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Merge branch 'develop' into feat/stop_loss

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Matthias
2018-07-01 20:01:02 +02:00
committed by GitHub
parent 937644a04b f91263c8ef
commit ed2a1becef
13 changed files with 267 additions and 153 deletions
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28
docs/backtesting.md
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@@ -70,6 +70,34 @@ Where `-s TestStrategy` refers to the class name within the strategy file `test_
python3 ./freqtrade/main.py backtesting --export trades
```
The exported trades can be read using the following code for manual analysis, or can be used by the plotting script `plot_dataframe.py` in the scripts folder.
``` python
import json
from pathlib import Path
import pandas as pd
filename=Path('user_data/backtest_data/backtest-result.json')
with filename.open() as file:
data = json.load(file)
columns = ["pair", "profit", "opents", "closets", "index", "duration",
"open_rate", "close_rate", "open_at_end"]
df = pd.DataFrame(data, columns=columns)
df['opents'] = pd.to_datetime(df['opents'],
unit='s',
utc=True,
infer_datetime_format=True
)
df['closets'] = pd.to_datetime(df['closets'],
unit='s',
utc=True,
infer_datetime_format=True
)
```
#### Exporting trades to file specifying a custom filename
```bash

3
docs/configuration.md
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@@ -27,7 +27,8 @@ The table below will list all configuration parameters.
| `stoploss` | -0.10 | No | Value of the stoploss in percent used by the bot. More information below. If set, this parameter will override `stoploss` from your strategy file.
| `trailing_stoploss` | false | No | Enables trailing stop-loss (based on `stoploss` in either configuration or strategy file).
| `trailing_stoploss_positve` | 0 | No | Changes stop-loss once profit has been reached.
| `unfilledtimeout` | 0 | No | How long (in minutes) the bot will wait for an unfilled order to complete, after which the order will be cancelled.
| `unfilledtimeout.buy` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled buy order to complete, after which the order will be cancelled.
| `unfilledtimeout.sell` | 10 | Yes | How long (in minutes) the bot will wait for an unfilled sell order to complete, after which the order will be cancelled.
| `bid_strategy.ask_last_balance` | 0.0 | Yes | Set the bidding price. More information below.
| `exchange.name` | bittrex | Yes | Name of the exchange class to use. [List below](#user-content-what-values-for-exchangename).
| `exchange.key` | key | No | API key to use for the exchange. Only required when you are in production mode.