|
2021-08-03 07:21:11 +02:00 |
|
Matthias
|
4ab03f7e37
|
Don't load fallback methods for autohyperopt
|
2021-08-02 21:17:56 +02:00 |
|
Matthias
|
e70a742005
|
Reorder space methods in hyperopt
|
2021-08-02 21:12:10 +02:00 |
|
Matthias
|
056bc93bc6
|
backtesting needs startup_candle_count
fixes informative-pair loading being different between --strategy-list and
--strategy.
|
2021-08-01 19:17:52 +02:00 |
|
Matthias
|
1ccc89d1e9
|
Store fully analyzed dataframe
|
2021-07-31 10:00:24 +02:00 |
|
Matthias
|
b1cbc75e93
|
Properly cache pair dataframe in backtesting (without startup-range).
|
2021-07-31 08:45:04 +02:00 |
|
Matthias
|
138b126d03
|
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
|
2021-07-30 08:23:11 +02:00 |
|
kevinjulian
|
aea5da0c73
|
changes testcase
|
2021-07-23 11:42:43 +07:00 |
|
kevinjulian
|
f5a660f845
|
caps BUY_TAG_IDX
|
2021-07-21 20:19:56 +07:00 |
|
kevinjulian
|
49886874aa
|
rename to buy_tag
|
2021-07-21 20:05:35 +07:00 |
|
kevinjulian
|
5d04d6ffa7
|
fix edge testcase
|
2021-07-20 23:40:32 +07:00 |
|
kevinjulian
|
cbfedf8b29
|
fix backtest testcase
|
2021-07-20 23:25:00 +07:00 |
|
Kevin Julian
|
edf9c08f06
|
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
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2021-07-20 19:19:46 +07:00 |
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kevinjulian
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ed30c023cd
|
fix some testcase
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2021-07-20 19:08:14 +07:00 |
|
kevinjulian
|
9e63bdbac9
|
feat: add buy signal name
|
2021-07-20 04:58:20 +07:00 |
|
Matthias
|
365479f5e0
|
Remove startup-candles after populating buy/sell signals
closes #5242
|
2021-07-18 11:06:41 +02:00 |
|