Jean-Baptiste LE STANG
26e288e655
Adding the pair name when populating indicators allowing the strategy to have customized context for a pair
2018-01-30 15:03:38 +01:00
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
f33923c784
fix typings for hyperopt code
2018-01-26 18:32:45 +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
c400d15ed1
rip out hyperopt things from strategy, add indicator populating to hyperopt
2018-01-23 16:56:12 +02:00
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
Gerald Lonlas
be75522507
Fix flake8
2018-01-22 20:51:39 -08:00
Gerald Lonlas
c46d78b4b9
Decouple strategy from analyse.py
2018-01-22 20:51:39 -08:00
kryofly
4a9e1cb345
Merge branch 'develop' into backtest-export
2018-01-19 07:02:38 +01:00
Gérald LONLAS
14d16f2574
Merge pull request #357 from kryofly/timeperiod
...
Timeperiod
2018-01-18 20:26:44 -08:00
Janne Sinivirta
c670ccfd37
add trigger +DI crossed above -DI
2018-01-16 18:52:06 +02:00
Janne Sinivirta
8896b39231
add heikenashi reversal bullish trigger to hyperopt
2018-01-16 18:52:06 +02:00
Janne Sinivirta
ce963aae58
add macd < 0 guard to hyperopt
2018-01-16 18:52:06 +02:00
Janne Sinivirta
dc01807b3c
switch ema5 trigger to ema3 cross trigger
2018-01-16 18:52:06 +02:00
Janne Sinivirta
fadac5fe4a
remove too aggressive trigger
2018-01-16 18:52:06 +02:00
Janne Sinivirta
99260735ae
remove broken bbands trigger from hyperopt. add two working bbands triggers
2018-01-16 18:52:06 +02:00
Janne Sinivirta
501be8a3bc
adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
2018-01-16 16:36:50 +02:00
Janne Sinivirta
38fe7ec7cd
adjust default target values for hyperopt
2018-01-16 16:35:48 +02:00
kryofly
0e58ab7e01
more advanced use of --timerange
2018-01-16 00:15:49 +01:00
kryofly
71bb348698
rename --timeperiod to --timerange
2018-01-15 21:49:06 +01:00
Janne Sinivirta
ec7bfba8df
add comment about checking the new total profit logging
2018-01-14 13:11:19 +02:00
Janne Sinivirta
f1e176d35c
log total profit in percentages also
2018-01-14 13:10:25 +02:00
Janne Sinivirta
92241baade
log the loss value
2018-01-14 13:09:39 +02:00
kryofly
153e11f045
Merge branch 'develop' into timeperiod
2018-01-11 19:45:47 +01:00
kryofly
4781a23809
Merge branch 'develop' into backtest-export
2018-01-11 19:40:42 +01:00
kryofly
27769f0301
uncomplex backtest
2018-01-11 17:45:41 +01:00
Janne Sinivirta
86db6c9084
sort imports
2018-01-11 07:08:56 +02:00
Janne Sinivirta
1b6b0ad9d2
autopep8
2018-01-11 06:50:36 +02:00
kryofly
b0f3fd7ffb
timeperiod argument to backtesting and hyperopt
2018-01-10 23:48:59 +01:00
kryofly
feca87345f
refactor
2018-01-10 23:00:40 +01:00
Samuel Husso
e67c652988
use os.path.join, fix docstrings
2018-01-10 11:50:00 +02:00
Samuel Husso
ffae0b2cd5
hyperopt: prettyfie best values when receiving SIGINT, use the global TRIALS
2018-01-09 12:37:56 +02:00
Samuel Husso
1647e7a0c1
update fix failing tests, unitest that resume hyperopt functionality works
2018-01-09 12:26:52 +02:00
Samuel Husso
b35fa4c9f6
hyperopt: show the best results so far
2018-01-09 12:25:58 +02:00
Samuel Husso
a48840509b
Hyperopt: use results from previous runs
2018-01-09 12:25:58 +02:00
Samuel Husso
ca8cab0ce9
Hyperopt to handle SIGINT by saving/reading the trials file
2018-01-09 12:25:58 +02:00
Janne Sinivirta
dd2ccea6e5
fix wrong range in stoploss search space
2018-01-08 21:59:46 +02:00
Janne Sinivirta
9dd38aebe0
add stoploss to the hyperopt parameters
2018-01-07 21:08:12 -08:00
Gerald Lonlas
9c21077dc1
Fix hypeopt issue when no result found
2018-01-07 17:53:21 -08:00
kryofly
890083ce7f
Merge branch 'develop' into datadir
2018-01-07 10:00:35 +01:00
Gerald Lonlas
b3ea0f4ec5
Make readable hyperopt best parameters result
2018-01-06 17:19:48 -08:00
kryofly
60ed4b9d1e
--datadir <path> argument
...
This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
2018-01-06 23:24:35 +01:00
Janne Sinivirta
a36fd00f6a
also print dot when hyperopt eval result is fail
2017-12-28 06:40:11 +02:00
Janne Sinivirta
7f44ba6df4
unit tests for optimize.hyperopt
2017-12-28 06:39:56 +02:00
Janne Sinivirta
7b0beb0afa
cleanups
2017-12-28 06:36:18 +02:00
Janne Sinivirta
de33d69eed
Lint fixes ( #236 )
...
* correct docstring
* add type annotation to trade_count_lock
* fix indentations
* allow globals in hyperopt.py
* fix import order
* simplify asserts
* use proper variable name
* simplify condition
* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
