creslinux
29fdba7743
Reduce time taken for def backtest by 60%
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* on 2 weeks 5minute data
Performs bitwise filter on buy/sell rows in the df
before passing to the slower itertuples loop
the larger the dataset the greater the performance gain
2018-07-11 18:26:27 +00:00
Matthias
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
Janne Sinivirta
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
Matthias
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
Matthias
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
Samuel Husso
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
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
Janne Sinivirta
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
Janne Sinivirta
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
Janne Sinivirta
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
Janne Sinivirta
aec3f582e1
Merge branch 'develop' into skopt
2018-07-02 11:27:27 +03:00
Janne Sinivirta
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
Michael Egger
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
Janne Sinivirta
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
xmatthias
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
Janne Sinivirta
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
Anton
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
Janne Sinivirta
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
Janne Sinivirta
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
Janne Sinivirta
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
xmatthias
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
Janne Sinivirta
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8272120c3a
convert stoploss and ROI search spaces to skopt format
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8fee2e2409
move result logging out from optimizer
2018-06-23 14:37:36 +03:00
Janne Sinivirta
c415014153
use multiple jobs in acq
2018-06-23 14:37:36 +03:00
Janne Sinivirta
964cbdc262
increase initial sampling points
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a46badd5c0
reuse pool workers
2018-06-23 14:37:36 +03:00
Janne Sinivirta
0cb1aedf5b
problem with pickling
2018-06-23 14:37:36 +03:00
Janne Sinivirta
b485e6e0ba
start small
2018-06-23 14:37:36 +03:00
gcarq
78f50a1471
move logic from hyperopt to freqtrade.strategy
2018-06-23 14:37:36 +03:00
gcarq
5aae215c94
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a68c90c512
avoid calling exchange.get_fee inside loop
2018-06-23 14:37:36 +03:00
gcarq
c40e6a12d1
move logic from hyperopt to freqtrade.strategy
2018-06-23 11:13:49 +02:00
gcarq
3360bf4001
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 10:42:33 +02:00
Janne Sinivirta
c73b9f5c77
avoid calling exchange.get_fee inside loop
2018-06-22 21:04:07 +03:00
xmatthias
251f7db3ca
require exchange object to delete pairs
2018-06-17 23:38:07 +02:00
xmatthias
21edcbdc27
Refactor exchange to class
2018-06-17 23:38:07 +02:00
Anton
ae94ab17f4
Merge branch 'develop' into feature-unlimited-stake_amount
2018-06-17 02:23:40 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
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Display open trades after backtest period
2018-06-16 12:49:08 +02:00
Janne Sinivirta
0c85febe76
remove all mongodb related code
2018-06-16 09:09:28 +03:00
