adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #1037 from freqtrade/fix/backtest-comment

Browse Source 
replace --realistic with 2 separate flags
This commit is contained in:
Janne Sinivirta
2018-07-19 17:33:19 +03:00
committed by GitHub
parent 6070d819b8 71100a67c9
commit 0cc1b66ae7
8 changed files with 95 additions and 57 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
docs/backtesting.md
View File

@@ -29,25 +29,25 @@ The backtesting is very easy with freqtrade.
#### With 5 min tickers (Per default)
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation
python3 ./freqtrade/main.py backtesting
```
#### With 1 min tickers
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --ticker-interval 1m
python3 ./freqtrade/main.py backtesting --ticker-interval 1m
```
#### Update cached pairs with the latest data
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --refresh-pairs-cached
python3 ./freqtrade/main.py backtesting --refresh-pairs-cached
```
#### With live data (do not alter your testdata files)
```bash
python3 ./freqtrade/main.py backtesting --realistic-simulation --live
python3 ./freqtrade/main.py backtesting --live
```
#### Using a different on-disk ticker-data source

45
docs/bot-usage.md
View File

@@ -117,18 +117,21 @@ python3 ./freqtrade/main.py -c config.json --db-url sqlite:///tradesv3.dry_run.s
Backtesting also uses the config specified via `-c/--config`.
```
usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
[--timerange TIMERANGE] [-l] [-r] [--export EXPORT]
[--export-filename EXPORTFILENAME]
usage: main.py backtesting [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
[--timerange TIMERANGE] [-l] [-r]
[--export EXPORT] [--export-filename PATH]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--realistic-simulation
uses max_open_trades from config to simulate real
world limitations
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking)
--dmmp, --disable-max-market-positions
Disable applying `max_open_trades` during backtest
(same as setting `max_open_trades` to a very high
number)
--timerange TIMERANGE
specify what timerange of data to use.
-l, --live using live data
@@ -138,11 +141,13 @@ optional arguments:
run your backtesting with up-to-date data.
--export EXPORT export backtest results, argument are: trades Example
--export=trades
--export-filename EXPORTFILENAME
--export-filename PATH
Save backtest results to this filename requires
--export to be set as well Example --export-
filename=backtest_today.json (default: backtest-
result.json
filename=user_data/backtest_data/backtest_today.json
(default: user_data/backtest_data/backtest-
result.json)
```
### How to use --refresh-pairs-cached parameter?
@@ -164,22 +169,28 @@ To optimize your strategy, you can use hyperopt parameter hyperoptimization
to find optimal parameter values for your stategy.
```
usage: main.py hyperopt [-h] [-i TICKER_INTERVAL] [--realistic-simulation]
[--timerange TIMERANGE] [-e INT]
[-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]]
usage: freqtrade hyperopt [-h] [-i TICKER_INTERVAL] [--eps] [--dmmp]
[--timerange TIMERANGE] [-e INT]
[-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]]
optional arguments:
-h, --help show this help message and exit
-i TICKER_INTERVAL, --ticker-interval TICKER_INTERVAL
specify ticker interval (1m, 5m, 30m, 1h, 1d)
--realistic-simulation
uses max_open_trades from config to simulate real
world limitations
--timerange TIMERANGE specify what timerange of data to use.
--eps, --enable-position-stacking
Allow buying the same pair multiple times (position
stacking)
--dmmp, --disable-max-market-positions
Disable applying `max_open_trades` during backtest
(same as setting `max_open_trades` to a very high
number)
--timerange TIMERANGE
specify what timerange of data to use.
-e INT, --epochs INT specify number of epochs (default: 100)
-s {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...], --spaces {all,buy,roi,stoploss} [{all,buy,roi,stoploss} ...]
Specify which parameters to hyperopt. Space separate
list. Default: all
```
## A parameter missing in the configuration?