a46b7bcd6d
more fixes...
6 years ago
951a19fb00
added tests for both sortino methods
6 years ago
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky ( #2826 )
...
* more consistent backtesting tables and labels
* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* Align quotes in same area
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* fixed some more line alignments
* updated docs to include SharpeHyperOptLossDaily
* Update dockerfile to 3.8.1
* Run tests against 3.8
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* updated docs to include SharpeHyperOptLossDaily
* docs fixes
* missed one fix
* fixed standard deviation line
* fixed to bracket notation
* fixed to bracket notation
* fixed syntax error
* better readability, kept np.sqrt(365) which results in annualized sharpe ratio
* fixed method arguments indentation
* updated commented out debug print line
* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()
* Reworked to fill leading and trailing days
* No need for np; make flake happy
* Fix risk free rate
Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
6 years ago
1b9af9d2d8
Merge branch 'develop' into data_handler
6 years ago
f347e5934a
Small adjustments for moved commands
6 years ago
699c0d6bc3
Merge branch 'develop' into data_handler
6 years ago
1ffda29fd2
Adjust improts to new exception location
6 years ago
aa39f2160b
Use load_data instead of a sequence of calls
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in tests which don't test this
6 years ago
25e6d6a7bf
Combine load_object methods into one
6 years ago
6d5aca4f32
Convert hyperoptloss resolver to static loader
6 years ago
248ef5a0ea
Convert HyperoptResolver to static loader
6 years ago
cf4c3642ce
Minor improvements in data.history
6 years ago
703924d6c4
Merge pull request #2643 from freqtrade/mins
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Remove min (plural) from codebase
6 years ago
7c7ca1cb90
Remove min (plural) from codebase
6 years ago
3252654ed3
Test adjusted
6 years ago
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
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Add hyperopt-list and hyperopt-show commands
6 years ago
703458f365
Add test for loading ticker-interval from strategy
6 years ago
017a94adc1
Merge develop
6 years ago
b20bea8492
Adjust tests
6 years ago
054484ad73
load_pair_history should not return None, but an empty dataframe if no
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data is found
6 years ago
86342efa7a
Adjust test
6 years ago
05967442c3
Adjust test
6 years ago
d6b587678e
Adjust test
6 years ago
69b0767165
Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space
6 years ago
8f9b5095b5
Fix some tests
6 years ago
6cb4830534
Testcase added
7 years ago
067267f4cf
Log messages improved (plural/singular)
7 years ago
99db53417c
Tests adjusted
7 years ago
175591e524
Fix test
7 years ago
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space
7 years ago
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
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require subcommand for all actions
7 years ago
f9a92c2879
Adjust test
7 years ago
ab194c7d75
Add test
7 years ago
d3a3765819
Fix test
7 years ago
f90676cfc5
Add trailing stoploss hyperspace
7 years ago
ca77dbe8da
Fix UnicodeError in hyperopt output
7 years ago
6f01d7f8ea
Merge branch 'develop' into feat/new_args_system
7 years ago
80ad37ad93
Updated plot_indicators test
7 years ago
0c3a8ddfb9
Merge branch 'develop' into feat/new_args_system
7 years ago
6fe7b13e37
Replace coins in whitelist with existing ones
7 years ago
a368646745
Merge branch 'develop' into feat/new_args_system
7 years ago
132a4da7cf
Small style fixes and adjusted tests
7 years ago
2ba388074e
Fix small bugs
7 years ago
1c503f39b2
Handle some merge aftermaths
7 years ago
f3cfe147b5
Merge branch 'develop' into feat/new_args_system
7 years ago
4ec83a2c24
DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct
7 years ago
89283ef486
Rename --custom-hyperopt to --hyperopt
7 years ago
08e6d8a780
Rollback defaulting to DefaultHyperOptLoss
7 years ago
c4105436eb
Disable defaulting to DefaultHyperOpts and DefaultHyperOptLoss
7 years ago
52523bcd8b
Use strategy child parser
7 years ago
09f18d07b0
Adjust some hyperopt tests
7 years ago
ed10048394
Merge pull request #2308 from hroff-1902/hyperopt-config
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Allow use of config in custom hyperopt methods
7 years ago
42b5a0977e
fix failing test
7 years ago
e9de088209
Add import-fails code as a fixture
7 years ago
27cc73f47e
Dynamically import hyperopt modules
7 years ago
313091eb1c
some more refresh_pairs cleanups
7 years ago
e66fa1cec6
Adjust tests to not use --refresh-pairs
7 years ago
50b4563912
Tests adjusted
7 years ago
c3e19507bf
Merge pull request #2268 from gaugau3000/hyperopt_test_use_case
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Hyperopt test use case
7 years ago
e9a75e57b8
test adjusted
7 years ago
b7da02aab4
realistic fixture datas
7 years ago
f3e3a8fcbe
unused in tests
7 years ago
3430850421
don't print in tests
7 years ago
9513115ce0
Fix paths in tests
7 years ago
26d76cdb19
Adjust imports in tests to new path
7 years ago
65a516e229
Move tests out of freqtrade module
7 years ago
Yazeed Al Oyoun
Matthias
hroff-1902
hroff-1902
Pialat