Commit Graph

602 Commits

Author SHA1 Message Date
Markus
2efc71650a Add Monte Carlo Price Simulation. 2021-01-26 11:21:20 +01:00
Markus
4826d3f96a Add Market Change metric. 2021-01-25 21:34:54 +01:00
Markus
a12033c7a0 Add utils.signal_line 2021-01-23 17:22:18 +01:00
Markus
fd955a432c Make np.diff optional in utils.streaks. 2021-01-23 17:17:29 +01:00
Markus
077201ddcc Fix for max losing and winning streak. 2021-01-23 17:15:12 +01:00
Markus
5034b6b9fa Add current_streak to stats. Use current_streak for max losing and winning streak. 2021-01-23 16:22:49 +01:00
Markus
340ca60ebe Add kelly_criterion to utils. 2021-01-23 14:47:50 +01:00
Markus
c5e8d5d6e6 Move round() to report for better accuracy in self.statistics 2021-01-23 14:43:05 +01:00
Markus
08d0b99a4d Move round() to report for better accuracy in self.statistics 2021-01-23 14:42:36 +01:00
Markus
df11855fe4 Move round() to report for better accuracy in self.statistics 2021-01-23 14:35:11 +01:00
Markus
7afe5eb3c4 Add self.statistics to strategy. 2021-01-23 14:21:35 +01:00
Saleh Mir
fd2812b1b5 Merge pull request #117 from jesse-ai/pyup-update-pandas-1.2.0-to-1.2.1
Update pandas to 1.2.1
2021-01-21 23:25:48 +03:30
pyup-bot
d6b1eb174b Update pandas from 1.2.0 to 1.2.1 2021-01-21 15:44:43 +01:00
Saleh Mir
1af5e7c1b1 Merge pull request #116 from nicolay-zlobin/helperTrades
Ability to get completed trades inside strategy through self.trades
2021-01-21 14:52:08 +01:00
Nicolay Zlobin
b801cc09e1 Ability to get completed trades inside strategy through self.trades 2021-01-21 13:55:31 +03:00
Saleh Mir
9f7b89f770 Merge pull request #115 from julesGoullee/export-json-timeframes
export json add considering_timeframes
2021-01-20 20:41:48 +01:00
Saleh Mir
d60e00a396 Merge pull request #114 from julesGoullee/docker-deployement
split dockerfile for deployement and dockerfileTest
2021-01-20 20:40:05 +01:00
Saleh Mir
6304fdab05 Merge pull request #110 from julesGoullee/db-config-use-env-variable
db config use env variable
2021-01-20 20:39:02 +01:00
julesGoullee
83f537e099 export json add considering_timeframes 2021-01-19 15:39:39 +04:00
julesGoullee
4019565091 docker build optimization 2021-01-19 15:36:48 +04:00
Saleh Mir
c095b2bb68 Merge branch 'master' of github.com:jesse-ai/jesse 2021-01-18 10:38:27 +01:00
Saleh Mir
9a38ffa7e5 Improve round_qty_for_live_mode to work with minimum order qty on Binance 2021-01-18 10:35:22 +01:00
Saleh Mir
6a229cc3cb implement dd() utility function
very useful for debugging
2021-01-18 10:18:43 +01:00
Markus K
1fd01b7390 Add streaks() utils. 2021-01-16 18:07:38 +01:00
Markus K
f6b34fd3f5 Add missing return types. 2021-01-16 11:24:20 +01:00
Markus K
7466f80730 Add strictly_increasing and strictly_decreasing utils. 2021-01-16 11:22:46 +01:00
julesGoullee
edeaf96e0b end of line 2021-01-15 13:28:30 +04:00
julesGoullee
49e23a036c revert change 2021-01-15 13:26:51 +04:00
julesGoullee
81f51107b9 split dockerfile for deployement and dockerfileTest 2021-01-15 13:24:57 +04:00
julesGoullee
cdb1912e24 helper get_config use env variables 2021-01-15 13:18:19 +04:00
julesGoullee
699a68045b Merge branch 'master' into db-config-use-env-variable 2021-01-14 14:38:05 +04:00
Saleh Mir
18fee9f5d0 Merge pull request #109 from julesGoullee/docker-for-ci
Docker for ci test
2021-01-14 09:54:28 +01:00
Markus K
b8473ae6cb Optimize json csv (#113)
* Added CSV and JSON as option. Return training and testing log seperated.

* Snapshot with optional CSV JSON.

* Optimize JSON add encoding.

* Fix json export.

* Output actual parameters via csv and json.
2021-01-13 16:34:07 +01:00
Gabri
2e91359a81 adding '--skip_confirmation' flag to import-canldes command to avoid … (#111)
* adding '--skip_confirmation' flag to import-canldes command to avoid confirmation on candle duplicates

* changing parameter with dash as name separator

Co-authored-by: Gabriele Guidi <gabriele.guidi@injenia.it>
2021-01-13 16:01:18 +01:00
Markus K
e6e375961a Optimize json csv (#112)
* Added CSV and JSON as option. Return training and testing log seperated.

* Snapshot with optional CSV JSON.

* Optimize JSON add encoding.

* Fix json export.
2021-01-13 15:58:57 +01:00
julesGoullee
89e9e0e097 db config use env variable 2021-01-10 19:45:31 +04:00
julesGoullee
8777ed36f6 docker for ci test 2021-01-10 19:28:27 +04:00
Saleh Mir
49a1ac4671 Add unit test: test_negative_balance_validation_for_spot_market 2021-01-08 14:07:14 +01:00
Saleh Mir
220c545b41 Improve single_route_backtest() to work with both spot and margin 2021-01-08 14:06:59 +01:00
Saleh Mir
1241c04e8e Refactor refactor unit tests to use a separate utils module 2021-01-08 10:39:29 +01:00
Markus K
7798ba1db2 Remove notify again, as its handled in jesse_logger. 2021-01-06 10:48:39 +01:00
Markus K
5b65ea3506 Actually notify. 2021-01-05 11:48:05 +01:00
Saleh Mir
17083487e7 update test_dashless_symbol() 2021-01-02 17:54:02 +01:00
Saleh Mir
d6c2a96270 Merge branch 'master' of github.com:jesse-ai/jesse 2021-01-02 17:51:43 +01:00
Saleh Mir
ef31851558 rename unit test 2021-01-02 17:51:38 +01:00
Saleh Mir
e919a3a68b add dashy_symbo() helper 2021-01-02 17:43:40 +01:00
pyup.io bot
28b83f3989 Pin scipy to latest version 1.6.0 (#106) 2021-01-02 17:09:52 +01:00
Saleh Mir
f242f2a1ac 👷‍♂️ fix to work with the new symbol syntax 2021-01-02 16:27:36 +01:00
Saleh Mir
8b6c057042 remove empty comments 2021-01-02 16:26:39 +01:00
Saleh Mir
a016f6714d bump version 2021-01-02 10:13:27 +01:00