Commit Graph

435 Commits

Author SHA1 Message Date
Matthias
2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias
8e89d3e6e4 Fix sort error 2021-05-25 19:33:34 +02:00
Matthias
cc5769e900 Convert np.int64 to proper int
closes #5018
2021-05-25 19:24:56 +02:00
Matthias
af16614bf2 Fix formatting issue 2021-05-24 07:48:36 +02:00
Priveyes
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
    rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
Matthias
f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Kamontat Chantrachirathumrong
6172e67fcd
Update hyperopt.py 2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong
1b3bfb2e7f
found root cause. 2021-05-20 11:50:15 +07:00
Matthias
7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias
36eba0f110 Don't use "r+" memmap, but "r2 2021-05-17 21:05:48 +02:00
Matthias
6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys
2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Matthias
5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00
Matthias
ecee42f561 Read pickle file in mmap mode 2021-05-13 20:13:04 +02:00
Matthias
1055862bc0 Extract data-load + dump from hyperopt
(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
Matthias
24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias
06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias
8ee0b0d8e8 Store not optimized parameters (if applicable) 2021-05-02 10:46:04 +02:00
Matthias
46f0f66039 Keep dimensions stored in hyperopt class
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias
ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias
881cba336a Show backtesting result in hyperopt-show 2021-05-02 09:46:27 +02:00
Matthias
97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias
f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias
e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias
6aaaad29d7 Use backtesting output for hyperopt results 2021-05-02 09:46:27 +02:00
Matthias
e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias
df16fbd742 Add "dataload complete" message to backtest + hyperopt 2021-04-23 19:22:41 +02:00
Matthias
41cb2a6451 Merge branch 'develop' into pr/rokups/4596 2021-04-03 17:00:37 +02:00
Matthias
89bbfd2324 Remove candle_count from dataframe before backtesting
closes #3754
2021-03-29 20:26:54 +02:00
Matthias
8022386404 Type custom_hyperopt 2021-03-27 18:00:07 +01:00
Matthias
786ddc6a91 remove unused imports 2021-03-27 10:47:33 +01:00
Rokas Kupstys
e9f0babe8a [SQUASH] Use HyperStrategyMixin as part of IStrategy interface. 2021-03-26 16:56:24 +02:00
Rokas Kupstys
bb89e44e19 [SQUASH] Address PR comments.
* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
0a205f52b0 Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts. 2021-03-26 16:56:24 +02:00
Matthias
76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Rokas Kupstys
5e872273d1 Provide access to strategy instance from hyperopt class. 2021-03-13 15:13:42 +02:00
Matthias
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Patrick Weber
4532222010
Fixed line length in HyperOpt for new name
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
Patrick Weber
345f7404e9
Add strategy name to HyperOpt results filename
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
Matthias
731ab5d2a7 Fix too long line errors 2021-03-05 19:22:57 +01:00
raoulus
0968ecc1af added "Median profit" column to hyperopt -> export-csv 2021-03-04 17:27:04 +01:00
Matthias
e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias
b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias
4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00