641e3fdf7a
Fix generation of hyperopt trailing params
2019-12-10 03:32:43 +03:00
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
de33ec4250
use sell_row.open also when the active ROI value just changed
2019-12-09 16:52:12 +01:00
45d12dbc83
Avoid a few calculations during backtesting
2019-12-07 15:28:56 +01:00
3163cbdf8a
Apply special case for negative ROI
2019-12-07 15:18:12 +01:00
3091869115
refactor get_close_rate out of get_sell_trade-entry
2019-12-07 14:30:14 +01:00
d21ae4edd3
Add fixes for comments in the review
2019-12-05 23:29:31 +03:00
4b0a4c936a
Fix hyperopt with ticker_interval from strategy
2019-12-05 20:31:02 +01:00
b61f43835d
Make flake happy
2019-12-05 01:11:06 +03:00
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
54694dd3a4
Manual merge of some conflicts in hyperopt
2019-12-04 23:14:47 +03:00
668d42447f
Refactor log_trials_result()
2019-12-01 16:15:00 +03:00
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
2019-12-01 03:28:23 +03:00
a88bfa8ded
Fix: trailing_stop_positive should be positive
2019-12-01 02:27:17 +03:00
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
8e7512161a
Add hyperopt-list and hyperopt-show commands
2019-11-26 15:01:42 +03:00
af3eea3805
Move config json validation to after strategy loading
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Otherwise attributes are mandatory in configuration
while they could be set in the strategy
2019-11-25 07:05:30 +01:00
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
737c07c5b6
Make mypy happy
2019-11-23 11:51:52 +03:00
097cdcb57a
Save epochs at intermediate points
2019-11-23 11:32:33 +03:00
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space
2019-11-23 03:42:58 +03:00
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
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require subcommand for all actions
2019-11-14 06:28:42 +01:00
5b62ad876e
Remove hyperopts occurances
2019-11-13 09:39:00 +01:00
c449e39280
Replace more occurances of ticker_interval
2019-11-12 15:13:06 +01:00
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
d801dec6aa
Some more places with ticker_interval gone
2019-11-12 15:13:06 +01:00
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
31ab32f0b9
Always set trailing_stop=True with 'trailing' hyperspace
2019-11-08 12:47:28 +03:00
f90676cfc5
Add trailing stoploss hyperspace
2019-11-08 03:07:43 +03:00
ca77dbe8da
Fix UnicodeError in hyperopt output
2019-11-06 19:33:15 +01:00
eb0b0350e0
Introduce remove_credentials to remove code duplication
2019-11-05 12:39:19 +01:00
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
861f10dca6
Allow populate-indicators to come from strategy
2019-11-02 11:10:33 +01:00
132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
bd4a23beeb
Refactor start-adjust logic to timerange
2019-10-27 09:44:56 +01:00
6382a4cd04
Implement startup-period to default-strategy
2019-10-27 09:44:56 +01:00
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
9c7696a8ce
Add required_startup to backtesting
2019-10-27 09:44:56 +01:00
4ec83a2c24
DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct
2019-10-18 23:29:19 +03:00
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental
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Move experimental settings to ask_strategy
2019-10-10 16:08:11 +02:00
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi
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Don't have backtest sells outside of a candle
2019-10-08 11:19:34 +03:00
0664a8c0e6
add `--fee` to change fees to other values
2019-10-05 15:29:00 +02:00
9b23376415
Move experimental settings to ask_strategy
2019-10-05 13:29:59 +03:00
7ea9da9605
Fix #2277
2019-10-05 10:54:28 +02:00
dc47a391da
Move ignore to corrct line for mypy 730
2019-09-30 19:32:46 +02:00
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config
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Allow use of config in custom hyperopt methods
2019-09-28 10:36:46 +02:00
4ac53f1549
Shorten the default hyperopt stoploss space
2019-09-28 04:13:53 +03:00
9db915853a
Allow use of config in custom hyperopt methods
2019-09-26 11:59:21 +03:00
5237723f22
Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install
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Optional hyperopt dependency installation
2019-09-26 09:42:16 +02:00
b994f5c273
Merge pull request #2294 from hroff-1902/fix-skopt-memory3
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Fix skopt memory exhaustion
2019-09-25 19:55:27 +02:00
27cc73f47e
Dynamically import hyperopt modules
2019-09-25 11:40:34 +02:00
665e0570ae
Fix hyperopt position stacking
2019-09-25 03:41:22 +03:00
6ffb8b7a70
Fix wordings in comment
2019-09-23 13:25:31 +03:00
0c6164df7e
Fix memory exhaustion in skopt models list
2019-09-23 13:03:43 +03:00
313091eb1c
some more refresh_pairs cleanups
2019-09-20 20:22:51 +02:00
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
69f29e8907
minor: Cleanup for backtesting
2019-09-18 22:57:17 +03:00
5cbc073dd1
minor: Cleanup hyperopt
2019-09-16 21:46:15 +03:00
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs
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Improve logs for backtesting
2019-09-14 11:23:46 +03:00
e6ccc1427c
have Arguments return a dict instead of Namespace
2019-09-12 20:16:39 +02:00
849d694c27
Don't inherit from object
2019-09-12 04:39:52 +03:00
9bdfaf3803
Remove quotes around the pairs
2019-09-11 23:32:08 +03:00
35580b135a
Improve backtesting logs
2019-09-10 10:42:45 +03:00
3d028f512e
Merge pull request #2235 from hroff-1902/eliminate_import_strategy
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Allow --strategy for hyperopt
2019-09-08 12:23:48 +03:00
2b00a5d90a
Get rid of import_strategy()
2019-09-08 02:43:02 +03:00
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
2e49125e87
Merge branch 'develop' into hyperopt-simplified-interface
2019-09-06 15:11:06 +03:00
7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space
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Hyperopt: adaptive roi_space
2019-09-06 06:26:52 +02:00
9a6a89c238
allow simplified hyperopt interface
2019-09-03 19:54:28 +03:00
d9c2b7d460
fix fetching ticker_interval from strategy
2019-08-26 22:31:24 +03:00
bfc68ec792
minor cleanup in Backtesting
2019-08-25 23:36:42 +03:00
513e84880e
Don't escape ticks where it's not needed
2019-08-25 20:38:51 +02:00
067208bc9d
make backtesting an attribute of Hyperopt
2019-08-24 00:10:35 +03:00
91b0394433
Merge pull request #2156 from freqtrade/remove_live
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Remove deprecated option live - deprecate -r
2019-08-22 15:33:39 +02:00
aaeeb9c0c6
Merge branch 'develop' into align_userdata
2019-08-21 19:41:10 +02:00
fcb0ff1b60
do not round values in the debug message
2019-08-20 23:42:44 +03:00
17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space
2019-08-20 23:00:23 +03:00
cadf573170
round printed stoploss value as well
2019-08-20 22:24:59 +03:00
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
9e24992835
Remove calls to load_data using live=
2019-08-20 07:00:43 +02:00
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
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Refactorings to history
2019-08-20 06:35:54 +02:00
0a478bc0dc
Merge branch 'develop' into align_userdata
2019-08-18 15:00:12 +02:00
09286d4918
file_dump_json accepts Path - so we should feed it that
2019-08-16 13:04:48 +02:00
e525275d10
make flake and mypy happy
2019-08-15 23:13:46 +03:00
4fa92ec0fa
hyperopt: --print-json option added
2019-08-15 21:39:04 +03:00
5b9711c002
adaptive roi_space
2019-08-14 13:25:49 +03:00
51c3a31bb5
Correct imports and calls to parse_timerange
2019-08-14 10:07:32 +02:00
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized
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Hyperopt print colorized results
2019-08-13 19:36:06 +02:00
8f92912852
final colorization schema
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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
e5dcd520ba
cosmetics in sample_hyperopt and default_hyperopt
2019-08-12 02:19:50 +03:00
2c5a499a8b
Merge branch 'develop' into align_userdata
2019-08-10 20:15:07 +02:00
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss
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Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
2019-08-10 15:49:52 +02:00
ae39f6fba5
use of termcolor eliminated
2019-08-09 14:51:03 +03:00
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative.
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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
0d4a2c6c3a
advanced sample hyperopt added; changes to helpstrings
2019-08-08 22:51:37 +03:00
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
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Backtest ticker interval unset
2019-08-07 14:20:36 +02:00
7e91a0f4a8
Fail gracefully if ticker-interval is not set
2019-08-06 06:45:44 +02:00
bc2e920ae2
Adjust code to verify "current" candle for buy/sells
2019-08-05 20:07:29 +02:00
c6444a10a8
move roi_space, stoploss_space, generate_roi_table to IHyperOpt
2019-08-05 18:07:25 +03:00
383b24ab84
Merge branch 'develop' into align_userdata
2019-08-05 06:55:51 +02:00
9cbab35de0
colorization by means of termcolor and colorama
2019-08-04 22:54:19 +03:00
f200f52a16
hyperopt print colorized results
2019-08-03 19:09:42 +03:00
13620df717
'with values:' line removed
2019-08-03 11:05:05 +03:00
3b65c986ee
wordings fixed
2019-08-03 10:20:20 +03:00
aa8f44f68c
improvements to hyperopt output
2019-08-02 22:22:58 +03:00
39e8e507d9
Merge branch 'develop' into align_userdata
2019-08-02 20:08:26 +02:00
065ebd39ef
cleanup in hyperopt
2019-08-01 23:57:26 +03:00
bcccdda7c0
Merge branch 'develop' into align_userdata
2019-08-01 19:33:45 +02:00
8cef567abc
create and use hyperopt-results folder
2019-07-31 07:10:17 +02:00
8f1f416a52
hyperopt cleanup and output improvements
2019-07-30 11:47:28 +03:00
2c7a248307
Use user_data_dir in hyperopt
2019-07-28 14:57:05 +02:00
0a253d66d0
Remove os.path from hyperopt
2019-07-28 14:57:05 +02:00
e9b77298a7
max() removed
2019-07-25 08:17:41 +03:00
0c2c094db6
minor: add OnlyProfitHyperOptLoss
2019-07-23 18:51:24 +03:00
639a4d5cf7
Allow importing interface from hyperopt.py
2019-07-17 07:15:43 +02:00
0e500de1a0
Add sample loss and improve docstring
2019-07-17 06:32:24 +02:00
8ccfc0f316
Remove unused variables
2019-07-17 06:24:40 +02:00
ec49b22af3
Add sharpe ratio hyperopt loss
2019-07-16 06:45:13 +02:00
d23179e25c
Update hyperopt-loss to use resolver
2019-07-16 06:27:43 +02:00
7d62bb8c53
Revert --clean argument to --continue
2019-07-16 05:51:26 +02:00
07a1c48e8c
Fix wrong intendation for custom-hyperopt check
2019-07-15 23:14:07 +02:00
7be25313a5
Add some mypy ignores
2019-07-15 22:59:28 +02:00
55e8092cbf
Add sharpe ratio as loss function
2019-07-15 22:52:33 +02:00
e5170582de
Adapt tests to new loss-function method
2019-07-15 22:45:14 +02:00
710443d200
Add documentation for custom hyperopt
2019-07-15 21:38:49 +02:00
2a20423be6
Allow loading custom hyperopt loss functions
2019-07-15 21:35:42 +02:00
2fedae6060
Move unnecessary things out of generate_optimizer
2019-07-15 20:31:55 +02:00
b1b4048f97
Add test for hyperopt
2019-07-15 20:28:02 +02:00
107f00ff8f
Add hyperopt option to clean temporary pickle files
2019-07-15 20:17:15 +02:00
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008
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fix #2008
2019-07-15 10:55:33 +02:00
65f77306d3
using logger.debug, info was too noisy
2019-07-14 21:00:48 +03:00
efbc7cccb1
enable --dmmp for hyperopt
2019-07-14 20:56:17 +03:00
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
e993e010f4
Fix #2013
2019-07-11 23:02:57 +03:00
c474e2ac86
fix #2008
2019-07-10 01:53:40 +03:00
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
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Fix #1948
2019-06-27 19:36:06 +02:00
e5a8030dd7
comment added
2019-06-27 16:42:10 +03:00
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
7fbdf36c64
avoid code duplication while selecting min_roi entries
2019-06-23 19:23:51 +03:00
4cbcb5f36f
Move .title to ExchangeResolver (it does not make sense to do this over
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and over again)
2019-06-22 16:52:14 +02:00
7a0d86660e
Mypy type errors
2019-06-21 07:10:30 +02:00
813c008af2
setup_configuration() cleanup
2019-06-16 21:37:43 +03:00
89ff614e1d
Add pair as parameter, and warn when fillup was necessary
2019-06-15 13:46:19 +02:00
55079831a1
Don't explicitly validate backtest data (it's done while loading now).
2019-06-15 13:45:50 +02:00
ad9dc349e4
edge cli should override stake_amount
2019-06-15 12:20:32 +02:00
1afe6c1437
Don't run validation per strategy, it's only eneded once
2019-06-14 19:37:54 +02:00
4dc3a0ca1d
Small cleanup to reduce dict lookups during backtesting/hyperopt
2019-06-10 16:20:19 +02:00
90b0f1daa8
minor optimize cleanup
2019-06-10 02:08:54 +03:00
c2f6897d8b
Move download of live data to load_data
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Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
55bdd26439
Edgecli -> Edge for Runmode and start_edge()
2019-05-28 19:25:01 +02:00
104f1212e6
Move edge_cli_start to optimize
2019-05-25 20:06:15 +02:00
236c392d28
Don't load hyperopts / optimize dependency tree if that module is not
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used
2019-05-25 20:00:31 +02:00
b38c43141c
Adjust imports to new location
2019-05-25 16:53:35 +02:00
9225cdea8a
Move validate_backtest_data and get_timeframe to histoyr
2019-05-25 16:51:52 +02:00
c3e93e7593
fix reduce() TypeError in hyperopts
2019-05-24 23:08:56 +03:00
406e266bb4
typo in comment fixed
2019-05-22 14:34:35 +03:00
2c9a519c5e
edge: handle properly the 'No trades' case
2019-05-22 14:21:36 +03:00
8b95e12468
log message adjusted in backtesting and hyperopt
2019-05-15 12:05:35 +03:00
5677c4882e
minor: add ticker data validation; log backtesting interval
2019-05-13 23:56:59 +03:00
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
0f43e0bb7d
minor hyperopt output improvements
2019-05-10 10:54:44 +03:00
e7b81e4d46
hyperopt --min-trades parameter
2019-05-01 15:27:58 +03:00
ea44bbff9f
prevent hyperopt from running simultaneously
2019-04-25 11:11:04 +03:00
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
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Support for defaults in json schema
2019-04-24 12:20:39 +02:00
d16ccd7e37
Merge branch 'develop' into json-defaults
2019-04-24 09:51:04 +02:00
6a0f527e0e
merge --job-workers and commit printing debug log messages with the opt state
2019-04-24 10:35:04 +03:00
2898067318
Merge branch 'develop' into hyperopt-jobs
2019-04-24 10:31:03 +03:00
fc4ef2b430
Merge branch 'develop' into hyperopt-opt-params
2019-04-23 21:58:27 +03:00
e3b0474901
Merge branch 'develop' into hyperopt-jobs
2019-04-23 21:34:38 +03:00
cc9f899cd6
removed explicit dependency on multiprocessing module
2019-04-23 21:25:36 +03:00
a022b1a6c1
--random-state for optimzer to get reproducible results added
2019-04-23 21:18:52 +03:00
4971b9fc39
Merge pull request #1793 from hroff-1902/hyperopt-debug-state
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hyperopt: print optimizer state in debug log messages
2019-04-23 20:11:04 +02:00
3e3fce5f38
print optimizer state in debug log messages
2019-04-23 09:49:24 +03:00
7c8e26c717
-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt
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docs refreshed
2019-04-23 00:52:07 +03:00
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
6b87d94bb0
--print-all command line option added for hyperopt
2019-04-22 01:10:01 +03:00
9fbe573cca
limit usage of ccxt to freqtrade/exchange only
2019-04-09 12:27:35 +03:00
4559a38172
PoC: use defaults in json schema for some exchange options
2019-04-08 04:42:28 +03:00
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe
2019-04-05 23:16:27 +03:00
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
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Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
7010c835d2
Improve commentign
2019-04-04 20:23:10 +02:00
2aa1b43f01
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
2019-04-04 20:56:40 +03:00
32cbb714f9
Improve commenting on backtsting and backtest_multi_tst
2019-04-04 19:44:03 +02:00
0307ba7883
Remove one branch - python does lazy evaluation
2019-04-03 20:04:04 +02:00
e085fd9e95
Disable dataprovider from hyperopt.
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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
0ae81d4115
Provide dataprovider access during backtesting
2019-03-25 19:26:51 +01:00
00e6749d8b
Refactor backtest() to be a bit more concise
2019-03-23 15:00:07 +01:00
6b89e86a97
Removed Timestamp cast
2019-03-20 19:44:59 +01:00
0eff324ce0
Use dedicated index for every pair
2019-03-20 18:38:10 +01:00
e67ffd2d87
Fix issue that backtest is broken when stoploss_on_exchange is on
2019-03-06 19:55:34 +01:00
02d13645b0
Merge branch 'develop' into feat/dataprovider
2019-01-26 19:29:41 +01:00
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
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Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
d136cac181
Merge branch 'develop' into feat/dataprovider
2019-01-23 21:01:19 +01:00
896c9d34fd
Added total profit column do backtest result
2019-01-22 22:41:53 +01:00
13e2f71d30
Add flake8 plugins and implement small improvements
2019-01-22 20:01:12 +01:00
0aa0b1d4fe
Store tickers by pair / ticker_interval
2019-01-22 07:07:15 +01:00
a206777fe5
Rename refresh_tickers to refresh_latest_ohlcv
2019-01-22 07:05:09 +01:00
1340b71633
Add RunMode setting to determine bot state
2019-01-22 07:04:19 +01:00
a2c01916e1
Add type-ignores to floatfmt
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tabulate supports this:
30554300d7/tabulate.py
2019-01-17 20:28:21 +01:00
cd2bccd441
Have backtest use the same logic to get the ROI entry
2019-01-12 13:45:43 +01:00
40b1d8f067
Fix CI problems
2019-01-06 14:57:14 +01:00
dd2af86a41
pprint results
2019-01-06 14:47:38 +01:00
167088827a
include default buy/sell trends for the hyperopt strategy
2019-01-06 14:13:15 +01:00
a0df7b9d7c
Use sell/buy trends from hyperopt file if available
2019-01-06 14:12:55 +01:00
2147bd8847
Fix problem when no experimental dict is available
2019-01-06 13:29:14 +01:00
798ae460d8
Add check if trigger is in parameters
2019-01-06 13:29:14 +01:00
68ba1e1f37
Add sell signal hyperopt
2019-01-06 13:29:14 +01:00
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
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interpolate missing candles
2019-01-04 22:33:53 +01:00
2bc76771bf
Align backtest to interface.py
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interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
2019-01-01 16:50:10 +01:00
fae875f588
Implement missing_data_fillup to tests and operations
2018-12-31 19:15:49 +01:00
8b9cc45f41
move test for data completeness
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should be done before analyzing strategy
2018-12-31 15:09:50 +01:00
429f846ad1
Switch load_data to kwargs
2018-12-15 20:31:05 +01:00
6c02cc5993
Adjust test to pathlib
2018-12-15 14:14:38 +01:00
21aba1620c
Replace calls to load_data
2018-12-15 14:10:33 +01:00
407139b0e0
remove unused imports
2018-12-14 06:32:49 +01:00
432cc00283
Adjust imports to data.history
2018-12-14 06:32:49 +01:00
1a3fcd4771
extract data-handling methods from optimize
2018-12-14 06:32:49 +01:00
04c330f10b
Merge pull request #1404 from freqtrade/feat/pass_df
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keep DF instead of list
2018-12-13 20:14:32 +01:00
7e3955b04c
Fix edge-cli comments (refer to edge, not backtest
2018-12-12 20:04:14 +01:00
7a533de1a8
Use list ticker history for backtesting
2018-12-12 19:17:09 +01:00
3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
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fix backtesting not respecting max_open_trades
2018-11-30 19:17:09 +01:00
cc7b820978
Move hyperoptresolver to resolvers package
2018-11-24 20:14:08 +01:00
21a093bcdb
extract resolvers to IResolvers and it's own package
2018-11-24 20:00:02 +01:00
805f509498
Merge branch 'develop' into fix/backtest_toomanyopen
2018-11-24 10:39:16 +01:00
64028647a0
Merge pull request #571 from stephendade/userhyper
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Separated out custom hyperopts
2018-11-21 19:14:30 +01:00
a3b6004115
IHyperopt: all methods static, somef ixes for mypy
2018-11-20 19:41:07 +01:00
7757c53b06
Small fixes
2018-11-20 17:43:49 +01:00
5dd013c3b1
Rename hyperopt interface and resolver
2018-11-20 17:40:45 +01:00
f666d1596b
renaming edge to edge_cli for command line version
2018-11-15 10:31:56 +01:00
4f800bfbc8
Fix pickling-error
2018-11-14 20:25:43 +01:00
ca22a116ad
timerange added to args
2018-11-14 17:14:37 +01:00
5d73b303fe
unnecessary libraries removed + arg help enriched
2018-11-14 16:49:16 +01:00
dd47d7adb4
cli blank line added to readability
2018-11-14 16:37:26 +01:00
b0e4aa8eff
stop loss range added to args
2018-11-14 16:31:23 +01:00
36030176bb
nb_trades and avg_trade_duration added to cli
2018-11-14 13:38:23 +01:00
5de3f1d9dd
showing result in tabular
2018-11-14 13:25:44 +01:00
95cbbf1cb5
adding edge configuration to cli
2018-11-14 12:53:20 +01:00
cf974168e9
Edge cli drafted
2018-11-14 12:37:15 +01:00
93429a58b2
remove TODO
2018-11-09 07:13:20 +01:00
9cd2ed5a16
fix hyperopt get_timeframe mock
2018-11-09 07:13:20 +01:00
66487f2a13
require start/end-date argument in backtest
2018-11-09 07:13:20 +01:00
96efd12a31
add new options to hyperopt
2018-11-09 07:12:41 +01:00
e94da7ca41
inverse backtest logic to loop over time - not pairs (more realistic)
2018-11-09 07:12:41 +01:00
7b62e71f23
Fix some tests and rebase issues
2018-11-07 20:45:52 +01:00
8044846d37
Fix some refactoring problems
2018-11-07 07:05:40 +01:00
477515c4b5
Now using resolver for custom hyperopts
2018-11-07 06:58:20 +01:00
e0f420983e
Updated logger in custom_hyperopt
2018-11-07 06:55:28 +01:00
469db0d434
Decoupled custom hyperopts from hyperopt.py
2018-11-07 06:26:16 +01:00
95d271ca5d
Fix ROI close-rate calculation to work with fees - adjust tests
2018-11-01 13:14:59 +01:00
8c93760a6d
simplify some code
2018-10-30 20:23:31 +01:00
f96f0cdea7
Add additional comment
2018-10-30 20:02:31 +01:00
98050ff594
use all min_roi entries
2018-10-29 19:27:23 +01:00
233c442af9
Adjust backtest so sell uses stop-loss or roi value as closerate
2018-10-29 19:27:23 +01:00
db9a85f4a2
Merge pull request #1282 from freqtrade/feat/add_missingdata_warning
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Show warning if part of backtest data is missing
2018-10-27 11:16:10 -04:00
3c6d10f03e
Print missing value count too
2018-10-18 20:05:57 +02:00
bc356c4d65
Return true/false for validation function
2018-10-18 19:48:54 +02:00
fb52d32296
Add validate_backtest_data function
2018-10-18 19:42:54 +02:00
d7459bbbf3
refactor get_timeframe out of backtesting class
2018-10-17 19:59:33 +02:00
8a3272e7c5
don't copy tickerdata_to_dataframe into backtesting
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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
631ba464f3
Show warning if part of backtest data is missing
2018-10-14 14:40:03 +02:00
84622dc84b
Move test for strategy out of constructor
2018-09-29 14:23:53 +02:00
1b290ffb5d
Update hyperopt to show errors if non-supported variables are used
2018-09-29 13:49:38 +02:00
6e66763e5f
Only load strategy once during backtesting
2018-09-27 19:23:55 +02:00
567211e9f9
don't print "NAN" lines in "left_open_trades"
2018-09-20 20:35:26 +02:00
54ddd908e6
Merge branch 'develop' into ccxt-async
2018-08-29 19:43:09 +02:00
a077955efa
update json.load to json_load - followup to #1142
2018-08-19 19:58:07 +02:00
6d1c82a5fa
Remove last refreence to `get_candle_history`
2018-08-19 19:50:14 +02:00
2b37c1ff0e
Merge branch 'develop' into ujson-loader
2018-08-12 13:11:40 +02:00
7d72e364aa
Remove broken ujson loading - replace with variable-based fix
2018-08-12 13:08:10 +02:00
a852d2ff32
default since_ms to 30 days if no timerange is given
2018-08-10 11:15:02 +02:00
a107c4c7b4
Download using asyncio
2018-08-10 11:08:28 +02:00
74d6816a1a
Fix some comments
2018-08-10 11:00:07 +02:00
3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
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Allow multi strategy backtest without data reload
2018-08-02 12:35:47 +03:00
a741f1144a
missing __init__.py
2018-08-02 08:58:04 +00:00
40ee86b357
Adapt after rebase
2018-07-31 21:08:03 +02:00
76fbb89a03
use print for backtest results to avoid odd newline-handling
2018-07-31 21:04:03 +02:00
c648e2acfc
Adjust documentation to strategy table
2018-07-31 21:04:03 +02:00
028589abd2
Add strategy summary table
2018-07-31 21:04:03 +02:00
5125076f5d
Fix typo
2018-07-31 21:04:03 +02:00
a57a2f4a75
Store backtest-result in different vars
2018-07-31 21:04:03 +02:00
bd3563df67
Add test for new functionality
2018-07-31 21:04:03 +02:00
644f729aea
Refactor strategy loading to __init__
2018-07-31 21:04:03 +02:00
5f2e92ec5c
Refactor backtesting
2018-07-31 21:04:03 +02:00
65aaa3dffd
Extract backtest strategy setting
2018-07-31 21:04:03 +02:00
56046b3cb3
Add strategylist option to backtesting
2018-07-31 21:04:03 +02:00
787d6042de
Switch from pair(str) to metadata(dict)
2018-07-29 20:56:23 +02:00
5fbce13830
update hyperopt to use new methods
2018-07-29 20:55:40 +02:00
98665dcef4
revert inadvertent wihtespace changes
2018-07-29 20:55:37 +02:00
df8700ead0
Adapt after merge from develop
2018-07-29 20:55:37 +02:00
0dcaa82c3b
fixed test?
2018-07-29 20:55:06 +02:00
3dd7d209e9
more test fixes
2018-07-29 20:55:06 +02:00
abc55a6e6b
fixing? hyperopt
2018-07-29 20:55:06 +02:00
2e6e5029ba
fix mypy and tests
2018-07-29 20:55:06 +02:00
7f27beff4b
Revert "backtesting: try to load data with ujson if it exists"
2018-07-29 13:23:11 +02:00
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
cdd8cc551c
backtesting: try to load data with ujson if it exists
2018-07-28 21:56:11 +03:00
4b38c8b11d
use pandas own min and max for column sorting
2018-07-25 17:04:25 +03:00
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
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Record sell reason
2018-07-24 09:09:45 +03:00
4fb9823cfb
fix rebase problem
2018-07-19 19:50:06 +02:00
760c79c5e9
Use `.center()` to output trades header line
2018-07-19 19:39:08 +02:00
a452864b41
Use namedtuple for sell_return
2018-07-19 19:39:08 +02:00
506aa0e3d3
Add print_sales table and test
2018-07-19 19:34:14 +02:00
2a61629014
Export sell_reason from backtest
2018-07-19 19:29:31 +02:00
cbffd3650b
add sell_reason to backtesting
2018-07-19 19:29:31 +02:00
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
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replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
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Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
8f254031c6
Add short form for parameters, change default for hyperopt
2018-07-19 13:19:36 +02:00
aa69177436
Properly check emptyness and adjust floatfmt
2018-07-19 13:14:21 +02:00
79b1030435
output duration in a more readable way
2018-07-18 20:08:55 +02:00
f9f6a3bd04
cast to int to keep exports constant
2018-07-18 09:29:51 +02:00
8e4d2abd4e
Fix typo
2018-07-18 09:10:17 +02:00
08237abe20
Fix wrong backtest duration
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identified in #1038
2018-07-18 09:06:12 +02:00
c82276ecbe
add --disable-max-market-positions
2018-07-17 21:05:03 +02:00
e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
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Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
aec3f582e1
Merge branch 'develop' into skopt
2018-07-02 11:27:27 +03:00
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
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allow backtest ploting
2018-06-29 19:44:06 +02:00
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
0440a19171
export open/close rate for backtesting too
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preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
hroff-1902
hroff-1902
Matthias
Cedric Schmeits
Misagh
Gianluca Puglia
misagh
Stephen Dade
Janne Sinivirta
creslin
Gert Wohlgemuth
Samuel Husso
Michael Egger
Anton