Stephen Dade
|
e4d29e473b
|
Flake8 compliance and documentation for hyperopt in strategy file
|
2018-03-01 19:58:37 +11:00 |
|
Stephen Dade
|
41b9165495
|
Moved hyperopt params to strategy file
|
2018-02-28 23:09:43 +11:00 |
|
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 |
|
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
|
f14d6249e0
|
allow selecting hyperopt searchspace
|
2018-02-09 20:59:06 +02:00 |
|
Janne Sinivirta
|
8c7b29734e
|
use date info to calculate trade durations
|
2018-02-06 11:34:00 +02:00 |
|
Gerald Lonlas
|
321e3ede30
|
Fix hyperopt ticker interval download
|
2018-01-29 22:53:28 -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
|
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 |
|