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
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refactor timerange to named tuple
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2018-06-05 23:34:26 +02:00 |
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Anton
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87f750da35
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Merge with develop
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2018-06-04 01:50:10 +03:00 |
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xmatthias
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e3227a741c
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add --export-filename for backtesting
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2018-06-03 19:36:53 +02:00 |
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xmatthias
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50fc5f91ca
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Merge branch 'develop' into mypy_typecheck
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2018-06-03 10:35:56 +02:00 |
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Janne Sinivirta
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a657e3d24a
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Merge pull request #826 from gcarq/fix/hyperopt-stake_currency
Fix stake_currency returned by Hyperopt …
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2018-06-03 07:19:24 +03:00 |
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Janne Sinivirta
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2cd8782a88
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Merge pull request #825 from gcarq/fix/hyperopt-in-progress
Fix the in-progress dot that does not show up during a Hyperopt run
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2018-06-03 07:16:39 +03:00 |
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