Matthias
|
394a6bbf2a
|
Fix some type errors
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
52acacbed5
|
Check min-trade-stake in backtesting
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
f04f07299c
|
Improve backtesting metrics
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
7913166453
|
Improve performance by updating wallets only when necessary
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
f367375e5b
|
ABS drawdown should show wallet high and low values
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
0d2f877e77
|
Use absolute drawdown calc
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
74fc4bdab5
|
Shorten debug log
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
72f21fc5ec
|
Add trade-volume metric
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
35e6a9ab3a
|
Backtest-reports should calculate total gains based on starting capital
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
8d61a26382
|
Allow dynamic stake for backtesting and hyperopt
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
e4abe902fc
|
Enable compounding for backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
0faa6f84dc
|
Improve Wallet logging disabling for backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
081b9be45c
|
use get_all_locks to get locks for backtest result
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
712d503e6c
|
Use sell-reason value in backtesting, not the enum object
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
b5177eadab
|
Extract close method for exchange
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
4ce4eadc23
|
remove only ccxt objects when hyperopting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
9361aa1c95
|
Add wallets to backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
11b20d6932
|
Add config to hyperopt_loss_function documentation
|
2021-02-17 07:04:29 +01:00 |
|
Matthias
|
eff0d46ea1
|
Merge pull request #4375 from flomerz/pass_processed_data
pass data and config to loss function
|
2021-02-16 20:06:50 +01:00 |
|
Matthias
|
009a447d8a
|
Adjust documentation for new parameter in loss functions
|
2021-02-16 19:51:09 +01:00 |
|
Florian Merz
|
3e06cd8b3a
|
pass data and config to loss function
|
2021-02-16 10:11:33 +01:00 |
|
Florian Reitmeir
|
5c263c7ffd
|
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
|
2021-02-14 19:41:12 +01:00 |
|
Matthias
|
e7acee7904
|
Improve coin value output by rounding coin specific
|
2021-02-13 16:05:56 +01:00 |
|
Matthias
|
072abde9b7
|
Introduce round_coin_value to simplify coin rounding
|
2021-02-13 16:05:35 +01:00 |
|
Matthias
|
c659150d9f
|
Also print trade_duration in seconds to json
|
2021-01-25 19:42:34 +01:00 |
|
Matthias
|
62e43539c9
|
Limit max_open_trades to maximum available pairs
closes #4008
|
2021-01-24 19:59:54 +01:00 |
|
Matthias
|
789a980a30
|
Fix tests for new export format
|
2021-01-24 19:42:32 +01:00 |
|
Matthias
|
deb8432d33
|
Streamline trade to dataframe conversion
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
8ee264bc59
|
Don't use profit_percent for backtesting results anymore
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
48977493bb
|
Backtesting does not need to convert to BacktestResult object
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
7c80eeea95
|
Add use_custom_stoploss to optimize_report
|
2021-01-19 22:51:12 +01:00 |
|
Matthias
|
0b65fe6afe
|
Capture backtest start / end time
|
2021-01-14 19:09:25 +01:00 |
|
Matthias
|
9147106259
|
call bot_loop_start() in backtesting to allow setup-code to run
|
2021-01-14 19:09:25 +01:00 |
|
Matthias
|
baa1142afa
|
Use preprocessed to get min/max date in hyperopt
|
2021-01-14 19:09:21 +01:00 |
|
Matthias
|
9d4cdcad10
|
Extract backtesting of one strategy
|
2021-01-14 19:04:42 +01:00 |
|
Matthias
|
f3de0dd3eb
|
Fix support for protections in hyperopt
closes #4208
|
2021-01-14 06:53:40 +01:00 |
|
Matthias
|
63a579dbab
|
Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
|
2021-01-11 19:30:25 +01:00 |
|
Matthias
|
f11fd2fee1
|
Sort imports
|
2020-12-23 17:00:02 +01:00 |
|
Matthias
|
67193bca3d
|
Move pairlists to be a plugin submodule
|
2020-12-23 16:54:35 +01:00 |
|
Matthias
|
266031a6be
|
Disallow PerformanceFilter for backtesting
closes #4072
|
2020-12-16 19:24:47 +01:00 |
|
Matthias
|
f047297995
|
Improve wording, fix bug
|
2020-12-07 15:48:06 +01:00 |
|
Matthias
|
5849d07497
|
Export locks as part of backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
bb51da8297
|
Fix slow backtest due to protections
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
75a5161650
|
Support multis-strategy backtests with protections
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
a3f9cd2c26
|
Only load protections when necessary
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
e2d15f4082
|
Add parameter to enable protections for backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
32189d27c8
|
Disable output from plugins in backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
9f34aebdaa
|
Allow closing trades without message
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
b606936eb7
|
Make changes to backtesting to incorporate protections
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
e40d97e05e
|
Small formatting improvements
|
2020-11-28 17:52:29 +01:00 |
|
Matthias
|
5d3f59df90
|
Add best / worst trade
|
2020-11-28 17:45:56 +01:00 |
|
Matthias
|
a00f852cf9
|
Add best / worst pair to summary statistics
|
2020-11-28 17:37:10 +01:00 |
|
Matthias
|
a47d8dbe56
|
Small refactor, avoiding duplicate calculation of profits
|
2020-11-28 11:35:29 +01:00 |
|
Matthias
|
730c9ce471
|
Add Max_open_trades to summary metrics
|
2020-11-24 06:57:26 +01:00 |
|
Matthias
|
887d78171c
|
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
|
2020-11-02 16:40:43 +01:00 |
|
Matthias
|
e73203acb8
|
FIx bug with dmmp
|
2020-11-01 10:51:07 +01:00 |
|
Matthias
|
7a092271c5
|
Merge branch 'develop' into arrow_deprecation_timestamp
|
2020-10-20 20:01:54 +02:00 |
|
Matthias
|
cf2ae788d7
|
Convert backtesting rows to Tuples for performance gains
|
2020-10-18 17:16:57 +02:00 |
|
Matthias
|
5d3a67d324
|
Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
|
2020-10-18 16:38:16 +02:00 |
|
Matthias
|
b80a219d03
|
Improve typehints for backtesting
|
2020-10-18 16:35:23 +02:00 |
|
Matthias
|
380e6628e0
|
Merge branch 'develop' into feat/backtest_speedup_serialize
|
2020-10-18 16:19:04 +02:00 |
|
Matthias
|
2591a34db4
|
Don't use arrow objects for backtesting
|
2020-10-18 16:18:52 +02:00 |
|
Matthias
|
ecddaa663b
|
Convert timestamp to int_timestamp for all arrow occurances
|
2020-10-13 06:24:01 +02:00 |
|
Matthias
|
23bad8fd9f
|
Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss
|
2020-10-10 14:22:29 +02:00 |
|
Matthias
|
23278e52db
|
remove obsolete logging statements
|
2020-10-08 20:22:59 +02:00 |
|
Matthias
|
e8f2c09f08
|
Extract handling of left open trades to seperate method
|
2020-10-08 20:11:45 +02:00 |
|
Matthias
|
52502193c4
|
Backtesting should not double-loop for sell signals
|
2020-10-07 20:59:05 +02:00 |
|
Matthias
|
40b61bbfe3
|
Adjust trailing-stop to be python compliant
|
2020-10-05 07:44:12 +02:00 |
|
Matthias
|
cb74c9bcde
|
Fix hyperopt output
|
2020-10-03 13:27:06 +02:00 |
|
Matthias
|
6977ffdbf9
|
Merge branch 'develop' into isort_config
|
2020-09-28 20:21:55 +02:00 |
|
Matthias
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +02:00 |
|
Matthias
|
c42a924df8
|
Load latest file
|
2020-09-27 16:50:42 +02:00 |
|
Matthias
|
ff96cf154c
|
Keep hyperopt result history
|
2020-09-27 16:33:26 +02:00 |
|
Matthias
|
b736691e0e
|
Remove hyperopt --continue
|
2020-09-27 16:18:28 +02:00 |
|
Matthias
|
bb27b236ce
|
Remove unused arguments
|
2020-09-26 14:55:12 +02:00 |
|
Matthias
|
ff3e2641ae
|
generate_backtest_stats must take config options from the strategy
config
as a strategy can override certain options.
|
2020-09-25 20:47:37 +02:00 |
|
Matthias
|
378f03a5b1
|
Add relevant parameters to stored backtest result
|
2020-09-25 06:37:40 +02:00 |
|
Matthias
|
6674285b12
|
Merge pull request #3756 from allenday/patch-1
prettify hyperopt console output
|
2020-09-19 17:43:05 +02:00 |
|
Matthias
|
f0d7f18cf9
|
Pad wins / draws / losses for hyperopt with spaces instead of 0's
|
2020-09-19 17:32:22 +02:00 |
|
Matthias
|
ec01f20bf8
|
Add ratio to sell reason stats
|
2020-09-16 20:27:28 +02:00 |
|
Allen Day
|
f63a378967
|
Update hyperopt.py
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
|
2020-09-07 23:26:55 +08:00 |
|
Matthias
|
284d39930f
|
Allow using pairlists through dataprovider in backtesting
|
2020-08-30 10:07:28 +02:00 |
|
Matthias
|
d8a6410fd1
|
Fix small bug when using max-open-trades -1 in backtesting
|
2020-08-23 09:00:57 +02:00 |
|
Matthias
|
3d93236709
|
Remove unused import
|
2020-08-21 14:55:47 +02:00 |
|
Matthias
|
301f74fd1b
|
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
|
2020-08-21 14:54:35 +02:00 |
|
Matthias
|
4f1179d85c
|
Test for empty case
|
2020-08-20 20:11:58 +02:00 |
|
Matthias
|
f5a9001dc0
|
Handle backtest results without any trades
|
2020-08-20 19:51:36 +02:00 |
|
Matthias
|
3d515ed5bf
|
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
|
2020-08-19 06:39:47 +02:00 |
|
Matthias
|
9982ad2f36
|
Add profit to backtest summary output
|
2020-08-18 16:59:24 +02:00 |
|
Matthias
|
668d167adc
|
Add docstring to store_backtest_stats
|
2020-08-18 16:15:24 +02:00 |
|
Matthias
|
4eb17b4daf
|
Remove unneeded function
|
2020-08-18 15:20:37 +02:00 |
|
Matthias
|
a6dac9acf3
|
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
Hyperopt enable dataprovider
|
2020-08-17 07:00:48 +02:00 |
|
Matthias
|
1f153f51ee
|
Merge pull request #3660 from freqtrade/hyperopt_default_tests
Move DefaultHyperopt to tests
|
2020-08-17 06:49:55 +02:00 |
|
Matthias
|
b98107375e
|
Improve formatting of result string to be a bit conciser
|
2020-08-14 07:31:14 +02:00 |
|
Matthias
|
d76ee43246
|
Show wins / draws / losses in hyperopt table
|
2020-08-14 07:14:10 +02:00 |
|
Matthias
|
05bd099f51
|
Merge branch 'develop' into pr/yazeed/3008
|
2020-08-14 06:58:09 +02:00 |
|
Matthias
|
87e4a82041
|
Merge branch 'develop' into bt_add_maxdrawdown
|
2020-08-09 08:34:36 +02:00 |
|
Matthias
|
fca41a44bb
|
Also logg timeframe
|
2020-08-08 20:20:58 +02:00 |
|
Matthias
|
2afe1d5b11
|
Add link to full sample
|
2020-08-08 17:30:31 +02:00 |
|
Matthias
|
dd430455e4
|
Enable dataprovier for hyperopt
|
2020-08-08 17:04:32 +02:00 |
|
Matthias
|
8b6d10daf1
|
Move DefaultHyperopt to test folder (aligned to strategy)
|
2020-08-06 08:50:41 +02:00 |
|
Matthias
|
aab5596fa6
|
Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
|
2020-07-27 07:20:40 +02:00 |
|
Matthias
|
977a6d4e9c
|
Add profit_total to results line
|
2020-07-26 16:10:48 +02:00 |
|
Matthias
|
454046f745
|
Add stake_currency and max_opeN_trades to backtest result
|
2020-07-26 15:55:54 +02:00 |
|
Matthias
|
8d0f338bf2
|
Timestamps should be in ms
|
2020-07-26 15:23:21 +02:00 |
|
Matthias
|
9ed5fed887
|
Fix output format to be of an identical type
|
2020-07-26 15:17:54 +02:00 |
|
Matthias
|
902e8fa62f
|
Fix wrong spelling in one subcomponent
|
2020-07-26 14:39:00 +02:00 |
|
Matthias
|
c1191400a4
|
Allow 0 fee value by correctly checking for None
|
2020-07-15 19:20:20 +02:00 |
|
Matthias
|
bdf611352e
|
Update summary-metrics output
|
2020-07-14 19:34:01 +02:00 |
|
Matthias
|
1fc4451d2f
|
Avoid \ linebreak
|
2020-07-03 20:32:04 +02:00 |
|
Matthias
|
0d15a87af8
|
Remove old store_backtest method
|
2020-07-03 20:21:32 +02:00 |
|
Matthias
|
987188e41f
|
Add avgduration for winners and losers
|
2020-07-03 19:58:02 +02:00 |
|
Matthias
|
8e0ff4bd86
|
Add Win / draw / losing days
|
2020-07-03 19:45:45 +02:00 |
|
Matthias
|
42868ad24a
|
Add best / worst day to statistics
|
2020-07-03 19:30:29 +02:00 |
|
Matthias
|
7c5587aeaa
|
exportfilename can be a file or directory
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
2ed808da1f
|
Extract .last_result.json to constant
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
59e0ca0aaa
|
Add pairlist to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c13ec4a1d4
|
implement fallback loading for load_backtest_data
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
7727292861
|
Rename duration to trade_duration
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
f368aabcc7
|
Add amount to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6e94734678
|
Add fee to backtestresult
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
03ab61959b
|
Add test for generate_backtest_stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
075eb0a161
|
Fix sequence of saving
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
0fa56be9d2
|
remove openIndex and closeIndex from backtest-report
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
04cbc2cde5
|
Shorten variable
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
b068e7c564
|
Rename open_time and close_time to *date
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
81c8e8677d
|
use 0 as profit mean, not nan
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
480c5117f1
|
Handle empty return strings
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
5fce7f3b22
|
Add market Change
closes #2524 and #3518
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cf044d166e
|
Tests should use new Datetime format too
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
fbddfaeacf
|
Introduce DatetimePrintFormat
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cbcf3dbb43
|
Add more metrics to summarytable
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6922fbc3aa
|
Add max_drawdown error handler
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
455b26ea48
|
Add max drawdown to backtesting
|
2020-07-03 06:58:27 +02:00 |
|
hroff-1902
|
02c0488d45
|
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
|
2020-06-29 21:53:33 +03:00 |
|
Matthias
|
0b2982caed
|
Merge branch 'develop' into hyperopt_colorama_init
|
2020-06-16 10:16:41 +02:00 |
|
Matthias
|
761407f74d
|
Merge pull request #3430 from freqtrade/timeframe
ticker_interval -> timeframe
|
2020-06-15 13:47:26 +02:00 |
|
Matthias
|
a3506f4d8e
|
Merge branch 'develop' into timeframe
|
2020-06-15 06:35:55 +02:00 |
|
Matthias
|
d337fb6c6a
|
Update some comments
|
2020-06-15 06:35:31 +02:00 |
|
hroff-1902
|
ea77edce05
|
Make flake happy
|
2020-06-13 18:54:54 +03:00 |
|
hroff-1902
|
3d9b107761
|
Changes after review
|
2020-06-13 17:12:37 +03:00 |
|
Felipe Lambert
|
69ac5c1ac7
|
change hyperopt return to better copy to strategy file
|
2020-06-10 14:35:31 -03:00 |
|
Matthias
|
72ae4b1500
|
Load pairlist after strategy to use strategy-config
fail in certain conditions when using strategy-list
Fix #3363
|
2020-06-07 16:15:26 +02:00 |
|
Matthias
|
a75b94f143
|
use bracket notation for dataframe access
|
2020-06-07 15:40:00 +02:00 |
|
Matthias
|
68395d2745
|
Use bracket notation to query results in hyperopt
|
2020-06-07 15:39:59 +02:00 |
|
Matthias
|
04779411f5
|
Add docstring to backtest_stats
|
2020-06-07 15:39:59 +02:00 |
|
Matthias
|
070913f327
|
Rename text_table generation
|
2020-06-07 11:35:02 +02:00 |
|
Matthias
|
499c6772d1
|
Rename tabulate methods
they don't "generate" anything
|
2020-06-07 11:31:33 +02:00 |
|
Matthias
|
a6f6724752
|
Reorder functions in optimize_report
|
2020-06-07 11:29:14 +02:00 |
|
hroff-1902
|
64881a94e2
|
Merge branch 'develop' into timeframe
|
2020-06-02 15:56:34 +03:00 |
|
Matthias
|
a8005819c9
|
Add class-level attributes to hyperopt and strategy
|
2020-06-02 10:19:27 +02:00 |
|
Matthias
|
f9bb1a7f22
|
Update more occurances of ticker_interval
|
2020-06-02 10:02:55 +02:00 |
|
Matthias
|
3e895ae74a
|
Some more replacements of ticker_interval
|
2020-06-02 09:41:42 +02:00 |
|
Matthias
|
cadc50ce9b
|
Replace more occurances of ticker_interval with timeframe
|
2020-06-01 20:49:40 +02:00 |
|
Matthias
|
d9afef8fe1
|
Move colorama_init to where it was
|
2020-06-01 09:37:10 +02:00 |
|
Matthias
|
ffa93377b4
|
Test colorama init again (after the fixes done to progressbar)
|
2020-06-01 09:34:03 +02:00 |
|
Matthias
|
091693308a
|
Correctly call show_backtest_results
|
2020-06-01 09:25:26 +02:00 |
|
Matthias
|
ceaf32d304
|
Extract backtesting report generation from show_backtest_Results
|
2020-06-01 09:24:05 +02:00 |
|
Matthias
|
f202e09b10
|
Extract conversion to trades list to it's own function
|
2020-06-01 08:57:31 +02:00 |
|
Matthias
|
18a5787a2c
|
Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-05-27 19:17:15 +02:00 |
|
Matthias
|
abf79e4ab4
|
Use temporary variable to clean up code
|
2020-05-25 20:47:48 +02:00 |
|
Matthias
|
6a9a8f927e
|
Rename some methods, improve some testing
|
2020-05-25 20:46:31 +02:00 |
|
Matthias
|
462c35cf75
|
Move stats generation to the top
|
2020-05-25 20:22:22 +02:00 |
|
Matthias
|
027ea64d48
|
Fix docstrings, extract strategy-list results
|
2020-05-25 19:55:02 +02:00 |
|
Matthias
|
db257e9f7f
|
Rename method to be public
|
2020-05-25 19:50:23 +02:00 |
|
Matthias
|
18a2dad684
|
Extract data generation from generate_text_table
|
2020-05-25 19:35:32 +02:00 |
|
Matthias
|
0917b17efd
|
Refactor result_line to return dict
|
2020-05-25 19:21:01 +02:00 |
|
Matthias
|
876a9e4f44
|
finish refactor of sell_reason table
|
2020-05-25 07:08:15 +02:00 |
|
Matthias
|
d17300fd84
|
Refactor sell reason stats to return a dict
|
2020-05-25 07:02:24 +02:00 |
|
Matthias
|
9d1ad70bb7
|
Split optimize generation from printing
|
2020-05-25 06:44:51 +02:00 |
|
Florian Merz
|
889a153731
|
fix PEP8
|
2020-05-03 17:29:56 +02:00 |
|
Florian Merz
|
690bb7646a
|
hyperopt csv export - add params
|
2020-05-03 17:00:12 +02:00 |
|
Matthias
|
509f38d3aa
|
Use non-deprectated parameter for progressbar
|
2020-05-01 17:59:24 +02:00 |
|
hroff-1902
|
726e52aaa7
|
Use skopt model_queue_size instead of custom hack
|
2020-04-29 10:49:25 +03:00 |
|
hroff-1902
|
c26835048c
|
Hyperopt cleanup, do not use 'trials'
|
2020-04-28 22:56:19 +03:00 |
|
hroff-1902
|
a01ed170f5
|
Improve hyperopt-list logging
|
2020-04-28 17:33:07 +03:00 |
|
hroff-1902
|
9ebc997e9d
|
Merge pull request #3215 from freqtrade/backtest_use_pairlists
Backtest use pairlists
|
2020-04-27 13:34:06 +03:00 |
|
Matthias
|
fb8a85da01
|
Disallow VolumePairList from backtesting for now
|
2020-04-27 07:56:17 +02:00 |
|
Matthias
|
e8530c36d3
|
Remove pairlists from hyperopt too (it holds a reference to exchange)
|
2020-04-25 15:46:20 +02:00 |
|
Matthias
|
8987859044
|
Enable pairlist parsing for backtesting and hyperopt
|
2020-04-25 15:37:13 +02:00 |
|
hroff-1902
|
d9f255a6c0
|
Fix asterisk printing for csv output
|
2020-04-25 12:49:14 +03:00 |
|
Yazeed Al Oyoun
|
c9711678fd
|
fixed indent
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
181b12b3a8
|
added wins/draws/losses
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
6147498fd4
|
fixed indent
|
2020-04-25 11:31:51 +02:00 |
|
Yazeed Al Oyoun
|
2fb3d94938
|
added wins/draws/losses
|
2020-04-25 11:31:51 +02:00 |
|
hroff-1902
|
2d994f6feb
|
Better printing of asterisk
|
2020-04-24 21:57:29 +03:00 |
|
hroff-1902
|
6e5f0869b3
|
Remove another unused method
|
2020-04-24 18:39:08 +03:00 |
|
hroff-1902
|
5c012d79eb
|
Remove unused method
|
2020-04-24 18:14:07 +03:00 |
|
Matthias
|
d36e2cf6ab
|
Fix random test failure in hyperopt
|
2020-04-16 07:06:47 +02:00 |
|
hroff-1902
|
8b6a7e685e
|
Merge pull request #3133 from freqtrade/backtesting_filenameexpanding
[minor] Fix filename handling with --strategy-list
|
2020-04-15 12:02:19 +03:00 |
|
hroff-1902
|
4d80f52db4
|
Merge pull request #3134 from freqtrade/backtesting_memory
Backtesting memory and dataframe
|
2020-04-13 23:08:45 +03:00 |
|
Fredrik81
|
2c1c1c7f16
|
Update freqtrade/optimize/hyperopt.py
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-04-11 17:42:32 +02:00 |
|
Fredrik81
|
d9e54ab7a4
|
Update freqtrade/optimize/hyperopt.py
nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-04-11 17:42:19 +02:00 |
|
Fredrik81
|
4707484a4c
|
Fix issue with colring enabled + styling
|
2020-04-09 11:42:13 +02:00 |
|
Fredrik81
|
cdc774549e
|
Merge branch 'develop' into progress-bar
|
2020-04-08 01:56:43 +02:00 |
|
Fredrik81
|
132f5f73f5
|
Update hyperopt.py
|
2020-04-07 10:44:18 +02:00 |
|
Fredrik81
|
c95906cfcf
|
Update hyperopt.py
|
2020-04-07 10:42:15 +02:00 |
|
Fredrik81
|
d5609d4997
|
Changed back to progressbar2 for better handling of logger.
Coloring still needs some work (bug + what colors to use)
|
2020-04-06 13:12:32 +02:00 |
|
Matthias
|
de47186263
|
Use .loc for assignments
|
2020-04-02 19:31:48 +02:00 |
|
Matthias
|
cf6e6488c7
|
Fix filename handling with --strategy-list
|
2020-04-02 17:29:18 +02:00 |
|
Matthias
|
3d4664c2a6
|
Remove unnecessary import
|
2020-03-15 15:40:12 +01:00 |
|
Matthias
|
e1b08ad76c
|
Add docstring to store_backtest_result
|
2020-03-15 15:38:26 +01:00 |
|
Matthias
|
e95665ceca
|
Make backtestresult storing independent from printing
|
2020-03-15 15:36:23 +01:00 |
|
Matthias
|
a13d581658
|
Move backtest-result visualization out of backtesting class
|
2020-03-15 15:17:53 +01:00 |
|
Matthias
|
6106d59e1a
|
Move store_backtest_results to optimize_reports
|
2020-03-15 15:17:35 +01:00 |
|
Matthias
|
328dbd3930
|
Remove unnecessary parameter to generate_text_table_sell_reason
|
2020-03-15 15:04:48 +01:00 |
|
Matthias
|
0f1640bed4
|
convert exportfilename to Path when config parsing
|
2020-03-15 09:39:45 +01:00 |
|
hroff-1902
|
51f52c8609
|
Merge branch 'develop' into no-ticker-2
|
2020-03-13 16:43:52 +03:00 |
|
hroff-1902
|
a7ed51c642
|
return back the name of the hyperopt data file
|
2020-03-13 04:04:23 +03:00 |
|
hroff-1902
|
ebb0187f40
|
dataframe -> df_analyzed in backtesting and edge
|
2020-03-13 03:54:56 +03:00 |
|
Fredrik81
|
5737139979
|
Small fix
|
2020-03-12 16:47:09 +01:00 |
|
Fredrik81
|
1a59fc11be
|
doh
|
2020-03-12 02:36:18 +01:00 |
|
Fredrik81
|
df1ae565dc
|
clean-up
|
2020-03-12 02:26:41 +01:00 |
|
Fredrik81
|
9387ed923c
|
fix for empty lines
|
2020-03-12 02:07:50 +01:00 |
|
Fredrik81
|
81cbb92556
|
Switch to TQDM
|
2020-03-11 22:30:36 +01:00 |
|
Fredrik81
|
3a8b68c0fd
|
Initial work on progressbar
|
2020-03-10 20:30:36 +01:00 |
|
hroff-1902
|
73c19da4b9
|
Adjust handling of zero stdev in loss functions
|
2020-03-10 13:44:16 +03:00 |
|
hroff-1902
|
f148b5f734
|
cosmetics in lambdas
|
2020-03-10 10:38:37 +03:00 |
|
Fredrik81
|
bd158eefd2
|
Fixed loggin
|
2020-03-10 03:02:52 +01:00 |
|
Fredrik81
|
2f5fc731bb
|
Removed overwrite option
|
2020-03-09 18:53:30 +01:00 |
|
Fredrik81
|
cb419614cd
|
Spelling miss
|
2020-03-08 23:00:21 +01:00 |
|
Fredrik81
|
4ad93ed6bb
|
Changed output for null columns
|
2020-03-08 22:41:05 +01:00 |
|
hroff-1902
|
3208faf7ed
|
Do not use ticker where it's not a ticker
|
2020-03-08 20:47:02 +03:00 |
|
Fredrik81
|
7606d814fa
|
Initial work on csv-file export. Missing docs and tests
|
2020-03-05 01:58:33 +01:00 |
|
hroff-1902
|
57523d58df
|
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
|
2020-03-04 23:44:53 +03:00 |
|
Fredrik81
|
090d1e8a70
|
Alignment and cleanups
|
2020-03-04 20:51:09 +01:00 |
|
Fredrik81
|
7652a2bb95
|
Updated table layout and aligning better for hyperopt
|
2020-03-04 00:10:47 +01:00 |
|
Fredrik81
|
399c419163
|
Changed table formating. Adding some code to align hyperopt table generation. WIP
|
2020-03-03 01:14:56 +01:00 |
|
hroff-1902
|
82bdd01843
|
Merge pull request #3003 from Fredrik81/cores-and-arguments
Hyperopt: fix number of CPU cores, jobs and total epochs
|
2020-03-03 02:12:21 +03:00 |
|
hroff-1902
|
52cd5f9127
|
Better use enumerate: more correct and more pythonic
|
2020-03-03 01:42:25 +03:00 |
|
hroff-1902
|
45c9496792
|
Do not run optimizer for 'jobs' epochs for the last iteration
|
2020-03-03 01:33:11 +03:00 |
|
hroff-1902
|
a7d4755859
|
optimize calculation of current_jobs
|
2020-03-03 01:20:14 +03:00 |
|
hroff-1902
|
92425642da
|
Fix config_jobs
|
2020-03-03 01:00:24 +03:00 |
|
Fredrik81
|
0e4862b0c8
|
Added logging if argument is miss-configured
|
2020-03-02 22:58:54 +01:00 |
|
Fredrik81
|
7713cfeb79
|
Corrected logic for -j + and - argument
|
2020-03-02 21:02:32 +01:00 |
|
Fredrik81
|
f08c7eedf1
|
Changed jobs to be dynamic for last loop
|
2020-03-01 14:35:13 +01:00 |
|
Fredrik81
|
75b4f1a442
|
Fix alignment of higher values
|
2020-03-01 14:12:27 +01:00 |
|
Fredrik81
|
e89fd33229
|
Fix for more arguments
|
2020-02-29 23:57:15 +01:00 |
|
Fredrik81
|
7a4edb1cd8
|
Fix: When total epochs is less than cpu cores
|
2020-02-29 23:41:59 +01:00 |
|
Fredrik81
|
23ae0653bd
|
Changed table output to match hyperopt-list command
|
2020-02-29 23:24:08 +01:00 |
|
hroff-1902
|
0528af1700
|
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
Sortino hyperopt loss
|
2020-02-29 11:36:27 +03:00 |
|
Fredrik81
|
349aa2f957
|
Added dynamic print table function to hyperopt
|
2020-02-28 21:54:04 +01:00 |
|
hroff-1902
|
bee8e92f02
|
Final changes, use sqrt i.o. statistics.pstdev
|
2020-02-28 23:50:25 +03:00 |
|
Fredrik81
|
55d471190a
|
Changed table style of backtesting and alignment of headers
|
2020-02-27 13:28:28 +01:00 |
|
hroff-1902
|
893d9cde8d
|
Merge pull request #2943 from Fredrik81/add-print-table
Added function to print hyperopt-list as table using tabulate
|
2020-02-27 05:22:41 +03:00 |
|
Fredrik81
|
cd7efde6c0
|
Fixed coloring so it's only targeting the values not the table borders
|
2020-02-24 22:06:21 +01:00 |
|
Fredrik81
|
23bf135b8a
|
Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best
|
2020-02-24 11:01:14 +01:00 |
|
Yazeed Al Oyoun
|
3fb6818bd8
|
Merge branch 'develop' into sortino_hyperopt_loss
|
2020-02-19 02:37:25 +01:00 |
|
Fredrik Rydin
|
2058b492eb
|
Added function to print hyperopt-list as table using tabulate
|
2020-02-18 22:46:53 +01:00 |
|