Matthias
2591a34db4
Don't use arrow objects for backtesting
2020-10-18 16:18:52 +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
f0d7f18cf9
Pad wins / draws / losses for hyperopt with spaces instead of 0's
2020-09-19 17:32:22 +02:00
Allen Day
f63a378967
Update hyperopt.py
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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
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
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
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
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
dd430455e4
Enable dataprovier for hyperopt
2020-08-08 17:04:32 +02:00
Matthias
fbddfaeacf
Introduce DatetimePrintFormat
2020-07-03 06:58:27 +02:00
Matthias
0b2982caed
Merge branch 'develop' into hyperopt_colorama_init
2020-06-16 10:16:41 +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
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
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
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Backtest use pairlists
2020-04-27 13:34:06 +03:00
Matthias
e8530c36d3
Remove pairlists from hyperopt too (it holds a reference to exchange)
2020-04-25 15:46:20 +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
Fredrik81
2c1c1c7f16
Update freqtrade/optimize/hyperopt.py
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nice find
Co-Authored-By: Matthias <xmatthias@outlook.com>
2020-04-11 17:42:32 +02:00
Fredrik81
d9e54ab7a4
Update freqtrade/optimize/hyperopt.py
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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.
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Coloring still needs some work (bug + what colors to use)
2020-04-06 13:12:32 +02:00
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
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
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
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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
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
Fredrik81
349aa2f957
Added dynamic print table function to hyperopt
2020-02-28 21:54:04 +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
Fredrik Rydin
2058b492eb
Added function to print hyperopt-list as table using tabulate
2020-02-18 22:46:53 +01:00
Matthias
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +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
hroff-1902
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
Yazeed Al Oyoun
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
Matthias
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
hroff-1902
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
Matthias
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
Matthias
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +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
hroff-1902
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +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
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
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
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
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
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
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
hroff-1902
9b23376415
Move experimental settings to ask_strategy
2019-10-05 13:29:59 +03:00
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
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
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
Matthias
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
Matthias
7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space
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Hyperopt: adaptive roi_space
2019-09-06 06:26:52 +02:00
Matthias
513e84880e
Don't escape ticks where it's not needed
2019-08-25 20:38:51 +02:00
hroff-1902
067208bc9d
make backtesting an attribute of Hyperopt
2019-08-24 00:10:35 +03:00
hroff-1902
17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space
2019-08-20 23:00:23 +03:00
hroff-1902
cadf573170
round printed stoploss value as well
2019-08-20 22:24:59 +03:00
hroff-1902
a12876da92
fine printing for floats in the roi tables (round to 5 digits after the decimal point)
2019-08-20 22:17:21 +03:00
Matthias
0a478bc0dc
Merge branch 'develop' into align_userdata
2019-08-18 15:00:12 +02:00
hroff-1902
e525275d10
make flake and mypy happy
2019-08-15 23:13:46 +03:00
hroff-1902
4fa92ec0fa
hyperopt: --print-json option added
2019-08-15 21:39:04 +03:00
hroff-1902
5b9711c002
adaptive roi_space
2019-08-14 13:25:49 +03:00
Matthias
51c3a31bb5
Correct imports and calls to parse_timerange
2019-08-14 10:07:32 +02:00
hroff-1902
8f92912852
final colorization schema
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colorization schema-2: red, green, bright/dim
colorization schema-3: red, green, bright only green bests
colorization schema-4: no red, green for profit, bright for bests
2019-08-12 21:08:52 +03:00
hroff-1902
ae39f6fba5
use of termcolor eliminated
2019-08-09 14:51:03 +03:00
Matthias
383b24ab84
Merge branch 'develop' into align_userdata
2019-08-05 06:55:51 +02:00
hroff-1902
9cbab35de0
colorization by means of termcolor and colorama
2019-08-04 22:54:19 +03:00
hroff-1902
f200f52a16
hyperopt print colorized results
2019-08-03 19:09:42 +03:00
hroff-1902
13620df717
'with values:' line removed
2019-08-03 11:05:05 +03:00
hroff-1902
3b65c986ee
wordings fixed
2019-08-03 10:20:20 +03:00
hroff-1902
aa8f44f68c
improvements to hyperopt output
2019-08-02 22:22:58 +03:00
Matthias
39e8e507d9
Merge branch 'develop' into align_userdata
2019-08-02 20:08:26 +02:00
hroff-1902
065ebd39ef
cleanup in hyperopt
2019-08-01 23:57:26 +03:00
Matthias
bcccdda7c0
Merge branch 'develop' into align_userdata
2019-08-01 19:33:45 +02:00
Matthias
8cef567abc
create and use hyperopt-results folder
2019-07-31 07:10:17 +02:00
hroff-1902
8f1f416a52
hyperopt cleanup and output improvements
2019-07-30 11:47:28 +03:00
Matthias
2c7a248307
Use user_data_dir in hyperopt
2019-07-28 14:57:05 +02:00
Matthias
0a253d66d0
Remove os.path from hyperopt
2019-07-28 14:57:05 +02:00
Matthias
639a4d5cf7
Allow importing interface from hyperopt.py
2019-07-17 07:15:43 +02:00
Matthias
8ccfc0f316
Remove unused variables
2019-07-17 06:24:40 +02:00
Matthias
d23179e25c
Update hyperopt-loss to use resolver
2019-07-16 06:27:43 +02:00
Matthias
7d62bb8c53
Revert --clean argument to --continue
2019-07-16 05:51:26 +02:00
Matthias
07a1c48e8c
Fix wrong intendation for custom-hyperopt check
2019-07-15 23:14:07 +02:00
Matthias
7be25313a5
Add some mypy ignores
2019-07-15 22:59:28 +02:00
Matthias
55e8092cbf
Add sharpe ratio as loss function
2019-07-15 22:52:33 +02:00
Matthias
e5170582de
Adapt tests to new loss-function method
2019-07-15 22:45:14 +02:00
Matthias
710443d200
Add documentation for custom hyperopt
2019-07-15 21:38:49 +02:00
Matthias
2a20423be6
Allow loading custom hyperopt loss functions
2019-07-15 21:35:42 +02:00
Matthias
2fedae6060
Move unnecessary things out of generate_optimizer
2019-07-15 20:31:55 +02:00
Matthias
b1b4048f97
Add test for hyperopt
2019-07-15 20:28:02 +02:00
Matthias
107f00ff8f
Add hyperopt option to clean temporary pickle files
2019-07-15 20:17:15 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
Matthias
cbe25178d7
Merge pull request #2009 from hroff-1902/fix-2008
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fix #2008
2019-07-15 10:55:33 +02:00
hroff-1902
65f77306d3
using logger.debug, info was too noisy
2019-07-14 21:00:48 +03:00
hroff-1902
efbc7cccb1
enable --dmmp for hyperopt
2019-07-14 20:56:17 +03:00
hroff-1902
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
hroff-1902
e993e010f4
Fix #2013
2019-07-11 23:02:57 +03:00
hroff-1902
c474e2ac86
fix #2008
2019-07-10 01:53:40 +03:00
Matthias
89ff614e1d
Add pair as parameter, and warn when fillup was necessary
2019-06-15 13:46:19 +02:00
hroff-1902
90b0f1daa8
minor optimize cleanup
2019-06-10 02:08:54 +03:00
Matthias
236c392d28
Don't load hyperopts / optimize dependency tree if that module is not
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used
2019-05-25 20:00:31 +02:00
Matthias
b38c43141c
Adjust imports to new location
2019-05-25 16:53:35 +02:00
hroff-1902
8b95e12468
log message adjusted in backtesting and hyperopt
2019-05-15 12:05:35 +03:00
hroff-1902
5677c4882e
minor: add ticker data validation; log backtesting interval
2019-05-13 23:56:59 +03:00
hroff-1902
00b4501c59
avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed
2019-05-12 21:14:00 +03:00
hroff-1902
0f43e0bb7d
minor hyperopt output improvements
2019-05-10 10:54:44 +03:00
hroff-1902
e7b81e4d46
hyperopt --min-trades parameter
2019-05-01 15:27:58 +03:00
hroff-1902
ea44bbff9f
prevent hyperopt from running simultaneously
2019-04-25 11:11:04 +03:00
hroff-1902
6a0f527e0e
merge --job-workers and commit printing debug log messages with the opt state
2019-04-24 10:35:04 +03:00
hroff-1902
2898067318
Merge branch 'develop' into hyperopt-jobs
2019-04-24 10:31:03 +03:00
hroff-1902
fc4ef2b430
Merge branch 'develop' into hyperopt-opt-params
2019-04-23 21:58:27 +03:00
hroff-1902
e3b0474901
Merge branch 'develop' into hyperopt-jobs
2019-04-23 21:34:38 +03:00
hroff-1902
cc9f899cd6
removed explicit dependency on multiprocessing module
2019-04-23 21:25:36 +03:00
hroff-1902
a022b1a6c1
--random-state for optimzer to get reproducible results added
2019-04-23 21:18:52 +03:00
Matthias
4971b9fc39
Merge pull request #1793 from hroff-1902/hyperopt-debug-state
...
hyperopt: print optimizer state in debug log messages
2019-04-23 20:11:04 +02:00
hroff-1902
3e3fce5f38
print optimizer state in debug log messages
2019-04-23 09:49:24 +03:00
hroff-1902
7c8e26c717
-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt
...
docs refreshed
2019-04-23 00:52:07 +03:00
hroff-1902
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
hroff-1902
6b87d94bb0
--print-all command line option added for hyperopt
2019-04-22 01:10:01 +03:00
