Commit Graph

231 Commits

Author SHA1 Message Date
hroff-1902 8b95e12468 log message adjusted in backtesting and hyperopt 2019-05-15 12:05:35 +03:00
Matthias bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
Support for defaults in json schema
2019-04-24 12:20:39 +02:00
Matthias d16ccd7e37 Merge branch 'develop' into json-defaults 2019-04-24 09:51:04 +02:00
hroff-1902 ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902 9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902 4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902 8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh 9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
Matthias 7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902 2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias 32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias 0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias e085fd9e95 Disable dataprovider from hyperopt.
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
2019-03-25 19:49:58 +01:00
Matthias 0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias 00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia 6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia 0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias 02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias 3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
Matthias d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Gianluca Puglia 896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias 13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias 0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias 1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias a2c01916e1 Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py?at=master&fileviewer=file-view-default#tabulate.py-1291:1294
2019-01-17 20:28:21 +01:00
Matthias cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Misagh 26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
interpolate missing candles
2019-01-04 22:33:53 +01:00
Matthias 2bc76771bf Align backtest to interface.py
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
2019-01-01 16:50:10 +01:00
Matthias fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias 8b9cc45f41 move test for data completeness
should be done before analyzing strategy
2018-12-31 15:09:50 +01:00
Matthias 429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias 6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias 21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias 432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias 7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias 3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
fix backtesting not respecting max_open_trades
2018-11-30 19:17:09 +01:00
Matthias 21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias 93429a58b2 remove TODO 2018-11-09 07:13:20 +01:00
Matthias 66487f2a13 require start/end-date argument in backtest 2018-11-09 07:13:20 +01:00
Matthias e94da7ca41 inverse backtest logic to loop over time - not pairs (more realistic) 2018-11-09 07:12:41 +01:00
Matthias 95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias 8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias 98050ff594 use all min_roi entries 2018-10-29 19:27:23 +01:00
Matthias 233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
Matthias fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
Matthias d7459bbbf3 refactor get_timeframe out of backtesting class 2018-10-17 19:59:33 +02:00
Matthias 8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting
it's used only once, so this does not make sense and hides the origin of
the function
2018-10-17 19:47:19 +02:00