creslinux
059aceb582
Disabled full debug on in last commit
...
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux
0f3339f74f
use ujson to load ticker files 30% faster from disk.
2018-07-16 16:09:42 +00:00
creslinux
4a39a754f4
Fixed: self.use_backslap = Bool on line97
...
If self.use_backslap = True Backslap executes
If self.use_backslap = False Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux
5aaf454f12
GAS trades verified from candle data to excel by hand
...
All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux
fb0edd71ff
in tech test
2018-07-16 14:16:35 +00:00
creslinux
eed29a6b8a
update
2018-07-16 13:16:18 +00:00
creslinux
7174f27eb8
Rewrite to used algned numpy/dataframes
...
updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
creslinux
a8b62a21cc
hmm
2018-07-15 17:03:47 +00:00
creslinux
4e68362d46
Works with reporting output
...
Bugs
Calculating % prof ok, but abs wrong
BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
creslinux
71c3106f8f
Added ABS and Fees
...
Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
creslinux
07175ebc5a
up
2018-07-14 23:45:06 +00:00
creslinux
90e3c38757
First cut, Bslap
...
science project replacement for freqtrade backtest analysis
- appprox 300-500x quicker to execute
- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price
Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
Janne Sinivirta
bd46b4faf3
Merge pull request #1015 from freqtrade/xmatthias-patch-1
...
add missing s to Backtest cum results
2018-07-11 16:18:07 +03:00
Matthias
46708e7d29
Merge pull request #1014 from freqtrade/pyup-scheduled-update-2018-07-11
...
Scheduled daily dependency update on wednesday
2018-07-11 14:50:09 +02:00
Matthias
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
pyup-bot
8f6252b312
Update ccxt from 1.15.35 to 1.15.42
2018-07-11 14:23:06 +02:00
Janne Sinivirta
1f16ff268f
Merge pull request #1010 from jblestang/refactoring_create_trade_function
...
Refactoring Create Trade
2018-07-11 07:23:03 +03:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
...
Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Janne Sinivirta
8b72560eba
Merge pull request #1006 from freqtrade/update_plotly
...
Update plotly
2018-07-11 07:20:33 +03:00
Jean-Baptiste LE STANG
773fb5953b
Reafcotring Create Trade
2018-07-10 15:10:56 +02:00
Matthias
3540ba3712
Merge pull request #1009 from freqtrade/pyup-scheduled-update-2018-07-10
...
Scheduled daily dependency update on tuesday
2018-07-10 14:35:33 +02:00
pyup-bot
d546a4b29f
Update ccxt from 1.15.28 to 1.15.35
2018-07-10 14:23:08 +02:00
Janne Sinivirta
b4be3c2499
Merge pull request #1002 from xmatthias/test/use_open_backtest
...
Use open-rates for backtesting
2018-07-10 09:20:32 +03:00
Matthias
6be6448334
replace "transparent" with rgb to fix exception in plotly 3.0.0
2018-07-09 21:56:29 +02:00
Matthias
f5bc65b877
update plotly
2018-07-09 21:56:24 +02:00
Matthias
a7a82635b4
Merge pull request #1004 from berlinguyinca/patch-2
...
Fixing database issues
2018-07-09 21:54:21 +02:00
Samuel Husso
b9916b60f9
Merge pull request #1005 from freqtrade/pyup-scheduled-update-2018-07-09
...
Scheduled daily dependency update on monday
2018-07-09 08:26:54 -05:00
pyup-bot
b773e3472a
Update ccxt from 1.15.27 to 1.15.28
2018-07-09 14:23:06 +02:00
Gert Wohlgemuth
4654792784
Fixing database issues
...
1. if database is defined in config file, it currently tosses an exception that only export file or db is defined
2. if trades are loaded from databases, plot crashes with an exception 'cannot compare tz-naive and tz-aware datetime-like objects'
3. if Trade is not closed, crashes with exception that NoneType has no field timestamp
all should be fixed
2018-07-08 22:43:34 -07:00
Matthias
750d737b7d
Add tests for change to open_rate
2018-07-08 20:18:34 +02:00
Matthias
0bd9674b5c
Merge pull request #1000 from pan-long/fix-doc
...
Update doc for manually fix trade
2018-07-08 20:07:25 +02:00
Matthias
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
Matthias
38487644f0
fix tests for backtest-result output table
2018-07-08 19:55:16 +02:00
Matthias
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
Janne Sinivirta
8fb146ba6a
Merge pull request #992 from freqtrade/backtest_optimize
...
reduce calculation effort by removing a call to calc_profit_percent
2018-07-08 17:41:50 +03:00
Janne Sinivirta
05b078b8dd
Merge pull request #999 from freqtrade/pyup-scheduled-update-2018-07-08
...
Scheduled daily dependency update on sunday
2018-07-08 17:40:42 +03:00
Janne Sinivirta
6926e468a4
Merge pull request #984 from freqtrade/test_backtest_results
...
Test backtest results
2018-07-08 17:40:12 +03:00
Janne Sinivirta
34764108cc
Merge pull request #997 from freqtrade/fix/timedout_candle
...
don't flag data as outdated which isn't
2018-07-08 17:36:03 +03:00
pyup-bot
17c9c183f5
Update pandas from 0.23.2 to 0.23.3
2018-07-08 14:23:07 +02:00
pyup-bot
cc107bb3cc
Update ccxt from 1.15.25 to 1.15.27
2018-07-08 14:23:05 +02:00
Matthias
8dd6e29426
don't flag data as outdated which isn't
2018-07-08 13:34:47 +02:00
Matthias
3e03a208f1
reduce calculation effort (slightly!)
2018-07-07 20:17:53 +02:00
Samuel Husso
7c8c8e83d3
Merge pull request #990 from freqtrade/update_dockerfile
...
Update Dockerfile to 3.6.6
2018-07-07 08:15:20 -05:00
Matthias
2b488d1da2
Update Dockerfile to 3.6.6
2018-07-07 14:52:39 +02:00
Matthias
e98efe3a35
Merge pull request #989 from freqtrade/pyup-scheduled-update-2018-07-07
...
Scheduled daily dependency update on saturday
2018-07-07 14:43:32 +02:00
pyup-bot
742fefa786
Update pandas from 0.23.1 to 0.23.2
2018-07-07 14:23:08 +02:00
pyup-bot
08fe10e302
Update ccxt from 1.15.21 to 1.15.25
2018-07-07 14:23:06 +02:00
Matthias
9906da46f6
move comment to correct place
2018-07-06 20:00:54 +02:00
Matthias
54976fa103
Add more tests to validate buy/sell rows
2018-07-06 19:56:16 +02:00