Commit Graph

8419 Commits

Author SHA1 Message Date
pyup-bot
e0153d8203 Update pytest-mock from 1.6.3 to 1.7.0 2018-02-16 22:58:22 +01:00
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
Janne Sinivirta
ec8bf82695 combine shared backtest/hyperopt flags 2018-02-15 15:23:49 +02:00
Janne Sinivirta
f64c8cc9ce realistic should be False by default and enabled with a --realistic-simulation flag 2018-02-15 13:11:17 +02:00
Samuel Husso
028700d86f
Merge pull request #517 from gcarq/fix-backslash-again
Correctly join paths in ticker loading
2018-02-15 10:38:37 +02:00
Samuel Husso
d13d6736b9
Merge pull request #515 from gcarq/indicator_helpers
Random indicator helpers
2018-02-15 10:12:37 +02:00
Janne Sinivirta
a1ba57186b correctly join paths and debug log the found results 2018-02-15 08:59:02 +02:00
Janne Sinivirta
459611516c enable stochastic and fisherRSI in default strategy 2018-02-14 13:02:31 +02:00
Janne Sinivirta
340ab0214b add generic fishers inverse transformation with smoothing 2018-02-14 10:17:43 +02:00
Janne Sinivirta
178d1ed423 add ehlers super smoother 2018-02-14 10:16:53 +02:00
Janne Sinivirta
cf013140a6 add went_up and went_down helpers 2018-02-13 11:37:59 +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
Gérald LONLAS
1134c81aad
Merge pull request #513 from gcarq/arrays_for_backtesting
Make backtesting 5x faster
2018-02-11 21:02:43 -08:00
Janne Sinivirta
3e07d41fa9 remove mention of sell space 2018-02-12 07:01:51 +02:00
Janne Sinivirta
b1230b27b7 adjust unit test to match new --spaces format 2018-02-11 19:22:13 +02:00
Janne Sinivirta
1eecf28a8b adjust documentation to match changes to --spaces flag 2018-02-11 19:18:11 +02:00
Janne Sinivirta
fe28addb51 specify allowed values for --spaces flag 2018-02-11 19:17:04 +02:00
Janne Sinivirta
9bcdc8e14b remove unnecessary condition 2018-02-11 15:25:30 +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
5190cd507e start with simpler condition 2018-02-11 14:37:12 +02:00
Janne Sinivirta
2dd2f31431 remove repeated condition 2018-02-11 14:31:37 +02:00
Janne Sinivirta
dc105d5eae better names for row variables 2018-02-11 14:24:19 +02:00
Janne Sinivirta
c62356438a loop over arrays instead of dataframes 2018-02-11 14:18:57 +02:00
Janne Sinivirta
d74543ac32 document the new --spaces flag for hyperopt 2018-02-10 11:04:16 +02:00
Janne Sinivirta
55a1f604d6 small corrections and typo fixes to hyperopt documentation 2018-02-10 11:03:56 +02:00
Janne Sinivirta
f14d6249e0 allow selecting hyperopt searchspace 2018-02-09 20:59:06 +02:00
kryofly
12a19e400f tests: more backtesting testing (#496)
* tests: more backtesting testing

* tests: hyperopt

* tests: document kludge

* tests: improve test_dataframe_correct_length

* tests: remove remarks
2018-02-08 21:49:43 +02:00
Samuel Husso
53b1f7ac4d
Merge pull request #509 from gcarq/cleanup_plot_scripts
Cleanup plot scripts
2018-02-08 13:50:34 +02:00
Janne Sinivirta
6f80aff3e2 cleanup plot scripts 2018-02-08 13:32:34 +02:00
Gérald LONLAS
aa7aeb046e
Merge pull request #508 from gcarq/faster_backtesting
Faster backtesting
2018-02-06 22:59:45 -08:00
Janne Sinivirta
bf46f2e50d short circuit check for roi threshold 2018-02-06 21:37:11 +02:00
Janne Sinivirta
4760dd699d remove surprisingly slow logging line 2018-02-06 21:37:11 +02:00
Janne Sinivirta
22c48d5cef use faster time diff 2018-02-06 21:37:11 +02:00
Janne Sinivirta
0454b4c8d5 remove unnecessary Decimal construction 2018-02-06 21:37:11 +02:00
Janne Sinivirta
5c02f0983d let Strategy hold a sorted roi map 2018-02-06 21:37:11 +02:00
Janne Sinivirta
a28ffcbcf7 remove slow unnecessary table scan 2018-02-06 21:21:47 +02:00
Samuel Husso
c5400b6c37
Merge pull request #507 from gcarq/date_indexing_for_backtesting
Date indexing for backtesting
2018-02-06 12:20:33 +02:00
Janne Sinivirta
a071571eac switch to faster short circuiting condition 2018-02-06 12:13:12 +02:00
Janne Sinivirta
5cf2dd79f2 don't reset index if not needed 2018-02-06 11:34:01 +02:00
Janne Sinivirta
cf7c6d2e9c switch to properly using dates as indexes, makes date based searching and slicing a lot faster 2018-02-06 11:34:00 +02:00
Janne Sinivirta
8c7b29734e use date info to calculate trade durations 2018-02-06 11:34:00 +02:00
macd2
192521523f add an option to control vertical spacing (#506) 2018-02-05 08:05:12 +02:00
Gérald LONLAS
2765ee5a85
Merge pull request #504 from gcarq/improve_argparse
Use substitution in argparse help texts
2018-02-04 13:36:01 -08:00
Samuel Husso
585c2e31c6
Merge pull request #502 from gcarq/marker_for_buy
Change buy and sell markers in plot_dataframe
2018-02-04 16:31:41 +02:00
Janne Sinivirta
fecd9f830e use substitution in argparse 2018-02-04 15:48:41 +02:00
Janne Sinivirta
6efd744497 change buy and sell markers in plot_dataframe 2018-02-04 14:09:36 +02:00
Samuel Husso
2b6a62faa1
Merge pull request #501 from gcarq/pyup-update-pymarketcap-3.3.155-to-3.3.158
Update pymarketcap to 3.3.158
2018-02-04 12:10:01 +02:00
Gérald LONLAS
4b62f84cc7
Merge pull request #500 from gcarq/fix/setup.sh
Fix config generation on setup.sh
2018-02-03 19:04:07 -08:00
pyup-bot
3fb3d30365 Update pymarketcap from 3.3.155 to 3.3.158 2018-02-03 23:38:59 +01:00