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545 Commits

Author SHA1 Message Date
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile 
automatic Hyperopt paramfile
 2021-07-04 13:56:52 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions 
closes #5223
 2021-07-04 10:15:19 +02:00
Matthias
15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +02:00
Matthias
0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
Matthias
645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias
84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
Matthias
d4514f5f16 Introduce File versions to hyperopt result files 2021-06-29 06:50:47 +02:00
Matthias
aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
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
Matthias
009a447d8a Adjust documentation for new parameter in loss functions 2021-02-16 19:51:09 +01:00
Florian Merz
3e06cd8b3a pass data and config to loss function 2021-02-16 10:11:33 +01:00
Matthias
c659150d9f Also print trade_duration in seconds to json 2021-01-25 19:42:34 +01:00
Matthias
8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias
baa1142afa Use preprocessed to get min/max date in hyperopt 2021-01-14 19:09:21 +01:00
Matthias
e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias
2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias
40b61bbfe3 Adjust trailing-stop to be python compliant 2020-10-05 07:44:12 +02:00
Matthias
cb74c9bcde Fix hyperopt output 2020-10-03 13:27:06 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
ff96cf154c Keep hyperopt result history 2020-09-27 16:33:26 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias
f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Allen Day
f63a378967
Update hyperopt.py 
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
 2020-09-07 23:26:55 +08:00
Matthias
3d93236709 Remove unused import 2020-08-21 14:55:47 +02:00
Matthias
301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init 
Test colorama init again (after the fixes done to progressbar)
 2020-08-21 14:54:35 +02:00
Matthias
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown 
Revise backtesting export format, add some metrics
 2020-08-19 06:39:47 +02:00
Matthias
a6dac9acf3
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider 
Hyperopt enable dataprovider
 2020-08-17 07:00:48 +02:00
Matthias
b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias
d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias
05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias
dd430455e4 Enable dataprovier for hyperopt 2020-08-08 17:04:32 +02:00
Matthias
fbddfaeacf Introduce DatetimePrintFormat 2020-07-03 06:58:27 +02:00
Matthias
0b2982caed Merge branch 'develop' into hyperopt_colorama_init 2020-06-16 10:16:41 +02:00
hroff-1902
ea77edce05
Make flake happy 2020-06-13 18:54:54 +03:00
hroff-1902
3d9b107761
Changes after review 2020-06-13 17:12:37 +03:00
Felipe Lambert
69ac5c1ac7 change hyperopt return to better copy to strategy file 2020-06-10 14:35:31 -03:00
Matthias
d9afef8fe1 Move colorama_init to where it was 2020-06-01 09:37:10 +02:00
Matthias
ffa93377b4 Test colorama init again (after the fixes done to progressbar) 2020-06-01 09:34:03 +02:00
Florian Merz
889a153731 fix PEP8 2020-05-03 17:29:56 +02:00
Florian Merz
690bb7646a hyperopt csv export - add params 2020-05-03 17:00:12 +02:00
Matthias
509f38d3aa Use non-deprectated parameter for progressbar 2020-05-01 17:59:24 +02:00
hroff-1902
726e52aaa7 Use skopt model_queue_size instead of custom hack 2020-04-29 10:49:25 +03:00
hroff-1902
c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
hroff-1902
a01ed170f5 Improve hyperopt-list logging 2020-04-28 17:33:07 +03:00
hroff-1902
9ebc997e9d
Merge pull request #3215 from freqtrade/backtest_use_pairlists 
Backtest use pairlists
 2020-04-27 13:34:06 +03:00
Matthias
e8530c36d3 Remove pairlists from hyperopt too (it holds a reference to exchange) 2020-04-25 15:46:20 +02:00
hroff-1902
d9f255a6c0 Fix asterisk printing for csv output 2020-04-25 12:49:14 +03:00
Yazeed Al Oyoun
c9711678fd fixed indent 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
181b12b3a8 added wins/draws/losses 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
6147498fd4 fixed indent 2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun
2fb3d94938 added wins/draws/losses 2020-04-25 11:31:51 +02:00
hroff-1902
2d994f6feb Better printing of asterisk 2020-04-24 21:57:29 +03:00
hroff-1902
6e5f0869b3 Remove another unused method 2020-04-24 18:39:08 +03:00
hroff-1902
5c012d79eb Remove unused method 2020-04-24 18:14:07 +03:00
Matthias
d36e2cf6ab Fix random test failure in hyperopt 2020-04-16 07:06:47 +02:00
Fredrik81
2c1c1c7f16
Update freqtrade/optimize/hyperopt.py 
nice find

Co-Authored-By: Matthias <xmatthias@outlook.com>
 2020-04-11 17:42:32 +02:00
Fredrik81
d9e54ab7a4
Update freqtrade/optimize/hyperopt.py 
nice find

Co-Authored-By: Matthias <xmatthias@outlook.com>
 2020-04-11 17:42:19 +02:00
Fredrik81
4707484a4c Fix issue with colring enabled + styling 2020-04-09 11:42:13 +02:00
Fredrik81
cdc774549e Merge branch 'develop' into progress-bar 2020-04-08 01:56:43 +02:00
Fredrik81
132f5f73f5
Update hyperopt.py 2020-04-07 10:44:18 +02:00
Fredrik81
c95906cfcf
Update hyperopt.py 2020-04-07 10:42:15 +02:00
Fredrik81
d5609d4997 Changed back to progressbar2 for better handling of logger. 
Coloring still needs some work (bug + what colors to use)
 2020-04-06 13:12:32 +02:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902
a7ed51c642 return back the name of the hyperopt data file 2020-03-13 04:04:23 +03:00
Fredrik81
5737139979 Small fix 2020-03-12 16:47:09 +01:00
Fredrik81
1a59fc11be doh 2020-03-12 02:36:18 +01:00
Fredrik81
df1ae565dc clean-up 2020-03-12 02:26:41 +01:00
Fredrik81
9387ed923c fix for empty lines 2020-03-12 02:07:50 +01:00
Fredrik81
81cbb92556 Switch to TQDM 2020-03-11 22:30:36 +01:00
Fredrik81
3a8b68c0fd Initial work on progressbar 2020-03-10 20:30:36 +01:00
hroff-1902
f148b5f734
cosmetics in lambdas 2020-03-10 10:38:37 +03:00
Fredrik81
bd158eefd2 Fixed loggin 2020-03-10 03:02:52 +01:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
Fredrik81
cb419614cd Spelling miss 2020-03-08 23:00:21 +01:00
Fredrik81
4ad93ed6bb Changed output for null columns 2020-03-08 22:41:05 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Fredrik81
7606d814fa Initial work on csv-file export. Missing docs and tests 2020-03-05 01:58:33 +01:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table 
Added dynamic print table function to hyperopt
 2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
hroff-1902
52cd5f9127
Better use enumerate: more correct and more pythonic 2020-03-03 01:42:25 +03:00
hroff-1902
45c9496792
Do not run optimizer for 'jobs' epochs for the last iteration 2020-03-03 01:33:11 +03:00
hroff-1902
a7d4755859
optimize calculation of current_jobs 2020-03-03 01:20:14 +03:00
hroff-1902
92425642da
Fix config_jobs 2020-03-03 01:00:24 +03:00
Fredrik81
0e4862b0c8 Added logging if argument is miss-configured 2020-03-02 22:58:54 +01:00
Fredrik81
7713cfeb79 Corrected logic for -j + and - argument 2020-03-02 21:02:32 +01:00
Fredrik81
f08c7eedf1 Changed jobs to be dynamic for last loop 2020-03-01 14:35:13 +01:00
Fredrik81
75b4f1a442 Fix alignment of higher values 2020-03-01 14:12:27 +01:00
Fredrik81
e89fd33229 Fix for more arguments 2020-02-29 23:57:15 +01:00
Fredrik81
7a4edb1cd8 Fix: When total epochs is less than cpu cores 2020-02-29 23:41:59 +01:00
Fredrik81
23ae0653bd Changed table output to match hyperopt-list command 2020-02-29 23:24:08 +01:00
Fredrik81
349aa2f957 Added dynamic print table function to hyperopt 2020-02-28 21:54:04 +01:00
hroff-1902
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table 
Added function to print hyperopt-list as table using tabulate
 2020-02-27 05:22:41 +03:00
Fredrik81
cd7efde6c0 Fixed coloring so it's only targeting the values not the table borders 2020-02-24 22:06:21 +01:00
Fredrik81
23bf135b8a Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best 2020-02-24 11:01:14 +01:00