stable/tests
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 move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
data Align columns for btanalysis loading 2020-01-02 09:51:47 +01:00
edge Don't convert to datetime - but convert to datetime64 instead 2020-02-03 20:25:43 +01:00
exchange Merge pull request #2850 from freqtrade/try_fix_randoM-test 2020-02-03 17:45:49 +03:00
optimize added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 2020-02-06 06:49:08 +01:00
pairlist - added spread filter 2020-02-04 14:49:59 +01:00
rpc Adjust tests to allow updating within safe_sell_amount 2020-01-15 21:53:04 +01:00
strategy Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
testdata Replace coins in whitelist with existing ones 2019-10-30 09:26:08 +01:00
__init__.py Move tests out of freqtrade module 2019-09-08 19:05:22 +02:00
config_test_comments.json Replace coins in whitelist with existing ones 2019-10-30 09:26:08 +01:00
conftest.py - added spread filter 2020-02-04 14:49:59 +01:00
pytest.sh Remove obsolete scripts 2019-10-24 23:11:07 +03:00
test_arguments.py Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
test_configuration.py Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
test_directory_operations.py Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
test_docs.sh Add github actions action 2019-11-11 19:37:10 +01:00
test_freqtradebot.py Fix failing CI test 2020-02-02 20:08:50 +01:00
test_integration.py Complete rename of stoploss_limit to stoploss 2020-01-19 14:40:09 +01:00
test_main.py Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
test_misc.py Add tests for plural(), taken from #1989 2019-10-17 17:52:33 +03:00
test_persistence.py Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
test_plotting.py Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
test_talib.py Move tests out of freqtrade module 2019-09-08 19:05:22 +02:00
test_timerange.py Fix some typos and comment mistakes 2019-10-28 13:05:54 +01:00
test_wallets.py Allow wallet update from /balance 2020-01-15 06:43:41 +01:00
test_worker.py Remove state attr from Worker 2020-01-29 17:08:36 +03:00