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660 Commits

Author SHA1 Message Date
Matthias
de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias
45d12dbc83 Avoid a few calculations during backtesting 2019-12-07 15:28:56 +01:00
Matthias
3163cbdf8a Apply special case for negative ROI 2019-12-07 15:18:12 +01:00
Matthias
3091869115 refactor get_close_rate out of get_sell_trade-entry 2019-12-07 14:30:14 +01:00
hroff-1902
d21ae4edd3 Add fixes for comments in the review 2019-12-05 23:29:31 +03:00
Matthias
4b0a4c936a Fix hyperopt with ticker_interval from strategy 2019-12-05 20:31:02 +01:00
hroff-1902
b61f43835d Make flake happy 2019-12-05 01:11:06 +03:00
hroff-1902
017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902
54694dd3a4 Manual merge of some conflicts in hyperopt 2019-12-04 23:14:47 +03:00
hroff-1902
668d42447f Refactor log_trials_result() 2019-12-01 16:15:00 +03:00
hroff-1902
69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902
a88bfa8ded Fix: trailing_stop_positive should be positive 2019-12-01 02:27:17 +03:00
hroff-1902
8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00
hroff-1902
8e7512161a Add hyperopt-list and hyperopt-show commands 2019-11-26 15:01:42 +03:00
Matthias
af3eea3805 Move config json validation to after strategy loading 
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
 2019-11-25 07:05:30 +01:00
hroff-1902
067267f4cf Log messages improved (plural/singular) 2019-11-23 12:20:41 +03:00
hroff-1902
737c07c5b6 Make mypy happy 2019-11-23 11:51:52 +03:00
hroff-1902
097cdcb57a Save epochs at intermediate points 2019-11-23 11:32:33 +03:00
hroff-1902
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space 2019-11-23 03:42:58 +03:00
Matthias
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system 
require subcommand for all actions
 2019-11-14 06:28:42 +01:00
Matthias
5b62ad876e Remove hyperopts occurances 2019-11-13 09:39:00 +01:00
Matthias
c449e39280 Replace more occurances of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
1c57a4ac35 more replacements of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
d801dec6aa Some more places with ticker_interval gone 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
hroff-1902
31ab32f0b9 Always set trailing_stop=True with 'trailing' hyperspace 2019-11-08 12:47:28 +03:00
hroff-1902
f90676cfc5 Add trailing stoploss hyperspace 2019-11-08 03:07:43 +03:00
Matthias
ca77dbe8da Fix UnicodeError in hyperopt output 2019-11-06 19:33:15 +01:00
Matthias
eb0b0350e0 Introduce remove_credentials to remove code duplication 2019-11-05 12:39:19 +01:00
Matthias
1e44f93c31 Fix pandas access warning 2019-11-03 10:58:31 +01:00
Matthias
861f10dca6 Allow populate-indicators to come from strategy 2019-11-02 11:10:33 +01:00
Matthias
132a4da7cf Small style fixes and adjusted tests 2019-10-27 10:56:38 +01:00
Matthias
33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
Matthias
bd4a23beeb Refactor start-adjust logic to timerange 2019-10-27 09:44:56 +01:00
Matthias
6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9c7696a8ce Add required_startup to backtesting 2019-10-27 09:44:56 +01:00
hroff-1902
4ec83a2c24 DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct 2019-10-18 23:29:19 +03:00
Matthias
85c4546333
Merge pull request #2343 from hroff-1902/move-experimental 
Move experimental settings to ask_strategy
 2019-10-10 16:08:11 +02:00
hroff-1902
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi 
Don't have backtest sells outside of a candle
 2019-10-08 11:19:34 +03:00
Matthias
0664a8c0e6 add --fee to change fees to other values 2019-10-05 15:29:00 +02:00
hroff-1902
9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
Matthias
7ea9da9605 Fix #2277 2019-10-05 10:54:28 +02:00
Matthias
dc47a391da Move ignore to corrct line for mypy 730 2019-09-30 19:32:46 +02:00
Matthias
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config 
Allow use of config in custom hyperopt methods
 2019-09-28 10:36:46 +02:00
hroff-1902
4ac53f1549 Shorten the default hyperopt stoploss space 2019-09-28 04:13:53 +03:00
hroff-1902
9db915853a Allow use of config in custom hyperopt methods 2019-09-26 11:59:21 +03:00
Matthias
5237723f22
Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install 
Optional hyperopt dependency installation
 2019-09-26 09:42:16 +02:00
Matthias
b994f5c273
Merge pull request #2294 from hroff-1902/fix-skopt-memory3 
Fix skopt memory exhaustion
 2019-09-25 19:55:27 +02:00
Matthias
27cc73f47e Dynamically import hyperopt modules 2019-09-25 11:40:34 +02:00
hroff-1902
665e0570ae Fix hyperopt position stacking 2019-09-25 03:41:22 +03:00
hroff-1902
6ffb8b7a70 Fix wordings in comment 2019-09-23 13:25:31 +03:00
hroff-1902
0c6164df7e Fix memory exhaustion in skopt models list 2019-09-23 13:03:43 +03:00
Matthias
313091eb1c some more refresh_pairs cleanups 2019-09-20 20:22:51 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
69f29e8907 minor: Cleanup for backtesting 2019-09-18 22:57:17 +03:00
hroff-1902
5cbc073dd1 minor: Cleanup hyperopt 2019-09-16 21:46:15 +03:00
hroff-1902
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs 
Improve logs for backtesting
 2019-09-14 11:23:46 +03:00
Matthias
e6ccc1427c have Arguments return a dict instead of Namespace 2019-09-12 20:16:39 +02:00
hroff-1902
849d694c27 Don't inherit from object 2019-09-12 04:39:52 +03:00
hroff-1902
9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902
35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
hroff-1902
3d028f512e
Merge pull request #2235 from hroff-1902/eliminate_import_strategy 
Allow --strategy for hyperopt
 2019-09-08 12:23:48 +03:00
hroff-1902
2b00a5d90a Get rid of import_strategy() 2019-09-08 02:43:02 +03:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
hroff-1902
2e49125e87
Merge branch 'develop' into hyperopt-simplified-interface 2019-09-06 15:11:06 +03:00
Matthias
7af445adf3
Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space 
Hyperopt: adaptive roi_space
 2019-09-06 06:26:52 +02:00
hroff-1902
9a6a89c238 allow simplified hyperopt interface 2019-09-03 19:54:28 +03:00
hroff-1902
d9c2b7d460 fix fetching ticker_interval from strategy 2019-08-26 22:31:24 +03:00
hroff-1902
bfc68ec792 minor cleanup in Backtesting 2019-08-25 23:36:42 +03:00
Matthias
513e84880e Don't escape ticks where it's not needed 2019-08-25 20:38:51 +02:00
hroff-1902
067208bc9d make backtesting an attribute of Hyperopt 2019-08-24 00:10:35 +03:00
Matthias
91b0394433
Merge pull request #2156 from freqtrade/remove_live 
Remove deprecated option live  - deprecate -r
 2019-08-22 15:33:39 +02:00
Matthias
aaeeb9c0c6 Merge branch 'develop' into align_userdata 2019-08-21 19:41:10 +02:00
hroff-1902
fcb0ff1b60 do not round values in the debug message 2019-08-20 23:42:44 +03:00
hroff-1902
17b3f01b28
Merge branch 'develop' into hyperopt-adaptive-roi-space 2019-08-20 23:00:23 +03:00
hroff-1902
cadf573170 round printed stoploss value as well 2019-08-20 22:24:59 +03:00
hroff-1902
a12876da92 fine printing for floats in the roi tables (round to 5 digits after the decimal point) 2019-08-20 22:17:21 +03:00
Matthias
9e24992835 Remove calls to load_data using live= 2019-08-20 07:00:43 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
Matthias
0a478bc0dc Merge branch 'develop' into align_userdata 2019-08-18 15:00:12 +02:00
Matthias
09286d4918 file_dump_json accepts Path - so we should feed it that 2019-08-16 13:04:48 +02:00
hroff-1902
e525275d10 make flake and mypy happy 2019-08-15 23:13:46 +03:00
hroff-1902
4fa92ec0fa hyperopt: --print-json option added 2019-08-15 21:39:04 +03:00
hroff-1902
5b9711c002 adaptive roi_space 2019-08-14 13:25:49 +03:00
Matthias
51c3a31bb5 Correct imports and calls to parse_timerange 2019-08-14 10:07:32 +02:00
Matthias
c0784b7c33
Merge pull request #2089 from hroff-1902/hyperopt-print-colorized 
Hyperopt print colorized results
 2019-08-13 19:36:06 +02:00
hroff-1902
8f92912852 final colorization schema 
colorization schema-2: red, green, bright/dim

colorization schema-3: red, green, bright only green bests

colorization schema-4: no red, green for profit, bright for bests
 2019-08-12 21:08:52 +03:00
hroff-1902
e5dcd520ba cosmetics in sample_hyperopt and default_hyperopt 2019-08-12 02:19:50 +03:00
Matthias
2c5a499a8b Merge branch 'develop' into align_userdata 2019-08-10 20:15:07 +02:00
Matthias
74e583a612
Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss 
Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation
 2019-08-10 15:49:52 +02:00
hroff-1902
ae39f6fba5 use of termcolor eliminated 2019-08-09 14:51:03 +03:00
Cedric Schmeits
8ad5afd3a1
As -sharp_ratio is returned the value should be nagative. 
This leads in a high positive result of the loss function, as it is a minimal optimizer
 2019-08-08 22:10:51 +02:00
hroff-1902
0d4a2c6c3a advanced sample hyperopt added; changes to helpstrings 2019-08-08 22:51:37 +03:00
Matthias
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset 
Backtest ticker interval unset
 2019-08-07 14:20:36 +02:00
Matthias
7e91a0f4a8 Fail gracefully if ticker-interval is not set 2019-08-06 06:45:44 +02:00
Matthias
bc2e920ae2 Adjust code to verify "current" candle for buy/sells 2019-08-05 20:07:29 +02:00
hroff-1902
c6444a10a8 move roi_space, stoploss_space, generate_roi_table to IHyperOpt 2019-08-05 18:07:25 +03:00
Matthias
383b24ab84 Merge branch 'develop' into align_userdata 2019-08-05 06:55:51 +02:00
hroff-1902
9cbab35de0 colorization by means of termcolor and colorama 2019-08-04 22:54:19 +03:00