stable/freqtrade/commands
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
..
__init__.py move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
arguments.py Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
cli_options.py added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 2020-02-06 06:49:08 +01:00
data_commands.py get rid of typing.cast() 2020-02-03 23:08:35 +03:00
deploy_commands.py Add some type hints 2020-02-02 07:00:40 +03:00
hyperopt_commands.py move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
list_commands.py move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
optimize_commands.py move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
pairlist_commands.py move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
plot_commands.py Add some type hints 2020-02-02 07:00:40 +03:00
trade_commands.py Minor cosmetics in start_trading 2020-01-27 02:49:25 +03:00