Commit Graph

6108 Commits

Author SHA1 Message Date
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 b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider
Data provider support in backtesting
2021-05-10 19:11:05 +02:00
Matthias 92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Matthias 2157923aee have edge send multiple messages if necessary
closes #4519
2021-05-08 19:45:34 +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 9b4f6b41a2 Use correct datetime. 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 6af4de8fe8 Remove dataframe parameter from docs. 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 dc6e702fec Pass current_time to confirm_trade_entry/confirm_trade_exit. 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 32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
Matthias 431cb5313f Support informative pairs in edge positioning 2021-05-05 19:58:45 +02:00
Matthias da47f4e1a4 Fix Kraken balance update error
closes #4873
2021-05-05 06:47:26 +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 303895b33e Add support for filters to new hyperopt-results 2021-05-02 20:07:22 +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 9049d6b779 Reformat hyper to cache parameters 2021-05-02 10:45:21 +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 0e359dcb7a
Merge pull request #4788 from saeedrss/develop
fetch live data from hitbtc exchange #4778
2021-05-01 19:13:00 +02:00
Matthias bdd0184f0b Small stylistic fixes 2021-05-01 17:44:43 +02:00
Matthias 0b280a59bc Support per exchange params for OHLCV endpoint 2021-05-01 17:29:53 +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 e050ea8dfa Don't load parameters for other space 2021-05-01 16:21:59 +02:00
Matthias 401f31e86b
Merge pull request #4841 from JoeSchr/fix/istrategy-return-value
fix IStrategy: abstract methods still need to pass through return value
2021-04-30 20:13:11 +02:00
Matthias 856b65206b Reduce log-frequency of AgeFilter
closes #4840
2021-04-30 19:42:41 +02:00