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Author SHA1 Message Date
Yazeed Al Oyoun
df26c357d2 doc updates 2020-02-19 01:31:25 +01:00
hroff-1902
674898bd32 Fix usage of vars in the commented out line 2020-02-16 15:26:40 +03:00
hroff-1902
42dfda9231 Adjust docstring 2020-02-16 13:46:07 +03:00
hroff-1902
fbe5cc44da Use statistics.pstdev 2020-02-16 13:43:23 +03:00
hroff-1902
1e84b2770c Fix values of downside_returns 2020-02-16 04:10:53 +03:00
hroff-1902
161dd1a3e6 Rename risk_free_return to minumum_accepted_return 2020-02-16 03:55:16 +03:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice 2020-02-13 07:07:35 +03:00
hroff-1902
9ec9a7b124
Fix t_index to be normalized 2020-02-09 21:20:15 +03:00
Yazeed Al Oyoun
6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun
e8b9d88eb6 moved line for total_downside 2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun
be34dc463b fixed bad commit 2020-02-07 16:44:01 +03:00
Yazeed Al Oyoun
9bcc5d2eed fixed downside_returns to read from profit_percent_after_slippage 2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun
728ab0ff21 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun
b56a1f0603 initial push of sortino, work not done, still need own tests 2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun
deb0b7ad67 Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily 2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun
44d67389d2 initial push of sortino, work not done, still need own tests 2020-02-07 16:29:27 +03:00
Matthias
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2 
Add list-hyperopts subcommand
 2020-02-06 07:06:36 +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
hroff-1902
b5ee4f17cb
Merge pull request #2830 from orehunt/spreadfilter 
- added spread filter
 2020-02-04 23:37:09 +03:00
Matthias
6866f6389d Fix merge-error 2020-02-04 20:41:13 +01:00
hroff-1902
d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251 - added spread filter 
- minimum value to volume pairlist
 2020-02-04 14:49:59 +01:00
hroff-1902
f5fb129483
Merge pull request #2858 from freqtrade/fix/rolling_max 
Fix implementation of rolling_max
 2020-02-04 14:05:05 +03:00
Matthias
a707aeb3d0 Fix implementation of rolling_max 2020-02-04 07:00:53 +01:00
Matthias
f8bb6a3e06
Merge pull request #2855 from yazeed/text_mods_in_check_depth_of_market_buy 
More consistency in check_depth_of_market_buy()
 2020-02-04 06:24:58 +01:00
Yazeed Al Oyoun
91b4c9668c More consistency changes... 2020-02-04 01:57:24 +01:00
hroff-1902
d457d43999
Merge pull request #2833 from hroff-1902/type-hints 
Add some type hints
 2020-02-03 23:24:26 +03:00
hroff-1902
ffb53a6df5
get rid of typing.cast() 2020-02-03 23:08:35 +03:00
hroff-1902
82590657fb
Merge pull request #2848 from freqtrade/dependabot/pip/develop/scikit-optimize-0.7.1 
Bump scikit-optimize from 0.5.2 to 0.7.1
 2020-02-03 22:53:01 +03:00
Matthias
54303880d3
Merge pull request #2849 from freqtrade/dependabot/pip/develop/pandas-1.0.0 
Bump pandas from 0.25.3 to 1.0.0
 2020-02-03 20:34:17 +01:00
Matthias
cbabc295c7 Don't convert to datetime - but convert to datetime64 instead 2020-02-03 20:25:43 +01:00
Matthias
b8aaf744e8
Merge pull request #2851 from hroff-1902/improve-logging-3 
Add pair to exception messages in exchange module
 2020-02-03 16:04:55 +01:00
hroff-1902
64f04845b6
Merge pull request #2850 from freqtrade/try_fix_randoM-test 
make sure asyncio_loop is not initialized within ccxt code
 2020-02-03 17:45:49 +03:00
hroff-1902
684cb54992 Add pair to exception msg 2020-02-03 17:17:46 +03:00
Matthias
f6c09160ab make sure asyncio_loop is not initialized within ccxt code 2020-02-03 15:17:36 +01:00
Matthias
221950cdc4
Merge pull request #2845 from freqtrade/dependabot/pip/develop/jinja2-2.11.1 
Bump jinja2 from 2.10.3 to 2.11.1
 2020-02-03 10:07:56 +01:00
Matthias
6e6c0757d6
Merge pull request #2847 from freqtrade/dependabot/pip/develop/ccxt-1.22.30 
Bump ccxt from 1.21.91 to 1.22.30
 2020-02-03 10:05:46 +01:00
Matthias
2ee99bde29
Merge pull request #2846 from freqtrade/dependabot/pip/develop/pytest-5.3.5 
Bump pytest from 5.3.4 to 5.3.5
 2020-02-03 09:58:04 +01:00
dependabot-preview[bot]
d5f704009f
Bump pandas from 0.25.3 to 1.0.0 
Bumps [pandas](https://github.com/pandas-dev/pandas) from 0.25.3 to 1.0.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v0.25.3...v1.0.0)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
 2020-02-03 08:03:45 +00:00
dependabot-preview[bot]
3938418ad5
Bump scikit-optimize from 0.5.2 to 0.7.1 
Bumps [scikit-optimize](https://github.com/scikit-optimize/scikit-optimize) from 0.5.2 to 0.7.1.
- [Release notes](https://github.com/scikit-optimize/scikit-optimize/releases)
- [Changelog](https://github.com/scikit-optimize/scikit-optimize/blob/master/CHANGELOG.md)
- [Commits](https://github.com/scikit-optimize/scikit-optimize/compare/v0.5.2...v0.7.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
 2020-02-03 08:03:21 +00:00
dependabot-preview[bot]
401748e9a7
Bump ccxt from 1.21.91 to 1.22.30 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.21.91 to 1.22.30.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/CHANGELOG.md)
- [Commits](https://github.com/ccxt/ccxt/compare/1.21.91...1.22.30)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
 2020-02-03 08:02:54 +00:00
dependabot-preview[bot]
bc2ae3e88d
Bump pytest from 5.3.4 to 5.3.5 
Bumps [pytest](https://github.com/pytest-dev/pytest) from 5.3.4 to 5.3.5.
- [Release notes](https://github.com/pytest-dev/pytest/releases)
- [Changelog](https://github.com/pytest-dev/pytest/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/pytest-dev/pytest/compare/5.3.4...5.3.5)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
 2020-02-03 08:02:21 +00:00
dependabot-preview[bot]
7b8e665323
Bump jinja2 from 2.10.3 to 2.11.1 
Bumps [jinja2](https://github.com/pallets/jinja) from 2.10.3 to 2.11.1.
- [Release notes](https://github.com/pallets/jinja/releases)
- [Changelog](https://github.com/pallets/jinja/blob/master/CHANGES.rst)
- [Commits](https://github.com/pallets/jinja/compare/2.10.3...2.11.1)

Signed-off-by: dependabot-preview[bot] <support@dependabot.com>
 2020-02-03 08:01:28 +00:00
hroff-1902
df249c7c03
Remove unclear comment 2020-02-03 09:37:50 +03:00
hroff-1902
5c20311768
Merge pull request #2844 from freqtrade/coveralls_twice 
Only run coveralls once
 2020-02-03 09:18:42 +03:00
Matthias
d0506a6435 Use correct matrix variable 2020-02-03 07:01:07 +01:00
Matthias
c8960ab628 Only run coveralls once 2020-02-03 06:50:07 +01:00