Merge branch 'develop' into feat/short
This commit is contained in:
Matthias
@@ -2222,7 +2222,7 @@ def saved_hyperopt_results():
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'params_dict': {
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'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1190, 'roi_t2': 541, 'roi_t3': 408, 'roi_p1': 0.026035863879169705, 'roi_p2': 0.12508730043628782, 'roi_p3': 0.27766427921605896, 'stoploss': -0.2562930402099556}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 15, 'fastd-value': 20, 'adx-value': 25, 'rsi-value': 28, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 88, 'sell-fastd-value': 97, 'sell-adx-value': 51, 'sell-rsi-value': 67, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4287874435315165, 408: 0.15112316431545753, 949: 0.026035863879169705, 2139: 0}, 'stoploss': {'stoploss': -0.2562930402099556}}, # noqa: E501
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'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'}, # noqa: E501
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'results_metrics': {'total_trades': 2, 'wins': 0, 'draws': 0, 'losses': 2, 'profit_mean': -0.01254995, 'profit_median': -0.012222, 'profit_total': -0.00125625, 'profit_total_abs': -2.50999, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=3930.0), 'stake_currency': 'BTC', 'strategy_name': 'SampleStrategy'}, # noqa: E501
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'results_explanation': ' 2 trades. Avg profit -1.25%. Total profit -0.00125625 BTC ( -2.51Σ%). Avg duration 3930.0 min.', # noqa: E501
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'total_profit': -0.00125625,
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'current_epoch': 1,
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@@ -2238,7 +2238,7 @@ def saved_hyperopt_results():
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'sell': {'sell-mfi-value': 96, 'sell-fastd-value': 68, 'sell-adx-value': 63, 'sell-rsi-value': 81, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, # noqa: E501
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'roi': {0: 0.4449309386008759, 140: 0.11955965746663, 823: 0.06403981740598495, 1157: 0}, # noqa: E501
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'stoploss': {'stoploss': -0.338070047333259}},
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'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'holding_avg': timedelta(minutes=1200.0)}, # noqa: E501
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'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 0, 'losses': 1, 'profit_mean': 0.012357, 'profit_median': -0.012222, 'profit_total': 6.185e-05, 'profit_total_abs': 0.12357, 'max_drawdown': 0.23, 'max_drawdown_abs': -0.00125625, 'holding_avg': timedelta(minutes=1200.0)}, # noqa: E501
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'results_explanation': ' 1 trades. Avg profit 0.12%. Total profit 0.00006185 BTC ( 0.12Σ%). Avg duration 1200.0 min.', # noqa: E501
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'total_profit': 6.185e-05,
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'current_epoch': 2,
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@@ -2248,7 +2248,7 @@ def saved_hyperopt_results():
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'loss': 14.241196856510731,
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'params_dict': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 889, 'roi_t2': 533, 'roi_t3': 263, 'roi_p1': 0.04759065393663096, 'roi_p2': 0.1488819964638463, 'roi_p3': 0.4102801822104605, 'stoploss': -0.05394588767607611}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 25, 'fastd-value': 16, 'adx-value': 29, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 98, 'sell-fastd-value': 72, 'sell-adx-value': 51, 'sell-rsi-value': 82, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.6067528326109377, 263: 0.19647265040047726, 796: 0.04759065393663096, 1685: 0}, 'stoploss': {'stoploss': -0.05394588767607611}}, # noqa: E501
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'results_metrics': {'total_trades': 621, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)}, # noqa: E501
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'results_metrics': {'total_trades': 621, 'wins': 320, 'draws': 0, 'losses': 301, 'profit_mean': -0.043883302093397747, 'profit_median': -0.012222, 'profit_total': -0.13639474, 'profit_total_abs': -272.515306, 'max_drawdown': 0.25, 'max_drawdown_abs': -272.515306, 'holding_avg': timedelta(minutes=1691.207729468599)}, # noqa: E501
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'results_explanation': ' 621 trades. Avg profit -0.44%. Total profit -0.13639474 BTC (-272.52Σ%). Avg duration 1691.2 min.', # noqa: E501
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'total_profit': -0.13639474,
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'current_epoch': 3,
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@@ -2265,7 +2265,7 @@ def saved_hyperopt_results():
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'loss': 0.22195522184191518,
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'params_dict': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 1269, 'roi_t2': 601, 'roi_t3': 444, 'roi_p1': 0.07280999507931168, 'roi_p2': 0.08946698095898986, 'roi_p3': 0.1454876733325284, 'stoploss': -0.18181041180901014}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 17, 'fastd-value': 21, 'adx-value': 38, 'rsi-value': 33, 'mfi-enabled': True, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 82, 'sell-adx-value': 78, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3077646493708299, 444: 0.16227697603830155, 1045: 0.07280999507931168, 2314: 0}, 'stoploss': {'stoploss': -0.18181041180901014}}, # noqa: E501
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'results_metrics': {'total_trades': 14, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)}, # noqa: E501
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'results_metrics': {'total_trades': 14, 'wins': 6, 'draws': 0, 'losses': 8, 'profit_mean': -0.003539515, 'profit_median': -0.012222, 'profit_total': -0.002480140000000001, 'profit_total_abs': -4.955321, 'max_drawdown': 0.34, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=3402.8571428571427)}, # noqa: E501
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'results_explanation': ' 14 trades. Avg profit -0.35%. Total profit -0.00248014 BTC ( -4.96Σ%). Avg duration 3402.9 min.', # noqa: E501
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'total_profit': -0.002480140000000001,
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'current_epoch': 5,
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@@ -2275,7 +2275,7 @@ def saved_hyperopt_results():
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'loss': 0.545315889154162,
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'params_dict': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower', 'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 319, 'roi_t2': 556, 'roi_t3': 216, 'roi_p1': 0.06251955472249589, 'roi_p2': 0.11659519602202795, 'roi_p3': 0.0953744132197762, 'stoploss': -0.024551752215582423}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 43, 'adx-value': 46, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 87, 'sell-fastd-value': 65, 'sell-adx-value': 94, 'sell-rsi-value': 63, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.2744891639643, 216: 0.17911475074452382, 772: 0.06251955472249589, 1091: 0}, 'stoploss': {'stoploss': -0.024551752215582423}}, # noqa: E501
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'results_metrics': {'total_trades': 39, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'holding_avg': timedelta(minutes=636.9230769230769)}, # noqa: E501
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'results_metrics': {'total_trades': 39, 'wins': 20, 'draws': 0, 'losses': 19, 'profit_mean': -0.0021400679487179478, 'profit_median': -0.012222, 'profit_total': -0.0041773, 'profit_total_abs': -8.346264999999997, 'max_drawdown': 0.45, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=636.9230769230769)}, # noqa: E501
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'results_explanation': ' 39 trades. Avg profit -0.21%. Total profit -0.00417730 BTC ( -8.35Σ%). Avg duration 636.9 min.', # noqa: E501
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'total_profit': -0.0041773,
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'current_epoch': 6,
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@@ -2287,7 +2287,7 @@ def saved_hyperopt_results():
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'params_details': {
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'buy': {'mfi-value': 13, 'fastd-value': 41, 'adx-value': 21, 'rsi-value': 29, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 99, 'sell-fastd-value': 60, 'sell-adx-value': 81, 'sell-rsi-value': 69, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': False, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.4837436938134452, 145: 0.10853310701097472, 765: 0.0586919200378493, 1536: 0}, # noqa: E501
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'stoploss': {'stoploss': -0.14613268022709905}}, # noqa: E501
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'results_metrics': {'total_trades': 318, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'holding_avg': timedelta(minutes=3140.377358490566)}, # noqa: E501
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'results_metrics': {'total_trades': 318, 'wins': 100, 'draws': 0, 'losses': 218, 'profit_mean': -0.0039833954716981146, 'profit_median': -0.012222, 'profit_total': -0.06339929, 'profit_total_abs': -126.67197600000004, 'max_drawdown': 0.50, 'max_drawdown_abs': -200.955321, 'holding_avg': timedelta(minutes=3140.377358490566)}, # noqa: E501
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'results_explanation': ' 318 trades. Avg profit -0.40%. Total profit -0.06339929 BTC (-126.67Σ%). Avg duration 3140.4 min.', # noqa: E501
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'total_profit': -0.06339929,
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'current_epoch': 7,
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@@ -2297,7 +2297,7 @@ def saved_hyperopt_results():
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'loss': 20.0, # noqa: E501
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'params_dict': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal', 'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 1149, 'roi_t2': 375, 'roi_t3': 289, 'roi_p1': 0.05571820757172588, 'roi_p2': 0.0606240398618907, 'roi_p3': 0.1729012220156157, 'stoploss': -0.1588514289110401}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 24, 'fastd-value': 43, 'adx-value': 33, 'rsi-value': 20, 'mfi-enabled': False, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': True, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 89, 'sell-fastd-value': 74, 'sell-adx-value': 70, 'sell-rsi-value': 70, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': False, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.2892434694492323, 289: 0.11634224743361658, 664: 0.05571820757172588, 1813: 0}, 'stoploss': {'stoploss': -0.1588514289110401}}, # noqa: E501
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'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'holding_avg': timedelta(minutes=5340.0)}, # noqa: E501
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'results_metrics': {'total_trades': 1, 'wins': 0, 'draws': 1, 'losses': 0, 'profit_mean': 0.0, 'profit_median': 0.0, 'profit_total': 0.0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.52, 'holding_avg': timedelta(minutes=5340.0)}, # noqa: E501
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'results_explanation': ' 1 trades. Avg profit 0.00%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration 5340.0 min.', # noqa: E501
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'total_profit': 0.0,
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'current_epoch': 8,
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@@ -2307,7 +2307,7 @@ def saved_hyperopt_results():
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'loss': 2.4731817780991223,
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'params_dict': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1012, 'roi_t2': 584, 'roi_t3': 422, 'roi_p1': 0.036764323603472565, 'roi_p2': 0.10335480573205287, 'roi_p3': 0.10322347377503042, 'stoploss': -0.2780610808108503}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 22, 'fastd-value': 20, 'adx-value': 29, 'rsi-value': 40, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 65, 'sell-adx-value': 81, 'sell-rsi-value': 64, 'sell-mfi-enabled': True, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.2433426031105559, 422: 0.14011912933552545, 1006: 0.036764323603472565, 2018: 0}, 'stoploss': {'stoploss': -0.2780610808108503}}, # noqa: E501
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'results_metrics': {'total_trades': 229, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'holding_avg': timedelta(minutes=6505.676855895196)}, # noqa: E501
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'results_metrics': {'total_trades': 229, 'wins': 150, 'draws': 0, 'losses': 79, 'profit_mean': -0.0038433433624454144, 'profit_median': -0.012222, 'profit_total': -0.044050070000000004, 'profit_total_abs': -88.01256299999999, 'max_drawdown': 0.41, 'max_drawdown_abs': -150.955321, 'holding_avg': timedelta(minutes=6505.676855895196)}, # noqa: E501
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'results_explanation': ' 229 trades. Avg profit -0.38%. Total profit -0.04405007 BTC ( -88.01Σ%). Avg duration 6505.7 min.', # noqa: E501
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'total_profit': -0.044050070000000004, # noqa: E501
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'current_epoch': 9,
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@@ -2317,7 +2317,7 @@ def saved_hyperopt_results():
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'loss': -0.2604606005845212, # noqa: E501
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'params_dict': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal', 'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal', 'roi_t1': 792, 'roi_t2': 464, 'roi_t3': 215, 'roi_p1': 0.04594053535385903, 'roi_p2': 0.09623192684243963, 'roi_p3': 0.04428219070850663, 'stoploss': -0.16992287161634415}, # noqa: E501
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'params_details': {'buy': {'mfi-value': 23, 'fastd-value': 24, 'adx-value': 22, 'rsi-value': 24, 'mfi-enabled': False, 'fastd-enabled': False, 'adx-enabled': False, 'rsi-enabled': True, 'trigger': 'macd_cross_signal'}, 'sell': {'sell-mfi-value': 97, 'sell-fastd-value': 70, 'sell-adx-value': 64, 'sell-rsi-value': 80, 'sell-mfi-enabled': False, 'sell-fastd-enabled': True, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-sar_reversal'}, 'roi': {0: 0.18645465290480528, 215: 0.14217246219629864, 679: 0.04594053535385903, 1471: 0}, 'stoploss': {'stoploss': -0.16992287161634415}}, # noqa: E501
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'results_metrics': {'total_trades': 4, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'holding_avg': timedelta(minutes=2850.0)}, # noqa: E501
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'results_metrics': {'total_trades': 4, 'wins': 0, 'draws': 0, 'losses': 4, 'profit_mean': 0.001080385, 'profit_median': -0.012222, 'profit_total': 0.00021629, 'profit_total_abs': 0.432154, 'max_drawdown': 0.13, 'max_drawdown_abs': -4.955321, 'holding_avg': timedelta(minutes=2850.0)}, # noqa: E501
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'results_explanation': ' 4 trades. Avg profit 0.11%. Total profit 0.00021629 BTC ( 0.43Σ%). Avg duration 2850.0 min.', # noqa: E501
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'total_profit': 0.00021629,
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'current_epoch': 10,
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@@ -2328,7 +2328,7 @@ def saved_hyperopt_results():
|
||||
'params_dict': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower', 'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal', 'roi_t1': 579, 'roi_t2': 614, 'roi_t3': 273, 'roi_p1': 0.05307643172744114, 'roi_p2': 0.1352282078262871, 'roi_p3': 0.1913307406325751, 'stoploss': -0.25728526022513887}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 20, 'fastd-value': 32, 'adx-value': 49, 'rsi-value': 23, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': False, 'rsi-enabled': False, 'trigger': 'bb_lower'}, 'sell': {'sell-mfi-value': 75, 'sell-fastd-value': 56, 'sell-adx-value': 61, 'sell-rsi-value': 62, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-macd_cross_signal'}, 'roi': {0: 0.3796353801863034, 273: 0.18830463955372825, 887: 0.05307643172744114, 1466: 0}, 'stoploss': {'stoploss': -0.25728526022513887}}, # noqa: E501
|
||||
# New Hyperopt mode!
|
||||
'results_metrics': {'total_trades': 117, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'holding_avg': timedelta(minutes=4282.5641025641025)}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 117, 'wins': 67, 'draws': 0, 'losses': 50, 'profit_mean': -0.012698609145299145, 'profit_median': -0.012222, 'profit_total': -0.07436117, 'profit_total_abs': -148.573727, 'max_drawdown': 0.52, 'max_drawdown_abs': -224.955321, 'holding_avg': timedelta(minutes=4282.5641025641025)}, # noqa: E501
|
||||
'results_explanation': ' 117 trades. Avg profit -1.27%. Total profit -0.07436117 BTC (-148.57Σ%). Avg duration 4282.6 min.', # noqa: E501
|
||||
'total_profit': -0.07436117,
|
||||
'current_epoch': 11,
|
||||
@@ -2338,7 +2338,7 @@ def saved_hyperopt_results():
|
||||
'loss': 100000,
|
||||
'params_dict': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal', 'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper', 'roi_t1': 1156, 'roi_t2': 581, 'roi_t3': 408, 'roi_p1': 0.06860454019988212, 'roi_p2': 0.12473718444931989, 'roi_p3': 0.2896360635226823, 'stoploss': -0.30889015124682806}, # noqa: E501
|
||||
'params_details': {'buy': {'mfi-value': 10, 'fastd-value': 36, 'adx-value': 31, 'rsi-value': 22, 'mfi-enabled': True, 'fastd-enabled': True, 'adx-enabled': True, 'rsi-enabled': False, 'trigger': 'sar_reversal'}, 'sell': {'sell-mfi-value': 80, 'sell-fastd-value': 71, 'sell-adx-value': 60, 'sell-rsi-value': 85, 'sell-mfi-enabled': False, 'sell-fastd-enabled': False, 'sell-adx-enabled': True, 'sell-rsi-enabled': True, 'sell-trigger': 'sell-bb_upper'}, 'roi': {0: 0.4829777881718843, 408: 0.19334172464920202, 989: 0.06860454019988212, 2145: 0}, 'stoploss': {'stoploss': -0.30889015124682806}}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'holding_avg': timedelta()}, # noqa: E501
|
||||
'results_metrics': {'total_trades': 0, 'wins': 0, 'draws': 0, 'losses': 0, 'profit_mean': None, 'profit_median': None, 'profit_total': 0, 'profit_total_abs': 0.0, 'max_drawdown': 0.0, 'max_drawdown_abs': 0.0, 'holding_avg': timedelta()}, # noqa: E501
|
||||
'results_explanation': ' 0 trades. Avg profit nan%. Total profit 0.00000000 BTC ( 0.00Σ%). Avg duration nan min.', # noqa: E501
|
||||
'total_profit': 0,
|
||||
'current_epoch': 12,
|
||||
|
||||
@@ -8,14 +8,14 @@ from pandas import DataFrame, DateOffset, Timestamp, to_datetime
|
||||
|
||||
from freqtrade.configuration import TimeRange
|
||||
from freqtrade.constants import LAST_BT_RESULT_FN
|
||||
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, BT_DATA_COLUMNS_MID, BT_DATA_COLUMNS_OLD,
|
||||
analyze_trade_parallelism, calculate_csum,
|
||||
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, analyze_trade_parallelism, calculate_csum,
|
||||
calculate_market_change, calculate_max_drawdown,
|
||||
calculate_underwater, combine_dataframes_with_mean,
|
||||
create_cum_profit, extract_trades_of_period,
|
||||
get_latest_backtest_filename, get_latest_hyperopt_file,
|
||||
load_backtest_data, load_trades, load_trades_from_db)
|
||||
from freqtrade.data.history import load_data, load_pair_history
|
||||
from freqtrade.exceptions import OperationalException
|
||||
from tests.conftest import CURRENT_TEST_STRATEGY, create_mock_trades
|
||||
from tests.conftest_trades import MOCK_TRADE_COUNT
|
||||
|
||||
@@ -51,20 +51,14 @@ def test_get_latest_hyperopt_file(testdatadir, mocker):
|
||||
assert res == testdatadir.parent / "hyperopt_results.pickle"
|
||||
|
||||
|
||||
def test_load_backtest_data_old_format(testdatadir):
|
||||
def test_load_backtest_data_old_format(testdatadir, mocker):
|
||||
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
assert isinstance(bt_data, DataFrame)
|
||||
assert list(bt_data.columns) == BT_DATA_COLUMNS_OLD + ['profit_abs', 'profit_ratio']
|
||||
assert len(bt_data) == 179
|
||||
filename = testdatadir / "backtest-result_test222.json"
|
||||
mocker.patch('freqtrade.data.btanalysis.load_backtest_stats', return_value=[])
|
||||
|
||||
# Test loading from string (must yield same result)
|
||||
bt_data2 = load_backtest_data(str(filename))
|
||||
assert bt_data.equals(bt_data2)
|
||||
|
||||
with pytest.raises(ValueError, match=r"File .* does not exist\."):
|
||||
load_backtest_data(str("filename") + "nofile")
|
||||
with pytest.raises(OperationalException,
|
||||
match=r"Backtest-results with only trades data are no longer supported."):
|
||||
load_backtest_data(filename)
|
||||
|
||||
|
||||
def test_load_backtest_data_new_format(testdatadir):
|
||||
@@ -72,7 +66,7 @@ def test_load_backtest_data_new_format(testdatadir):
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
assert isinstance(bt_data, DataFrame)
|
||||
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
|
||||
assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
|
||||
assert len(bt_data) == 179
|
||||
|
||||
# Test loading from string (must yield same result)
|
||||
@@ -96,7 +90,7 @@ def test_load_backtest_data_multi(testdatadir):
|
||||
for strategy in ('StrategyTestV2', 'TestStrategy'):
|
||||
bt_data = load_backtest_data(filename, strategy=strategy)
|
||||
assert isinstance(bt_data, DataFrame)
|
||||
assert set(bt_data.columns) == set(BT_DATA_COLUMNS_MID)
|
||||
assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
|
||||
assert len(bt_data) == 179
|
||||
|
||||
# Test loading from string (must yield same result)
|
||||
@@ -168,8 +162,8 @@ def test_extract_trades_of_period(testdatadir):
|
||||
assert trades1.iloc[-1].close_date == Arrow(2017, 11, 14, 15, 25, 0).datetime
|
||||
|
||||
|
||||
def test_analyze_trade_parallelism(default_conf, mocker, testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
def test_analyze_trade_parallelism(testdatadir):
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
|
||||
res = analyze_trade_parallelism(bt_data, "5m")
|
||||
@@ -243,7 +237,7 @@ def test_combine_dataframes_with_mean_no_data(testdatadir):
|
||||
|
||||
|
||||
def test_create_cum_profit(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||
|
||||
@@ -259,7 +253,7 @@ def test_create_cum_profit(testdatadir):
|
||||
|
||||
|
||||
def test_create_cum_profit1(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
# Move close-time to "off" the candle, to make sure the logic still works
|
||||
bt_data.loc[:, 'close_date'] = bt_data.loc[:, 'close_date'] + DateOffset(seconds=20)
|
||||
@@ -281,30 +275,31 @@ def test_create_cum_profit1(testdatadir):
|
||||
|
||||
|
||||
def test_calculate_max_drawdown(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
drawdown, hdate, lowdate, hval, lval = calculate_max_drawdown(bt_data)
|
||||
_, hdate, lowdate, hval, lval, drawdown = calculate_max_drawdown(
|
||||
bt_data, value_col="profit_abs")
|
||||
assert isinstance(drawdown, float)
|
||||
assert pytest.approx(drawdown) == 0.21142322
|
||||
assert pytest.approx(drawdown) == 0.12071099
|
||||
assert isinstance(hdate, Timestamp)
|
||||
assert isinstance(lowdate, Timestamp)
|
||||
assert isinstance(hval, float)
|
||||
assert isinstance(lval, float)
|
||||
assert hdate == Timestamp('2018-01-24 14:25:00', tz='UTC')
|
||||
assert lowdate == Timestamp('2018-01-30 04:45:00', tz='UTC')
|
||||
assert hdate == Timestamp('2018-01-25 01:30:00', tz='UTC')
|
||||
assert lowdate == Timestamp('2018-01-25 03:50:00', tz='UTC')
|
||||
|
||||
underwater = calculate_underwater(bt_data)
|
||||
assert isinstance(underwater, DataFrame)
|
||||
|
||||
with pytest.raises(ValueError, match='Trade dataframe empty.'):
|
||||
drawdown, hdate, lowdate, hval, lval = calculate_max_drawdown(DataFrame())
|
||||
calculate_max_drawdown(DataFrame())
|
||||
|
||||
with pytest.raises(ValueError, match='Trade dataframe empty.'):
|
||||
calculate_underwater(DataFrame())
|
||||
|
||||
|
||||
def test_calculate_csum(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
csum_min, csum_max = calculate_csum(bt_data)
|
||||
|
||||
@@ -332,12 +327,13 @@ def test_calculate_max_drawdown2():
|
||||
# sort by profit and reset index
|
||||
df = df.sort_values('profit').reset_index(drop=True)
|
||||
df1 = df.copy()
|
||||
drawdown, hdate, ldate, hval, lval = calculate_max_drawdown(
|
||||
drawdown, hdate, ldate, hval, lval, drawdown_rel = calculate_max_drawdown(
|
||||
df, date_col='open_date', value_col='profit')
|
||||
# Ensure df has not been altered.
|
||||
assert df.equals(df1)
|
||||
|
||||
assert isinstance(drawdown, float)
|
||||
assert isinstance(drawdown_rel, float)
|
||||
# High must be before low
|
||||
assert hdate < ldate
|
||||
# High value must be higher than low value
|
||||
|
||||
@@ -61,6 +61,11 @@ EXCHANGES = {
|
||||
'futures_pair': 'BTC/USDT:USDT',
|
||||
'futures': True,
|
||||
},
|
||||
'bitvavo': {
|
||||
'pair': 'BTC/EUR',
|
||||
'hasQuoteVolume': True,
|
||||
'timeframe': '5m',
|
||||
},
|
||||
}
|
||||
|
||||
|
||||
|
||||
@@ -369,7 +369,7 @@ def test_hyperopt_format_results(hyperopt):
|
||||
'backtest_start_time': 1619718665,
|
||||
'backtest_end_time': 1619718665,
|
||||
}
|
||||
results_metrics = generate_strategy_stats({'XRP/BTC': None}, '', bt_result,
|
||||
results_metrics = generate_strategy_stats(['XRP/BTC'], '', bt_result,
|
||||
Arrow(2017, 11, 14, 19, 32, 00),
|
||||
Arrow(2017, 12, 14, 19, 32, 00), market_change=0)
|
||||
|
||||
|
||||
@@ -1,4 +1,3 @@
|
||||
import datetime
|
||||
import re
|
||||
from datetime import timedelta
|
||||
from pathlib import Path
|
||||
@@ -50,7 +49,7 @@ def test_text_table_bt_results():
|
||||
' 0:20:00 | 2 0 1 66.7 |'
|
||||
)
|
||||
|
||||
pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
|
||||
pair_results = generate_pair_metrics(['ETH/BTC'], stake_currency='BTC',
|
||||
starting_balance=4, results=results)
|
||||
assert text_table_bt_results(pair_results, stake_currency='BTC') == result_str
|
||||
|
||||
@@ -105,7 +104,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
|
||||
assert strat_stats['backtest_end'] == max_date.strftime(DATETIME_PRINT_FORMAT)
|
||||
assert strat_stats['total_trades'] == len(results['DefStrat']['results'])
|
||||
# Above sample had no loosing trade
|
||||
assert strat_stats['max_drawdown'] == 0.0
|
||||
assert strat_stats['max_drawdown_account'] == 0.0
|
||||
|
||||
# Retry with losing trade
|
||||
results = {'DefStrat': {
|
||||
@@ -146,7 +145,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
|
||||
assert 'strategy_comparison' in stats
|
||||
strat_stats = stats['strategy']['DefStrat']
|
||||
|
||||
assert strat_stats['max_drawdown'] == 0.013803
|
||||
assert pytest.approx(strat_stats['max_drawdown_account']) == 1.399999e-08
|
||||
assert strat_stats['drawdown_start'] == '2017-11-14 22:10:00'
|
||||
assert strat_stats['drawdown_end'] == '2017-11-14 22:43:00'
|
||||
assert strat_stats['drawdown_end_ts'] == 1510699380000
|
||||
@@ -168,7 +167,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
|
||||
filename1 = Path(tmpdir / last_fn)
|
||||
assert filename1.is_file()
|
||||
content = filename1.read_text()
|
||||
assert 'max_drawdown' in content
|
||||
assert 'max_drawdown_account' in content
|
||||
assert 'strategy' in content
|
||||
assert 'pairlist' in content
|
||||
|
||||
@@ -211,7 +210,7 @@ def test_generate_pair_metrics():
|
||||
}
|
||||
)
|
||||
|
||||
pair_results = generate_pair_metrics(data={'ETH/BTC': {}}, stake_currency='BTC',
|
||||
pair_results = generate_pair_metrics(['ETH/BTC'], stake_currency='BTC',
|
||||
starting_balance=2, results=results)
|
||||
assert isinstance(pair_results, list)
|
||||
assert len(pair_results) == 2
|
||||
@@ -230,9 +229,9 @@ def test_generate_daily_stats(testdatadir):
|
||||
assert isinstance(res, dict)
|
||||
assert round(res['backtest_best_day'], 4) == 0.1796
|
||||
assert round(res['backtest_worst_day'], 4) == -0.1468
|
||||
assert res['winning_days'] == 14
|
||||
assert res['draw_days'] == 4
|
||||
assert res['losing_days'] == 3
|
||||
assert res['winning_days'] == 19
|
||||
assert res['draw_days'] == 0
|
||||
assert res['losing_days'] == 2
|
||||
|
||||
# Select empty dataframe!
|
||||
res = generate_daily_stats(bt_data.loc[bt_data['open_date'] == '2000-01-01', :])
|
||||
@@ -327,51 +326,25 @@ def test_generate_sell_reason_stats():
|
||||
assert stop_result['profit_mean_pct'] == round(stop_result['profit_mean'] * 100, 2)
|
||||
|
||||
|
||||
def test_text_table_strategy(default_conf):
|
||||
default_conf['max_open_trades'] = 2
|
||||
default_conf['dry_run_wallet'] = 3
|
||||
results = {}
|
||||
date = datetime.datetime(year=2020, month=1, day=1, hour=12, minute=30)
|
||||
delta = datetime.timedelta(days=1)
|
||||
results['TestStrategy1'] = {'results': pd.DataFrame(
|
||||
{
|
||||
'pair': ['ETH/BTC', 'ETH/BTC', 'ETH/BTC'],
|
||||
'close_date': [date, date + delta, date + delta * 2],
|
||||
'profit_ratio': [0.1, 0.2, 0.3],
|
||||
'profit_abs': [0.2, 0.4, 0.5],
|
||||
'trade_duration': [10, 30, 10],
|
||||
'wins': [2, 0, 0],
|
||||
'draws': [0, 0, 0],
|
||||
'losses': [0, 0, 1],
|
||||
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
|
||||
}
|
||||
), 'config': default_conf}
|
||||
results['TestStrategy2'] = {'results': pd.DataFrame(
|
||||
{
|
||||
'pair': ['LTC/BTC', 'LTC/BTC', 'LTC/BTC'],
|
||||
'close_date': [date, date + delta, date + delta * 2],
|
||||
'profit_ratio': [0.4, 0.2, 0.3],
|
||||
'profit_abs': [0.4, 0.4, 0.5],
|
||||
'trade_duration': [15, 30, 15],
|
||||
'wins': [4, 1, 0],
|
||||
'draws': [0, 0, 0],
|
||||
'losses': [0, 0, 1],
|
||||
'sell_reason': [SellType.ROI, SellType.ROI, SellType.STOP_LOSS]
|
||||
}
|
||||
), 'config': default_conf}
|
||||
def test_text_table_strategy(testdatadir):
|
||||
filename = testdatadir / "backtest-result_multistrat.json"
|
||||
bt_res_data = load_backtest_stats(filename)
|
||||
|
||||
bt_res_data_comparison = bt_res_data.pop('strategy_comparison')
|
||||
|
||||
result_str = (
|
||||
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
|
||||
'| Strategy | Buys | Avg Profit % | Cum Profit % | Tot Profit BTC |'
|
||||
' Tot Profit % | Avg Duration | Win Draw Loss Win% | Drawdown |\n'
|
||||
'|---------------+--------+----------------+----------------+------------------+'
|
||||
'|----------------+--------+----------------+----------------+------------------+'
|
||||
'----------------+----------------+-------------------------+-----------------------|\n'
|
||||
'| TestStrategy1 | 3 | 20.00 | 60.00 | 1.10000000 |'
|
||||
' 36.67 | 0:17:00 | 3 0 0 100 | 0.00000000 BTC 0.00% |\n'
|
||||
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
|
||||
' 43.33 | 0:20:00 | 3 0 0 100 | 0.00000000 BTC 0.00% |'
|
||||
'| StrategyTestV2 | 179 | 0.08 | 14.39 | 0.02608550 |'
|
||||
' 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |\n'
|
||||
'| TestStrategy | 179 | 0.08 | 14.39 | 0.02608550 |'
|
||||
' 260.85 | 3:40:00 | 170 0 9 95.0 | 0.00308222 BTC 8.67% |'
|
||||
)
|
||||
|
||||
strategy_results = generate_strategy_comparison(all_results=results)
|
||||
strategy_results = generate_strategy_comparison(bt_stats=bt_res_data['strategy'])
|
||||
assert strategy_results == bt_res_data_comparison
|
||||
assert text_table_strategy(strategy_results, 'BTC') == result_str
|
||||
|
||||
|
||||
@@ -421,6 +394,6 @@ def test_show_sorted_pairlist(testdatadir, default_conf, capsys):
|
||||
show_sorted_pairlist(default_conf, bt_data)
|
||||
|
||||
out, err = capsys.readouterr()
|
||||
assert 'Pairs for Strategy StrategyTestV2: \n[' in out
|
||||
assert 'Pairs for Strategy StrategyTestV3: \n[' in out
|
||||
assert 'TOTAL' not in out
|
||||
assert '"ETH/BTC", // ' in out
|
||||
|
||||
@@ -565,36 +565,41 @@ def test_VolumePairList_whitelist_gen(mocker, whitelist_conf, shitcoinmarkets, t
|
||||
assert log_has_re(r'^Removed .* from whitelist, because volatility.*$', caplog)
|
||||
|
||||
|
||||
@pytest.mark.parametrize("pairlists,base_currency,volumefilter_result", [
|
||||
@pytest.mark.parametrize("pairlists,base_currency,exchange,volumefilter_result", [
|
||||
# default refresh of 1800 to small for daily candle lookback
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_days": 1}],
|
||||
"BTC", "default_refresh_too_short"), # OperationalException expected
|
||||
"BTC", "binance", "default_refresh_too_short"), # OperationalException expected
|
||||
# ambigous configuration with lookback days and period
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_days": 1, "lookback_period": 1}],
|
||||
"BTC", "lookback_days_and_period"), # OperationalException expected
|
||||
"BTC", "binance", "lookback_days_and_period"), # OperationalException expected
|
||||
# negative lookback period
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_timeframe": "1d", "lookback_period": -1}],
|
||||
"BTC", "lookback_period_negative"), # OperationalException expected
|
||||
"BTC", "binance", "lookback_period_negative"), # OperationalException expected
|
||||
# lookback range exceedes exchange limit
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_timeframe": "1m", "lookback_period": 2000, "refresh_period": 3600}],
|
||||
"BTC", 'lookback_exceeds_exchange_request_size'), # OperationalException expected
|
||||
"BTC", "binance", "lookback_exceeds_exchange_request_size"), # OperationalException expected
|
||||
# expecing pairs as given
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
|
||||
"BTC", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
|
||||
"BTC", "binance", ['LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC', 'HOT/BTC']),
|
||||
# expecting pairs from default tickers, because 1h candles are not available
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_timeframe": "1h", "lookback_period": 2, "refresh_period": 3600}],
|
||||
"BTC", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
|
||||
"BTC", "binance", ['ETH/BTC', 'TKN/BTC', 'LTC/BTC', 'HOT/BTC', 'FUEL/BTC']),
|
||||
# ftx data is already in Quote currency, therefore won't require conversion
|
||||
([{"method": "VolumePairList", "number_assets": 5, "sort_key": "quoteVolume",
|
||||
"lookback_timeframe": "1d", "lookback_period": 1, "refresh_period": 86400}],
|
||||
"BTC", "ftx", ['HOT/BTC', 'LTC/BTC', 'ETH/BTC', 'TKN/BTC', 'XRP/BTC']),
|
||||
])
|
||||
def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers, ohlcv_history,
|
||||
pairlists, base_currency, volumefilter_result, caplog) -> None:
|
||||
pairlists, base_currency, exchange, volumefilter_result) -> None:
|
||||
whitelist_conf['pairlists'] = pairlists
|
||||
whitelist_conf['stake_currency'] = base_currency
|
||||
whitelist_conf['exchange']['name'] = exchange
|
||||
|
||||
ohlcv_history_high_vola = ohlcv_history.copy()
|
||||
ohlcv_history_high_vola.loc[ohlcv_history_high_vola.index == 1, 'close'] = 0.00090
|
||||
@@ -603,9 +608,14 @@ def test_VolumePairList_range(mocker, whitelist_conf, shitcoinmarkets, tickers,
|
||||
ohlcv_history_medium_volume = ohlcv_history.copy()
|
||||
ohlcv_history_medium_volume.loc[ohlcv_history_medium_volume.index == 2, 'volume'] = 5
|
||||
|
||||
# create candles for high volume with all candles high volume
|
||||
# create candles for high volume with all candles high volume, but very low price.
|
||||
ohlcv_history_high_volume = ohlcv_history.copy()
|
||||
ohlcv_history_high_volume.loc[:, 'volume'] = 10
|
||||
ohlcv_history_high_volume.loc[:, 'low'] = ohlcv_history_high_volume.loc[:, 'low'] * 0.01
|
||||
ohlcv_history_high_volume.loc[:, 'high'] = ohlcv_history_high_volume.loc[:, 'high'] * 0.01
|
||||
ohlcv_history_high_volume.loc[:, 'close'] = ohlcv_history_high_volume.loc[:, 'close'] * 0.01
|
||||
|
||||
mocker.patch('freqtrade.exchange.ftx.Ftx.market_is_tradable', return_value=True)
|
||||
|
||||
ohlcv_data = {
|
||||
('ETH/BTC', '1d', CandleType.SPOT): ohlcv_history,
|
||||
|
||||
@@ -45,7 +45,7 @@ def test_init_plotscript(default_conf, mocker, testdatadir):
|
||||
default_conf['trade_source'] = "file"
|
||||
default_conf['timeframe'] = "5m"
|
||||
default_conf["datadir"] = testdatadir
|
||||
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
|
||||
default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
|
||||
supported_markets = ["TRX/BTC", "ADA/BTC"]
|
||||
ret = init_plotscript(default_conf, supported_markets)
|
||||
assert "ohlcv" in ret
|
||||
@@ -157,7 +157,7 @@ def test_plot_trades(testdatadir, caplog):
|
||||
assert fig == fig1
|
||||
assert log_has("No trades found.", caplog)
|
||||
pair = "ADA/BTC"
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
trades = load_backtest_data(filename)
|
||||
trades = trades.loc[trades['pair'] == pair]
|
||||
|
||||
@@ -294,7 +294,7 @@ def test_generate_plot_file(mocker, caplog):
|
||||
|
||||
|
||||
def test_add_profit(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
bt_data = load_backtest_data(filename)
|
||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||
|
||||
@@ -314,7 +314,7 @@ def test_add_profit(testdatadir):
|
||||
|
||||
|
||||
def test_generate_profit_graph(testdatadir):
|
||||
filename = testdatadir / "backtest-result_test.json"
|
||||
filename = testdatadir / "backtest-result_new.json"
|
||||
trades = load_backtest_data(filename)
|
||||
timerange = TimeRange.parse_timerange("20180110-20180112")
|
||||
pairs = ["TRX/BTC", "XLM/BTC"]
|
||||
@@ -343,7 +343,7 @@ def test_generate_profit_graph(testdatadir):
|
||||
|
||||
profit = find_trace_in_fig_data(figure.data, "Profit")
|
||||
assert isinstance(profit, go.Scatter)
|
||||
drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 10.45%")
|
||||
drawdown = find_trace_in_fig_data(figure.data, "Max drawdown 35.69%")
|
||||
assert isinstance(drawdown, go.Scatter)
|
||||
parallel = find_trace_in_fig_data(figure.data, "Parallel trades")
|
||||
assert isinstance(parallel, go.Scatter)
|
||||
@@ -381,7 +381,7 @@ def test_load_and_plot_trades(default_conf, mocker, caplog, testdatadir):
|
||||
|
||||
default_conf['trade_source'] = 'file'
|
||||
default_conf["datadir"] = testdatadir
|
||||
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
|
||||
default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
|
||||
default_conf['indicators1'] = ["sma5", "ema10"]
|
||||
default_conf['indicators2'] = ["macd"]
|
||||
default_conf['pairs'] = ["ETH/BTC", "LTC/BTC"]
|
||||
@@ -452,7 +452,7 @@ def test_plot_profit(default_conf, mocker, testdatadir):
|
||||
match=r"No trades found, cannot generate Profit-plot.*"):
|
||||
plot_profit(default_conf)
|
||||
|
||||
default_conf['exportfilename'] = testdatadir / "backtest-result_test.json"
|
||||
default_conf['exportfilename'] = testdatadir / "backtest-result_new.json"
|
||||
|
||||
plot_profit(default_conf)
|
||||
|
||||
|
||||
File diff suppressed because one or more lines are too long
2
tests/testdata/backtest-result_new.json
vendored
2
tests/testdata/backtest-result_new.json
vendored
File diff suppressed because one or more lines are too long
1
tests/testdata/backtest-result_test.json
vendored
1
tests/testdata/backtest-result_test.json
vendored
File diff suppressed because one or more lines are too long
Reference in New Issue
Block a user