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214 Commits

Author SHA1 Message Date
gcarq 93931eb32b fix typo in _generate_text_table 2018-03-19 23:05:12 +01:00
Gerald Lonlas 0bb7cc8ab5 Hyperopt: fix 'Ran out of input' error 2018-03-05 20:49:45 -08:00
Gerald Lonlas de468c6fc8 Fix wrong realistic_simulation implementation in Hyperopt 2018-03-04 02:31:25 -08:00
Gerald Lonlas 6fcc173489 Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify 2018-03-04 01:33:39 -08:00
Gerald Lonlas bb1e38f584 Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify 2018-03-04 01:01:19 -08:00
Gerald Lonlas 2001c20426 Merge commit '028700d86f130d5c3cbfef4e422dc701340f58c9' into feature/objectify 2018-03-04 00:53:27 -08:00
Gerald Lonlas 722ed48d9d Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify 2018-03-04 00:51:22 -08:00
Gerald Lonlas 38510d4b03 Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify 2018-03-03 17:26:06 -08:00
Gerald Lonlas 84759073d9 Refactor Configuration() to apply common configurations all the time and to remove show_info 2018-03-03 13:43:14 -08:00
Gerald Lonlas 0632cf0f44 Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify 2018-03-02 23:28:36 -08:00
Gerald Lonlas bbb1a31fda Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify 2018-03-03 10:01:06 +08:00
Gerald Lonlas 390501bac0 Make Pylint Happy chapter 1 2018-03-03 09:33:54 +08:00
Gerald Lonlas d274f13480 Remove Memory profiler in Backtesting 2018-03-03 09:33:54 +08:00
Gerald Lonlas 8bd0f4d0d7 Remove ugly pprints 2018-03-03 09:33:54 +08:00
Gerald Lonlas 6ef7b7d93d Complete Backtesting and Hyperopt unit tests 2018-03-03 09:33:54 +08:00
Gerald Lonlas 1d251d6151 Move Backtesting to a class and add unit tests 2018-03-03 09:33:54 +08:00
Samuel Husso 35c51c73f7
Merge pull request #518 from gcarq/cleaning_up_backtesting 
Cleaning up backtesting/hyperopt
 2018-02-18 10:18:00 +02:00
Janne Sinivirta fac122891f remove stoploss parameter from backtest, it is loaded from strategy 2018-02-17 11:14:03 +02:00
Janne Sinivirta d1bdbcd273
Fix wrong duration calculation in hyperopting 2018-02-16 22:08:20 +02:00
Janne Sinivirta bf72b5bc37 make args available for optimizer and use them instead of guessing from params 2018-02-16 14:00:12 +02:00
Janne Sinivirta f64c8cc9ce realistic should be False by default and enabled with a --realistic-simulation flag 2018-02-15 13:11:17 +02:00
Janne Sinivirta a1ba57186b correctly join paths and debug log the found results 2018-02-15 08:59:02 +02:00
Samuel Husso e3d222912d
Merge pull request #511 from gcarq/hyperopt_selectable_spaces 
Allow selecting Hyperopt search space
 2018-02-12 08:28:24 +02:00
Janne Sinivirta 3e07d41fa9 remove mention of sell space 2018-02-12 07:01:51 +02:00
Janne Sinivirta 2ce03ab1b5 make Strategy store roi and stoploss values as numbers to avoid later casting 2018-02-11 15:25:30 +02:00
Janne Sinivirta 2dd2f31431 remove repeated condition 2018-02-11 14:31:37 +02:00
Janne Sinivirta dc105d5eae better names for row variables 2018-02-11 14:24:19 +02:00
Janne Sinivirta c62356438a loop over arrays instead of dataframes 2018-02-11 14:18:57 +02:00
Janne Sinivirta f14d6249e0 allow selecting hyperopt searchspace 2018-02-09 20:59:06 +02:00
kryofly 12a19e400f tests: more backtesting testing (#496) 
* tests: more backtesting testing

* tests: hyperopt

* tests: document kludge

* tests: improve test_dataframe_correct_length

* tests: remove remarks
 2018-02-08 21:49:43 +02:00
Janne Sinivirta a28ffcbcf7 remove slow unnecessary table scan 2018-02-06 21:21:47 +02:00
Janne Sinivirta a071571eac switch to faster short circuiting condition 2018-02-06 12:13:12 +02:00
Janne Sinivirta 5cf2dd79f2 don't reset index if not needed 2018-02-06 11:34:01 +02:00
Janne Sinivirta cf7c6d2e9c switch to properly using dates as indexes, makes date based searching and slicing a lot faster 2018-02-06 11:34:00 +02:00
Janne Sinivirta 8c7b29734e use date info to calculate trade durations 2018-02-06 11:34:00 +02:00
Janne Sinivirta 0a42a0e814
Merge pull request #479 from gcarq/fix/issue-478 
Fix Backtesting / Hyperopt ticker_interval download
 2018-01-31 17:15:47 +02:00
Jean-Baptiste LE STANG 07b7828f39 Fixing bug in backtesting causing to much sells 2018-01-31 07:59:45 +01:00
Gerald Lonlas d313eb812d Forgot one args.ticker_interval 2018-01-29 23:07:54 -08:00
Gerald Lonlas 321e3ede30 Fix hyperopt ticker interval download 2018-01-29 22:53:28 -08:00
Gerald Lonlas 524290d678 Fix backtesting ticker interval download 2018-01-29 22:51:29 -08:00
Jean-Baptiste LE STANG 94172091ae Refactoring the sell conditions evaluation to share the function with backtesting 2018-01-29 10:10:19 +01:00
Janne Sinivirta a5155b3b20
Merge pull request #465 from gcarq/fix/increase_test_coverage 
Fix/increase test coverage
 2018-01-29 08:47:26 +02:00
Gerald Lonlas 2bccaa31c9 Increase pylint score on misc.py 2018-01-28 14:28:28 -08:00
Michael Smith f66958c34f optimize/__init__.py: 
Added support for gzip ticker data files if they exist.
 2018-01-28 21:57:25 +08:00
Michael Smith b44adaa5ab Added support in /optimize for gzip ticker data files if they exist. 2018-01-28 21:52:27 +08:00
Janne Sinivirta a6a479f7aa balances to min roi hyperopt settings 2018-01-28 10:46:22 +02:00
Janne Sinivirta 67ddb2e7f8 lower precision for most search space variables 2018-01-27 09:51:06 +02:00
Janne Sinivirta 95ab7c84bc remove unnecessary else 2018-01-26 18:41:41 +02:00
Janne Sinivirta f33923c784 fix typings for hyperopt code 2018-01-26 18:32:45 +02:00
Janne Sinivirta a7a7c37121 add day counter to timeframe 2018-01-26 18:32:45 +02:00
Janne Sinivirta b7e297ebda remove unused loop variable 2018-01-26 11:50:00 +02:00
Janne Sinivirta 4fe6ae0bae fix search space for min ROI 2018-01-25 22:32:46 +02:00
Janne Sinivirta 42087c9bfe let hyperopt optimize ROI table 2018-01-25 11:12:00 +02:00
Janne Sinivirta 5007165908 add search space for ROI table 2018-01-25 09:34:26 +02:00
Janne Sinivirta 7dc63c06e7
Merge pull request #356 from kryofly/test_coverage 
Test coverage
 2018-01-25 09:31:06 +02:00
Janne Sinivirta c400d15ed1 rip out hyperopt things from strategy, add indicator populating to hyperopt 2018-01-23 16:56:12 +02:00
Janne Sinivirta a6cbc1ba16
Merge pull request #400 from gcarq/feature/custom_strategy 
Allow custom strategy files
 2018-01-23 15:25:18 +02:00
Gerald Lonlas e220ad5389 Remove useless USDT_BTC filename conversion 2018-01-22 21:40:07 -08:00
Gerald Lonlas eac6e05392 Fix error when config does not have stoploss 2018-01-22 20:51:39 -08:00
Gerald Lonlas 1c7da95fed Move hyperopt_trials.pickle to user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas baae374899 Move hyperopt_conf.py into user_data/ 2018-01-22 20:51:39 -08:00
Gerald Lonlas be75522507 Fix flake8 2018-01-22 20:51:39 -08:00
Gerald Lonlas c46d78b4b9 Decouple strategy from analyse.py 2018-01-22 20:51:39 -08:00
Gerald Lonlas ad2a5f1717 Remove optimize.load_data() that is called twice 2018-01-20 15:35:13 -08:00
kryofly e94e6292e9 Merge branch 'develop' into test_coverage 2018-01-20 22:01:03 +01:00
Jean-Baptiste LE STANG 36797cda30 Merge branch 'develop' into support_multiple_ticker 2018-01-20 19:25:47 +01:00
kryofly cf266a67ad Merge branch 'develop' into test_coverage 2018-01-20 10:06:53 +01:00
kryofly e3088647fc Merge branch 'develop' into test_coverage 2018-01-19 08:40:40 +01:00
kryofly 4a9e1cb345 Merge branch 'develop' into backtest-export 2018-01-19 07:02:38 +01:00
Gérald LONLAS 14d16f2574
Merge pull request #357 from kryofly/timeperiod 
Timeperiod
 2018-01-18 20:26:44 -08:00
Jean-Baptiste LE STANG c9e1fd3fc4 Merge branch 'develop' into support_multiple_ticker 2018-01-17 21:29:36 +01:00
Jean-Baptiste LE STANG 7b292d5ca3 backtesting takes its ticker_interval from the config file, else from the command line options 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG 2509ce030d Refreshing pair of only selected ticker_interval 2018-01-17 13:52:14 +01:00
Jean-Baptiste LE STANG e2e2005567 Adding 30 minutes, 1 hour, 1 day tickers 2018-01-17 13:52:14 +01:00
Janne Sinivirta c670ccfd37 add trigger +DI crossed above -DI 2018-01-16 18:52:06 +02:00
Janne Sinivirta 8896b39231 add heikenashi reversal bullish trigger to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta ce963aae58 add macd < 0 guard to hyperopt 2018-01-16 18:52:06 +02:00
Janne Sinivirta dc01807b3c switch ema5 trigger to ema3 cross trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta fadac5fe4a remove too aggressive trigger 2018-01-16 18:52:06 +02:00
Janne Sinivirta 99260735ae remove broken bbands trigger from hyperopt. add two working bbands triggers 2018-01-16 18:52:06 +02:00
Janne Sinivirta 501be8a3bc adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts 2018-01-16 16:36:50 +02:00
Janne Sinivirta 38fe7ec7cd adjust default target values for hyperopt 2018-01-16 16:35:48 +02:00
kryofly 0e58ab7e01 more advanced use of --timerange 2018-01-16 00:15:49 +01:00
kryofly 71bb348698 rename --timeperiod to --timerange 2018-01-15 21:49:06 +01:00
Janne Sinivirta ec7bfba8df add comment about checking the new total profit logging 2018-01-14 13:11:19 +02:00
Janne Sinivirta f1e176d35c log total profit in percentages also 2018-01-14 13:10:25 +02:00
Janne Sinivirta 92241baade log the loss value 2018-01-14 13:09:39 +02:00
kryofly d4008374f6 backtest export: include enter,exit dates 2018-01-12 22:12:00 +01:00
kryofly 05f5a1b0ee Merge branch 'develop' into test_coverage 2018-01-11 19:49:33 +01:00
kryofly 153e11f045 Merge branch 'develop' into timeperiod 2018-01-11 19:45:47 +01:00
kryofly 4781a23809 Merge branch 'develop' into backtest-export 2018-01-11 19:40:42 +01:00
kryofly ed47ee4e29 backtest export json2 2018-01-11 19:14:11 +01:00
kryofly 27769f0301 uncomplex backtest 2018-01-11 17:45:41 +01:00
kryofly feb5da0c35 file_dump_json 2018-01-11 15:49:04 +01:00
Janne Sinivirta c11102cf4a another run of autopep8 2018-01-11 07:08:56 +02:00
Janne Sinivirta 86db6c9084 sort imports 2018-01-11 07:08:56 +02:00
Janne Sinivirta 1b6b0ad9d2 autopep8 2018-01-11 06:50:36 +02:00
kryofly b0f3fd7ffb timeperiod argument to backtesting and hyperopt 2018-01-10 23:48:59 +01:00
kryofly feca87345f refactor 2018-01-10 23:00:40 +01:00
kryofly f848a5c87d tests optimize load_data 2018-01-10 13:43:03 +01:00