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
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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
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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
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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
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Hyperopt enable dataprovider
2020-08-17 07:00:48 +02:00
Matthias
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
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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
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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
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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
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[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
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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
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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
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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
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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
Matthias
6335d81ceb
Merge branch 'develop' into data_handler
2020-02-16 15:12:14 +01:00
hroff-1902
674898bd32
Fix usage of vars in the commented out line
2020-02-16 15:26:40 +03:00
hroff-1902
42dfda9231
Adjust docstring
2020-02-16 13:46:07 +03:00
hroff-1902
fbe5cc44da
Use statistics.pstdev
2020-02-16 13:43:23 +03:00
hroff-1902
1e84b2770c
Fix values of downside_returns
2020-02-16 04:10:53 +03:00
hroff-1902
161dd1a3e6
Rename risk_free_return to minumum_accepted_return
2020-02-16 03:55:16 +03:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice
2020-02-13 07:07:35 +03:00
hroff-1902
9ec9a7b124
Fix t_index to be normalized
2020-02-09 21:20:15 +03:00
hroff-1902
c89a32224c
Fix SharpeHyperOptLossDaily
2020-02-09 18:40:19 +03:00
Matthias
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
hroff-1902
61ced5e926
Fix typo
2020-02-08 02:49:06 +03:00
Yazeed Al Oyoun
e8b9d88eb6
moved line for total_downside
2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
9bcc5d2eed
fixed downside_returns to read from profit_percent_after_slippage
2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun
728ab0ff21
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun
b56a1f0603
initial push of sortino, work not done, still need own tests
2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun
deb0b7ad67
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun
44d67389d2
initial push of sortino, work not done, still need own tests
2020-02-07 16:29:27 +03:00
Yazeed Al Oyoun
ff819386e1
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky ( #2826 )
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* more consistent backtesting tables and labels
* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* Align quotes in same area
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* fixed some more line alignments
* updated docs to include SharpeHyperOptLossDaily
* Update dockerfile to 3.8.1
* Run tests against 3.8
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* updated docs to include SharpeHyperOptLossDaily
* docs fixes
* missed one fix
* fixed standard deviation line
* fixed to bracket notation
* fixed to bracket notation
* fixed syntax error
* better readability, kept np.sqrt(365) which results in annualized sharpe ratio
* fixed method arguments indentation
* updated commented out debug print line
* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()
* Reworked to fill leading and trailing days
* No need for np; make flake happy
* Fix risk free rate
Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
hroff-1902
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
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Add some type hints
2020-02-03 23:24:26 +03:00
Yazeed Al Oyoun
3499f1b85c
better readability and more consistent with daily sharpe loss method
2020-02-02 08:47:33 +01:00
hroff-1902
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
Matthias
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
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fixed some more line alignments
2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
Matthias
c396ad4daa
Align quotes in same area
2020-01-31 20:41:51 +01:00
Yazeed Al Oyoun
907a61152c
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
2020-01-31 04:53:37 +01:00
Yazeed Al Oyoun
e2b3907df5
more consistent backtesting tables and labels
2020-01-31 04:39:18 +01:00
Matthias
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
Matthias
f347e5934a
Small adjustments for moved commands
2020-01-26 13:46:01 +01:00
Matthias
e033df6a2f
Move optimize_commands to commands module
2020-01-26 13:46:01 +01:00
Matthias
6e85280467
Adjust imports
2020-01-26 13:46:01 +01:00
Matthias
bd4dd8403b
Fix type-errors with stake_amount
2020-01-25 12:49:37 +01:00
hroff-1902
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
Matthias
7d2d0235a0
Fix typo in sell-reason table generation
2020-01-22 06:08:34 +01:00
Matthias
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
Tejesh
f73f0b1653
Update comments on backtesting
2020-01-15 19:29:00 +05:30
Matthias
785cd2a640
Rename test module
2020-01-09 06:53:51 +01:00
Matthias
c475729c13
Extract edge reporting to optimize_reports
2020-01-09 06:52:34 +01:00
Matthias
989ab646a9
Add profit % to sell_reason table
2020-01-09 06:46:39 +01:00
Matthias
a9fbad0741
Improve docstrings
2020-01-02 09:37:54 +01:00
Matthias
904e1647e1
Extract generate_text_table_strategy to seperate module
2020-01-02 09:31:53 +01:00
Matthias
caec345c0b
Extract generate_text_table_sell_reason from backtesting class
2020-01-02 09:31:53 +01:00
Matthias
18a53f4467
Extract generate_text_table from backtesting class
2020-01-02 09:31:47 +01:00
Matthias
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
Matthias
2537b8cb0c
Merge pull request #2725 from freqtrade/minor_fix
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[Minor] Edge-cli should use exchangeresolver
2019-12-30 19:27:40 +01:00
Matthias
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
fb3a53b8af
Use ExchangeResolver for edge_cli too
2019-12-30 14:28:34 +01:00
Matthias
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
Matthias
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
hroff-1902
6db75bc244
Merge pull request #2706 from freqtrade/data_dir
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Convert datadir within config to Path
2019-12-28 05:14:48 +03:00
Matthias
e5aed098b5
Enhance backtest results with sell reason profit / loss table
2019-12-25 09:39:29 +01:00
Matthias
c6b9c8eca0
Forgot to save
2019-12-23 19:32:31 +01:00
Matthias
c6d2233978
Convert StrategyLoader to static loader
2019-12-23 10:23:48 +01:00
Matthias
6d5aca4f32
Convert hyperoptloss resolver to static loader
2019-12-23 10:09:08 +01:00
Matthias
248ef5a0ea
Convert HyperoptResolver to static loader
2019-12-23 10:06:19 +01:00
Matthias
560acb7cea
Convert ExchangeResolver to static loader class
2019-12-23 10:03:18 +01:00
Matthias
fc5764f9df
Edge small cleanup
2019-12-19 19:55:21 +01:00
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
Matthias
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
hroff-1902
26ab108890
Fix mypy errors in develop
2019-12-15 01:10:09 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
hroff-1902
e26f563f4b
Merge pull request #2655 from freqtrade/avoid_keyerror_backtest
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Use first pair of pairlist to get fee
2019-12-14 23:10:40 +03:00
Matthias
2f7181e236
Merge pull request #2648 from hroff-1902/hyperopt-random-state
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Seed hyperopt random_state if not passed
2019-12-14 15:54:59 +01:00
hroff-1902
f2266ea9f4
Use shorter range for seeded random-state
2019-12-14 15:17:45 +03:00
Matthias
a48c0ad868
Use first pair of pairlist to get fee
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Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
2019-12-14 12:55:02 +01:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins
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Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
hroff-1902
6e778ad710
Seed hyperopt random_state if not passed
2019-12-12 03:12:28 +03:00
Matthias
f44e3dc319
Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing
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Fix generation of hyperopt trailing params
2019-12-11 19:53:42 +01:00
Matthias
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
Matthias
b2a9b87be3
Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22
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Bump scikit-learn from 0.21.3 to 0.22
2019-12-10 16:20:39 +01:00
Matthias
3f9f29ba4e
Fix Flake8 import error
2019-12-10 16:10:51 +01:00
hroff-1902
3448f86263
Suppress scikit-learn FutureWarnings from skopt imports
2019-12-10 15:46:29 +03:00
hroff-1902
641e3fdf7a
Fix generation of hyperopt trailing params
2019-12-10 03:32:43 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
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Add hyperopt-list and hyperopt-show commands
2019-12-10 00:30:26 +03:00
Matthias
de33ec4250
use sell_row.open also when the active ROI value just changed
2019-12-09 16:52:12 +01:00
Matthias
45d12dbc83
Avoid a few calculations during backtesting
2019-12-07 15:28:56 +01:00
Matthias
3163cbdf8a
Apply special case for negative ROI
2019-12-07 15:18:12 +01:00
Matthias
3091869115
refactor get_close_rate out of get_sell_trade-entry
2019-12-07 14:30:14 +01:00
hroff-1902
d21ae4edd3
Add fixes for comments in the review
2019-12-05 23:29:31 +03:00
Matthias
4b0a4c936a
Fix hyperopt with ticker_interval from strategy
2019-12-05 20:31:02 +01:00
hroff-1902
b61f43835d
Make flake happy
2019-12-05 01:11:06 +03:00
hroff-1902
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
hroff-1902
54694dd3a4
Manual merge of some conflicts in hyperopt
2019-12-04 23:14:47 +03:00
hroff-1902
668d42447f
Refactor log_trials_result()
2019-12-01 16:15:00 +03:00
hroff-1902
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
2019-12-01 03:28:23 +03:00
hroff-1902
a88bfa8ded
Fix: trailing_stop_positive should be positive
2019-12-01 02:27:17 +03:00
hroff-1902
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
hroff-1902
8e7512161a
Add hyperopt-list and hyperopt-show commands
2019-11-26 15:01:42 +03:00
Matthias
af3eea3805
Move config json validation to after strategy loading
...
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
2019-11-25 07:05:30 +01:00
hroff-1902
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
hroff-1902
737c07c5b6
Make mypy happy
2019-11-23 11:51:52 +03:00
hroff-1902
097cdcb57a
Save epochs at intermediate points
2019-11-23 11:32:33 +03:00
hroff-1902
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space
2019-11-23 03:42:58 +03:00
Matthias
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
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require subcommand for all actions
2019-11-14 06:28:42 +01:00
Matthias
5b62ad876e
Remove hyperopts occurances
2019-11-13 09:39:00 +01:00
Matthias
c449e39280
Replace more occurances of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
d801dec6aa
Some more places with ticker_interval gone
2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
hroff-1902
31ab32f0b9
Always set trailing_stop=True with 'trailing' hyperspace
2019-11-08 12:47:28 +03:00
hroff-1902
f90676cfc5
Add trailing stoploss hyperspace
2019-11-08 03:07:43 +03:00
Matthias
ca77dbe8da
Fix UnicodeError in hyperopt output
2019-11-06 19:33:15 +01:00
Matthias
eb0b0350e0
Introduce remove_credentials to remove code duplication
2019-11-05 12:39:19 +01:00
Matthias
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
Matthias
861f10dca6
Allow populate-indicators to come from strategy
2019-11-02 11:10:33 +01:00
Matthias
132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
Matthias
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
Matthias
bd4a23beeb
Refactor start-adjust logic to timerange
2019-10-27 09:44:56 +01:00
Matthias
6382a4cd04
Implement startup-period to default-strategy
2019-10-27 09:44:56 +01:00
Matthias
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
Matthias
9c7696a8ce
Add required_startup to backtesting
2019-10-27 09:44:56 +01:00
hroff-1902
4ec83a2c24
DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct
2019-10-18 23:29:19 +03:00
Matthias
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental
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Move experimental settings to ask_strategy
2019-10-10 16:08:11 +02:00
hroff-1902
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi
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Don't have backtest sells outside of a candle
2019-10-08 11:19:34 +03:00
Matthias
0664a8c0e6
add --fee to change fees to other values
2019-10-05 15:29:00 +02:00
hroff-1902
9b23376415
Move experimental settings to ask_strategy
2019-10-05 13:29:59 +03:00
Matthias
7ea9da9605
Fix #2277
2019-10-05 10:54:28 +02:00
Matthias
dc47a391da
Move ignore to corrct line for mypy 730
2019-09-30 19:32:46 +02:00
Matthias
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config
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Allow use of config in custom hyperopt methods
2019-09-28 10:36:46 +02:00
hroff-1902
4ac53f1549
Shorten the default hyperopt stoploss space
2019-09-28 04:13:53 +03:00
hroff-1902
9db915853a
Allow use of config in custom hyperopt methods
2019-09-26 11:59:21 +03:00
Matthias
5237723f22
Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install
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Optional hyperopt dependency installation
2019-09-26 09:42:16 +02:00
Matthias
b994f5c273
Merge pull request #2294 from hroff-1902/fix-skopt-memory3
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Fix skopt memory exhaustion
2019-09-25 19:55:27 +02:00
Matthias
27cc73f47e
Dynamically import hyperopt modules
2019-09-25 11:40:34 +02:00
hroff-1902
665e0570ae
Fix hyperopt position stacking
2019-09-25 03:41:22 +03:00
hroff-1902
6ffb8b7a70
Fix wordings in comment
2019-09-23 13:25:31 +03:00
hroff-1902
0c6164df7e
Fix memory exhaustion in skopt models list
2019-09-23 13:03:43 +03:00
Matthias
313091eb1c
some more refresh_pairs cleanups
2019-09-20 20:22:51 +02:00
Matthias
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
hroff-1902
69f29e8907
minor: Cleanup for backtesting
2019-09-18 22:57:17 +03:00
hroff-1902
5cbc073dd1
minor: Cleanup hyperopt
2019-09-16 21:46:15 +03:00
hroff-1902
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs
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Improve logs for backtesting
2019-09-14 11:23:46 +03:00
