bbgo_origin/pkg/cmd
Raphanus Lo 67f8b1c32c optimizeex: hyperparameter optimization tool
Currently support the following search algorithms:
- Tree-structured Parzen Estimators (tpe, default)
- Covariance Matrix Adaptation Evolution Strategy (cmaes)
- Quasi-monte carlo sampling based on Sobol sequence (sobol)
- random search (random)

And the following objective function:
- profit
- volume
- equity
2022-07-29 17:09:54 +08:00
..
cmdutil fix: apply gofmt on all files, add revive action 2022-06-17 16:06:59 +09:00
account.go fix: remove requirements on config flag 2022-03-11 19:56:59 +09:00
backtest.go backtest: add gross profit and gross loss fields 2022-07-12 19:50:28 +08:00
balances.go remove config flag constraint 2022-03-16 13:52:46 +08:00
build.go fix build cmd --config option 2022-03-16 12:26:27 +08:00
builtin.go feature: use drift indicator to create basic strategy for study 2022-07-26 18:00:05 +09:00
cancel.go fix: remove requirements on config flag 2022-03-11 19:56:59 +09:00
deposit.go cmd: fix pnl cmd 2022-06-08 15:10:43 +08:00
kline.go use types.Interval instead of string 2022-05-19 10:04:03 +08:00
margin.go cmd: add marginInterestsCmd 2022-05-29 12:01:20 +08:00
market.go feature: add cmd document 2022-02-22 19:36:45 +09:00
optimize.go optimizer: prepare database before executing backtests 2022-07-13 15:28:11 +08:00
optimizeex.go optimizeex: hyperparameter optimization tool 2022-07-29 17:09:54 +08:00
orderbook.go fix: remove requirements on config flag 2022-03-11 19:56:59 +09:00
orders.go remove config flag constrant 2022-03-16 13:51:31 +08:00
pnl.go add market for calculator 2022-07-02 17:45:24 +08:00
root.go move cpu profile option to global cmd 2022-06-09 15:49:52 +08:00
run.go all: rewrite and clean up graceful shutdown api 2022-06-30 15:49:18 +08:00
sync.go support specifying session in sync symbol 2022-06-14 13:02:36 +08:00
trades.go remove config flag constraint 2022-03-16 13:52:46 +08:00
transfer.go fix go fmt, fix convert.go (the legacy fixedpoint implementation) in all tests 2022-02-15 14:55:19 +09:00
userdatastream.go fix: remove requirements on config flag 2022-03-11 19:56:59 +09:00
utils.go define DefaultBacktestAccount 2022-05-17 18:45:06 +08:00
version.go Fix: upgrade binance api, fix go fmt, add hard start time for binance to reduce sync execution time 2021-04-21 19:50:33 +09:00