Commit Graph

  • 22cfef7d36 add ema5 cross ema10 trigger to hyperopt Janne Sinivirta 2017-10-28 16:40:21 +03:00
  • e1bbe1d9a9 adjust indicator ranges in hyperopt Janne Sinivirta 2017-10-28 16:26:32 +03:00
  • ec981b415a add RSI to hyperopt Janne Sinivirta 2017-10-28 16:21:07 +03:00
  • 57a17697a0 add RSI, MOM, EMA5 and EMA10 to analyze Janne Sinivirta 2017-10-28 16:14:01 +03:00
  • f4fe09ffbf added get_balances as a abstract method to the interface baseclass Samuel Husso 2017-10-29 17:57:57 +02:00
  • 871b5e17ee Merge pull request #85 from gcarq/datetime_fixes Michael Egger 2017-10-29 15:56:20 +01:00
  • 9b00fc3474 use .ix instead of .loc for small perf boost Janne Sinivirta 2017-10-29 16:16:23 +02:00
  • 3b1dc36d8a switch to using itertuples instead of iterrows as it's a lot faster Janne Sinivirta 2017-10-29 15:13:02 +02:00
  • 4edf8f2079 copy only needed columns before iterating over them Janne Sinivirta 2017-10-29 15:10:18 +02:00
  • 54987fd9ca do date parsing while loading json, not later Janne Sinivirta 2017-10-29 10:16:53 +02:00
  • da9c3e7d7d remove leftover dates from removing date filtering Janne Sinivirta 2017-10-29 09:36:03 +02:00
  • a948142ef5 Merge pull request #83 from gcarq/better-hyperopt-objective Michael Egger 2017-10-29 14:13:44 +01:00
  • 4f6c3f94e0 added tests to /balance, minor cleanup Samuel Husso 2017-10-29 10:10:00 +02:00
  • 25d6d6bbe5 remove unused imports from test_hyperopt Janne Sinivirta 2017-10-28 15:24:05 +03:00
  • 649781d823 store result strings, display best result in summary. switch to a lot better objective algo Janne Sinivirta 2017-10-28 15:22:15 +03:00
  • 08ca7a8166 change print to format so result can be used in hyperopt Trials Janne Sinivirta 2017-10-26 17:24:28 +03:00
  • dd78c62c3d added new command to return balance across all currencies Samuel Husso 2017-10-28 08:44:49 +03:00
  • 29de1645fe Merge pull request #82 from gcarq/feature/handle-process-signals Samuel Husso 2017-10-28 08:49:42 +03:00
  • 4139b0b0c7 add signal handler for SIGINT, SIGTERM and SIGABRT gcarq 2017-10-27 15:52:14 +02:00
  • 0c33e917d5 Merge pull request #79 from gcarq/qtpylib Samuel Husso 2017-10-27 12:11:04 +03:00
  • e401a016f5 change analyze tests to use full json dump from bittrex Janne Sinivirta 2017-10-26 16:50:31 +03:00
  • e0fde8665c Merge pull request #80 from gcarq/fix-testdate-dl-path Janne Sinivirta 2017-10-26 10:37:38 +03:00
  • 752520c823 When running from project root download the files to the testdata folder instead of cwd Samuel Husso 2017-10-26 10:24:22 +03:00
  • 6ba2492360 add Awesome Oscillator and try it in hyperopt Janne Sinivirta 2017-10-25 18:24:20 +03:00
  • d5d798f6fa pull in new indicators from QTPYLib Janne Sinivirta 2017-10-25 17:04:46 +03:00
  • 9c9cf76a0d Merge pull request #78 from gcarq/refactor-backtest Janne Sinivirta 2017-10-25 18:19:44 +03:00
  • 041e201713 remove duplicated backtesting from hyperopt Samuel Husso 2017-10-25 08:17:17 +03:00
  • e09505b22d Merge tag '0.12.0' into develop gcarq 2017-10-24 18:14:41 +02:00
  • 6b15cb9b10 Merge branch 'release/0.12.0' 0.12.0 gcarq 2017-10-24 18:14:37 +02:00
  • ff4fcdc760 version bump gcarq 2017-10-24 18:14:31 +02:00
  • f43ba44b15 refactor backtesting to its own method as we use it also in hyperopt Samuel Husso 2017-10-24 07:58:42 +03:00
  • 79c3e0583d Merge pull request #76 from gcarq/hyperopt Michael Egger 2017-10-23 09:40:13 +02:00
  • f6ef8383bb remove filtering from analyze that is super slow and not really needed Janne Sinivirta 2017-10-22 21:50:07 +03:00
  • 6f5307fda7 use more aggressive stop loss for hyperopt Janne Sinivirta 2017-10-22 17:15:57 +03:00
  • 37004e331a remove unused import and commented out code Janne Sinivirta 2017-10-22 17:14:55 +03:00
  • 57acf85b42 try a different objective function Janne Sinivirta 2017-10-22 17:11:01 +03:00
  • 96790d50e5 Merge pull request #77 from gcarq/help-command Michael Egger 2017-10-21 13:51:08 +02:00
  • d32ff3410c add help command to telegram bot Janne Sinivirta 2017-10-21 11:08:08 +03:00
  • 35838f5e64 upgrade to latest telegram lib Janne Sinivirta 2017-10-21 11:07:29 +03:00
  • 913488910c bump minimum evaluations to 40 rounds Janne Sinivirta 2017-10-21 10:29:05 +03:00
  • 17b984a7cd adjust objective function to emphasize trade lenghts more Janne Sinivirta 2017-10-21 10:28:43 +03:00
  • f79b44eefe adjust ROI map for shorter trades Janne Sinivirta 2017-10-21 10:28:02 +03:00
  • 146c254c0f start adding other triggers than just the lower BBands Janne Sinivirta 2017-10-21 10:26:38 +03:00
  • ce2966dd7f add uptrend_sma to hyperopt Janne Sinivirta 2017-10-20 18:29:38 +03:00
  • 0fbca8b8ef add CCI to hyperopt Janne Sinivirta 2017-10-20 13:14:28 +03:00
  • 3f7a583de6 add SAR to hyperopt. add over/under sma options to hyperopt Janne Sinivirta 2017-10-20 12:56:44 +03:00
  • 1196983d5f change objective to emphasize shorter trades and include average profit Janne Sinivirta 2017-10-20 10:39:36 +03:00
  • bbb2c7cf62 more parametrizing. adjust ranges for previous parameters Janne Sinivirta 2017-10-20 10:39:04 +03:00
  • ff100bdac4 the optimizer expects values in the order of smaller is better Janne Sinivirta 2017-10-19 18:29:57 +03:00
  • 4feb038d0a add hyperopt dependencies Janne Sinivirta 2017-10-19 17:46:41 +03:00
  • 1792e0fb9b use hyperopt to find optimal parameter values for indicators Janne Sinivirta 2017-10-19 17:12:49 +03:00
  • d4f8b3ebbc remove setup.cfg as it's not used but it messes with running a single test Janne Sinivirta 2017-10-19 17:12:08 +03:00
  • aeef9bac33 Merge pull request #70 from dertione/patch-2 Michael Egger 2017-10-17 13:36:33 +02:00
  • eff361a104 Merge pull request #73 from gcarq/small_tweaks_to_strategy Michael Egger 2017-10-15 18:08:18 +02:00
  • 389f9b45bb update pylint 10/10 dertione 2017-10-15 17:24:49 +02:00
  • c9741cb291 adjust roi settings for faster trades Janne Sinivirta 2017-10-15 16:58:23 +03:00
  • bf6f563df2 small tweaks to buy strategy and it's visualization Janne Sinivirta 2017-10-15 16:54:26 +03:00
  • 58f34d4f4b Merge pull request #71 from steerio/develop Michael Egger 2017-10-15 15:46:39 +02:00
  • 2c4d0144ba Add note about binding sqlite with dry_run enabled Janne Sinivirta 2017-10-15 14:40:02 +03:00
  • afd1a0bf9b update for pylint dertione 2017-10-14 14:40:26 +02:00
  • 37f6c213f6 fork test dertione 2017-10-13 15:50:50 +02:00
  • 76736902c6 Merge branch 'master' into develop Roland Venesz 2017-10-13 15:48:25 +02:00
  • d266171ed8 Docker improvements (faster and more secure builds) Roland Venesz 2017-10-13 15:47:13 +02:00
  • e7df373544 Merge pull request #67 from gcarq/upgrade-deps Michael Egger 2017-10-12 09:49:45 +02:00
  • aa4b64d0bb Merge pull request #65 from xsmile/patch-4 Michael Egger 2017-10-12 09:42:20 +02:00
  • 4559ddd74f Merge pull request #64 from xsmile/patch-1 Michael Egger 2017-10-12 09:37:15 +02:00
  • eecc45f8ba set exchange in analyze.__main__ to fix plotting xsmile 2017-10-11 20:04:31 +02:00
  • d76476040a Bittrex provider xsmile 2017-10-11 19:51:37 +02:00
  • 0c8c149b86 Fix the command for running backtesting in README.md Janne Sinivirta 2017-10-11 13:09:57 +03:00
  • 60a7f8614c upgrade dependencies Janne Sinivirta 2017-10-10 19:04:05 +03:00
  • c31b67bf7a Merge tag '0.11.0' into develop gcarq 2017-10-10 17:55:10 +02:00
  • 604a888791 Merge branch 'release/0.11.0' 0.11.0 gcarq 2017-10-10 17:55:05 +02:00
  • bfac1936d9 version bump gcarq 2017-10-10 17:54:42 +02:00
  • b1de0de5a5 Merge pull request #61 from xsmile/patch-2 Janne Sinivirta 2017-10-09 10:30:41 +03:00
  • 75ea2c4e1a add exchange package to manifest xsmile 2017-10-08 23:01:36 +02:00
  • 5e0f143a38 Merge pull request #58 from xsmile/exchange-interface Michael Egger 2017-10-08 15:56:50 +02:00
  • 2d983db2e0 Merge branch 'master' into develop gcarq 2017-10-08 15:15:44 +02:00
  • d9b01eee15 adapt install section gcarq 2017-10-08 15:15:11 +02:00
  • 2e368ef7aa docstring fix xsmile 2017-10-07 18:10:45 +02:00
  • 34c774c067 move exchange module content to exchange package and the interface to a new module xsmile 2017-10-07 18:07:29 +02:00
  • ac32850034 simplify exchange initialization xsmile 2017-10-07 17:38:33 +02:00
  • 95e5c2e6c1 remove 'enabled' property in exchange config xsmile 2017-10-07 17:36:48 +02:00
  • aef42336e6 fixes to README.md Janne Sinivirta 2017-10-06 14:12:23 +03:00
  • f78427d236 Merge pull request #57 from shusso/fix-backtest-path Janne Sinivirta 2017-10-06 14:04:01 +03:00
  • b9eb266236 Exchange refactoring xsmile 2017-10-06 12:22:04 +02:00
  • e0896fdd7b fix incorrect backtest testdata path Samuel Husso 2017-10-06 10:50:48 +03:00
  • 11f97ccf87 Merge pull request #54 from gcarq/fix-coverage Michael Egger 2017-10-02 19:29:33 +02:00
  • 3506e3ceec try directly invoking pytest for fixing coveralls issue Janne Sinivirta 2017-10-02 20:17:14 +03:00
  • 27b2624a67 let pytest do coverage Janne Sinivirta 2017-10-02 19:27:50 +03:00
  • 8500032bff add coverage config file to omit test files from coverage report Janne Sinivirta 2017-10-02 19:27:18 +03:00
  • b2522b8dbc add pytest-cov dependency Janne Sinivirta 2017-10-02 19:17:54 +03:00
  • 0f3ceebcd4 Merge pull request #53 from gcarq/feature/patch-missing-calls Janne Sinivirta 2017-10-02 10:38:01 +03:00
  • f44ab2f44b patch missing http calls gcarq 2017-10-01 23:28:09 +02:00
  • 3fe5302db3 Merge pull request #52 from gcarq/convert-to-pytest Janne Sinivirta 2017-10-01 17:28:23 +03:00
  • ea62c49c3a fix passing parameters to pytest Janne Sinivirta 2017-10-01 17:19:14 +03:00
  • 02673b94dd use explicit package name for pytest running Janne Sinivirta 2017-10-01 17:04:38 +03:00
  • 17e8bbacc3 add pytest-mock to setup.py Janne Sinivirta 2017-10-01 16:17:27 +03:00
  • 463123adc5 Merge branch 'develop' into convert-to-pytest Janne Sinivirta 2017-10-01 16:14:50 +03:00
  • 5537f0bf5b simplify unnecessary == True and == False assertions Janne Sinivirta 2017-10-01 15:45:21 +03:00
  • 5551c9ec3b add pragmas to disable pylint warnings for missing docstrings in test files Janne Sinivirta 2017-10-01 15:40:40 +03:00