 Janne Sinivirta
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82bf0be3e2
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Merge pull request #168 from gcarq/pyup-update-python-telegram-bot-8.1.1-to-9.0.0
Update python-telegram-bot to 9.0.0
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2017-12-09 07:33:36 +02:00 |
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Janne Sinivirta
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67337fadaa
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Merge pull request #157 from gcarq/pyup-update-pytest-3.2.5-to-3.3.0
Update pytest to 3.3.0
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2017-12-03 10:02:03 +02:00 |
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Janne Sinivirta
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94c1d66e59
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Merge pull request #159 from gcarq/pyup-update-tabulate-0.8.1-to-0.8.2
Update tabulate to 0.8.2
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2017-12-03 10:01:29 +02:00 |
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Janne Sinivirta
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510e6edfbf
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Merge pull request #156 from gcarq/pyup-update-arrow-0.10.0-to-0.12.0
Update arrow to 0.12.0
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2017-12-03 09:40:02 +02:00 |
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Janne Sinivirta
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e8c31142ae
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Merge pull request #154 from gcarq/hyperopt/simplify-logging
Hyperopt/simplify logging
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2017-12-03 09:39:45 +02:00 |
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Janne Sinivirta
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e815a43164
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Merge pull request #137 from gcarq/pyup-initial-update
Initial Update
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2017-12-03 09:33:50 +02:00 |
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Janne Sinivirta
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2f17706e76
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Merge pull request #155 from gcarq/maintenance/remove-btc-time
remove BTC_TIME
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2017-12-02 15:29:10 +02:00 |
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Janne Sinivirta
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05d7746f62
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Revert "Update networkx from 1.11 to 2.0"
This reverts commit 0502bd3c2d.
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2017-12-01 21:13:02 +02:00 |
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Janne Sinivirta
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371e6d99c9
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set stoploss to -10%
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2017-11-23 18:43:19 +02:00 |
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Janne Sinivirta
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84b105c82b
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fix invalid json in example config
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2017-11-23 18:41:25 +02:00 |
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Janne Sinivirta
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c6def418cf
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Merge pull request #135 from rybolov/develop
Better buy and sell strategy
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2017-11-23 18:25:56 +02:00 |
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Janne Sinivirta
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aacd7d8987
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Merge pull request #131 from gcarq/feature/backtesting-max-open-trades
implement trade count lock for backtesting
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2017-11-23 16:16:43 +02:00 |
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Janne Sinivirta
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21551b3c40
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Merge pull request #133 from gcarq/feature/fix-buy-amount-calc
fix LIMIT_BUY amount calculation
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2017-11-22 22:31:25 +02:00 |
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Janne Sinivirta
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43dda9c9cf
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Merge pull request #125 from gcarq/conf-update
update conf example
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2017-11-21 09:38:25 +02:00 |
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Janne Sinivirta
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d88cc084e6
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align numbers in hyperopt print out (#119)
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2017-11-20 10:22:11 +01:00 |
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Janne Sinivirta
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6f5b418f0b
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small balancing to hyperopt objective
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2017-11-18 10:24:18 +02:00 |
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Janne Sinivirta
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57691c82b1
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whitelist TA-lib in pylint
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2017-11-18 10:13:14 +02:00 |
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Janne Sinivirta
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37a74b38ba
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more little pylint fixes
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2017-11-18 10:09:19 +02:00 |
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Janne Sinivirta
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9ab81a987d
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fix pylint warnings in test_main.py
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2017-11-18 09:58:55 +02:00 |
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Janne Sinivirta
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4b08e3d571
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fix pylint warnings in __init__ files
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2017-11-18 09:58:29 +02:00 |
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Janne Sinivirta
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187fea0c28
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disable bunch of meaningless pylint warnings
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2017-11-18 09:45:01 +02:00 |
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Janne Sinivirta
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4e54b27398
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use parentheses for multiline string instead of backslash
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2017-11-18 09:44:28 +02:00 |
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Janne Sinivirta
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aced5cc3ba
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rename variable to remove Mypy warning of type error
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2017-11-18 09:43:42 +02:00 |
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Janne Sinivirta
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669ec30413
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remove unused import
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2017-11-18 09:34:57 +02:00 |
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Janne Sinivirta
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0082b7abdd
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add missing module and class docstring
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2017-11-18 09:34:32 +02:00 |
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Janne Sinivirta
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7903f3a546
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fix test name
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2017-11-18 09:19:22 +02:00 |
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Janne Sinivirta
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ec75586bdd
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new buy strategy
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2017-11-18 08:45:57 +02:00 |
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Janne Sinivirta
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df9902d6a4
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Merge pull request #107 from gcarq/feature/add-backtesting-subcommand
add backtesting subcommand and refresh test data
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2017-11-18 08:13:42 +02:00 |
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Janne Sinivirta
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315919cdd6
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fix platform dependent bug in argparse test
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2017-11-18 08:07:37 +02:00 |
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Janne Sinivirta
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d89db50465
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avoid copy operation due to memory consumption
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2017-11-17 12:30:54 +02:00 |
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Janne Sinivirta
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632d00e01d
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move price point calculations out from populate functions
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2017-11-17 12:30:03 +02:00 |
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Janne Sinivirta
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2a56031cdc
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remove unnecessary line
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2017-11-17 12:30:03 +02:00 |
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Janne Sinivirta
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16d412323c
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add a little snippet to allow running line_profiler with hyperopt
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2017-11-16 20:43:24 +02:00 |
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Janne Sinivirta
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27a6b29c80
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move time diff calculation out of a loop
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2017-11-16 20:43:24 +02:00 |
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Janne Sinivirta
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5d1f874041
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switch ix to loc, ix is apparently deprecated
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2017-11-16 20:43:24 +02:00 |
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Janne Sinivirta
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174122a09b
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remove unnecessary calculation
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2017-11-16 20:38:59 +02:00 |
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Janne Sinivirta
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1b6a60ecb2
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refactor backtesting to avoid recalculating indicators in hyperopt
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2017-11-16 20:38:46 +02:00 |
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Janne Sinivirta
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a963f1820c
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rename should_sell to min_roi_reached
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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b9983149ef
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plug sell strategy to backtesting
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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c1ef3f526c
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remove unnecessary comparison
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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6b7afb80b2
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fix failing test
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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0b8afa12e9
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exit strategy after roi check
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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1db0a7d4ce
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populate sell signal
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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c12a9ebd92
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make signal getting parametrized
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2017-11-16 16:53:34 +01:00 |
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Janne Sinivirta
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0f0b10b6cc
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adjust search spaces
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2017-11-13 07:28:56 +02:00 |
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Janne Sinivirta
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8e68c5358e
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clean up prints during hyperopt
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2017-11-12 09:44:31 +02:00 |
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Janne Sinivirta
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660f01b514
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add hilbert transform leadsine trigger
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2017-11-12 09:13:54 +02:00 |
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Janne Sinivirta
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13537e3ce4
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add short ema guard to hyperopt
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2017-11-12 08:45:32 +02:00 |
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Janne Sinivirta
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2963a90008
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add stochastics trigger
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2017-11-12 08:38:52 +02:00 |
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Janne Sinivirta
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15b20b83fa
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optimize hyperopt objective function
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2017-11-12 08:30:58 +02:00 |
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Janne Sinivirta
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cf79b15651
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use discrete values for filters
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2017-11-11 11:50:10 +02:00 |
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Janne Sinivirta
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a4284351e3
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fix green_candle
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2017-11-11 11:22:12 +02:00 |
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Janne Sinivirta
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906caf329b
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remove two unused or poorly performing indicators
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2017-11-11 11:22:12 +02:00 |
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Janne Sinivirta
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3db13fae13
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add green_candle guard
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2017-11-11 11:22:12 +02:00 |
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Janne Sinivirta
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274972f7af
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make faststoch trigger use crossed_above helper
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2017-11-11 11:22:11 +02:00 |
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Janne Sinivirta
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83fd27e031
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add sar reversal as trigger
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2017-11-11 11:22:11 +02:00 |
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Janne Sinivirta
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0395c92260
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move testdata file loading to pytest fixture
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2017-11-07 19:24:51 +02:00 |
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Janne Sinivirta
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fbbde9de25
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put shared fixtures to conftest.py
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2017-11-07 17:29:00 +02:00 |
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Janne Sinivirta
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adfae9e75c
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autoformat with autopep8
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2017-11-06 19:17:23 +02:00 |
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Janne Sinivirta
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a237225683
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Merge pull request #91 from gcarq/multiple_builds_travis
Parallel build in Travis
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2017-11-05 15:21:20 +02:00 |
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Janne Sinivirta
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29b173f4e7
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only run four evals of hyperopt, just to check it works
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2017-11-05 09:28:42 +02:00 |
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Janne Sinivirta
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50a979161c
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run parallel test envs
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2017-11-05 09:27:49 +02:00 |
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Janne Sinivirta
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e68e6c0a1a
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reuse mock in hyperopt also
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2017-10-30 22:31:28 +02:00 |
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Janne Sinivirta
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7190226c84
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reuse same mock for get_ticker_history, just change return_value
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2017-10-30 22:06:09 +02:00 |
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Janne Sinivirta
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8da55c3742
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move patching of arrow.utcnow to remove 500 unnecessary mock objects
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2017-10-30 19:56:53 +02:00 |
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Janne Sinivirta
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d066817d0b
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removed below_sma and over_sma to wait for better implementation
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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a632121368
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add macd cross signal trigger to hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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473d09b5cd
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add ema50 and ema100. add long uptrend ema guard to hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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893738d6f0
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add MACD to analyze
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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22cfef7d36
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add ema5 cross ema10 trigger to hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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e1bbe1d9a9
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adjust indicator ranges in hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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ec981b415a
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add RSI to hyperopt
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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57a17697a0
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add RSI, MOM, EMA5 and EMA10 to analyze
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2017-10-29 21:33:57 +02:00 |
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Janne Sinivirta
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9b00fc3474
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use .ix instead of .loc for small perf boost
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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3b1dc36d8a
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switch to using itertuples instead of iterrows as it's a lot faster
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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4edf8f2079
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copy only needed columns before iterating over them
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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54987fd9ca
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do date parsing while loading json, not later
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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da9c3e7d7d
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remove leftover dates from removing date filtering
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2017-10-29 16:28:55 +02:00 |
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Janne Sinivirta
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25d6d6bbe5
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remove unused imports from test_hyperopt
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2017-10-28 15:32:29 +03:00 |
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Janne Sinivirta
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649781d823
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store result strings, display best result in summary. switch to a lot better objective algo
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2017-10-28 15:26:22 +03:00 |
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Janne Sinivirta
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08ca7a8166
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change print to format so result can be used in hyperopt Trials
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2017-10-28 15:26:22 +03:00 |
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Janne Sinivirta
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e401a016f5
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change analyze tests to use full json dump from bittrex
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2017-10-26 16:50:31 +03:00 |
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Janne Sinivirta
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e0fde8665c
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Merge pull request #80 from gcarq/fix-testdate-dl-path
download testdata to correct folder when running from project root
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2017-10-26 10:37:38 +03:00 |
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Janne Sinivirta
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6ba2492360
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add Awesome Oscillator and try it in hyperopt
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2017-10-25 18:37:20 +03:00 |
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Janne Sinivirta
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d5d798f6fa
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pull in new indicators from QTPYLib
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2017-10-25 18:37:20 +03:00 |
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Janne Sinivirta
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9c9cf76a0d
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Merge pull request #78 from gcarq/refactor-backtest
Refactor backtest functionality
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2017-10-25 18:19:44 +03:00 |
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Janne Sinivirta
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f6ef8383bb
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remove filtering from analyze that is super slow and not really needed
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2017-10-22 21:50:07 +03:00 |
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Janne Sinivirta
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6f5307fda7
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use more aggressive stop loss for hyperopt
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2017-10-22 17:15:57 +03:00 |
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Janne Sinivirta
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37004e331a
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remove unused import and commented out code
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2017-10-22 17:14:55 +03:00 |
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Janne Sinivirta
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57acf85b42
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try a different objective function
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2017-10-22 17:11:01 +03:00 |
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Janne Sinivirta
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d32ff3410c
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add help command to telegram bot
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2017-10-21 11:08:08 +03:00 |
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Janne Sinivirta
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35838f5e64
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upgrade to latest telegram lib
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2017-10-21 11:07:29 +03:00 |
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Janne Sinivirta
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913488910c
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bump minimum evaluations to 40 rounds
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2017-10-21 10:29:05 +03:00 |
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Janne Sinivirta
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17b984a7cd
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adjust objective function to emphasize trade lenghts more
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2017-10-21 10:28:43 +03:00 |
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Janne Sinivirta
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f79b44eefe
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adjust ROI map for shorter trades
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2017-10-21 10:28:02 +03:00 |
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Janne Sinivirta
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146c254c0f
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start adding other triggers than just the lower BBands
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2017-10-21 10:26:38 +03:00 |
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Janne Sinivirta
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ce2966dd7f
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add uptrend_sma to hyperopt
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2017-10-20 18:29:38 +03:00 |
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Janne Sinivirta
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0fbca8b8ef
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add CCI to hyperopt
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2017-10-20 13:14:28 +03:00 |
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Janne Sinivirta
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3f7a583de6
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add SAR to hyperopt. add over/under sma options to hyperopt
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2017-10-20 12:56:44 +03:00 |
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Janne Sinivirta
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1196983d5f
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change objective to emphasize shorter trades and include average profit
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2017-10-20 10:39:36 +03:00 |
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