256 Commits

Author	SHA1	Message	Date
gcarq	9ff1f05e66	add --epochs to hyperopt subcommand	2017-11-25 01:12:44 +01:00
gcarq	b9c4eafd96	integrate hyperopt and implement subcommand	2017-11-25 01:04:11 +01:00
gcarq	7fa5846c6b	move hyperopt to freqtrade.optimize.hyperopt	2017-11-25 00:30:39 +01:00
gcarq	3b37f77a4d	move backtesting to freqtrade.optimize.backtesting	2017-11-24 23:58:35 +01:00
Mathieu Favréaux	371ee1e457	In backtesting, ensure we don't buy the same pair again before selling (#139) ... * in backtesting, ensure we don't buy before we sell * no overlapping trades only if max_open_trades > 0 * --limit-max-trades now --realistic-simulation	2017-11-24 21:09:44 +01:00
Janne Sinivirta	371e6d99c9	set stoploss to -10%	2017-11-23 18:43:19 +02:00
Janne Sinivirta	aacd7d8987	Merge pull request #131 from gcarq/feature/backtesting-max-open-trades ... implement trade count lock for backtesting	2017-11-23 16:16:43 +02:00
gcarq	4a707d7452	add --limit-max-trades	2017-11-23 00:25:06 +01:00
gcarq	7727f2cc8f	implement test	2017-11-22 21:02:36 +01:00
gcarq	9a87dcf0a1	dont apply fees on trade creation	2017-11-22 21:01:44 +01:00
gcarq	9136e64d89	force flush in create_trade and execute_sell (fixes #128)	2017-11-22 20:51:25 +01:00
gcarq	02ca2ed585	implement trade count lock for backtesting	2017-11-21 22:33:34 +01:00
gcarq	788cda4925	add missing import	2017-11-20 22:26:32 +01:00
gcarq	55a69e4a45	use normal program flow to handle interrupts	2017-11-20 22:15:19 +01:00
gcarq	cd5afd6ff4	use jsonschema regex pattern for whitelist format and enhance validation error messages (closes #120)	2017-11-20 19:37:25 +01:00
Janne Sinivirta	d88cc084e6	align numbers in hyperopt print out (#119)	2017-11-20 10:22:11 +01:00
Jeff Pipas	5deaebf0c2	Tests now use UTC time with arrow instead of datetime (#117) ... * fixing tests to use arrow-utc * removing datetime import	2017-11-19 04:58:35 +01:00
gcarq	3ab14dfe39	add middleware to expose common functionality for multiple rpc implementations	2017-11-18 21:30:31 +01:00
Michael Egger	4a91ecd91a	Merge pull request #115 from gcarq/pylint_cleanups ... Pylint cleanups	2017-11-18 16:00:21 +01:00
Janne Sinivirta	6f5b418f0b	small balancing to hyperopt objective	2017-11-18 10:24:18 +02:00
Janne Sinivirta	37a74b38ba	more little pylint fixes	2017-11-18 10:09:19 +02:00
Janne Sinivirta	9ab81a987d	fix pylint warnings in test_main.py	2017-11-18 09:58:55 +02:00
Janne Sinivirta	4b08e3d571	fix pylint warnings in __init__ files	2017-11-18 09:58:29 +02:00
Janne Sinivirta	187fea0c28	disable bunch of meaningless pylint warnings	2017-11-18 09:45:01 +02:00
Janne Sinivirta	4e54b27398	use parentheses for multiline string instead of backslash	2017-11-18 09:44:28 +02:00
Janne Sinivirta	aced5cc3ba	rename variable to remove Mypy warning of type error	2017-11-18 09:43:42 +02:00
Janne Sinivirta	7903f3a546	fix test name	2017-11-18 09:19:22 +02:00
Janne Sinivirta	df9902d6a4	Merge pull request #107 from gcarq/feature/add-backtesting-subcommand ... add backtesting subcommand and refresh test data	2017-11-18 08:13:42 +02:00
Janne Sinivirta	315919cdd6	fix platform dependent bug in argparse test	2017-11-18 08:07:37 +02:00
gcarq	63c95a3546	modify trade life cycle (should fix #112)	2017-11-17 20:17:29 +01:00
gcarq	59d04d1d0c	catch TelegramError (fixes #113)	2017-11-17 19:49:03 +01:00
gcarq	14de46576b	use load_backtesting_data	2017-11-17 18:23:40 +01:00
gcarq	bdff29a472	remove code duplicates	2017-11-17 18:17:59 +01:00
gcarq	8655c6c264	reduce backtest data samples to 10	2017-11-17 18:15:25 +01:00
gcarq	3f4e4a23a0	add argparse handling tests	2017-11-17 18:15:24 +01:00
gcarq	5be7be6189	adapt tests	2017-11-17 18:15:24 +01:00
gcarq	3475a07522	fetching new testing data for oneMin and fiveMin intervals	2017-11-17 18:15:24 +01:00
gcarq	fb7ea169d4	fix some formatting issues	2017-11-17 18:13:34 +01:00
gcarq	5469293e5f	use tabulate to format backtesting result	2017-11-17 18:13:02 +01:00
gcarq	9b644b0305	add --ticker-interval	2017-11-17 18:09:55 +01:00
gcarq	bb4a9ed20f	implement backtest subcommand	2017-11-17 18:09:55 +01:00
Janne Sinivirta	d89db50465	avoid copy operation due to memory consumption	2017-11-17 12:30:54 +02:00
Janne Sinivirta	632d00e01d	move price point calculations out from populate functions	2017-11-17 12:30:03 +02:00
Janne Sinivirta	2a56031cdc	remove unnecessary line	2017-11-17 12:30:03 +02:00
Janne Sinivirta	16d412323c	add a little snippet to allow running line_profiler with hyperopt	2017-11-16 20:43:24 +02:00
Janne Sinivirta	174122a09b	remove unnecessary calculation	2017-11-16 20:38:59 +02:00
Janne Sinivirta	1b6a60ecb2	refactor backtesting to avoid recalculating indicators in hyperopt	2017-11-16 20:38:46 +02:00
Janne Sinivirta	a963f1820c	rename should_sell to min_roi_reached	2017-11-16 16:53:34 +01:00
Janne Sinivirta	b9983149ef	plug sell strategy to backtesting	2017-11-16 16:53:34 +01:00
Janne Sinivirta	6b7afb80b2	fix failing test	2017-11-16 16:53:34 +01:00
Janne Sinivirta	1db0a7d4ce	populate sell signal	2017-11-16 16:53:34 +01:00
Janne Sinivirta	c12a9ebd92	make signal getting parametrized	2017-11-16 16:53:34 +01:00
gcarq	0bc96241d5	rework exception handling (fixes #108)	2017-11-16 16:14:43 +01:00
gcarq	dd9cb008fb	refresh whitelist based on wallet health (fixes #60) ... Refreshs the whitelist in each iteration based on the wallet health, disabled wallets will be removed from the whitelist automatically.	2017-11-13 21:34:47 +01:00
Michael Egger	bab59fbacd	Merge pull request #99 from gcarq/more_triggers2 ... Expanding hyperopt	2017-11-13 12:11:15 +01:00
Janne Sinivirta	0f0b10b6cc	adjust search spaces	2017-11-13 07:28:56 +02:00
Janne Sinivirta	8e68c5358e	clean up prints during hyperopt	2017-11-12 09:44:31 +02:00
Janne Sinivirta	660f01b514	add hilbert transform leadsine trigger	2017-11-12 09:13:54 +02:00
Janne Sinivirta	13537e3ce4	add short ema guard to hyperopt	2017-11-12 08:45:32 +02:00
Janne Sinivirta	2963a90008	add stochastics trigger	2017-11-12 08:38:52 +02:00
Janne Sinivirta	15b20b83fa	optimize hyperopt objective function	2017-11-12 08:30:58 +02:00
gcarq	d3b3370f23	Add configurable throttle mechanism	2017-11-11 16:47:19 +01:00
Janne Sinivirta	cf79b15651	use discrete values for filters	2017-11-11 11:50:10 +02:00
Janne Sinivirta	a4284351e3	fix green_candle	2017-11-11 11:22:12 +02:00
Janne Sinivirta	906caf329b	remove two unused or poorly performing indicators	2017-11-11 11:22:12 +02:00
Janne Sinivirta	3db13fae13	add green_candle guard	2017-11-11 11:22:12 +02:00
Janne Sinivirta	274972f7af	make faststoch trigger use crossed_above helper	2017-11-11 11:22:11 +02:00
Janne Sinivirta	83fd27e031	add sar reversal as trigger	2017-11-11 11:22:11 +02:00
gcarq	f7a27c156c	add /version command handler	2017-11-09 23:51:32 +01:00
gcarq	98f11fc7bb	fix sqlite threading issue	2017-11-09 23:45:22 +01:00
gcarq	013e13e546	use tabulate for /count	2017-11-09 23:45:03 +01:00
gcarq	c81358c291	remove MagicBot	2017-11-09 22:11:02 +01:00
gcarq	ed34d9f22f	add tests for /forcesell all	2017-11-09 22:08:28 +01:00
gcarq	0cfbb56b6c	enhance and test pair validation	2017-11-09 21:47:47 +01:00
gcarq	80592970e9	add more tests	2017-11-09 20:02:41 +01:00
gcarq	31c03cdce1	fix linter issue	2017-11-08 22:44:32 +01:00
gcarq	6ce6018bb7	add more tests	2017-11-07 22:27:44 +01:00
gcarq	abdddd5193	define common fixtures	2017-11-07 20:12:56 +01:00
gcarq	8eeb02e592	make ticker interval configurable	2017-11-07 18:59:47 +01:00
gcarq	d921bae75e	set executable bit	2017-11-07 18:42:40 +01:00
Janne Sinivirta	0395c92260	move testdata file loading to pytest fixture	2017-11-07 19:24:51 +02:00
Janne Sinivirta	fbbde9de25	put shared fixtures to conftest.py	2017-11-07 17:29:00 +02:00
Janne Sinivirta	adfae9e75c	autoformat with autopep8	2017-11-06 19:17:23 +02:00
Michael Egger	ae0b49f532	Merge pull request #92 from gcarq/feature/rework-dry_run-mode ... rework dry_run	2017-11-06 16:54:55 +01:00
gcarq	cc29126d61	make download_backtest_data.py platform independent	2017-11-06 00:16:24 +01:00
gcarq	60e651cb4c	only return data['result'] from get_ticker_history	2017-11-05 23:47:59 +01:00
Sébastien Moreau	3884cfb809	Merge branch 'develop' into feature/advanced-status-command	2017-11-05 10:32:53 -05:00
Sebastien Moreau	caa6e22e53	Adds unit tests	2017-11-05 10:26:03 -05:00
gcarq	19f6ff330c	adapt float precision asserts	2017-11-05 16:21:13 +01:00
gcarq	325f72fd91	dry_run: keep list of open orders	2017-11-05 15:21:16 +01:00
Janne Sinivirta	29b173f4e7	only run four evals of hyperopt, just to check it works	2017-11-05 09:28:42 +02:00
gcarq	264d71e29e	fix some pylint warnings	2017-11-04 18:55:41 +01:00
gcarq	a873688a44	backtesting: init Trade with Bittrex fee	2017-11-04 18:43:23 +01:00
gcarq	460dfa1031	fix percentage formating in execute_sell	2017-11-02 19:00:25 +01:00
gcarq	1daeed4a52	fix assert	2017-11-02 19:00:25 +01:00
gcarq	cd18629433	add fee to sqlalchemy model and respecting it in calc_profit	2017-11-02 19:00:25 +01:00
gcarq	543857ddb2	set initial open_rate and amount in create_trade ... This is mostly needed by dry_run	2017-11-02 19:00:25 +01:00
gcarq	1e5b0e8726	adapt tests	2017-11-02 19:00:25 +01:00
gcarq	e07904d436	PEP8 linting	2017-10-31 00:36:35 +01:00
Michael Egger	ea1b1e11ea	Merge pull request #88 from gcarq/reduce_memory_use ... Reduce memory use in backtesting	2017-10-31 00:28:38 +01:00
Janne Sinivirta	e68e6c0a1a	reuse mock in hyperopt also	2017-10-30 22:31:28 +02:00
Janne Sinivirta	7190226c84	reuse same mock for get_ticker_history, just change return_value	2017-10-30 22:06:09 +02:00
gcarq	6f2915e25e	move qtpylib to vendor folder ... This is necessary to distribute qtpylib with freqtrade when you install it globally.	2017-10-30 20:41:36 +01:00
Janne Sinivirta	8da55c3742	move patching of arrow.utcnow to remove 500 unnecessary mock objects	2017-10-30 19:56:53 +02:00
Michael Egger	05111edd04	Merge pull request #87 from gcarq/more_triggers ... More triggers and guards to hyperopt	2017-10-30 14:43:18 +01:00
Michael Egger	4c2dea83c5	Merge pull request #84 from gcarq/telegram/show-balance ... Telegram command: /show balance	2017-10-29 22:05:10 +01:00
Janne Sinivirta	d066817d0b	removed below_sma and over_sma to wait for better implementation	2017-10-29 21:33:57 +02:00
Janne Sinivirta	a632121368	add macd cross signal trigger to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	473d09b5cd	add ema50 and ema100. add long uptrend ema guard to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	22cfef7d36	add ema5 cross ema10 trigger to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	e1bbe1d9a9	adjust indicator ranges in hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	ec981b415a	add RSI to hyperopt	2017-10-29 21:33:57 +02:00
Janne Sinivirta	3b1dc36d8a	switch to using itertuples instead of iterrows as it's a lot faster	2017-10-29 16:28:55 +02:00
Janne Sinivirta	4edf8f2079	copy only needed columns before iterating over them	2017-10-29 16:28:55 +02:00
Janne Sinivirta	54987fd9ca	do date parsing while loading json, not later	2017-10-29 16:28:55 +02:00
Janne Sinivirta	da9c3e7d7d	remove leftover dates from removing date filtering	2017-10-29 16:28:55 +02:00
Samuel Husso	4f6c3f94e0	added tests to /balance, minor cleanup	2017-10-29 10:10:00 +02:00
Janne Sinivirta	25d6d6bbe5	remove unused imports from test_hyperopt	2017-10-28 15:32:29 +03:00
Janne Sinivirta	649781d823	store result strings, display best result in summary. switch to a lot better objective algo	2017-10-28 15:26:22 +03:00
Janne Sinivirta	08ca7a8166	change print to format so result can be used in hyperopt Trials	2017-10-28 15:26:22 +03:00
Samuel Husso	0c33e917d5	Merge pull request #79 from gcarq/qtpylib ... Include new indicators from qtpylib	2017-10-27 12:11:04 +03:00
Janne Sinivirta	e401a016f5	change analyze tests to use full json dump from bittrex	2017-10-26 16:50:31 +03:00
Janne Sinivirta	e0fde8665c	Merge pull request #80 from gcarq/fix-testdate-dl-path ... download testdata to correct folder when running from project root	2017-10-26 10:37:38 +03:00
Samuel Husso	752520c823	When running from project root download the files to the testdata folder instead of cwd	2017-10-26 10:24:22 +03:00
Janne Sinivirta	6ba2492360	add Awesome Oscillator and try it in hyperopt	2017-10-25 18:37:20 +03:00
Samuel Husso	041e201713	remove duplicated backtesting from hyperopt	2017-10-25 08:17:17 +03:00
Samuel Husso	f43ba44b15	refactor backtesting to its own method as we use it also in hyperopt	2017-10-24 07:58:42 +03:00
Janne Sinivirta	6f5307fda7	use more aggressive stop loss for hyperopt	2017-10-22 17:15:57 +03:00
Janne Sinivirta	37004e331a	remove unused import and commented out code	2017-10-22 17:14:55 +03:00
Janne Sinivirta	57acf85b42	try a different objective function	2017-10-22 17:11:01 +03:00
Janne Sinivirta	913488910c	bump minimum evaluations to 40 rounds	2017-10-21 10:29:05 +03:00
Janne Sinivirta	17b984a7cd	adjust objective function to emphasize trade lenghts more	2017-10-21 10:28:43 +03:00
Janne Sinivirta	f79b44eefe	adjust ROI map for shorter trades	2017-10-21 10:28:02 +03:00
Janne Sinivirta	146c254c0f	start adding other triggers than just the lower BBands	2017-10-21 10:26:38 +03:00
Janne Sinivirta	ce2966dd7f	add uptrend_sma to hyperopt	2017-10-20 18:29:38 +03:00
Janne Sinivirta	0fbca8b8ef	add CCI to hyperopt	2017-10-20 13:14:28 +03:00
Janne Sinivirta	3f7a583de6	add SAR to hyperopt. add over/under sma options to hyperopt	2017-10-20 12:56:44 +03:00
Janne Sinivirta	1196983d5f	change objective to emphasize shorter trades and include average profit	2017-10-20 10:39:36 +03:00
Janne Sinivirta	bbb2c7cf62	more parametrizing. adjust ranges for previous parameters	2017-10-20 10:39:04 +03:00
Janne Sinivirta	ff100bdac4	the optimizer expects values in the order of smaller is better	2017-10-19 18:29:57 +03:00
Janne Sinivirta	1792e0fb9b	use hyperopt to find optimal parameter values for indicators	2017-10-19 17:12:49 +03:00
Michael Egger	aeef9bac33	Merge pull request #70 from dertione/patch-2 ... Download automatically altcoin datas	2017-10-17 13:36:33 +02:00
dertione	389f9b45bb	update pylint 10/10	2017-10-15 17:24:49 +02:00
Janne Sinivirta	c9741cb291	adjust roi settings for faster trades	2017-10-15 17:32:07 +03:00
dertione	afd1a0bf9b	update for pylint	2017-10-14 14:40:26 +02:00
dertione	37f6c213f6	fork test	2017-10-13 15:50:50 +02:00
xsmile	b9eb266236	Exchange refactoring	2017-10-06 12:22:04 +02:00
gcarq	f44ab2f44b	patch missing http calls	2017-10-01 23:28:09 +02:00
Janne Sinivirta	5537f0bf5b	simplify unnecessary == True and == False assertions	2017-10-01 15:45:31 +03:00
Janne Sinivirta	5551c9ec3b	add pragmas to disable pylint warnings for missing docstrings in test files	2017-10-01 15:40:40 +03:00