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1135 Commits

Author SHA1 Message Date
Bruno Gouvea
816bb531b3 Creating fake column for legacy mode on max drawdown 2021-06-08 02:42:55 -03:00
Bruno Gouvea
4595db39aa Displaying max. drawdown only when it is not legacy mode. 2021-06-08 02:18:00 -03:00
Bruno Gouvea
c513c9685d Remove blank line (PEP8) 2021-06-07 18:20:04 -03:00
Bruno Gouvea
5c3a418e65 Adjusting drawdown column position. 2021-06-07 18:15:26 -03:00
Bruno Gouvea
35d6140068 Displays the max drawdown in the hyper optimization results table. 2021-06-07 17:53:19 -03:00
Matthias
f920c26802 fix Hyperopt-list avg-time filters 
These should use a numeric field (which currently isn't available).

closes #5061
 2021-05-31 20:01:40 +02:00
Matthias
8a56af9192 Update onlyprofit loss should use absolute profit 
closes #4934
 2021-05-28 08:38:46 +02:00
Matthias
a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias
3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias
cf39dd2163 Fix csv-export error with new hyperopt format 2021-05-27 13:08:28 +02:00
Matthias
8e89d3e6e4 Fix sort error 2021-05-25 19:33:34 +02:00
Matthias
cc5769e900 Convert np.int64 to proper int 
closes #5018
 2021-05-25 19:24:56 +02:00
Rikj000
bd44deea0d BugFix - hyperopt-show --print-json include non-optimized params 2021-05-24 18:51:33 +02:00
Matthias
af16614bf2 Fix formatting issue 2021-05-24 07:48:36 +02:00
Priveyes
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant 
freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
    rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
 2021-05-23 18:49:07 +02:00
Matthias
971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades 
Track rejected trades
 2021-05-23 14:56:50 +01:00
Matthias
3f956441fc Properly format % of zero_duration_trades 2021-05-23 15:53:54 +02:00
Matthias
a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias
7f125315b0 Track Rejected Trades 
closes #3423
 2021-05-23 09:42:05 +02:00
Matthias
02faeb60a3
Merge pull request #4943 from rokups/rk/statistics 
Extra statistics
 2021-05-23 08:38:27 +01:00
Rokas Kupstys
db985cbc2e Fix hyperopt-show failing to display old results with missing new fields. 2021-05-23 09:45:26 +03:00
Rokas Kupstys
25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys
981b2df7ca Include win:loss ratio in results tables. 2021-05-21 12:18:08 +03:00
Rokas Kupstys
debd98ad9a Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns. 2021-05-21 11:36:23 +03:00
Rokas Kupstys
e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Rokas Kupstys
edcfa94093 Include zero duration trades in backtesting report. 2021-05-21 11:36:23 +03:00
Matthias
f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Kamontat Chantrachirathumrong
6172e67fcd
Update hyperopt.py 2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong
c2b9da68e1
fix indent 2021-05-20 11:56:11 +07:00
Kamontat Chantrachirathumrong
1b3bfb2e7f
found root cause. 2021-05-20 11:50:15 +07:00
Kamontat Chantrachirathumrong
48210170e7
wrap with is not empty 2021-05-20 11:49:25 +07:00
Kamontat Chantrachirathumrong
082fb11bbe
Avoid having error cannot set a frame with no defined index and a scalar 2021-05-20 01:54:48 +07:00
Matthias
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle 
prevent backtest stoploss trade price being set above candle high
 2021-05-19 06:20:35 +02:00
Matthias
7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias
36eba0f110 Don't use "r+" memmap, but "r2 2021-05-17 21:05:48 +02:00
Matthias
6aa574fa2b Convert ROI result to proper json object 
closes #4952
 2021-05-17 20:58:50 +02:00
Matthias
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes 
Two fixes
 2021-05-15 15:11:07 +02:00
Rokas Kupstys
2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Rokas Kupstys
29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest. 
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
 2021-05-15 13:37:03 +03:00
Brook Miles
2eac23a15f if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by confirm_trade_exit 2021-05-15 15:38:51 +09:00
Matthias
5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00
Matthias
ecee42f561 Read pickle file in mmap mode 2021-05-13 20:13:04 +02:00
Matthias
1055862bc0 Extract data-load + dump from hyperopt 
(Reduces memory-usage as the dataframes go out of scope)
 2021-05-12 21:15:01 +02:00
Matthias
24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias
3cbe40875d read hyperopt results from pickle or json 2021-05-12 06:06:30 +02:00
Matthias
06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias
7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias
92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Rokas Kupstys
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys
f1eb653545 Fix strategy protections not being loaded in backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods." 
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
 2021-05-08 10:29:47 +03:00
Matthias
513be11fd9 Fix hyperopt output 
closes #4892
 2021-05-07 20:23:11 +02:00
Matthias
554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
da574e4e69 Small style fixes 2021-05-03 06:30:41 +02:00
Matthias
fc110ea418 Support csv export for new and old versions 2021-05-02 20:41:45 +02:00
Matthias
287b43e999 Output strategy results including non-optimized parameters 2021-05-02 11:30:53 +02:00
Matthias
d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias
8ee0b0d8e8 Store not optimized parameters (if applicable) 2021-05-02 10:46:04 +02:00
Matthias
46f0f66039 Keep dimensions stored in hyperopt class 
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
 2021-05-02 09:48:37 +02:00
Matthias
ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias
ecdfb6e5ed Fix output of % for new format 2021-05-02 09:46:27 +02:00
Matthias
881cba336a Show backtesting result in hyperopt-show 2021-05-02 09:46:27 +02:00
Matthias
420e75af65 Extract show_backtest_result for one strategy 2021-05-02 09:46:27 +02:00
Matthias
97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias
f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias
e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias
6aaaad29d7 Use backtesting output for hyperopt results 2021-05-02 09:46:27 +02:00
Matthias
545cba7fd8 Refactor optimize_report 
we should not calculate non-daily statistics in the daily stats method
 2021-05-02 09:46:27 +02:00
Matthias
9994fce577 Extract generation of report for one strategy to it's own method 2021-05-02 09:46:27 +02:00
Matthias
b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias
ac2e1eb3d7 Don't import joblib for regular strategies 2021-05-02 08:44:16 +02:00
Matthias
1cb430f59b Remove encoding specifics, gitattributes to echeckout as utf8 2021-05-01 17:41:40 +02:00
Matthias
e0ca3c014c Don't completely remove encode/decode 2021-05-01 17:12:48 +02:00
Matthias
30da307d13 Remove encode/decode for hyperopt 2021-05-01 17:01:52 +02:00
Matthias
e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias
7c8a367442 Update docs to not promote stoploss / take-profit 2021-04-28 20:36:06 +02:00
Matthias
2061162d79 Convert trade-opendate to python datetime 2021-04-26 20:01:13 +02:00
Rokas Kupstys
98f6fce2ec Use correct sell reason in case of custom sell reason. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
595b8735f8 Add dataframe parameter to custom_stoploss() and custom_sell() methods. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
1aad128d85 Support returning a string from custom_sell() and have it recorded as custom sell reason. 2021-04-25 09:48:40 +03:00
Matthias
88f26971fa Use defaultdict for backtesting 2021-04-24 19:15:09 +02:00
Matthias
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited 
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 
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 
Sort pair lists by total profit
 2021-04-04 19:47:33 +02:00