Matthias
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
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Fix wallet unlimited
2021-04-24 15:54:06 +02:00
Matthias
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
Matthias
d8c8a8d8c2
Remvoe pointless arguments from get_trade_stake_amount
2021-04-21 20:01:10 +02:00
Matthias
cfa9315e2a
Prevent out of candle ROI sells
2021-04-20 20:29:53 +02:00
Matthias
ce870bbcf7
Use 3 decimals for ROI space
2021-04-15 21:38:20 +02:00
Matthias
52c482cecf
Convert trailing and roi defaults to skdecimal
2021-04-14 20:36:34 +02:00
Matthias
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
Matthias
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
Matthias
34e47db18d
Test SKDecimal space
2021-04-09 22:15:24 +02:00
Matthias
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
Matthias
7b2a0d46cb
Fix typo
2021-04-05 15:38:25 +02:00
Matthias
b470672dfd
Merge pull request #4596 from rokups/rk/hyper-strategy
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Support for creating auto-hyperoptable strategies.
2021-04-05 13:55:32 +02:00
Matthias
bd5e1c5096
Merge pull request #4660 from rextea/order_pairlist_results
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Sort pair lists by total profit
2021-04-04 19:47:33 +02:00
rextea
9e56f6d4eb
Sort pair lists by total profit
2021-04-04 01:19:38 +03:00
Matthias
9d4b5cc6bb
Fix typo
2021-04-03 19:56:20 +02:00
Matthias
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
Matthias
6555454bd2
Remove more ticker_interval occurances
2021-04-03 16:54:47 +02:00
Rokas Kupstys
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
Matthias
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
Rokas Kupstys
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
Matthias
2869d5368d
Allow edge to use dynamic pairlists
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closes #4298
2021-03-30 20:20:24 +02:00
Matthias
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
Matthias
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
Matthias
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
Rokas Kupstys
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
11689100e7
[SQUASH] Fix exception when HyperOpt nested class is not defined.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
2d13e5fd50
[SQUASH] Oopsies.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
bb89e44e19
[SQUASH] Address PR comments.
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* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
Rokas Kupstys
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
Matthias
8da7d5c009
Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting
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Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-25 20:26:56 +01:00
Matthias
292ea8c1d0
Update backtesting.py
2021-03-25 09:34:33 +01:00
rextea
0ca95aa0c2
Change rate to acctual close rate
2021-03-25 10:25:25 +02:00
Matthias
ec15610bff
Fix isort issue
2021-03-24 19:21:07 +01:00
rextea
f51f4b1817
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:35:46 +02:00
rextea
dc4ea604dd
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:19:16 +02:00
rextea
eb5d69dcd4
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:12:08 +02:00
rextea
6856963aef
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:09:41 +02:00
Matthias
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
Matthias
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
Matthias
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
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Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
Rokas Kupstys
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
Matthias
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
Matthias
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
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Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Matthias
4b550dab17
Always reset fake-databases
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Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
Matthias
0b81b58d28
Use pandas.values.tolist instead of itertuples
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speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
Patrick Weber
4532222010
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
Patrick Weber
345f7404e9
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
Matthias
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
Matthias
bc05d03126
Make best / worst day absolute
2021-03-05 19:21:09 +01:00
raoulus
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
Matthias
078b77d41b
Fix crash when using unlimited stake and no trades are made
2021-03-02 16:12:22 +01:00
Joe Schr
55a315be14
fix: avg_stake_amount should not be NaN if df is empty
2021-03-02 13:38:55 +01:00
Matthias
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
Matthias
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
Matthias
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
Matthias
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
Matthias
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
Matthias
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
Matthias
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
Matthias
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
Matthias
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
Matthias
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
Matthias
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
Matthias
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
Matthias
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
Matthias
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
Matthias
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
Matthias
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
Matthias
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
Matthias
4ce4eadc23
remove only ccxt objects when hyperopting
2021-02-27 09:32:59 +01:00
Matthias
9361aa1c95
Add wallets to backtesting
2021-02-27 09:32:59 +01:00
Matthias
11b20d6932
Add config to hyperopt_loss_function documentation
2021-02-17 07:04:29 +01:00
Matthias
eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data
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pass data and config to loss function
2021-02-16 20:06:50 +01:00
Matthias
009a447d8a
Adjust documentation for new parameter in loss functions
2021-02-16 19:51:09 +01:00
Florian Merz
3e06cd8b3a
pass data and config to loss function
2021-02-16 10:11:33 +01:00
Florian Reitmeir
5c263c7ffd
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
2021-02-14 19:41:12 +01:00
Matthias
e7acee7904
Improve coin value output by rounding coin specific
2021-02-13 16:05:56 +01:00
Matthias
072abde9b7
Introduce round_coin_value to simplify coin rounding
2021-02-13 16:05:35 +01:00
Matthias
c659150d9f
Also print trade_duration in seconds to json
2021-01-25 19:42:34 +01:00
Matthias
62e43539c9
Limit max_open_trades to maximum available pairs
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closes #4008
2021-01-24 19:59:54 +01:00
Matthias
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
Matthias
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
Matthias
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
Matthias
48977493bb
Backtesting does not need to convert to BacktestResult object
2021-01-24 08:58:41 +01:00
Matthias
7c80eeea95
Add use_custom_stoploss to optimize_report
2021-01-19 22:51:12 +01:00
Matthias
0b65fe6afe
Capture backtest start / end time
2021-01-14 19:09:25 +01:00
Matthias
9147106259
call bot_loop_start() in backtesting to allow setup-code to run
2021-01-14 19:09:25 +01:00
Matthias
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
Matthias
9d4cdcad10
Extract backtesting of one strategy
2021-01-14 19:04:42 +01:00
Matthias
f3de0dd3eb
Fix support for protections in hyperopt
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closes #4208
2021-01-14 06:53:40 +01:00
Matthias
63a579dbab
Add sell_profit_offset parameter
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Allows defining positive offsets before enabling the sell signal
2021-01-11 19:30:25 +01:00
Matthias
f11fd2fee1
Sort imports
2020-12-23 17:00:02 +01:00
