Commit Graph

36 Commits

Author SHA1 Message Date
gcarq abdddd5193 define common fixtures 2017-11-07 20:12:56 +01:00
Janne Sinivirta 0395c92260 move testdata file loading to pytest fixture 2017-11-07 19:24:51 +02:00
Janne Sinivirta fbbde9de25 put shared fixtures to conftest.py 2017-11-07 17:29:00 +02:00
Janne Sinivirta adfae9e75c autoformat with autopep8 2017-11-06 19:17:23 +02:00
Janne Sinivirta 29b173f4e7 only run four evals of hyperopt, just to check it works 2017-11-05 09:28:42 +02:00
gcarq 1e5b0e8726 adapt tests 2017-11-02 19:00:25 +01:00
gcarq e07904d436 PEP8 linting 2017-10-31 00:36:35 +01:00
Michael Egger ea1b1e11ea
Merge pull request #88 from gcarq/reduce_memory_use
Reduce memory use in backtesting
2017-10-31 00:28:38 +01:00
Janne Sinivirta e68e6c0a1a reuse mock in hyperopt also 2017-10-30 22:31:28 +02:00
gcarq 6f2915e25e move qtpylib to vendor folder
This is necessary to distribute qtpylib with
freqtrade when you install it globally.
2017-10-30 20:41:36 +01:00
Janne Sinivirta d066817d0b removed below_sma and over_sma to wait for better implementation 2017-10-29 21:33:57 +02:00
Janne Sinivirta a632121368 add macd cross signal trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 473d09b5cd add ema50 and ema100. add long uptrend ema guard to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 22cfef7d36 add ema5 cross ema10 trigger to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta e1bbe1d9a9 adjust indicator ranges in hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta ec981b415a add RSI to hyperopt 2017-10-29 21:33:57 +02:00
Janne Sinivirta 25d6d6bbe5 remove unused imports from test_hyperopt 2017-10-28 15:32:29 +03:00
Janne Sinivirta 649781d823 store result strings, display best result in summary. switch to a lot better objective algo 2017-10-28 15:26:22 +03:00
Janne Sinivirta 08ca7a8166 change print to format so result can be used in hyperopt Trials 2017-10-28 15:26:22 +03:00
Janne Sinivirta 6ba2492360 add Awesome Oscillator and try it in hyperopt 2017-10-25 18:37:20 +03:00
Samuel Husso 041e201713 remove duplicated backtesting from hyperopt 2017-10-25 08:17:17 +03:00
Samuel Husso f43ba44b15 refactor backtesting to its own method as we use it also in hyperopt 2017-10-24 07:58:42 +03:00
Janne Sinivirta 6f5307fda7 use more aggressive stop loss for hyperopt 2017-10-22 17:15:57 +03:00
Janne Sinivirta 37004e331a remove unused import and commented out code 2017-10-22 17:14:55 +03:00
Janne Sinivirta 57acf85b42 try a different objective function 2017-10-22 17:11:01 +03:00
Janne Sinivirta 913488910c bump minimum evaluations to 40 rounds 2017-10-21 10:29:05 +03:00
Janne Sinivirta 17b984a7cd adjust objective function to emphasize trade lenghts more 2017-10-21 10:28:43 +03:00
Janne Sinivirta f79b44eefe adjust ROI map for shorter trades 2017-10-21 10:28:02 +03:00
Janne Sinivirta 146c254c0f start adding other triggers than just the lower BBands 2017-10-21 10:26:38 +03:00
Janne Sinivirta ce2966dd7f add uptrend_sma to hyperopt 2017-10-20 18:29:38 +03:00
Janne Sinivirta 0fbca8b8ef add CCI to hyperopt 2017-10-20 13:14:28 +03:00
Janne Sinivirta 3f7a583de6 add SAR to hyperopt. add over/under sma options to hyperopt 2017-10-20 12:56:44 +03:00
Janne Sinivirta 1196983d5f change objective to emphasize shorter trades and include average profit 2017-10-20 10:39:36 +03:00
Janne Sinivirta bbb2c7cf62 more parametrizing. adjust ranges for previous parameters 2017-10-20 10:39:04 +03:00
Janne Sinivirta ff100bdac4 the optimizer expects values in the order of smaller is better 2017-10-19 18:29:57 +03:00
Janne Sinivirta 1792e0fb9b use hyperopt to find optimal parameter values for indicators 2017-10-19 17:12:49 +03:00