Commit Graph

378 Commits

Author SHA1 Message Date
Janne Sinivirta
7afd8da28f fix a broken unit test due to changing test dataset 2017-12-10 13:56:39 +02:00
Janne Sinivirta
3d532c6015 update backtest data to match pairs in config.json.example 2017-12-10 11:17:01 +02:00
Stephen Dade
ccb8c3c352 Added daily profit telegram command 2017-12-10 17:32:40 +11:00
toto
18f01113c2 use the CLI arguments as the ticker interval 2017-12-09 11:51:53 +01:00
toto
f7def09dec fix for the ticker interval set by default to 5 2017-12-09 11:39:26 +01:00
Samuel Husso
a7cca4985e omit hyperopt output if total_profit doesn't go pass threashold (3) 2017-12-02 01:32:23 +02:00
Samuel Husso
965c075362 disable info logging on hyperopt.tpe 2017-12-02 00:21:46 +02:00
gcarq
0c35e6ad19 minor changes 2017-11-25 03:28:52 +01:00
gcarq
e27a6a7a91 add mongodb support for hyperopt parallelization 2017-11-25 02:04:37 +01:00
gcarq
5bf583cba4 remove unused imports 2017-11-25 01:23:18 +01:00
gcarq
a23fce519d pretty print hyperopt results 2017-11-25 01:22:36 +01:00
gcarq
9ff1f05e66 add --epochs to hyperopt subcommand 2017-11-25 01:12:44 +01:00
gcarq
b9c4eafd96 integrate hyperopt and implement subcommand 2017-11-25 01:04:11 +01:00
gcarq
7fa5846c6b move hyperopt to freqtrade.optimize.hyperopt 2017-11-25 00:30:39 +01:00
gcarq
3b37f77a4d move backtesting to freqtrade.optimize.backtesting 2017-11-24 23:58:35 +01:00
Michael Egger
858d2329e5
add experimental flag support and add use_sell_signal (#143)
* add use_sell_signal to config schema

* check use_sell_signal

* set use_sell_signal to false
2017-11-24 21:58:00 +01:00
Mathieu Favréaux
371ee1e457 In backtesting, ensure we don't buy the same pair again before selling (#139)
* in backtesting, ensure we don't buy before we sell

* no overlapping trades only if max_open_trades > 0

* --limit-max-trades now --realistic-simulation
2017-11-24 21:09:44 +01:00
Geka000
cfbfe90aa0 keyboard markup for telegram bot (#142) 2017-11-24 20:54:50 +01:00
gcarq
be6939ee8a use 8 digits of precision for amount and rate in formatting 2017-11-23 20:52:07 +01:00
Janne Sinivirta
371e6d99c9 set stoploss to -10% 2017-11-23 18:43:19 +02:00
Janne Sinivirta
c6def418cf
Merge pull request #135 from rybolov/develop
Better buy and sell strategy
2017-11-23 18:25:56 +02:00
Michael Smith
5fce2c5712 Better buy and sell strategy:
Buy if at the low end of normal range and the price is increasing.
Buy into extreme gains regardless of if it's on the low part of the range.
Avoid buying when the price is on a long decrease even if it's low.
Sell anytime the price is above the top end of normal range and the momentum slows.
Sell on an extreme drop.
2017-11-23 22:33:41 +08:00
Janne Sinivirta
aacd7d8987
Merge pull request #131 from gcarq/feature/backtesting-max-open-trades
implement trade count lock for backtesting
2017-11-23 16:16:43 +02:00
gcarq
4a707d7452 add --limit-max-trades 2017-11-23 00:25:06 +01:00
gcarq
7727f2cc8f implement test 2017-11-22 21:02:36 +01:00
gcarq
9a87dcf0a1 dont apply fees on trade creation 2017-11-22 21:01:44 +01:00
gcarq
9136e64d89 force flush in create_trade and execute_sell (fixes #128) 2017-11-22 20:51:25 +01:00
Samuel Husso
765a762ccf
Merge pull request #122 from gcarq/feature/fix-signal-handling
fix signal handling
2017-11-22 13:38:57 +02:00
gcarq
02ca2ed585 implement trade count lock for backtesting 2017-11-21 22:33:34 +01:00
gcarq
f3ba3ddd54 move buy_price and sell_price to plotting script 2017-11-21 20:41:49 +01:00
gcarq
65ce948b0b catch ValueErrors from analyze_ticker (fixes #123) 2017-11-21 20:37:29 +01:00
gcarq
383a9f6eeb catch BaseException to force stdout flush when process dies 2017-11-21 20:24:52 +01:00
gcarq
5d934cd5b6 enhance open order formatting in status handle 2017-11-20 23:33:52 +01:00
gcarq
788cda4925 add missing import 2017-11-20 22:26:32 +01:00
gcarq
55a69e4a45 use normal program flow to handle interrupts 2017-11-20 22:15:19 +01:00
gcarq
86b6c6f334 version bump 2017-11-20 20:01:10 +01:00
gcarq
cd5afd6ff4 use jsonschema regex pattern for whitelist format and enhance validation error messages (closes #120) 2017-11-20 19:37:25 +01:00
Janne Sinivirta
d88cc084e6 align numbers in hyperopt print out (#119) 2017-11-20 10:22:11 +01:00
Jeff Pipas
5deaebf0c2 Tests now use UTC time with arrow instead of datetime (#117)
* fixing tests to use arrow-utc

* removing datetime import
2017-11-19 04:58:35 +01:00
gcarq
19734ad863 set bootstrap_retries to infinite (fixes #113) 2017-11-18 22:23:05 +01:00
gcarq
b16ccb9919 handle requests exception in validate_pairs 2017-11-18 22:22:45 +01:00
gcarq
d41837817c move logging to freqtrade.rpc 2017-11-18 21:43:21 +01:00
gcarq
3ab14dfe39 add middleware to expose common functionality for multiple rpc implementations 2017-11-18 21:30:31 +01:00
Michael Egger
4a91ecd91a
Merge pull request #115 from gcarq/pylint_cleanups
Pylint cleanups
2017-11-18 16:00:21 +01:00
Samuel Husso
a3da2911e8
Merge pull request #114 from gcarq/new_algo
New buy strategy
2017-11-18 13:09:40 +02:00
Janne Sinivirta
6f5b418f0b small balancing to hyperopt objective 2017-11-18 10:24:18 +02:00
Janne Sinivirta
37a74b38ba more little pylint fixes 2017-11-18 10:09:19 +02:00
Janne Sinivirta
9ab81a987d fix pylint warnings in test_main.py 2017-11-18 09:58:55 +02:00
Janne Sinivirta
4b08e3d571 fix pylint warnings in __init__ files 2017-11-18 09:58:29 +02:00
Janne Sinivirta
187fea0c28 disable bunch of meaningless pylint warnings 2017-11-18 09:45:01 +02:00
Janne Sinivirta
4e54b27398 use parentheses for multiline string instead of backslash 2017-11-18 09:44:28 +02:00
Janne Sinivirta
aced5cc3ba rename variable to remove Mypy warning of type error 2017-11-18 09:43:42 +02:00
Janne Sinivirta
669ec30413 remove unused import 2017-11-18 09:34:57 +02:00
Janne Sinivirta
0082b7abdd add missing module and class docstring 2017-11-18 09:34:32 +02:00
Janne Sinivirta
7903f3a546 fix test name 2017-11-18 09:19:22 +02:00
Janne Sinivirta
ec75586bdd new buy strategy 2017-11-18 08:45:57 +02:00
Janne Sinivirta
df9902d6a4
Merge pull request #107 from gcarq/feature/add-backtesting-subcommand
add backtesting subcommand and refresh test data
2017-11-18 08:13:42 +02:00
Janne Sinivirta
315919cdd6 fix platform dependent bug in argparse test 2017-11-18 08:07:37 +02:00
gcarq
63c95a3546 modify trade life cycle (should fix #112) 2017-11-17 20:17:29 +01:00
gcarq
59d04d1d0c catch TelegramError (fixes #113) 2017-11-17 19:49:03 +01:00
gcarq
14de46576b use load_backtesting_data 2017-11-17 18:23:40 +01:00
gcarq
bdff29a472 remove code duplicates 2017-11-17 18:17:59 +01:00
gcarq
8655c6c264 reduce backtest data samples to 10 2017-11-17 18:15:25 +01:00
gcarq
3f4e4a23a0 add argparse handling tests 2017-11-17 18:15:24 +01:00
gcarq
b682262486 refactor argparse handling 2017-11-17 18:15:24 +01:00
gcarq
5be7be6189 adapt tests 2017-11-17 18:15:24 +01:00
gcarq
3475a07522 fetching new testing data for oneMin and fiveMin intervals 2017-11-17 18:15:24 +01:00
gcarq
fb7ea169d4 fix some formatting issues 2017-11-17 18:13:34 +01:00
gcarq
5469293e5f use tabulate to format backtesting result 2017-11-17 18:13:02 +01:00
gcarq
9b644b0305 add --ticker-interval 2017-11-17 18:09:55 +01:00
gcarq
0df1404d6a fix typo 2017-11-17 18:09:55 +01:00
gcarq
bb4a9ed20f implement backtest subcommand 2017-11-17 18:09:55 +01:00
Janne Sinivirta
d89db50465 avoid copy operation due to memory consumption 2017-11-17 12:30:54 +02:00
Janne Sinivirta
632d00e01d move price point calculations out from populate functions 2017-11-17 12:30:03 +02:00
Janne Sinivirta
2a56031cdc remove unnecessary line 2017-11-17 12:30:03 +02:00
Janne Sinivirta
16d412323c add a little snippet to allow running line_profiler with hyperopt 2017-11-16 20:43:24 +02:00
Janne Sinivirta
27a6b29c80 move time diff calculation out of a loop 2017-11-16 20:43:24 +02:00
Janne Sinivirta
5d1f874041 switch ix to loc, ix is apparently deprecated 2017-11-16 20:43:24 +02:00
Janne Sinivirta
174122a09b remove unnecessary calculation 2017-11-16 20:38:59 +02:00
Janne Sinivirta
1b6a60ecb2 refactor backtesting to avoid recalculating indicators in hyperopt 2017-11-16 20:38:46 +02:00
Janne Sinivirta
a963f1820c rename should_sell to min_roi_reached 2017-11-16 16:53:34 +01:00
Janne Sinivirta
b9983149ef plug sell strategy to backtesting 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c1ef3f526c remove unnecessary comparison 2017-11-16 16:53:34 +01:00
Janne Sinivirta
6b7afb80b2 fix failing test 2017-11-16 16:53:34 +01:00
Janne Sinivirta
0b8afa12e9 exit strategy after roi check 2017-11-16 16:53:34 +01:00
Janne Sinivirta
1db0a7d4ce populate sell signal 2017-11-16 16:53:34 +01:00
Janne Sinivirta
c12a9ebd92 make signal getting parametrized 2017-11-16 16:53:34 +01:00
gcarq
d86dcc4752 check if result exists in get_ticker (fixes #106) 2017-11-16 16:39:06 +01:00
gcarq
0bc96241d5 rework exception handling (fixes #108) 2017-11-16 16:14:43 +01:00
gcarq
2e953a937d version bump 2017-11-16 00:40:36 +01:00
gcarq
4e05691cab check if balance list is empty (fixes #105) 2017-11-16 00:01:47 +01:00
gcarq
b5f58724a0 get_ticker_history: check if result is set (fixes #103) 2017-11-15 23:16:54 +01:00
gcarq
b83309b55d reduce calls_per_second to 1 2017-11-15 23:16:39 +01:00
gcarq
e8101a6da5 default BaseVolume to 0.0 if null 2017-11-14 17:48:19 +01:00
gcarq
dd9cb008fb refresh whitelist based on wallet health (fixes #60)
Refreshs the whitelist in each iteration based on the wallet health,
disabled wallets will be removed from the whitelist automatically.
2017-11-13 21:34:47 +01:00
gcarq
81f7172c4a sanitize get_ticker_history (fixes #100) 2017-11-13 19:54:09 +01:00
Michael Egger
bab59fbacd
Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
2017-11-13 12:11:15 +01:00
Janne Sinivirta
0f0b10b6cc adjust search spaces 2017-11-13 07:28:56 +02:00
Janne Sinivirta
8e68c5358e clean up prints during hyperopt 2017-11-12 09:44:31 +02:00
Janne Sinivirta
660f01b514 add hilbert transform leadsine trigger 2017-11-12 09:13:54 +02:00
Janne Sinivirta
13537e3ce4 add short ema guard to hyperopt 2017-11-12 08:45:32 +02:00
Janne Sinivirta
2963a90008 add stochastics trigger 2017-11-12 08:38:52 +02:00
Janne Sinivirta
15b20b83fa optimize hyperopt objective function 2017-11-12 08:30:58 +02:00
gcarq
1c3c316e45 reduce calls_per_second 2017-11-11 21:29:35 +01:00
gcarq
517879382b Add argument for dynamic-whitelist handling
If --dynamic-whitelist is passed the whitelist in the config file
is ignored. It gets automatically refreshed every 30 minutes and
currently selects the 20 topmost BaseVolume markets
2017-11-11 19:20:53 +01:00
gcarq
bcd3340a80 implement get_market_summaries 2017-11-11 19:20:16 +01:00
gcarq
12ae1e111e use get_candles from python-bittrex 2017-11-11 17:14:55 +01:00
gcarq
d3b3370f23 Add configurable throttle mechanism 2017-11-11 16:47:19 +01:00
gcarq
8f817a3634 use TTLCache for get_ticker_history 2017-11-11 15:29:31 +01:00
Janne Sinivirta
cf79b15651 use discrete values for filters 2017-11-11 11:50:10 +02:00
Janne Sinivirta
a4284351e3 fix green_candle 2017-11-11 11:22:12 +02:00
Janne Sinivirta
906caf329b remove two unused or poorly performing indicators 2017-11-11 11:22:12 +02:00
Janne Sinivirta
3db13fae13 add green_candle guard 2017-11-11 11:22:12 +02:00
Janne Sinivirta
274972f7af make faststoch trigger use crossed_above helper 2017-11-11 11:22:11 +02:00
Janne Sinivirta
83fd27e031 add sar reversal as trigger 2017-11-11 11:22:11 +02:00
gcarq
3126dcfcea drop sleep_time and use python-bittrex request delay 2017-11-10 23:39:49 +01:00
Michael Egger
72aec6c320
Merge pull request #96 from gcarq/feature/add-argparse
add argparse and implement basic arguments
2017-11-10 18:04:03 +01:00
gcarq
b709ccbf53 enhance logging messages 2017-11-10 17:56:03 +01:00
gcarq
0de211674d version bump 2017-11-09 23:52:34 +01:00
gcarq
f7a27c156c add /version command handler 2017-11-09 23:51:32 +01:00
gcarq
98f11fc7bb fix sqlite threading issue 2017-11-09 23:45:22 +01:00
gcarq
013e13e546 use tabulate for /count 2017-11-09 23:45:03 +01:00
gcarq
6ff26c561a move plot_dataframe to scripts/ folder 2017-11-09 22:29:23 +01:00
gcarq
c81358c291 remove MagicBot 2017-11-09 22:11:02 +01:00
gcarq
ed34d9f22f add tests for /forcesell all 2017-11-09 22:08:28 +01:00
gcarq
ee05561ef3 refactor forcesellall to /forcesell all 2017-11-09 22:07:51 +01:00
Eoin
69ae99406a add telegram handler for forcesellall 2017-11-09 21:52:08 +01:00
gcarq
0cfbb56b6c enhance and test pair validation 2017-11-09 21:47:47 +01:00
gcarq
991b43b7e5 version bump 2017-11-09 20:55:45 +01:00
gcarq
a0fa6abcdc use in-memory db for dry_run 2017-11-09 20:26:52 +01:00
gcarq
86501b43c0 adjust message formatting 2017-11-09 20:25:17 +01:00
gcarq
80592970e9 add more tests 2017-11-09 20:02:41 +01:00
gcarq
fafbb0abfe update python-bittrex to 0.2.0 2017-11-09 00:31:53 +01:00
gcarq
31c03cdce1 fix linter issue 2017-11-08 22:44:32 +01:00
gcarq
e01c85bb3a add argparse and implement basic arguments 2017-11-08 22:43:47 +01:00
gcarq
a1b91ad1ea remove unneeded wrapper function 2017-11-08 21:17:51 +01:00
gcarq
6ce6018bb7 add more tests 2017-11-07 22:27:44 +01:00
gcarq
18eec0f4d4 catch BaseException in command_handler 2017-11-07 22:27:16 +01:00
gcarq
32327c45c2 set close_date on sell_order update 2017-11-07 22:26:44 +01:00
gcarq
ba485fe2b2 return state changes 2017-11-07 22:26:08 +01:00
gcarq
f8084b117e apply pylint recommendations 2017-11-07 20:13:36 +01:00
gcarq
abdddd5193 define common fixtures 2017-11-07 20:12:56 +01:00
gcarq
8eeb02e592 make ticker interval configurable 2017-11-07 18:59:47 +01:00
gcarq
8555271102 remove unneeded header from get_ticker_history 2017-11-07 18:49:16 +01:00
gcarq
d921bae75e set executable bit 2017-11-07 18:42:40 +01:00
gcarq
a1388ef296 add tick_interval to get_ticker_history as an optional parameter 2017-11-07 18:41:48 +01:00
gcarq
ddc7c94a1d Merge branch 'develop' of https://github.com/gcarq/freqtrade into develop 2017-11-07 18:40:56 +01:00
Michael Egger
e36444df27
Merge pull request #95 from gcarq/improve_backtests
Share pytest fixtures. Cache testfile loading.
2017-11-07 18:40:00 +01:00
Janne Sinivirta
0395c92260 move testdata file loading to pytest fixture 2017-11-07 19:24:51 +02:00
gcarq
f03395b90d force python3 via shebang 2017-11-07 17:54:44 +01:00