4707484a4c
Fix issue with colring enabled + styling
2020-04-09 11:42:13 +02:00
cdc774549e
Merge branch 'develop' into progress-bar
2020-04-08 01:56:43 +02:00
132f5f73f5
Update hyperopt.py
2020-04-07 10:44:18 +02:00
c95906cfcf
Update hyperopt.py
2020-04-07 10:42:15 +02:00
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
de47186263
Use .loc for assignments
2020-04-02 19:31:48 +02:00
cf6e6488c7
Fix filename handling with --strategy-list
2020-04-02 17:29:18 +02:00
3d4664c2a6
Remove unnecessary import
2020-03-15 15:40:12 +01:00
e1b08ad76c
Add docstring to store_backtest_result
2020-03-15 15:38:26 +01:00
e95665ceca
Make backtestresult storing independent from printing
2020-03-15 15:36:23 +01:00
a13d581658
Move backtest-result visualization out of backtesting class
2020-03-15 15:17:53 +01:00
6106d59e1a
Move store_backtest_results to optimize_reports
2020-03-15 15:17:35 +01:00
328dbd3930
Remove unnecessary parameter to generate_text_table_sell_reason
2020-03-15 15:04:48 +01:00
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
a7ed51c642
return back the name of the hyperopt data file
2020-03-13 04:04:23 +03:00
ebb0187f40
dataframe -> df_analyzed in backtesting and edge
2020-03-13 03:54:56 +03:00
5737139979
Small fix
2020-03-12 16:47:09 +01:00
1a59fc11be
doh
2020-03-12 02:36:18 +01:00
df1ae565dc
clean-up
2020-03-12 02:26:41 +01:00
9387ed923c
fix for empty lines
2020-03-12 02:07:50 +01:00
81cbb92556
Switch to TQDM
2020-03-11 22:30:36 +01:00
3a8b68c0fd
Initial work on progressbar
2020-03-10 20:30:36 +01:00
73c19da4b9
Adjust handling of zero stdev in loss functions
2020-03-10 13:44:16 +03:00
f148b5f734
cosmetics in lambdas
2020-03-10 10:38:37 +03:00
bd158eefd2
Fixed loggin
2020-03-10 03:02:52 +01:00
2f5fc731bb
Removed overwrite option
2020-03-09 18:53:30 +01:00
cb419614cd
Spelling miss
2020-03-08 23:00:21 +01:00
4ad93ed6bb
Changed output for null columns
2020-03-08 22:41:05 +01:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
7606d814fa
Initial work on csv-file export. Missing docs and tests
2020-03-05 01:58:33 +01:00
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
...
Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
090d1e8a70
Alignment and cleanups
2020-03-04 20:51:09 +01:00
7652a2bb95
Updated table layout and aligning better for hyperopt
2020-03-04 00:10:47 +01:00
399c419163
Changed table formating. Adding some code to align hyperopt table generation. WIP
2020-03-03 01:14:56 +01:00
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
52cd5f9127
Better use enumerate: more correct and more pythonic
2020-03-03 01:42:25 +03:00
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration
2020-03-03 01:33:11 +03:00
a7d4755859
optimize calculation of current_jobs
2020-03-03 01:20:14 +03:00
92425642da
Fix config_jobs
2020-03-03 01:00:24 +03:00
0e4862b0c8
Added logging if argument is miss-configured
2020-03-02 22:58:54 +01:00
7713cfeb79
Corrected logic for -j + and - argument
2020-03-02 21:02:32 +01:00
f08c7eedf1
Changed jobs to be dynamic for last loop
2020-03-01 14:35:13 +01:00
75b4f1a442
Fix alignment of higher values
2020-03-01 14:12:27 +01:00
e89fd33229
Fix for more arguments
2020-02-29 23:57:15 +01:00
7a4edb1cd8
Fix: When total epochs is less than cpu cores
2020-02-29 23:41:59 +01:00
23ae0653bd
Changed table output to match hyperopt-list command
2020-02-29 23:24:08 +01:00
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
...
Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
349aa2f957
Added dynamic print table function to hyperopt
2020-02-28 21:54:04 +01:00
bee8e92f02
Final changes, use sqrt i.o. statistics.pstdev
2020-02-28 23:50:25 +03:00
55d471190a
Changed table style of backtesting and alignment of headers
2020-02-27 13:28:28 +01:00
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
cd7efde6c0
Fixed coloring so it's only targeting the values not the table borders
2020-02-24 22:06:21 +01:00
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
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss
2020-02-19 02:37:25 +01:00
2058b492eb
Added function to print hyperopt-list as table using tabulate
2020-02-18 22:46:53 +01:00
6335d81ceb
Merge branch 'develop' into data_handler
2020-02-16 15:12:14 +01:00
674898bd32
Fix usage of vars in the commented out line
2020-02-16 15:26:40 +03:00
42dfda9231
Adjust docstring
2020-02-16 13:46:07 +03:00
fbe5cc44da
Use statistics.pstdev
2020-02-16 13:43:23 +03:00
1e84b2770c
Fix values of downside_returns
2020-02-16 04:10:53 +03:00
161dd1a3e6
Rename risk_free_return to minumum_accepted_return
2020-02-16 03:55:16 +03:00
b2328cdf4f
Do not subtract risk_free_ratio twice
2020-02-13 07:07:35 +03:00
9ec9a7b124
Fix t_index to be normalized
2020-02-09 21:20:15 +03:00
c89a32224c
Fix SharpeHyperOptLossDaily
2020-02-09 18:40:19 +03:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
61ced5e926
Fix typo
2020-02-08 02:49:06 +03:00
e8b9d88eb6
moved line for total_downside
2020-02-07 16:44:55 +03:00
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
9bcc5d2eed
fixed downside_returns to read from profit_percent_after_slippage
2020-02-07 16:36:12 +03:00
728ab0ff21
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:35:28 +03:00
b56a1f0603
initial push of sortino, work not done, still need own tests
2020-02-07 16:34:20 +03:00
deb0b7ad67
Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily
2020-02-07 16:30:37 +03:00
44d67389d2
initial push of sortino, work not done, still need own tests
2020-02-07 16:29:27 +03:00
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
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
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
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
...
Add some type hints
2020-02-03 23:24:26 +03:00
3499f1b85c
better readability and more consistent with daily sharpe loss method
2020-02-02 08:47:33 +01:00
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
19d4e1435c
Merge pull request #2828 from yazeed/line_alignment_fixes
...
fixed some more line alignments
2020-02-01 11:19:28 +01:00
d038bcedb0
fixed some more line alignments
2020-01-31 22:37:05 +01:00
c396ad4daa
Align quotes in same area
2020-01-31 20:41:51 +01:00
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
e2b3907df5
more consistent backtesting tables and labels
2020-01-31 04:39:18 +01:00
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
f347e5934a
Small adjustments for moved commands
2020-01-26 13:46:01 +01:00
e033df6a2f
Move optimize_commands to commands module
2020-01-26 13:46:01 +01:00
6e85280467
Adjust imports
2020-01-26 13:46:01 +01:00
bd4dd8403b
Fix type-errors with stake_amount
2020-01-25 12:49:37 +01:00
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
7d2d0235a0
Fix typo in sell-reason table generation
2020-01-22 06:08:34 +01:00
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
f73f0b1653
Update comments on backtesting
2020-01-15 19:29:00 +05:30
785cd2a640
Rename test module
2020-01-09 06:53:51 +01:00
c475729c13
Extract edge reporting to optimize_reports
2020-01-09 06:52:34 +01:00
989ab646a9
Add profit % to sell_reason table
2020-01-09 06:46:39 +01:00
a9fbad0741
Improve docstrings
2020-01-02 09:37:54 +01:00
904e1647e1
Extract generate_text_table_strategy to seperate module
2020-01-02 09:31:53 +01:00
caec345c0b
Extract generate_text_table_sell_reason from backtesting class
2020-01-02 09:31:53 +01:00
Fredrik81
Matthias
hroff-1902
hroff-1902
Yazeed Al Oyoun
Fredrik Rydin
Tejesh