411 Commits

Author	SHA1	Message	Date
Janne Sinivirta	10cf2ce853	remove unnecessary confusing division	2017-12-23 15:11:19 +02:00
Janne Sinivirta	871357a2e3	just require positive results	2017-12-23 15:11:19 +02:00
Samuel Husso	8d93363655	filter nan values from total_profit and avg_profit	2017-12-23 09:21:04 +02:00
Janne Sinivirta	44a4ff0cb2	Merge branch 'develop' into patch-1	2017-12-22 13:58:13 +02:00
Janne Sinivirta	f300af0fe2	Merge pull request #200 from glonlas/fix_fees_calculation ... Fix the fee calculation	2017-12-22 13:55:02 +02:00
Gerald Lonlas	41e22657e4	Fix hyperopt when using MongoDB	2017-12-21 19:20:47 -08:00
Gerald Lonlas	d258118b0a	Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit	2017-12-20 20:18:41 -08:00
seansan	4dab39ed9e	add % in status table for profit	2017-12-20 13:58:18 +01:00
Janne Sinivirta	c8fb6c4661	More lint fixes (#198) ... * autopep fixes * remove unused imports * fix plot_dataframe.py lint warnings * make pep8 error fails the build * two more line breakings * matplotlib.use() must be called before pyplot import	2017-12-18 17:36:00 +01:00
Gerald Lonlas	d613d63fdc	Fix the fee calculation	2017-12-17 23:01:34 -08:00
Samuel Husso	ce51749177	fix hyperopt not getting default ticker_interval	2017-12-17 12:34:26 +02:00
Janne Sinivirta	80ef2cfed4	Merge pull request #193 from gcarq/feature/ci-enforce-pep8 ... CI: enforce PEP8 conform code	2017-12-17 07:42:23 +02:00
Janne Sinivirta	5efc417690	Merge pull request #192 from gcarq/feature/forcesell-handle-open-orders ... /forcesell: handle trades with open orders	2017-12-17 07:41:51 +02:00
Gérald LONLAS	14868615d5	Add mock to improve backtesting tests (#194)	2017-12-17 00:24:21 +01:00
Gérald LONLAS	512fcdbcb1	Allow user to update testdata files with parameter --refresh-pairs-cached (#174)	2017-12-16 15:42:28 +01:00
gcarq	95fe0f4dec	fix pep8 warnings	2017-12-16 03:39:47 +01:00
gcarq	ddd3d2d0a9	ignore cancelled order during trade state update	2017-12-16 02:36:43 +01:00
gcarq	cb4ecfd3a3	move function	2017-12-16 01:37:06 +01:00
gcarq	f4b59492ab	fix NoneType issue	2017-12-16 01:31:15 +01:00
gcarq	ae37f49b51	/forcesell: handle trades with open orders	2017-12-16 01:09:07 +01:00
gcarq	6e68315d2c	reorder imports	2017-12-15 23:58:21 +01:00
gcarq	c1c9dd03ce	/daily: fix identation and simplify loops	2017-12-15 23:56:02 +01:00
Gérald LONLAS	e00f02b603	Improve telegram /profit command (#188)	2017-12-15 17:19:00 +01:00
Gerald Lonlas	2a2af4878e	Update /daily command, reorder telegram menu, limit /daily profit at 8 decimals	2017-12-14 21:18:52 -08:00
Michael Egger	bfb3e09d1d	raise ContentDecodingError if bittrex responds with NO_API_RESPONSE (#183)	2017-12-14 20:27:04 +01:00
Gérald LONLAS	2ac8b685d6	Add param for Dry run to use a DB file instead of memory (#182)	2017-12-14 15:10:11 +01:00
Samuel Husso	cb09cabbdd	Merge pull request #171 from stephendade/dailymsg ... Added daily profit telegram command	2017-12-12 19:42:31 +02:00
Janne Sinivirta	77023c0ecf	Merge pull request #169 from jblestang/fix_ticker_interval ... Fix ticker interval	2017-12-12 17:21:55 +02:00
Stephen Dade	0b18c93d19	Daily profit command - better message formatting and minor fixes	2017-12-12 19:41:25 +11:00
Jean-Baptiste LE STANG	0617753a7f	Adding a test unit for 1 minute ticker interval	2017-12-11 22:11:06 +01:00
Janne Sinivirta	b77fad6e5f	Merge pull request #173 from glonlas/autoselect_top_currencies ... Allow to change the number of currencies used by dynamic-whitelist	2017-12-11 18:04:10 +02:00
Gerald Lonlas	90bf6f2d4a	Remove unecessary import	2017-12-11 00:07:36 -08:00
Gerald Lonlas	ef7646417b	Allow to change the number of currencies used by dynamic-whitelist	2017-12-11 00:01:27 -08:00
Janne Sinivirta	7afd8da28f	fix a broken unit test due to changing test dataset	2017-12-10 13:56:39 +02:00
Janne Sinivirta	3d532c6015	update backtest data to match pairs in config.json.example	2017-12-10 11:17:01 +02:00
Stephen Dade	ccb8c3c352	Added daily profit telegram command	2017-12-10 17:32:40 +11:00
toto	18f01113c2	use the CLI arguments as the ticker interval	2017-12-09 11:51:53 +01:00
toto	f7def09dec	fix for the ticker interval set by default to 5	2017-12-09 11:39:26 +01:00
Samuel Husso	a7cca4985e	omit hyperopt output if total_profit doesn't go pass threashold (3)	2017-12-02 01:32:23 +02:00
Samuel Husso	965c075362	disable info logging on hyperopt.tpe	2017-12-02 00:21:46 +02:00
gcarq	0c35e6ad19	minor changes	2017-11-25 03:28:52 +01:00
gcarq	e27a6a7a91	add mongodb support for hyperopt parallelization	2017-11-25 02:04:37 +01:00
gcarq	5bf583cba4	remove unused imports	2017-11-25 01:23:18 +01:00
gcarq	a23fce519d	pretty print hyperopt results	2017-11-25 01:22:36 +01:00
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
Michael Egger	858d2329e5	add experimental flag support and add use_sell_signal (#143) ... * add use_sell_signal to config schema * check use_sell_signal * set use_sell_signal to false	2017-11-24 21:58:00 +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
Geka000	cfbfe90aa0	keyboard markup for telegram bot (#142)	2017-11-24 20:54:50 +01:00
gcarq	be6939ee8a	use 8 digits of precision for amount and rate in formatting	2017-11-23 20:52:07 +01:00
Janne Sinivirta	371e6d99c9	set stoploss to -10%	2017-11-23 18:43:19 +02:00
Janne Sinivirta	c6def418cf	Merge pull request #135 from rybolov/develop ... Better buy and sell strategy	2017-11-23 18:25:56 +02:00
Michael Smith	5fce2c5712	Better buy and sell strategy: ... Buy if at the low end of normal range and the price is increasing. Buy into extreme gains regardless of if it's on the low part of the range. Avoid buying when the price is on a long decrease even if it's low. Sell anytime the price is above the top end of normal range and the momentum slows. Sell on an extreme drop.	2017-11-23 22:33:41 +08:00
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
Samuel Husso	765a762ccf	Merge pull request #122 from gcarq/feature/fix-signal-handling ... fix signal handling	2017-11-22 13:38:57 +02:00
gcarq	02ca2ed585	implement trade count lock for backtesting	2017-11-21 22:33:34 +01:00
gcarq	f3ba3ddd54	move buy_price and sell_price to plotting script	2017-11-21 20:41:49 +01:00
gcarq	65ce948b0b	catch ValueErrors from analyze_ticker (fixes #123)	2017-11-21 20:37:29 +01:00
gcarq	383a9f6eeb	catch BaseException to force stdout flush when process dies	2017-11-21 20:24:52 +01:00
gcarq	5d934cd5b6	enhance open order formatting in status handle	2017-11-20 23:33:52 +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	86b6c6f334	version bump	2017-11-20 20:01:10 +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	19734ad863	set bootstrap_retries to infinite (fixes #113)	2017-11-18 22:23:05 +01:00
gcarq	b16ccb9919	handle requests exception in validate_pairs	2017-11-18 22:22:45 +01:00
gcarq	d41837817c	move logging to freqtrade.rpc	2017-11-18 21:43:21 +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
Samuel Husso	a3da2911e8	Merge pull request #114 from gcarq/new_algo ... New buy strategy	2017-11-18 13:09:40 +02:00
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	669ec30413	remove unused import	2017-11-18 09:34:57 +02:00
Janne Sinivirta	0082b7abdd	add missing module and class docstring	2017-11-18 09:34:32 +02:00
Janne Sinivirta	7903f3a546	fix test name	2017-11-18 09:19:22 +02:00
Janne Sinivirta	ec75586bdd	new buy strategy	2017-11-18 08:45:57 +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	b682262486	refactor argparse handling	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	0df1404d6a	fix typo	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	27a6b29c80	move time diff calculation out of a loop	2017-11-16 20:43:24 +02:00
Janne Sinivirta	5d1f874041	switch ix to loc, ix is apparently deprecated	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	c1ef3f526c	remove unnecessary comparison	2017-11-16 16:53:34 +01:00
Janne Sinivirta	6b7afb80b2	fix failing test	2017-11-16 16:53:34 +01:00
Janne Sinivirta	0b8afa12e9	exit strategy after roi check	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	d86dcc4752	check if result exists in get_ticker (fixes #106)	2017-11-16 16:39:06 +01:00
gcarq	0bc96241d5	rework exception handling (fixes #108)	2017-11-16 16:14:43 +01:00
gcarq	2e953a937d	version bump	2017-11-16 00:40:36 +01:00
gcarq	4e05691cab	check if balance list is empty (fixes #105)	2017-11-16 00:01:47 +01:00
gcarq	b5f58724a0	get_ticker_history: check if result is set (fixes #103)	2017-11-15 23:16:54 +01:00
gcarq	b83309b55d	reduce calls_per_second to 1	2017-11-15 23:16:39 +01:00
gcarq	e8101a6da5	default BaseVolume to 0.0 if null	2017-11-14 17:48:19 +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
gcarq	81f7172c4a	sanitize get_ticker_history (fixes #100)	2017-11-13 19:54:09 +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	1c3c316e45	reduce calls_per_second	2017-11-11 21:29:35 +01:00
gcarq	517879382b	Add argument for dynamic-whitelist handling ... If --dynamic-whitelist is passed the whitelist in the config file is ignored. It gets automatically refreshed every 30 minutes and currently selects the 20 topmost BaseVolume markets	2017-11-11 19:20:53 +01:00
gcarq	bcd3340a80	implement get_market_summaries	2017-11-11 19:20:16 +01:00
gcarq	12ae1e111e	use get_candles from python-bittrex	2017-11-11 17:14:55 +01:00
gcarq	d3b3370f23	Add configurable throttle mechanism	2017-11-11 16:47:19 +01:00
gcarq	8f817a3634	use TTLCache for get_ticker_history	2017-11-11 15:29:31 +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	3126dcfcea	drop sleep_time and use python-bittrex request delay	2017-11-10 23:39:49 +01:00
Michael Egger	72aec6c320	Merge pull request #96 from gcarq/feature/add-argparse ... add argparse and implement basic arguments	2017-11-10 18:04:03 +01:00