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
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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
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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
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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
18a53f4467
Extract generate_text_table from backtesting class
2020-01-02 09:31:47 +01:00
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
2537b8cb0c
Merge pull request #2725 from freqtrade/minor_fix
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[Minor] Edge-cli should use exchangeresolver
2019-12-30 19:27:40 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
fb3a53b8af
Use ExchangeResolver for edge_cli too
2019-12-30 14:28:34 +01:00
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
6db75bc244
Merge pull request #2706 from freqtrade/data_dir
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Convert datadir within config to Path
2019-12-28 05:14:48 +03:00
e5aed098b5
Enhance backtest results with sell reason profit / loss table
2019-12-25 09:39:29 +01:00
c6b9c8eca0
Forgot to save
2019-12-23 19:32:31 +01:00
c6d2233978
Convert StrategyLoader to static loader
2019-12-23 10:23:48 +01:00
6d5aca4f32
Convert hyperoptloss resolver to static loader
2019-12-23 10:09:08 +01:00
248ef5a0ea
Convert HyperoptResolver to static loader
2019-12-23 10:06:19 +01:00
560acb7cea
Convert ExchangeResolver to static loader class
2019-12-23 10:03:18 +01:00
fc5764f9df
Edge small cleanup
2019-12-19 19:55:21 +01:00
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
26ab108890
Fix mypy errors in develop
2019-12-15 01:10:09 +03:00
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
e26f563f4b
Merge pull request #2655 from freqtrade/avoid_keyerror_backtest
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Use first pair of pairlist to get fee
2019-12-14 23:10:40 +03:00
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
f2266ea9f4
Use shorter range for seeded random-state
2019-12-14 15:17:45 +03:00
a48c0ad868
Use first pair of pairlist to get fee
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Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
2019-12-14 12:55:02 +01:00
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
6e778ad710
Seed hyperopt random_state if not passed
2019-12-12 03:12:28 +03:00
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
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
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
3f9f29ba4e
Fix Flake8 import error
2019-12-10 16:10:51 +01:00
3448f86263
Suppress scikit-learn FutureWarnings from skopt imports
2019-12-10 15:46:29 +03:00
641e3fdf7a
Fix generation of hyperopt trailing params
2019-12-10 03:32:43 +03:00
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
de33ec4250
use sell_row.open also when the active ROI value just changed
2019-12-09 16:52:12 +01:00
45d12dbc83
Avoid a few calculations during backtesting
2019-12-07 15:28:56 +01:00
3163cbdf8a
Apply special case for negative ROI
2019-12-07 15:18:12 +01:00
3091869115
refactor get_close_rate out of get_sell_trade-entry
2019-12-07 14:30:14 +01:00
d21ae4edd3
Add fixes for comments in the review
2019-12-05 23:29:31 +03:00
4b0a4c936a
Fix hyperopt with ticker_interval from strategy
2019-12-05 20:31:02 +01:00
b61f43835d
Make flake happy
2019-12-05 01:11:06 +03:00
017a94adc1
Merge develop
2019-12-05 01:08:38 +03:00
54694dd3a4
Manual merge of some conflicts in hyperopt
2019-12-04 23:14:47 +03:00
668d42447f
Refactor log_trials_result()
2019-12-01 16:15:00 +03:00
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
2019-12-01 03:28:23 +03:00
a88bfa8ded
Fix: trailing_stop_positive should be positive
2019-12-01 02:27:17 +03:00
8f9b5095b5
Fix some tests
2019-11-27 22:52:43 +03:00
8e7512161a
Add hyperopt-list and hyperopt-show commands
2019-11-26 15:01:42 +03:00
af3eea3805
Move config json validation to after strategy loading
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Otherwise attributes are mandatory in configuration
while they could be set in the strategy
2019-11-25 07:05:30 +01:00
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
737c07c5b6
Make mypy happy
2019-11-23 11:51:52 +03:00
097cdcb57a
Save epochs at intermediate points
2019-11-23 11:32:33 +03:00
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space
2019-11-23 03:42:58 +03:00
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
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require subcommand for all actions
2019-11-14 06:28:42 +01:00
5b62ad876e
Remove hyperopts occurances
2019-11-13 09:39:00 +01:00
c449e39280
Replace more occurances of ticker_interval
2019-11-12 15:13:06 +01:00
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
d801dec6aa
Some more places with ticker_interval gone
2019-11-12 15:13:06 +01:00
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
31ab32f0b9
Always set trailing_stop=True with 'trailing' hyperspace
2019-11-08 12:47:28 +03:00
f90676cfc5
Add trailing stoploss hyperspace
2019-11-08 03:07:43 +03:00
ca77dbe8da
Fix UnicodeError in hyperopt output
2019-11-06 19:33:15 +01:00
eb0b0350e0
Introduce remove_credentials to remove code duplication
2019-11-05 12:39:19 +01:00
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
861f10dca6
Allow populate-indicators to come from strategy
2019-11-02 11:10:33 +01:00
132a4da7cf
Small style fixes and adjusted tests
2019-10-27 10:56:38 +01:00
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
bd4a23beeb
Refactor start-adjust logic to timerange
2019-10-27 09:44:56 +01:00
6382a4cd04
Implement startup-period to default-strategy
2019-10-27 09:44:56 +01:00
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
9c7696a8ce
Add required_startup to backtesting
2019-10-27 09:44:56 +01:00
4ec83a2c24
DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct
2019-10-18 23:29:19 +03:00
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental
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Move experimental settings to ask_strategy
2019-10-10 16:08:11 +02:00
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi
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Don't have backtest sells outside of a candle
2019-10-08 11:19:34 +03:00
0664a8c0e6
add `--fee` to change fees to other values
2019-10-05 15:29:00 +02:00
9b23376415
Move experimental settings to ask_strategy
2019-10-05 13:29:59 +03:00
7ea9da9605
Fix #2277
2019-10-05 10:54:28 +02:00
dc47a391da
Move ignore to corrct line for mypy 730
2019-09-30 19:32:46 +02:00
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config
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Allow use of config in custom hyperopt methods
2019-09-28 10:36:46 +02:00
4ac53f1549
Shorten the default hyperopt stoploss space
2019-09-28 04:13:53 +03:00
9db915853a
Allow use of config in custom hyperopt methods
2019-09-26 11:59:21 +03:00
5237723f22
Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install
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Optional hyperopt dependency installation
2019-09-26 09:42:16 +02:00
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
27cc73f47e
Dynamically import hyperopt modules
2019-09-25 11:40:34 +02:00
665e0570ae
Fix hyperopt position stacking
2019-09-25 03:41:22 +03:00
6ffb8b7a70
Fix wordings in comment
2019-09-23 13:25:31 +03:00
0c6164df7e
Fix memory exhaustion in skopt models list
2019-09-23 13:03:43 +03:00
313091eb1c
some more refresh_pairs cleanups
2019-09-20 20:22:51 +02:00
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
69f29e8907
minor: Cleanup for backtesting
2019-09-18 22:57:17 +03:00
5cbc073dd1
minor: Cleanup hyperopt
2019-09-16 21:46:15 +03:00
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs
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Improve logs for backtesting
2019-09-14 11:23:46 +03:00
e6ccc1427c
have Arguments return a dict instead of Namespace
2019-09-12 20:16:39 +02:00
849d694c27
Don't inherit from object
2019-09-12 04:39:52 +03:00
9bdfaf3803
Remove quotes around the pairs
2019-09-11 23:32:08 +03:00
35580b135a
Improve backtesting logs
2019-09-10 10:42:45 +03:00
3d028f512e
Merge pull request #2235 from hroff-1902/eliminate_import_strategy
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Allow --strategy for hyperopt
2019-09-08 12:23:48 +03:00
2b00a5d90a
Get rid of import_strategy()
2019-09-08 02:43:02 +03:00
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
2e49125e87
Merge branch 'develop' into hyperopt-simplified-interface
2019-09-06 15:11:06 +03:00
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
9a6a89c238
allow simplified hyperopt interface
2019-09-03 19:54:28 +03:00
Fredrik81
hroff-1902
Yazeed Al Oyoun
Fredrik Rydin
Matthias
hroff-1902
Tejesh