kryofly
ed47ee4e29
backtest export json2
2018-01-11 19:14:11 +01:00
kryofly
27769f0301
uncomplex backtest
2018-01-11 17:45:41 +01:00
kryofly
feb5da0c35
file_dump_json
2018-01-11 15:49:04 +01:00
Janne Sinivirta
dd2ccea6e5
fix wrong range in stoploss search space
2018-01-08 21:59:46 +02:00
Janne Sinivirta
9dd38aebe0
add stoploss to the hyperopt parameters
2018-01-07 21:08:12 -08:00
Gerald Lonlas
9c21077dc1
Fix hypeopt issue when no result found
2018-01-07 17:53:21 -08:00
kryofly
890083ce7f
Merge branch 'develop' into datadir
2018-01-07 10:00:35 +01:00
Gerald Lonlas
b3ea0f4ec5
Make readable hyperopt best parameters result
2018-01-06 17:19:48 -08:00
kryofly
60ed4b9d1e
--datadir <path> argument
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This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
2018-01-06 23:24:35 +01:00
Janne Sinivirta
41933c31ca
Merge pull request #315 from kryofly/tests_jan05
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tests cover more backtesting
2018-01-06 09:26:20 +02:00
kryofly
79fcd0b06c
tests cover more backtesting
2018-01-05 10:44:10 +01:00
kryofly
421ccb23d3
split load tickerdata function
2018-01-05 10:20:48 +01:00
Gerald Lonlas
7fd6d089c0
Fix Backtesting header alignment
2018-01-04 23:14:10 -08:00
Gerald Lonlas
90017998fc
Use named argument for backtest()
2018-01-04 22:27:55 -08:00
Jean-Baptiste LE STANG
ea6a1c629d
fixing pep8 compliance
2018-01-03 11:50:30 +01:00
Jean-Baptiste LE STANG
eb53a796e2
pep8 compliance
2018-01-03 11:35:54 +01:00
Jean-Baptiste LE STANG
45f2d01895
- add a profit/loss counter
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- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
Jean-Baptiste LE STANG
c176ace889
Adding sell_profit_only and stoploss in hyperopt
2018-01-03 10:56:18 +01:00
Janne Sinivirta
fed3024302
rewrite get_timeframe in backtesting
2018-01-02 21:54:31 +02:00
Janne Sinivirta
dc2f048c98
make tuples smaller in backtesting loops
2018-01-02 21:52:47 +02:00
Janne Sinivirta
82e9ed2ac2
shorten table title to match table length
2018-01-02 17:53:47 +02:00
Janne Sinivirta
ae52880f81
improve backtesting result formatting
2018-01-02 17:39:02 +02:00
Gerald Lonlas
0d605d2396
Refactor Optimize tests, and add more unit tests
2017-12-28 22:32:48 -08:00
Janne Sinivirta
a36fd00f6a
also print dot when hyperopt eval result is fail
2017-12-28 06:40:11 +02:00
Janne Sinivirta
7f44ba6df4
unit tests for optimize.hyperopt
2017-12-28 06:39:56 +02:00
Janne Sinivirta
7b0beb0afa
cleanups
2017-12-28 06:36:18 +02:00
Janne Sinivirta
de33d69eed
Lint fixes ( #236 )
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* correct docstring
* add type annotation to trade_count_lock
* fix indentations
* allow globals in hyperopt.py
* fix import order
* simplify asserts
* use proper variable name
* simplify condition
* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
Janne Sinivirta
9959d53f5e
Logging improvements to Hyperopt ( #235 )
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* make log texts go on new line
* remove unnecessary fields from hyperopt log messages
* shorten log text in hyperopt
* consider making zero trades a failed hyperopt eval
* only log from hyperopt when result improves
* remove unnecessary temp variables
* remove unused result data variables
* remove unused import
* fix an outdated comment
2017-12-25 08:18:34 +01:00
Janne Sinivirta
353b0d2d34
balance hyperopt objective to adjusted profit calculations
2017-12-23 19:18:28 +02:00
Janne Sinivirta
e644d57dbe
log should state profit is in BTC to avoid confusion
2017-12-23 19:00:49 +02:00
Janne Sinivirta
50e7cef5f3
remove commented-out code
2017-12-23 19:00:49 +02:00
Janne Sinivirta
1058820e1b
just pass stake_amount instead of the whole config
2017-12-23 19:00:49 +02:00
Janne Sinivirta
24bc3a8390
show more digits for profits
2017-12-23 15:11:19 +02:00
Janne Sinivirta
5309ea3820
use newline for each log result for readability
2017-12-23 15:11:19 +02:00
Janne Sinivirta
a063680d32
calculate log line only if really logging
2017-12-23 15:11:19 +02:00
Janne Sinivirta
10cf2ce853
remove unnecessary confusing division
2017-12-23 15:11:19 +02:00
Janne Sinivirta
871357a2e3
just require positive results
2017-12-23 15:11:19 +02:00
Samuel Husso
8d93363655
filter nan values from total_profit and avg_profit
2017-12-23 09:21:04 +02:00
Janne Sinivirta
f300af0fe2
Merge pull request #200 from glonlas/fix_fees_calculation
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Fix the fee calculation
2017-12-22 13:55:02 +02:00
Gerald Lonlas
41e22657e4
Fix hyperopt when using MongoDB
2017-12-21 19:20:47 -08:00
Gerald Lonlas
d258118b0a
Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit
2017-12-20 20:18:41 -08:00
Janne Sinivirta
c8fb6c4661
More lint fixes ( #198 )
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* autopep fixes
* remove unused imports
* fix plot_dataframe.py lint warnings
* make pep8 error fails the build
* two more line breakings
* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
Gerald Lonlas
d613d63fdc
Fix the fee calculation
2017-12-17 23:01:34 -08:00
Janne Sinivirta
80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
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CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
Gérald LONLAS
14868615d5
Add mock to improve backtesting tests ( #194 )
2017-12-17 00:24:21 +01:00
Gérald LONLAS
512fcdbcb1
Allow user to update testdata files with parameter --refresh-pairs-cached ( #174 )
2017-12-16 15:42:28 +01:00
gcarq
95fe0f4dec
fix pep8 warnings
2017-12-16 03:39:47 +01:00
Janne Sinivirta
77023c0ecf
Merge pull request #169 from jblestang/fix_ticker_interval
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Fix ticker interval
2017-12-12 17:21:55 +02:00
Janne Sinivirta
3d532c6015
update backtest data to match pairs in config.json.example
2017-12-10 11:17:01 +02:00
toto
18f01113c2
use the CLI arguments as the ticker interval
2017-12-09 11:51:53 +01:00