Commit Graph

15933 Commits

Author SHA1 Message Date
Janne Sinivirta
67ad9e9351 simplify some error message statements 2018-02-24 19:19:43 +02:00
Janne Sinivirta
160af91f9a improving log messages 2018-02-24 18:58:57 +02:00
Janne Sinivirta
5e73f3431c log how old the last received tick is 2018-02-24 16:59:20 +02:00
Samuel Husso
cd28693726
Merge pull request #525 from gcarq/pyup-update-sqlalchemy-1.2.3-to-1.2.4
Update sqlalchemy to 1.2.4
2018-02-23 07:52:47 +02:00
pyup-bot
ebad2b7542 Update sqlalchemy from 1.2.3 to 1.2.4 2018-02-22 23:17:07 +01:00
Samuel Husso
293dc4da80
Merge pull request #523 from gcarq/pyup-update-numpy-1.14.0-to-1.14.1
Update numpy to 1.14.1
2018-02-21 09:09:20 +02:00
Samuel Husso
df13a6f333
Merge pull request #524 from gcarq/pyup-update-pytest-3.4.0-to-3.4.1
Update pytest to 3.4.1
2018-02-21 09:08:46 +02:00
pyup-bot
e58cafed6f Update pytest from 3.4.0 to 3.4.1 2018-02-21 02:43:34 +01:00
pyup-bot
072f0b07d4 Update numpy from 1.14.0 to 1.14.1 2018-02-21 02:43:31 +01:00
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
Samuel Husso
8eed9c08a6
Merge pull request #519 from gcarq/pyup-update-pytest-mock-1.6.3-to-1.7.0
Update pytest-mock to 1.7.0
2018-02-17 10:12:28 +02:00
Samuel Husso
1911143a75
Merge pull request #520 from gcarq/pyup-update-sqlalchemy-1.2.2-to-1.2.3
Update sqlalchemy to 1.2.3
2018-02-17 10:11:32 +02:00
pyup-bot
19616eba35 Update sqlalchemy from 1.2.2 to 1.2.3 2018-02-17 01:16:22 +01:00
pyup-bot
e0153d8203 Update pytest-mock from 1.6.3 to 1.7.0 2018-02-16 22:58:22 +01:00
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
ec8bf82695 combine shared backtest/hyperopt flags 2018-02-15 15:23:49 +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
Samuel Husso
028700d86f
Merge pull request #517 from gcarq/fix-backslash-again
Correctly join paths in ticker loading
2018-02-15 10:38:37 +02:00
Samuel Husso
d13d6736b9
Merge pull request #515 from gcarq/indicator_helpers
Random indicator helpers
2018-02-15 10:12:37 +02:00
Janne Sinivirta
a1ba57186b correctly join paths and debug log the found results 2018-02-15 08:59:02 +02:00
Janne Sinivirta
459611516c enable stochastic and fisherRSI in default strategy 2018-02-14 13:02:31 +02:00
Janne Sinivirta
340ab0214b add generic fishers inverse transformation with smoothing 2018-02-14 10:17:43 +02:00
Janne Sinivirta
178d1ed423 add ehlers super smoother 2018-02-14 10:16:53 +02:00
Janne Sinivirta
cf013140a6 add went_up and went_down helpers 2018-02-13 11:37:59 +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
Gérald LONLAS
1134c81aad
Merge pull request #513 from gcarq/arrays_for_backtesting
Make backtesting 5x faster
2018-02-11 21:02:43 -08:00
Janne Sinivirta
3e07d41fa9 remove mention of sell space 2018-02-12 07:01:51 +02:00
Janne Sinivirta
b1230b27b7 adjust unit test to match new --spaces format 2018-02-11 19:22:13 +02:00
Janne Sinivirta
1eecf28a8b adjust documentation to match changes to --spaces flag 2018-02-11 19:18:11 +02:00
Janne Sinivirta
fe28addb51 specify allowed values for --spaces flag 2018-02-11 19:17:04 +02:00
Janne Sinivirta
9bcdc8e14b remove unnecessary condition 2018-02-11 15:25:30 +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
5190cd507e start with simpler condition 2018-02-11 14:37:12 +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
d74543ac32 document the new --spaces flag for hyperopt 2018-02-10 11:04:16 +02:00
Janne Sinivirta
55a1f604d6 small corrections and typo fixes to hyperopt documentation 2018-02-10 11:03:56 +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
Samuel Husso
53b1f7ac4d
Merge pull request #509 from gcarq/cleanup_plot_scripts
Cleanup plot scripts
2018-02-08 13:50:34 +02:00
Janne Sinivirta
6f80aff3e2 cleanup plot scripts 2018-02-08 13:32:34 +02:00
Gérald LONLAS
aa7aeb046e
Merge pull request #508 from gcarq/faster_backtesting
Faster backtesting
2018-02-06 22:59:45 -08:00
Janne Sinivirta
bf46f2e50d short circuit check for roi threshold 2018-02-06 21:37:11 +02:00
Janne Sinivirta
4760dd699d remove surprisingly slow logging line 2018-02-06 21:37:11 +02:00
Janne Sinivirta
22c48d5cef use faster time diff 2018-02-06 21:37:11 +02:00
Janne Sinivirta
0454b4c8d5 remove unnecessary Decimal construction 2018-02-06 21:37:11 +02:00
Janne Sinivirta
5c02f0983d let Strategy hold a sorted roi map 2018-02-06 21:37:11 +02:00