Matthias
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun
aa2cb937b1
flake8 :)
2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun
ff819386e1
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
2020-02-07 03:51:50 +01:00
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
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
hroff-1902
52f0ed5310
Adjust tests
2020-01-25 12:49:37 +01:00
Matthias
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
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
8cc48cf4b0
Fix tests where mocks fail now
2020-01-02 09:31:53 +01:00
Matthias
10ee23622a
Extract tests for backtest_reports to their own test module
2020-01-02 09:31:53 +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
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
6860491189
Rename datahandler module to history module
...
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias
5479c67178
Clean up some codes which use list-based tests
2019-12-28 11:01:41 +01:00
Matthias
80dbba1280
Remove unnecessary mocks
2019-12-28 11:01:41 +01:00
Matthias
aa39f2160b
Use load_data instead of a sequence of calls
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in tests which don't test this
2019-12-28 11:01:41 +01:00
Matthias
a2567bea64
Remove unnecessary mock
2019-12-28 11:01:41 +01:00
Matthias
e4f185f357
Remove 'line' from load_cached_data tests
...
Users are unable to use line anyway, it's only there for tests
2019-12-28 11:01:41 +01:00
hroff-1902
004993583b
Merge pull request #2712 from freqtrade/strategylist
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add list-strategies subcommand
2019-12-28 12:32:06 +03:00
Matthias
e5aed098b5
Enhance backtest results with sell reason profit / loss table
2019-12-25 09:39:29 +01:00
Matthias
25e6d6a7bf
Combine load_object methods into one
2019-12-24 13:54:46 +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
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
hroff-1902
60f89c8c01
Split refresh from load_data/load_pair_history
2019-12-17 13:43:42 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins
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Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
Matthias
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
hroff-1902
3252654ed3
Test adjusted
2019-12-10 14:06:17 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
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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
1e6f9f9fe2
Add testcase for negative ROI sell using open
2019-12-07 15:18:09 +01:00
Matthias
703458f365
Add test for loading ticker-interval from strategy
2019-12-05 20:35:54 +01:00
hroff-1902
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
hroff-1902
b20bea8492
Adjust tests
2019-12-04 23:15:19 +03:00
Matthias
054484ad73
load_pair_history should not return None, but an empty dataframe if no
...
data is found
2019-12-04 06:57:44 +01:00
hroff-1902
86342efa7a
Adjust test
2019-12-01 18:34:25 +03:00
hroff-1902
05967442c3
Adjust test
2019-12-01 18:01:59 +03:00
hroff-1902
d6b587678e
Adjust test
2019-12-01 17:44:14 +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
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
hroff-1902
1b645d64c8
Merge pull request #2538 from freqtrade/strategy_template
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new-strategy / new-hyperopt - from templates
2019-11-24 15:21:23 +03:00
