Commit Graph

382 Commits

Author SHA1 Message Date
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias 08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +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 a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias 916ece6a29 More realistic testcase for results 2021-05-23 09:15:36 +02:00
Rokas Kupstys 25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
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 2565f91bc2 Adjust tests to reflect new stoploss behaviour 2021-05-18 19:33:17 +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
Matthias 5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +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 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 d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +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 97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias 4c00d4496d Update tests to reflect new backtest returns 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 852f125347 Fix tests 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 b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias c45204a2c4 Fix failing mocks 2021-05-02 08:59:21 +02:00
Matthias 30da307d13 Remove encode/decode for hyperopt 2021-05-01 17:01:52 +02:00
Matthias 555262b6e1 Only calculate additional indicators if the space is selected 2021-05-01 16:40:29 +02:00
Matthias e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias 4636b3970b Fix failed test due to exchange downtime 2021-04-25 08:25:12 +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 5c7f278c8a add tests for IntParameter.range 2021-04-24 07:18:35 +02:00
Matthias 92a2e254af Fix backtesting test 2021-04-21 20:17:30 +02:00
Matthias d8c8a8d8c2 Remvoe pointless arguments from get_trade_stake_amount 2021-04-21 20:01:10 +02:00
Matthias e820814809 Default-stoploss-hyperopt should use decimal space, nto real 2021-04-14 20:32:34 +02:00
Matthias 34e47db18d Test SKDecimal space 2021-04-09 22:15:24 +02:00
Matthias dc406fe19f Fail in case of name and explicit space name collisions 2021-04-05 10:53:00 +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
Matthias 6954a1e029 MOre tests for ParameterHyperopt 2021-03-29 19:49:22 +02:00
Matthias 76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Matthias f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +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
Fix types of new model object
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 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 712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias 3110d2dbb1 Add small test cases 2021-02-09 20:09:10 +01:00
Matthias 4facf662de Fix random test-failure caused by un-clean hyperopt shutdown
pytest --random-order-seed=415781
2021-02-01 11:00:55 +01:00
Matthias 789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +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 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 6d1fba1409 Remove unnecessary log output tests 2021-01-14 19:04:42 +01:00
Matthias 378a252ad1 Fix #4161 - by not using the problematic method for windows 2021-01-08 13:46:43 +01:00
Matthias 29ce323649 Fix wrong hyperoptlosstest 2021-01-03 06:49:04 +01:00
Matthias 67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias 266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias 75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias 4aa6ebee04 Add more tests for #2422 2020-11-27 09:17:25 +01:00
Matthias 81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
Matthias e1e2829ef3 Improve and refactor hyperopt tests 2020-10-28 14:49:25 +01:00
Matthias 23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias 8c2f763193 Add test to ensure --hyperopt-loss is mandatory 2020-10-05 20:36:16 +02:00
Matthias fa1d1679f0 Adapt tests to work without default hyperoptloss 2020-10-05 19:33:50 +02:00
Matthias 06759234b6 Add test to verify output of roi / trailing stop hyperopt 2020-10-05 08:07:53 +02:00
Matthias 6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias 9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias 15bb0af1b3 Add some test-coverage 2020-09-28 00:36:13 +02:00
Matthias f3de74f817 Mock all occurances of hyperopt.dump 2020-09-27 19:48:11 +02:00
Matthias 5769b9244f Mock test correctly 2020-09-27 19:34:47 +02:00
Matthias c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias c56dd487f2 Fix test failure 2020-09-25 21:00:58 +02:00
Matthias ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias 378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Allen Day 3fe2ed0e18
zero pad in test 2020-09-07 23:38:51 +08:00
Matthias 842eff95eb Add simple verification to ensure pairlists is iitialized 2020-08-30 10:07:58 +02:00
Matthias 4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias 3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias 4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias 1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
Matthias b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias 05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias 87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias d01070dba8 Increase coverage of edge_cli 2020-08-06 09:22:41 +02:00
Matthias 59370672b8 Fix more tests 2020-08-06 09:00:28 +02:00
Matthias 081625c5dc Have hyperopt tests use new hyperopt location 2020-08-06 08:51:01 +02:00
Matthias 8b6d10daf1 Move DefaultHyperopt to test folder (aligned to strategy) 2020-08-06 08:50:41 +02:00
Matthias c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00
Matthias 0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias 523437d970 Add tst for daily stats 2020-07-03 20:03:33 +02:00
Matthias 2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias 59e0ca0aaa Add pairlist to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 59ac4b9c9a Test writing statistics 2020-07-03 06:58:27 +02:00
Matthias 7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 6e94734678 Add fee to backtestresult 2020-07-03 06:58:27 +02:00
Matthias 03ab61959b Add test for generate_backtest_stats 2020-07-03 06:58:27 +02:00
Matthias 0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias 2881718733 Adapt tests for new column names 2020-07-03 06:58:27 +02:00
Matthias cf044d166e Tests should use new Datetime format too 2020-07-03 06:58:27 +02:00
hroff-1902 02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
Matthias a3506f4d8e Merge branch 'develop' into timeframe 2020-06-15 06:35:55 +02:00
Matthias 72ae4b1500 Load pairlist after strategy to use strategy-config
fail in certain conditions when using strategy-list

Fix #3363
2020-06-07 16:15:26 +02:00
Matthias 54226b45b1 Add test verifying failure 2020-06-07 16:02:54 +02:00
Matthias 070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias 499c6772d1 Rename tabulate methods
they don't "generate" anything
2020-06-07 11:31:33 +02:00
hroff-1902 64881a94e2
Merge branch 'develop' into timeframe 2020-06-02 15:56:34 +03:00
Matthias f9bb1a7f22 Update more occurances of ticker_interval 2020-06-02 10:02:55 +02:00
Matthias 950f358982 Replace occurances in test files 2020-06-01 20:47:27 +02:00
Matthias 009ea0639f Exchange some occurances of ticker_interval 2020-06-01 20:33:26 +02:00
Matthias 091693308a Correctly call show_backtest_results 2020-06-01 09:25:26 +02:00
Matthias 6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias 46f1470e28 Fix failing test 2020-05-25 20:00:05 +02:00
Matthias 027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias db257e9f7f Rename method to be public 2020-05-25 19:50:23 +02:00
Matthias 18a2dad684 Extract data generation from generate_text_table 2020-05-25 19:35:32 +02:00
Matthias e1362755d2 Add test for sell_reason_stats 2020-05-25 07:14:21 +02:00
Matthias 876a9e4f44 finish refactor of sell_reason table 2020-05-25 07:08:15 +02:00
Matthias 5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
hroff-1902 c8f3ef884b Minor: Add filterwarning for DeprecationWarning in test 2020-05-11 20:22:19 +03:00
hroff-1902 c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
Matthias fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
Matthias 8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
Yazeed Al Oyoun 72b088d85f added test 2020-04-25 11:31:51 +02:00
Matthias ac008a4758 Remove obsolete comment in tests 2020-04-15 06:58:54 +02:00
Matthias cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias 3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +01:00
Matthias 328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias 0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
hroff-1902 51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902 1b6e77649a Add test for hyperopt 2020-03-10 12:42:31 +03:00
hroff-1902 81b6a950ac Adjust test for backtesting 2020-03-10 12:42:11 +03:00
hroff-1902 3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00