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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gcarq
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63c95a3546
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modify trade life cycle (should fix #112)
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2017-11-17 20:17:29 +01:00 |
|
gcarq
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59d04d1d0c
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catch TelegramError (fixes #113)
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2017-11-17 19:49:03 +01:00 |
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gcarq
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14de46576b
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use load_backtesting_data
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2017-11-17 18:23:40 +01:00 |
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gcarq
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bdff29a472
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remove code duplicates
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2017-11-17 18:17:59 +01:00 |
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gcarq
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8655c6c264
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reduce backtest data samples to 10
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2017-11-17 18:15:25 +01:00 |
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gcarq
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3f4e4a23a0
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add argparse handling tests
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2017-11-17 18:15:24 +01:00 |
|
gcarq
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5be7be6189
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adapt tests
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2017-11-17 18:15:24 +01:00 |
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gcarq
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3475a07522
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fetching new testing data for oneMin and fiveMin intervals
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2017-11-17 18:15:24 +01:00 |
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gcarq
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fb7ea169d4
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fix some formatting issues
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2017-11-17 18:13:34 +01:00 |
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gcarq
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5469293e5f
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use tabulate to format backtesting result
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2017-11-17 18:13:02 +01:00 |
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gcarq
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9b644b0305
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add --ticker-interval
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2017-11-17 18:09:55 +01:00 |
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gcarq
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bb4a9ed20f
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implement backtest subcommand
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2017-11-17 18:09:55 +01:00 |
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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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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 |
|
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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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 |
|
gcarq
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0bc96241d5
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rework exception handling (fixes #108)
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2017-11-16 16:14:43 +01:00 |
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gcarq
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dd9cb008fb
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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.
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2017-11-13 21:34:47 +01:00 |
|
Michael Egger
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bab59fbacd
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Merge pull request #99 from gcarq/more_triggers2
Expanding hyperopt
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2017-11-13 12:11:15 +01:00 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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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gcarq
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d3b3370f23
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Add configurable throttle mechanism
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2017-11-11 16:47:19 +01:00 |
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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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gcarq
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f7a27c156c
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add /version command handler
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2017-11-09 23:51:32 +01:00 |
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gcarq
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98f11fc7bb
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fix sqlite threading issue
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2017-11-09 23:45:22 +01:00 |
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gcarq
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013e13e546
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use tabulate for /count
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2017-11-09 23:45:03 +01:00 |
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gcarq
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c81358c291
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remove MagicBot
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2017-11-09 22:11:02 +01:00 |
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gcarq
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ed34d9f22f
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add tests for /forcesell all
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2017-11-09 22:08:28 +01:00 |
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gcarq
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0cfbb56b6c
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enhance and test pair validation
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2017-11-09 21:47:47 +01:00 |
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gcarq
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80592970e9
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add more tests
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2017-11-09 20:02:41 +01:00 |
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gcarq
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31c03cdce1
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fix linter issue
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2017-11-08 22:44:32 +01:00 |
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gcarq
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6ce6018bb7
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add more tests
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2017-11-07 22:27:44 +01:00 |
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gcarq
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abdddd5193
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define common fixtures
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2017-11-07 20:12:56 +01:00 |
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gcarq
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8eeb02e592
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make ticker interval configurable
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2017-11-07 18:59:47 +01:00 |
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gcarq
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d921bae75e
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set executable bit
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2017-11-07 18:42:40 +01:00 |
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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 |
|
Michael Egger
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ae0b49f532
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Merge pull request #92 from gcarq/feature/rework-dry_run-mode
rework dry_run
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2017-11-06 16:54:55 +01:00 |
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gcarq
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cc29126d61
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make download_backtest_data.py platform independent
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2017-11-06 00:16:24 +01:00 |
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gcarq
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60e651cb4c
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only return data['result'] from get_ticker_history
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2017-11-05 23:47:59 +01:00 |
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Sébastien Moreau
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3884cfb809
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Merge branch 'develop' into feature/advanced-status-command
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2017-11-05 10:32:53 -05:00 |
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Sebastien Moreau
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caa6e22e53
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Adds unit tests
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2017-11-05 10:26:03 -05:00 |
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gcarq
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19f6ff330c
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adapt float precision asserts
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2017-11-05 16:21:13 +01:00 |
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gcarq
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325f72fd91
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dry_run: keep list of open orders
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2017-11-05 15:21:16 +01:00 |
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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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gcarq
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264d71e29e
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fix some pylint warnings
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2017-11-04 18:55:41 +01:00 |
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gcarq
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a873688a44
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backtesting: init Trade with Bittrex fee
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2017-11-04 18:43:23 +01:00 |
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gcarq
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460dfa1031
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fix percentage formating in execute_sell
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2017-11-02 19:00:25 +01:00 |
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gcarq
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1daeed4a52
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fix assert
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2017-11-02 19:00:25 +01:00 |
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gcarq
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cd18629433
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add fee to sqlalchemy model and respecting it in calc_profit
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2017-11-02 19:00:25 +01:00 |
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gcarq
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543857ddb2
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set initial open_rate and amount in create_trade
This is mostly needed by dry_run
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2017-11-02 19:00:25 +01:00 |
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gcarq
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1e5b0e8726
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adapt tests
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2017-11-02 19:00:25 +01:00 |
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gcarq
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e07904d436
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PEP8 linting
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2017-10-31 00:36:35 +01:00 |
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Michael Egger
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ea1b1e11ea
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Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
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2017-10-31 00:28:38 +01:00 |
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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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gcarq
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6f2915e25e
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move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
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2017-10-30 20:41:36 +01:00 |
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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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Michael Egger
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05111edd04
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Merge pull request #87 from gcarq/more_triggers
More triggers and guards to hyperopt
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2017-10-30 14:43:18 +01:00 |
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Michael Egger
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4c2dea83c5
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Merge pull request #84 from gcarq/telegram/show-balance
Telegram command: /show balance
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2017-10-29 22:05:10 +01:00 |
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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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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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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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Samuel Husso
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4f6c3f94e0
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added tests to /balance, minor cleanup
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2017-10-29 10:10:00 +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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Samuel Husso
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0c33e917d5
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Merge pull request #79 from gcarq/qtpylib
Include new indicators from qtpylib
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2017-10-27 12:11:04 +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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Samuel Husso
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752520c823
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When running from project root download the files to the testdata folder instead of cwd
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2017-10-26 10:24:22 +03:00 |
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Janne Sinivirta
|
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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Samuel Husso
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041e201713
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remove duplicated backtesting from hyperopt
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2017-10-25 08:17:17 +03:00 |
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Samuel Husso
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f43ba44b15
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refactor backtesting to its own method as we use it also in hyperopt
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2017-10-24 07:58:42 +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 |
|