6ca375a397
This gives greater granularity over backtest, parsing tickerfiles. Example runs using date and unix time below. /usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529 2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO 2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ... 2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ... 2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ... BasePair Pair Correlation BTC % Change Pair % USD Ch Pair % BTC Ch Gain % on BTC Start Stop BTC Volume 1 BTC_USDT ETC_USD 0.965 -2.942 -4.070 -1.163 -1.128585 05-28 00:00 05-29 00:00 335.19 0 BTC_USDT SNT_USD 0.943 -2.942 -5.857 -3.004 -2.915585 05-28 00:00 05-29 00:00 496.01 3 BTC_USDT DASH_USD 0.902 -2.942 -9.034 -6.277 -6.092432 05-28 00:00 05-29 00:00 751.41 2 BTC_USDT MTH_USD 0.954 -2.942 -9.290 -6.541 -6.348708 05-28 00:00 05-29 00:00 23.00 4 BTC_USDT TRX_USD 0.951 -2.942 -13.647 -11.029 -10.704957 05-28 00:00 05-29 00:00 14544.57 Process finished with exit code 0 /usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600 2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO 2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ... 2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ... 2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ... BasePair Pair Correlation BTC % Change Pair % USD Ch Pair % BTC Ch Gain % on BTC Start Stop BTC Volume 0 BTC_USDT SNT_USD 0.680 NaN NaN NaN NaN 05-29 12:00 05-29 18:30 68866.30 1 BTC_USDT ETC_USD 0.857 NaN NaN NaN NaN 05-29 12:00 05-29 18:30 227514.17 2 BTC_USDT MTH_USD 0.790 NaN NaN NaN NaN 05-29 12:00 05-29 18:30 12103.96 3 BTC_USDT DASH_USD 0.862 NaN NaN NaN NaN 05-29 12:00 05-29 18:30 72982.78 4 BTC_USDT TRX_USD 0.178 NaN NaN NaN NaN 05-29 12:00 05-29 18:30 1258316.95 Process finished with exit code 0 |
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.. | ||
exchange | ||
optimize | ||
rpc | ||
strategy | ||
tests | ||
vendor | ||
__init__.py | ||
analyze.py | ||
arguments.py | ||
configuration.py | ||
constants.py | ||
fiat_convert.py | ||
freqtradebot.py | ||
indicator_helpers.py | ||
main.py | ||
misc.py | ||
persistence.py | ||
state.py |