Commit Graph

1307 Commits

Author SHA1 Message Date
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
Matthias 06c9494a46 add missing s to Backtest cum results 2018-07-11 14:50:04 +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
Jean-Baptiste LE STANG 773fb5953b Reafcotring Create Trade 2018-07-10 15:10:56 +02:00
Matthias 750d737b7d Add tests for change to open_rate 2018-07-08 20:18:34 +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 6926e468a4 Merge pull request #984 from freqtrade/test_backtest_results
Test backtest results
2018-07-08 17:40:12 +03:00
Matthias 8dd6e29426 don't flag data as outdated which isn't 2018-07-08 13:34:47 +02:00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
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
Matthias c35d1b9c9d Add test which checks the backtest result 2018-07-05 23:22:35 +02:00
Samuel Husso e808b3a2a1 rpc: get rid of extra else and fix mypy warning 2018-07-05 10:47:08 -05:00
Samuel Husso df68b0990f rpc: fstrings 2018-07-05 10:11:29 -05:00
Samuel Husso adbffc69e1 telegram: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso a2063ede55 persistence: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso 7dca3c6d03 freqtradebot,main,hyperopt: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso 03c112a601 config, optimize: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso d8d0579c5a Merge pull request #930 from freqtrade/skopt
Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
Janne Sinivirta bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Janne Sinivirta 96bb2efe69 use joblib.dump and load for trials 2018-07-03 23:08:29 +03:00
Janne Sinivirta c4a8435e00 change pickle file name to better suit it's current purpose 2018-07-03 22:17:43 +03:00
Janne Sinivirta 9dbe0f50a3 fix tests after changing the dumping and pickling dataframe in hyperopt 2018-07-03 22:09:59 +03:00
Janne Sinivirta 3a7056ea1b run at least one epoch 2018-07-03 21:55:22 +03:00
Janne Sinivirta 2cde540645 remove dead code 2018-07-03 21:50:45 +03:00
Janne Sinivirta ef59f9ad24 sort imports in hyperopt.py 2018-07-03 21:50:24 +03:00
Janne Sinivirta ee4754cfb9 avoid re-serialization of whole dataframe 2018-07-03 14:49:58 +03:00
Janne Sinivirta 2713fdb860 use cpu count explicitly in job count 2018-07-03 11:46:56 +03:00
Janne Sinivirta 79aab4cce2 use fstring 2018-07-03 11:44:54 +03:00
Janne Sinivirta fa8fc3e4ce handle the case where we have zero buys 2018-07-02 11:46:55 +03:00
Janne Sinivirta aec3f582e1 Merge branch 'develop' into skopt 2018-07-02 11:27:27 +03:00
xmatthias 3c5be55eb9 remove unnecessary variable 2018-07-01 20:17:30 +02:00
xmatthias 782570e71e Address PR comment 2018-07-01 20:03:07 +02:00
Matthias ed2a1becef Merge branch 'develop' into feat/stop_loss 2018-07-01 20:01:02 +02:00
xmatthias 937644a04b change while-loop to enumerate - add intensified test for this scenario 2018-07-01 19:55:51 +02:00
xmatthias e39d88ef65 Address some PR comments 2018-07-01 19:54:26 +02:00
Michael Egger f91263c8ef Merge pull request #966 from freqtrade/feat/revamp_exchangetest
Rewrite standard ccxt exception handling
2018-07-01 19:47:57 +02:00
Michael Egger e2127f5af1 Merge pull request #969 from xmatthias/split_unfilled
separating unfulfilled timeouts for buy and sell
2018-07-01 19:47:24 +02:00
xmatthias 2dc881558d address PR comments 2018-07-01 19:41:19 +02:00
xmatthias c66f858b98 rename innerfun to mock_ccxt_fun 2018-07-01 19:37:55 +02:00
Michael Egger 8023fdf923 Merge pull request #971 from freqtrade/fix/nonmocked_markets
Add get_markets mock to new tests
2018-07-01 15:11:22 +02:00
Michael Egger 2cee8e52c1 Merge pull request #965 from freqtrade/fix/fix_959
catch crash with cobinhood
2018-07-01 14:28:01 +02:00
xmatthias 9e3e900f78 Add get_markets mock to new tests 2018-06-30 17:49:46 +02:00
Nullart 98108a78f1 separating unfulfilled timeouts for buy and sell 2018-06-30 13:44:42 +02:00