Commit Graph

253 Commits

Author SHA1 Message Date
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
Gerald Lonlas 2bccaa31c9 Increase pylint score on misc.py 2018-01-28 14:28:28 -08:00
Michael Smith f66958c34f optimize/__init__.py:
Added support for gzip ticker data files if they exist.
2018-01-28 21:57:25 +08:00
Michael Smith b44adaa5ab Added support in /optimize for gzip ticker data files if they exist. 2018-01-28 21:52:27 +08:00
Janne Sinivirta a6a479f7aa balances to min roi hyperopt settings 2018-01-28 10:46:22 +02:00
Janne Sinivirta 67ddb2e7f8 lower precision for most search space variables 2018-01-27 09:51:06 +02:00
Janne Sinivirta 95ab7c84bc remove unnecessary else 2018-01-26 18:41:41 +02:00
Janne Sinivirta f33923c784 fix typings for hyperopt code 2018-01-26 18:32:45 +02:00
Janne Sinivirta a7a7c37121 add day counter to timeframe 2018-01-26 18:32:45 +02:00
Janne Sinivirta b7e297ebda remove unused loop variable 2018-01-26 11:50:00 +02:00
Janne Sinivirta 4fe6ae0bae fix search space for min ROI 2018-01-25 22:32:46 +02:00
Janne Sinivirta 42087c9bfe let hyperopt optimize ROI table 2018-01-25 11:12:00 +02:00
Janne Sinivirta 5007165908 add search space for ROI table 2018-01-25 09:34:26 +02:00
Janne Sinivirta 7dc63c06e7
Merge pull request #356 from kryofly/test_coverage
Test coverage
2018-01-25 09:31:06 +02:00
Janne Sinivirta c400d15ed1 rip out hyperopt things from strategy, add indicator populating to hyperopt 2018-01-23 16:56:12 +02:00
Janne Sinivirta a6cbc1ba16
Merge pull request #400 from gcarq/feature/custom_strategy
Allow custom strategy files
2018-01-23 15:25:18 +02:00
Gerald Lonlas e220ad5389 Remove useless USDT_BTC filename conversion 2018-01-22 21:40:07 -08:00
Gerald Lonlas eac6e05392 Fix error when config does not have stoploss 2018-01-22 20:51:39 -08:00
Gerald Lonlas 1c7da95fed Move hyperopt_trials.pickle to user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas baae374899 Move hyperopt_conf.py into user_data/ 2018-01-22 20:51:39 -08:00