Janne Sinivirta
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
Samuel Husso
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
Janne Sinivirta
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
Janne Sinivirta
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
Janne Sinivirta
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
Janne Sinivirta
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
Janne Sinivirta
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
Janne Sinivirta
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
Janne Sinivirta
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
Janne Sinivirta
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
Janne Sinivirta
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8272120c3a
convert stoploss and ROI search spaces to skopt format
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8fee2e2409
move result logging out from optimizer
2018-06-23 14:37:36 +03:00
Janne Sinivirta
c415014153
use multiple jobs in acq
2018-06-23 14:37:36 +03:00
Janne Sinivirta
964cbdc262
increase initial sampling points
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a46badd5c0
reuse pool workers
2018-06-23 14:37:36 +03:00
Janne Sinivirta
0cb1aedf5b
problem with pickling
2018-06-23 14:37:36 +03:00
Janne Sinivirta
b485e6e0ba
start small
2018-06-23 14:37:36 +03:00
gcarq
78f50a1471
move logic from hyperopt to freqtrade.strategy
2018-06-23 14:37:36 +03:00
gcarq
5aae215c94
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 14:37:36 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
...
Display open trades after backtest period
2018-06-16 12:49:08 +02:00
Janne Sinivirta
0c85febe76
remove all mongodb related code
2018-06-16 09:09:28 +03:00
Janne Sinivirta
c1f8f641e6
remove use of hyperopt_conf.py
2018-06-16 09:09:28 +03:00
xmatthias
4710210cff
fix hyperopt to use new backtesting result tuple
2018-06-10 13:56:10 +02:00
xmatthias
7a34578b4d
refactor timerange to named tuple
2018-06-05 23:34:26 +02:00
xmatthias
50fc5f91ca
Merge branch 'develop' into mypy_typecheck
2018-06-03 10:35:56 +02:00
Janne Sinivirta
a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency
...
Fix stake_currency returned by Hyperopt …
2018-06-03 07:19:24 +03:00
Gerald Lonlas
fe8ff1b929
Fix stake_currency return by Hyperopt
...
Hyperopt had BTC hard coded in the result. This commit will display
the real stake_currency used.
If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit 0.13%. Total profit 0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."
Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit 0.13%. Total profit 0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
2018-06-02 14:07:31 -07:00
Gerald Lonlas
dc65753a64
Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-02 12:35:07 -07:00
xmatthias
3447e4bb97
comment on ignore hint
2018-06-02 14:13:17 +02:00
xmatthias
0a595190a3
fix last typechecks
2018-06-02 13:59:35 +02:00
xmatthias
4a322abd4d
Typecheck improvements
2018-06-02 13:44:05 +02:00
xmatthias
3fb1dd02f1
add typehints and type: ignores
2018-05-31 22:00:46 +02:00
gcarq
306885e174
Merge branch 'develop' into feat/objectify-ccxt
2018-05-02 22:49:55 +02:00
gcarq
f4077a51c1
log hyperopt progress to stdout instead to the logger
2018-04-21 20:52:01 +02:00
gcarq
403f59ef45
use native python logger
2018-04-21 20:47:06 +02:00
gcarq
611bb52d1f
log hyperopt progress to stdout instead to the logger
2018-03-25 22:57:40 +02:00
gcarq
f374a062e1
remove freqtrade/logger.py
2018-03-25 21:43:00 +02:00
gcarq
fa7f74b4bc
use native python logger
2018-03-25 21:43:00 +02:00
gcarq
3f8d7dae39
make name a required argument and add fallback to getEffectiveLevel
2018-03-25 21:42:03 +02:00
gcarq
d2aea7bdc1
optimize imports
2018-03-20 19:50:04 +01:00
gcarq
5327533188
optimize: set correct typehints
2018-03-20 19:48:03 +01:00
Gerald Lonlas
0bb7cc8ab5
Hyperopt: fix 'Ran out of input' error
2018-03-05 20:49:45 -08:00
Gerald Lonlas
de468c6fc8
Fix wrong realistic_simulation implementation in Hyperopt
2018-03-04 02:31:25 -08:00
Gerald Lonlas
6fcc173489
Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify
2018-03-04 01:33:39 -08:00
Gerald Lonlas
bb1e38f584
Merge commit '8eed9c08a6cffdd7c6b43fa3db2c3e08d1657f43' into feature/objectify
2018-03-04 01:01:19 -08:00
Gerald Lonlas
722ed48d9d
Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify
2018-03-04 00:51:22 -08:00
Gerald Lonlas
38510d4b03
Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify
2018-03-03 17:26:06 -08:00
Gerald Lonlas
84759073d9
Refactor Configuration() to apply common configurations all the time and to remove show_info
2018-03-03 13:43:14 -08:00
Gerald Lonlas
bbb1a31fda
Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify
2018-03-03 10:01:06 +08:00
Gerald Lonlas
390501bac0
Make Pylint Happy chapter 1
2018-03-03 09:33:54 +08:00
Gerald Lonlas
6ef7b7d93d
Complete Backtesting and Hyperopt unit tests
2018-03-03 09:33:54 +08:00
Samuel Husso
35c51c73f7
Merge pull request #518 from gcarq/cleaning_up_backtesting
...
Cleaning up backtesting/hyperopt
2018-02-18 10:18:00 +02:00
Janne Sinivirta
fac122891f
remove stoploss parameter from backtest, it is loaded from strategy
2018-02-17 11:14:03 +02:00
Janne Sinivirta
d1bdbcd273
Fix wrong duration calculation in hyperopting
2018-02-16 22:08:20 +02:00
Janne Sinivirta
bf72b5bc37
make args available for optimizer and use them instead of guessing from params
2018-02-16 14:00:12 +02:00
Samuel Husso
e3d222912d
Merge pull request #511 from gcarq/hyperopt_selectable_spaces
...
Allow selecting Hyperopt search space
2018-02-12 08:28:24 +02:00
Janne Sinivirta
3e07d41fa9
remove mention of sell space
2018-02-12 07:01:51 +02:00
Janne Sinivirta
2ce03ab1b5
make Strategy store roi and stoploss values as numbers to avoid later casting
2018-02-11 15:25:30 +02:00
Janne Sinivirta
f14d6249e0
allow selecting hyperopt searchspace
2018-02-09 20:59:06 +02:00
Janne Sinivirta
8c7b29734e
use date info to calculate trade durations
2018-02-06 11:34:00 +02:00
Gerald Lonlas
321e3ede30
Fix hyperopt ticker interval download
2018-01-29 22:53:28 -08:00
Janne Sinivirta
a6a479f7aa
balances to min roi hyperopt settings
2018-01-28 10:46:22 +02:00
Janne Sinivirta
67ddb2e7f8
lower precision for most search space variables
2018-01-27 09:51:06 +02:00
Janne Sinivirta
f33923c784
fix typings for hyperopt code
2018-01-26 18:32:45 +02:00
Janne Sinivirta
4fe6ae0bae
fix search space for min ROI
2018-01-25 22:32:46 +02:00
Janne Sinivirta
42087c9bfe
let hyperopt optimize ROI table
2018-01-25 11:12:00 +02:00
Janne Sinivirta
5007165908
add search space for ROI table
2018-01-25 09:34:26 +02:00
Janne Sinivirta
c400d15ed1
rip out hyperopt things from strategy, add indicator populating to hyperopt
2018-01-23 16:56:12 +02:00
Gerald Lonlas
1c7da95fed
Move hyperopt_trials.pickle to user_data/
2018-01-22 20:51:39 -08:00
Gerald Lonlas
baae374899
Move hyperopt_conf.py into user_data/
2018-01-22 20:51:39 -08:00
Gerald Lonlas
be75522507
Fix flake8
2018-01-22 20:51:39 -08:00
Gerald Lonlas
c46d78b4b9
Decouple strategy from analyse.py
2018-01-22 20:51:39 -08:00
kryofly
4a9e1cb345
Merge branch 'develop' into backtest-export
2018-01-19 07:02:38 +01:00
Gérald LONLAS
14d16f2574
Merge pull request #357 from kryofly/timeperiod
...
Timeperiod
2018-01-18 20:26:44 -08:00
Janne Sinivirta
c670ccfd37
add trigger +DI crossed above -DI
2018-01-16 18:52:06 +02:00
Janne Sinivirta
8896b39231
add heikenashi reversal bullish trigger to hyperopt
2018-01-16 18:52:06 +02:00
Janne Sinivirta
ce963aae58
add macd < 0 guard to hyperopt
2018-01-16 18:52:06 +02:00
Janne Sinivirta
dc01807b3c
switch ema5 trigger to ema3 cross trigger
2018-01-16 18:52:06 +02:00
Janne Sinivirta
fadac5fe4a
remove too aggressive trigger
2018-01-16 18:52:06 +02:00
Janne Sinivirta
99260735ae
remove broken bbands trigger from hyperopt. add two working bbands triggers
2018-01-16 18:52:06 +02:00
Janne Sinivirta
501be8a3bc
adjust the hyperopt objective function to emphasize profit and allow more variation in trade counts
2018-01-16 16:36:50 +02:00
Janne Sinivirta
38fe7ec7cd
adjust default target values for hyperopt
2018-01-16 16:35:48 +02:00
kryofly
0e58ab7e01
more advanced use of --timerange
2018-01-16 00:15:49 +01:00
kryofly
71bb348698
rename --timeperiod to --timerange
2018-01-15 21:49:06 +01:00
Janne Sinivirta
ec7bfba8df
add comment about checking the new total profit logging
2018-01-14 13:11:19 +02:00
Janne Sinivirta
f1e176d35c
log total profit in percentages also
2018-01-14 13:10:25 +02:00
Janne Sinivirta
92241baade
log the loss value
2018-01-14 13:09:39 +02:00
kryofly
153e11f045
Merge branch 'develop' into timeperiod
2018-01-11 19:45:47 +01:00
kryofly
4781a23809
Merge branch 'develop' into backtest-export
2018-01-11 19:40:42 +01:00
kryofly
27769f0301
uncomplex backtest
2018-01-11 17:45:41 +01:00
Janne Sinivirta
86db6c9084
sort imports
2018-01-11 07:08:56 +02:00