hroff-1902
dea4ef957e
Merge pull request #2982 from freqtrade/rate_side_optional
...
Rate side configurable
2020-03-04 16:07:08 +03:00
Fredrik81
7652a2bb95
Updated table layout and aligning better for hyperopt
2020-03-04 00:10:47 +01:00
Matthias
9d8970a76b
Add test and formatting to drawdown
2020-03-03 20:23:44 +01:00
Matthias
53dcb5d5ed
Fix logging expression
2020-03-03 19:36:03 +01:00
Matthias
33a63562cb
make drawdown function less restrictive
2020-03-03 07:23:38 +01:00
Matthias
88e7cab5b9
Add max_drawdown to profit plot
2020-03-03 07:21:14 +01:00
Matthias
e050511ddc
Add test for max_drawdown calculation
2020-03-03 07:20:41 +01:00
Matthias
3479f7d986
Add max_drawdown function
2020-03-03 07:15:03 +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
...
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
Matthias
6e2290c4f0
Allow last to be empty -
...
closes #3005
2020-03-02 20:05:54 +01:00
Yazeed Al Oyoun
77b7f95efb
simple code styling fixes
2020-03-02 00:14:01 +01:00
hroff-1902
8475baba4e
Merge pull request #2995 from freqtrade/stake_curr_empty
...
Allow Stake currency empty when using download-data
2020-03-02 00:53:09 +03:00
hroff-1902
e20b06408c
Merge pull request #3000 from freqtrade/fix/jupyter_example
...
[minor] Fix jupyter notebook example
2020-03-02 00:49:21 +03:00
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
Matthias
60f04cff4d
Simplify expression
2020-02-29 20:41:03 +01:00
Matthias
d7373be553
Add official support for Kraken
2020-02-29 16:58:22 +01:00
Matthias
848054d140
Fix jupyter notebook example -
...
generate_candlestick_graph() needs a filtered pairlist, not a list
containing all pairs
2020-02-29 15:53:54 +01:00
Matthias
60579485e5
fix empty stake currency problem
2020-02-29 14:56:36 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
...
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
hroff-1902
e411717de9
No percent where ratio is to be used
2020-02-28 12:36:39 +03:00
Matthias
ac7fa8252b
Merge pull request #2985 from Fredrik81/pretty-backtesting
...
Changed table style of backtesting and alignment of headers
2020-02-28 06:20:34 +01:00
Matthias
a55964a622
we Must parse --dry-run before setting run-mode
2020-02-27 19:36:54 +01:00
hroff-1902
c0001fcb8c
Merge pull request #2987 from Fredrik81/table-style
...
Minor change to standardize table style.
2020-02-27 18:30:14 +03:00
Fredrik81
15e59654d9
Minor change to standardize table style.
...
This PR will target commands.
2020-02-27 16:10:45 +01:00
Fredrik81
55d471190a
Changed table style of backtesting and alignment of headers
2020-02-27 13:28:28 +01:00
Matthias
e5ec97495d
Logging should be initialized first
2020-02-27 07:01:00 +01:00
hroff-1902
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table
...
Added function to print hyperopt-list as table using tabulate
2020-02-27 05:22:41 +03:00
Matthias
b6839289ec
Add price_side to sample config files
2020-02-26 20:03:13 +01:00
Matthias
0fea3a7ea7
Some final polish to configurable_side
2020-02-26 19:50:17 +01:00
Matthias
8edc3eb5fb
Use generator to generate sell price scaffold testing
2020-02-26 19:39:12 +01:00
Matthias
e4b2949188
Change buy_rate calculation to use price_side
2020-02-26 19:39:12 +01:00
Matthias
5f71232038
Refactor get_buy_rate to use rate variable
2020-02-26 19:39:12 +01:00
Matthias
de48a697b0
Use price_side for get_sell_rate
2020-02-26 19:39:12 +01:00
Matthias
f91d7beaa1
Fix constants wrong parenteses
2020-02-26 19:39:12 +01:00
hroff-1902
e6d003f8f2
Merge pull request #2973 from freqtrade/support_non_pairs
...
Support non pairs
2020-02-26 12:20:45 +03:00
Matthias
f38accb77b
Return empty string if no quote / base currency can be found
2020-02-26 07:09:54 +01:00
Matthias
4e218be51d
Don't use markets[pair]['quote']
2020-02-26 07:08:09 +01:00
Matthias
1021ffa1c3
Apply suggestions from code review
...
Add suggested changes to comments
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-26 07:00:08 +01:00
hroff-1902
5a900858d8
Merge branch 'develop' into rate_caching
2020-02-26 04:04:20 +03:00
Matthias
31ac4598ba
Fix last occurances of pair splitting
2020-02-25 07:16:37 +01:00
Matthias
d34515a5de
Remove constraint to have pairs in base/quote format
2020-02-25 07:04:20 +01:00
Matthias
e8eaa8920e
Use get_base_currency instead of splitting by /
2020-02-25 07:01:31 +01:00
Fredrik81
cd7efde6c0
Fixed coloring so it's only targeting the values not the table borders
2020-02-24 22:06:21 +01:00
Matthias
61037ab7b8
Implement get_pair_base_curr and get_pair_quote_curr
2020-02-24 21:50:27 +01:00
Matthias
3e4f663418
Move pairlist validation to exchange (we need to use .quote) from
...
markets
2020-02-24 21:33:42 +01:00
Matthias
6581ba56ca
Use markets.quote to validate
2020-02-24 20:41:45 +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
Matthias
83959f0e56
Merge pull request #2959 from hroff-1902/throttling
...
Better throttling
2020-02-24 06:54:52 +01:00
Fredrik81
7eb62ed32e
Remove old print option for hyperopt-list and made table as default
2020-02-24 00:33:01 +01:00
hroff-1902
e545ef563c
Wording adjusted in helpstring
2020-02-23 22:50:58 +03:00
Yazeed Al Oyoun
0eeafcd157
matched commenting on previous sample_strategy.py
2020-02-23 16:56:55 +01:00
Yazeed Al Oyoun
f25d6224dd
modified sample_strategy
2020-02-23 16:22:19 +01:00
Yazeed Al Oyoun
e04c2dda2c
fixed typo
2020-02-22 23:58:31 +01:00
Yazeed Al Oyoun
5ac6244465
added keltner channel and uo
2020-02-22 23:50:26 +01:00
Yazeed Al Oyoun
2957756275
final touches plus
2020-02-22 23:39:01 +01:00
Yazeed Al Oyoun
b49b9b515e
final touches
2020-02-22 23:37:15 +01:00
Yazeed Al Oyoun
259dc75a30
some order and added weighted BB indicator to list
2020-02-22 23:10:46 +01:00
hroff-1902
ca8e52dc2c
Show heartbeat message earlier after changing the state
2020-02-23 00:21:19 +03:00
hroff-1902
e2e6b940a3
copy=False does not make the changes inline anyway, so not needed
2020-02-22 19:54:19 +03:00
hroff-1902
c651e0ac82
Fix #2948
2020-02-22 19:46:40 +03:00
Matthias
3186add87b
Use explicit column list for float parsing
2020-02-22 14:46:54 +01:00
Matthias
7ecc56fa44
Load ohlcv data as float
2020-02-22 13:10:41 +01:00
Matthias
77ef3240cd
Implement log messages
2020-02-22 11:20:19 +01:00
Matthias
97e6e5e976
Implement caching in the correct place
2020-02-22 11:12:33 +01:00
Matthias
f5b4a6d3d7
Remove fetch_ticker caching
2020-02-22 11:10:05 +01:00
hroff-1902
d9ecf3e4bf
Add version and state to heartbeat message
2020-02-21 12:26:32 +03:00
hroff-1902
d2e20d86bb
Align heartbeat to throttling logging
2020-02-21 05:31:21 +03:00
hroff-1902
269a669af8
Move heartbeat to worker
2020-02-21 05:07:31 +03:00
hroff-1902
881f602f91
Adjust methods params
2020-02-21 04:17:17 +03:00
hroff-1902
e0800b7c29
Make throttle start time an worker object attribute
2020-02-21 03:52:14 +03:00
hroff-1902
04aa74e5ad
Better throttling
2020-02-21 03:37:38 +03:00
hroff-1902
78ee36a8c6
Use _throttle() in stopped state instead of sleep()
2020-02-20 15:18:26 +03:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
...
Move defaultstrategy
2020-02-20 08:52:24 +03:00
hroff-1902
56a06cbd33
Update strings to f-strings
2020-02-20 08:19:22 +03:00
hroff-1902
bca5f804a8
Move divider log message
2020-02-20 08:17:24 +03:00
Matthias
5adbe3c2d3
initial search path is optional ...
2020-02-19 19:50:01 +01:00
Matthias
751e2b2359
Merge pull request #2945 from freqtrade/fix/kraken_stoplosshit
...
Kraken stoploss bugfix
2020-02-19 19:43:29 +01:00
hroff-1902
f2f2c281c0
Merge pull request #2719 from xmatthias/data_handler
...
Introduce Data handler
2020-02-19 21:22:08 +03:00
Matthias
d22384c7fb
Full support for kraken stoploss
2020-02-19 19:21:48 +01:00
Matthias
29b369c65e
Rename cli argument
2020-02-19 14:53:54 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss
2020-02-19 02:37:25 +01:00
Yazeed Al Oyoun
df26c357d2
doc updates
2020-02-19 01:31:25 +01:00
Fredrik Rydin
2058b492eb
Added function to print hyperopt-list as table using tabulate
2020-02-18 22:46:53 +01:00
Matthias
d91b9d1253
Fix some tests, don't default to freqtrade/strategy for imports
2020-02-18 20:26:20 +01:00
Matthias
1634297685
Move strategies to test subfolder
2020-02-18 20:12:10 +01:00
Matthias
e6dd463ca3
Revert versioning
2020-02-17 20:17:36 +01:00
Matthias
1172c95817
Use different versioning scheme
2020-02-17 20:17:08 +01:00
Matthias
0b33b798e4
Add pypi build step
2020-02-17 20:16:24 +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
Matthias
3787ac7b98
increment limit to adjust to FTX defaults (1500 candles)
2020-02-16 13:20:11 +01:00
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
Yazeed Al Oyoun
180939a962
winner, readability, with brackets as fix
2020-02-15 21:01:45 +01:00
Yazeed Al Oyoun
6e71f2f166
my fix
2020-02-15 20:55:12 +01:00
Matthias
44ac2409ff
Merge pull request #2923 from hroff-1902/status-strategies
...
Add printing statuses for enlisted strategies and hyperopts
2020-02-15 19:43:02 +01:00
hroff-1902
6139239b86
Address points stated in comments
2020-02-15 20:43:11 +03:00
hroff-1902
c453969235
Merge pull request #2922 from freqtrade/config_userdir
...
default to loading config.json from userdir if it exists
2020-02-15 08:00:04 +03:00
hroff-1902
42a5d78e60
Wording (duplicate, not duplicated)
2020-02-15 07:19:24 +03:00
hroff-1902
e8c0a0bcd3
Make mypy happy
2020-02-15 06:18:00 +03:00
hroff-1902
06b84b4086
Remove redundant code
2020-02-14 23:13:49 +03:00
hroff-1902
bba7a38144
Merge pull request #2906 from freqtrade/fix/jupyterexample
...
Update data-analysis documentation to properly initialize configuration
2020-02-14 22:36:35 +03:00
hroff-1902
47a91c9d8e
Remove green color
2020-02-14 22:32:46 +03:00
hroff-1902
e598c769d4
Add colorization
2020-02-14 22:28:49 +03:00
Matthias
d5a298bbb7
Add sentence from suggestion
2020-02-14 20:12:26 +01:00
Matthias
5efbdd25a7
Properly default to user_data/config.json if it exists
2020-02-14 20:04:05 +01:00
Matthias
ab27d2c720
Merge pull request #2921 from hroff-1902/adjust-buy-notification
...
Move rpc send to be after db session add/flash
2020-02-14 20:02:56 +01:00
hroff-1902
c92e1d97d6
Attempt to make mypy happy
2020-02-14 21:52:02 +03:00
hroff-1902
1bc26fd07a
Add printing statuses for list-hyperopts
2020-02-14 21:46:22 +03:00
Matthias
be4a9b5f4b
Lowercase freqtrade
2020-02-14 19:37:20 +01:00
Matthias
9dafc2f3c8
Load config.json from user_data first
2020-02-14 19:33:10 +01:00
hroff-1902
a2d7f8a70d
Split tabular printing into sep. helper function
2020-02-14 21:24:30 +03:00
hroff-1902
9cbf8c5f00
Add status for listed strategies
2020-02-14 21:15:36 +03:00
Matthias
3312fd34f3
Merge pull request #2920 from hroff-1902/remove-delete-trades
...
Get rid of delete_trade method in Freqtradebot
2020-02-14 07:27:52 +01:00
Matthias
ee92e8dbf4
Merge pull request #2919 from hroff-1902/adjust-main
...
Minor: Adjust message in main.py
2020-02-14 07:27:19 +01:00
Matthias
ec5d2d78dd
Merge pull request #2918 from hroff-1902/bittrex-config
...
Add order_types into Bittrex config subtemplate
2020-02-14 07:26:49 +01:00
hroff-1902
20c21b42d5
Move rpc send to be after db session add/flash
2020-02-14 06:23:03 +03:00
hroff-1902
36ef5c6bdf
Get rid of delete_trades method in Freqtradebot
2020-02-14 04:05:17 +03:00
hroff-1902
749463e4b7
Adjust message in main.py
2020-02-14 03:05:07 +03:00
hroff-1902
a0a14a1078
freqtrade/templates/subtemplates/exchange_bittrex.j2
2020-02-14 01:08:17 +03:00
hroff-1902
4cdcf00ddc
Merge branch 'develop' into rpc_notification_fixes
2020-02-14 00:10:50 +03:00
Matthias
ccc9239751
Reduce indentation of help
2020-02-13 07:02:12 +01:00
Matthias
86592c3ba1
Fix /help from telegram
2020-02-13 06:51:52 +01:00
Matthias
81f849811f
Initcap Freqtrade
2020-02-13 06:30:59 +01:00
hroff-1902
b2328cdf4f
Do not subtract risk_free_ratio twice
2020-02-13 07:07:35 +03:00
Yazeed Al Oyoun
f09af888b1
modified get_buy/sell_rate refresh to true on notify_sell_cancel and notify_buy_cancel
2020-02-12 21:55:38 +01:00
Yazeed Al Oyoun
2e3b8cdba7
fixed flake8 issues on /help output
2020-02-12 21:51:58 +01:00
Yazeed Al Oyoun
f6db784a85
removed default to refresh argument in get_buy_rate and get_sell_rate
2020-02-12 21:50:33 +01:00
Yazeed Al Oyoun
47874a4527
added logic to differentiate sell orders with double asterisk
2020-02-12 21:45:55 +01:00
Matthias
2efa1c164f
Revert data-location section
2020-02-12 21:43:43 +01:00
Matthias
483cba453a
Fix last occurence of data_location
2020-02-12 19:58:23 +01:00
Matthias
d6b9397579
Fix typo in datadir key
2020-02-12 06:40:13 +01:00
Fredrik Rydin
539343b20d
Adding 2 more filter options for completeness
2020-02-11 21:29:55 +01:00
Matthias
7be9f0067e
Update data-analysis documentation to properly initialize configuration
2020-02-11 20:51:39 +01:00
Fredrik Rydin
d1c3eabb87
Changed commands to use "check_int_positive"
2020-02-11 18:08:30 +01:00
Yazeed Al Oyoun
cde1b2b56c
readded rpc status message for partial buys
2020-02-11 16:28:48 +01:00
Yazeed Al Oyoun
5f4c209fca
fixed one more occurence of executed buy, and test
2020-02-11 16:14:49 +01:00
Yazeed Al Oyoun
4fedf1e564
default refresh TRUE on get_buy_rate and get_sell_Rate
2020-02-11 16:05:44 +01:00
Fredrik Rydin
5b4d8d69ef
Adding --min-trades and --max-trades for hyperopt-list
2020-02-11 16:02:08 +01:00
Yazeed Al Oyoun
fc29564974
Fixed messages and readability
2020-02-11 15:58:40 +01:00
Yazeed Al Oyoun
867b736b84
Fixed to Executing Buys & Sells
2020-02-11 15:50:21 +01:00
Yazeed Al Oyoun
7f4b90c68f
fixed actual open_rate in notify_buy_cancel
2020-02-11 15:45:35 +01:00
Yazeed Al Oyoun
f99d1c3829
fixed open_rate instead of open_rate_requested
2020-02-11 15:44:47 +01:00
hroff-1902
2bcce33f23
Merge pull request #2888 from Fredrik81/hyperopt-filters
...
Added filter options to "hyperopt-list" in order to easier find epochs.
2020-02-10 23:59:40 +03:00
Fredrik Rydin
c924e4d519
Updated based on feedback:
...
- Profit commands now use float
- Compatible with --best
- Corrected wrong information in docs
2020-02-10 20:54:31 +01:00
hroff-1902
0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config
...
introduce new-config subcommand
2020-02-09 22:11:37 +03:00
Fredrik81
5bf4c5869b
Update hyperopt_commands.py
...
Missed a debug print
2020-02-09 19:32:09 +01:00
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
Fredrik Rydin
c648ec7c0c
Added test cases and fixed a minor bug
2020-02-09 14:18:56 +01:00
Matthias
b536d50194
Address PR Review
2020-02-09 11:41:29 +01:00
Fredrik Rydin
c96acd6ca0
Fixed to pass PEP8
2020-02-09 00:16:11 +01:00
Fredrik Rydin
636bd5acb5
Added filter options to "hyperopt-list" in order to easier find epochs.
...
--profitable
Select only profitable epochs.
--min-avg-time INT
Select epochs on above average time.
--max-avg-time INT
Select epochs on under average time.
--min-avg-profit FLOAT
Select epochs on above average profit.
--min-total-profit FLOAT
Select epochs on above total profit.
2020-02-08 23:21:42 +01:00
Matthias
1a9787ac76
Add validation for data-download relevant settings
2020-02-08 21:53:34 +01:00
Yazeed Al Oyoun
879b513822
enhanced method description
2020-02-08 21:31:36 +01:00
Yazeed Al Oyoun
f3b1161640
wide notifications fixes
2020-02-08 21:02:52 +01:00
Matthias
c4031761fe
Don't validate exchange for data-download subcommand
2020-02-08 19:29:58 +01:00
Matthias
34f04668c1
Add template for bittrex
2020-02-08 14:02:51 +01:00
Matthias
52f4187129
Allow exchange templates to configure outside-options too
2020-02-08 13:51:55 +01:00
Matthias
fff8ced3b0
Merge pull request #2843 from hroff-1902/allow-derived-strategies
...
Allow derived strategies
2020-02-08 09:15:35 +01:00
hroff-1902
61ced5e926
Fix typo
2020-02-08 02:49:06 +03:00
hroff-1902
28184201e4
Align sample_hyperopt_advanced.py to hyperopt_interface.py
2020-02-08 02:47:50 +03:00
Matthias
abf10aec98
Merge branch 'develop' into feat/new_config
2020-02-07 17:02:14 +01:00
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
Matthias
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
...
Add list-hyperopts subcommand
2020-02-06 07:06:36 +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 )
...
* 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
Matthias
6866f6389d
Fix merge-error
2020-02-04 20:41:13 +01:00
hroff-1902
d2cac1d8fd
Merge branch 'develop' into spreadfilter
2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251
- added spread filter
...
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
hroff-1902
f5fb129483
Merge pull request #2858 from freqtrade/fix/rolling_max
...
Fix implementation of rolling_max
2020-02-04 14:05:05 +03:00
Matthias
a707aeb3d0
Fix implementation of rolling_max
2020-02-04 07:00:53 +01:00
Yazeed Al Oyoun
91b4c9668c
More consistency changes...
2020-02-04 01:57:24 +01:00
hroff-1902
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
...
Add some type hints
2020-02-03 23:24:26 +03:00
hroff-1902
ffb53a6df5
get rid of typing.cast()
2020-02-03 23:08:35 +03:00
hroff-1902
684cb54992
Add pair to exception msg
2020-02-03 17:17:46 +03:00
hroff-1902
df249c7c03
Remove unclear comment
2020-02-03 09:37:50 +03:00
