stable/freqtrade
Yazeed Al Oyoun 9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
..
commands added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 2020-02-06 06:49:08 +01:00
configuration Add some type hints 2020-02-02 07:00:40 +03:00
data Add some type hints 2020-02-02 07:00:40 +03:00
edge Add some type hints 2020-02-02 07:00:40 +03:00
exchange Merge pull request #2833 from hroff-1902/type-hints 2020-02-03 23:24:26 +03:00
optimize added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 2020-02-06 06:49:08 +01:00
pairlist Fix merge-error 2020-02-04 20:41:13 +01:00
plot Add some type hints 2020-02-02 07:00:40 +03:00
resolvers Add some type hints 2020-02-02 07:00:40 +03:00
rpc Add some type hints 2020-02-02 07:00:40 +03:00
strategy Add some type hints 2020-02-02 07:00:40 +03:00
templates Merge pull request #2788 from drdux/develop 2020-01-22 12:47:08 +01:00
vendor Fix implementation of rolling_max 2020-02-04 07:00:53 +01:00
__init__.py Move exceptions to seperate module 2019-12-30 14:57:26 +01:00
__main__.py Remove binary script - allow None arguemnts 2019-05-29 19:46:26 +02:00
constants.py - added spread filter 2020-02-04 14:49:59 +01:00
exceptions.py Capture FtBaseException at the outermost level 2019-12-30 15:11:07 +01:00
freqtradebot.py More consistency changes... 2020-02-04 01:57:24 +01:00
loggers.py Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
main.py Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
misc.py Add some type hints 2020-02-02 07:00:40 +03:00
persistence.py Add some type hints 2020-02-02 07:00:40 +03:00
state.py Be more selective which startup-messages are shown 2019-11-01 16:42:57 +01:00
wallets.py Add some type hints 2020-02-02 07:00:40 +03:00
worker.py Add some type hints 2020-02-02 07:00:40 +03:00