Samuel Husso
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293dc4da80
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Merge pull request #523 from gcarq/pyup-update-numpy-1.14.0-to-1.14.1
Update numpy to 1.14.1
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2018-02-21 09:09:20 +02:00 |
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Samuel Husso
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df13a6f333
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Merge pull request #524 from gcarq/pyup-update-pytest-3.4.0-to-3.4.1
Update pytest to 3.4.1
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2018-02-21 09:08:46 +02:00 |
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pyup-bot
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e58cafed6f
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Update pytest from 3.4.0 to 3.4.1
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2018-02-21 02:43:34 +01:00 |
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pyup-bot
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072f0b07d4
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Update numpy from 1.14.0 to 1.14.1
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2018-02-21 02:43:31 +01:00 |
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Samuel Husso
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35c51c73f7
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Merge pull request #518 from gcarq/cleaning_up_backtesting
Cleaning up backtesting/hyperopt
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2018-02-18 10:18:00 +02:00 |
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Janne Sinivirta
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fac122891f
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remove stoploss parameter from backtest, it is loaded from strategy
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2018-02-17 11:14:03 +02:00 |
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Samuel Husso
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8eed9c08a6
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Merge pull request #519 from gcarq/pyup-update-pytest-mock-1.6.3-to-1.7.0
Update pytest-mock to 1.7.0
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2018-02-17 10:12:28 +02:00 |
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Samuel Husso
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1911143a75
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Merge pull request #520 from gcarq/pyup-update-sqlalchemy-1.2.2-to-1.2.3
Update sqlalchemy to 1.2.3
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2018-02-17 10:11:32 +02:00 |
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pyup-bot
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19616eba35
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Update sqlalchemy from 1.2.2 to 1.2.3
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2018-02-17 01:16:22 +01:00 |
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pyup-bot
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e0153d8203
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Update pytest-mock from 1.6.3 to 1.7.0
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2018-02-16 22:58:22 +01:00 |
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Janne Sinivirta
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d1bdbcd273
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Fix wrong duration calculation in hyperopting
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2018-02-16 22:08:20 +02:00 |
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Janne Sinivirta
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bf72b5bc37
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make args available for optimizer and use them instead of guessing from params
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2018-02-16 14:00:12 +02:00 |
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Janne Sinivirta
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ec8bf82695
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combine shared backtest/hyperopt flags
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2018-02-15 15:23:49 +02:00 |
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Janne Sinivirta
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f64c8cc9ce
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realistic should be False by default and enabled with a --realistic-simulation flag
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2018-02-15 13:11:17 +02:00 |
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Samuel Husso
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028700d86f
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Merge pull request #517 from gcarq/fix-backslash-again
Correctly join paths in ticker loading
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2018-02-15 10:38:37 +02:00 |
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Samuel Husso
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d13d6736b9
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Merge pull request #515 from gcarq/indicator_helpers
Random indicator helpers
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2018-02-15 10:12:37 +02:00 |
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Janne Sinivirta
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a1ba57186b
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correctly join paths and debug log the found results
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2018-02-15 08:59:02 +02:00 |
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Janne Sinivirta
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459611516c
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enable stochastic and fisherRSI in default strategy
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2018-02-14 13:02:31 +02:00 |
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Janne Sinivirta
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340ab0214b
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add generic fishers inverse transformation with smoothing
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2018-02-14 10:17:43 +02:00 |
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Janne Sinivirta
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178d1ed423
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add ehlers super smoother
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2018-02-14 10:16:53 +02:00 |
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Janne Sinivirta
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cf013140a6
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add went_up and went_down helpers
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2018-02-13 11:37:59 +02:00 |
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Samuel Husso
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e3d222912d
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Merge pull request #511 from gcarq/hyperopt_selectable_spaces
Allow selecting Hyperopt search space
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2018-02-12 08:28:24 +02:00 |
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Gérald LONLAS
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1134c81aad
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Merge pull request #513 from gcarq/arrays_for_backtesting
Make backtesting 5x faster
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2018-02-11 21:02:43 -08:00 |
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Janne Sinivirta
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3e07d41fa9
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remove mention of sell space
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2018-02-12 07:01:51 +02:00 |
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Janne Sinivirta
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b1230b27b7
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adjust unit test to match new --spaces format
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2018-02-11 19:22:13 +02:00 |
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Janne Sinivirta
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1eecf28a8b
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adjust documentation to match changes to --spaces flag
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2018-02-11 19:18:11 +02:00 |
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Janne Sinivirta
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fe28addb51
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specify allowed values for --spaces flag
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2018-02-11 19:17:04 +02:00 |
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Janne Sinivirta
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9bcdc8e14b
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remove unnecessary condition
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2018-02-11 15:25:30 +02:00 |
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Janne Sinivirta
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2ce03ab1b5
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make Strategy store roi and stoploss values as numbers to avoid later casting
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2018-02-11 15:25:30 +02:00 |
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Janne Sinivirta
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5190cd507e
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start with simpler condition
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2018-02-11 14:37:12 +02:00 |
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Janne Sinivirta
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2dd2f31431
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remove repeated condition
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2018-02-11 14:31:37 +02:00 |
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Janne Sinivirta
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dc105d5eae
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better names for row variables
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2018-02-11 14:24:19 +02:00 |
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Janne Sinivirta
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c62356438a
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loop over arrays instead of dataframes
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2018-02-11 14:18:57 +02:00 |
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Janne Sinivirta
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d74543ac32
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document the new --spaces flag for hyperopt
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2018-02-10 11:04:16 +02:00 |
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Janne Sinivirta
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55a1f604d6
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small corrections and typo fixes to hyperopt documentation
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2018-02-10 11:03:56 +02:00 |
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Janne Sinivirta
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f14d6249e0
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allow selecting hyperopt searchspace
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2018-02-09 20:59:06 +02:00 |
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kryofly
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12a19e400f
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tests: more backtesting testing (#496)
* tests: more backtesting testing
* tests: hyperopt
* tests: document kludge
* tests: improve test_dataframe_correct_length
* tests: remove remarks
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2018-02-08 21:49:43 +02:00 |
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Samuel Husso
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53b1f7ac4d
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Merge pull request #509 from gcarq/cleanup_plot_scripts
Cleanup plot scripts
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2018-02-08 13:50:34 +02:00 |
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Janne Sinivirta
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6f80aff3e2
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cleanup plot scripts
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2018-02-08 13:32:34 +02:00 |
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Gérald LONLAS
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aa7aeb046e
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Merge pull request #508 from gcarq/faster_backtesting
Faster backtesting
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2018-02-06 22:59:45 -08:00 |
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Janne Sinivirta
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bf46f2e50d
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short circuit check for roi threshold
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2018-02-06 21:37:11 +02:00 |
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Janne Sinivirta
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4760dd699d
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remove surprisingly slow logging line
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2018-02-06 21:37:11 +02:00 |
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Janne Sinivirta
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22c48d5cef
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use faster time diff
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2018-02-06 21:37:11 +02:00 |
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Janne Sinivirta
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0454b4c8d5
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remove unnecessary Decimal construction
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2018-02-06 21:37:11 +02:00 |
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Janne Sinivirta
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5c02f0983d
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let Strategy hold a sorted roi map
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2018-02-06 21:37:11 +02:00 |
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Janne Sinivirta
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a28ffcbcf7
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remove slow unnecessary table scan
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2018-02-06 21:21:47 +02:00 |
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Samuel Husso
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c5400b6c37
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Merge pull request #507 from gcarq/date_indexing_for_backtesting
Date indexing for backtesting
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2018-02-06 12:20:33 +02:00 |
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Janne Sinivirta
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a071571eac
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switch to faster short circuiting condition
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2018-02-06 12:13:12 +02:00 |
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Janne Sinivirta
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5cf2dd79f2
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don't reset index if not needed
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2018-02-06 11:34:01 +02:00 |
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Janne Sinivirta
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cf7c6d2e9c
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switch to properly using dates as indexes, makes date based searching and slicing a lot faster
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2018-02-06 11:34:00 +02:00 |
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