Matthias
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0c6d92a7a6
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Merge branch 'develop' into feat/short
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2022-02-11 17:02:04 +01:00 |
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Matthias
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6a59103869
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update wallets in backtesting to ensure a fresh wallet is used
closes #6388
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2022-02-10 19:40:36 +01:00 |
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Matthias
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9f47853661
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Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
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2022-02-09 07:12:35 +01:00 |
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Matthias
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dcf8ad36f9
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Backtesting should not allow unrealistic (automatic-filling) orders.
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2022-02-08 19:12:01 +01:00 |
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Matthias
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b192c82731
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Only call "custom_exit_price" for limit orders
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2022-02-08 07:10:54 +01:00 |
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Matthias
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036c2888b4
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Track timedout entry/exit orders
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2022-02-07 18:49:30 +01:00 |
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zx
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4bce64b427
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commented method deletition
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2022-02-07 14:12:07 +01:00 |
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zx
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7811a36ae9
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max_drawdown_abs calc fix & .DS_Store deletition
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2022-02-07 07:44:13 +01:00 |
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zx
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8cdb6e0774
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DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
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2022-02-07 06:31:16 +01:00 |
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zx
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2893d0b50d
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proper var name
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2022-02-07 06:22:27 +01:00 |
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zx
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7d3b80fbde
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isort fix and leftover cleaning
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2022-02-06 21:09:40 +01:00 |
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zx
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6b5f63d4d6
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change profit_ratio by profit_abs
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2022-02-06 16:28:01 +01:00 |
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zx
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0b01fcf047
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Add ProfitDrawdownHyperoptLoss method
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2022-02-06 15:40:54 +01:00 |
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Matthias
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644442e2f9
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Track timedout orders
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2022-02-06 13:37:31 +01:00 |
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Matthias
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17d748dd4c
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Improve handling of left_open_trades
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2022-02-06 13:19:00 +01:00 |
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Sam Germain
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e0d42ad9a7
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Update backtesting.py
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2022-02-05 18:29:48 -06:00 |
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Matthias
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9bf86bbe27
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Extract backtesting row validation to separate function
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2022-02-05 16:28:47 +01:00 |
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Matthias
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58fad72778
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Update wallets when necessary
closes #6321
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2022-02-05 16:28:47 +01:00 |
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Matthias
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4ea79a32e4
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Use Order object for ft_timeout check
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2022-02-05 16:28:47 +01:00 |
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Matthias
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1e603985c5
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Extract backtesting order cancelling
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2022-02-05 16:28:47 +01:00 |
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Matthias
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6637dacd7f
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Extract protections in backtesting
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2022-02-05 16:28:47 +01:00 |
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Matthias
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7ac44380f7
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Extract backtest order closing to models class
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2022-02-05 16:28:46 +01:00 |
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Matthias
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090554f197
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Try fill backtest order imediately for adjusted order
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2022-02-05 16:28:21 +01:00 |
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Matthias
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f4149ee462
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Force ROI to be within candle
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2022-02-05 16:28:21 +01:00 |
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Matthias
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44e616c264
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Add unfilledtimeout to required props for backtesting
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2022-02-05 16:28:21 +01:00 |
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Matthias
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49cecf1cb2
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Small cosmetic fix
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2022-02-05 16:28:21 +01:00 |
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Rokas Kupstys
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9140679bf4
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Backtest order timeout continued.
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2022-02-05 16:28:21 +01:00 |
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Rokas Kupstys
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15698dd1ca
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Fix errors so it runs, implement timeout handling.
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2022-02-05 16:28:21 +01:00 |
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Matthias
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f7a1cabe23
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Add first version to fill orders "later" in backtesting
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2022-02-05 16:28:21 +01:00 |
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Matthias
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c12e5a3b6c
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Initial idea backtesting order timeout
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2022-02-05 16:28:21 +01:00 |
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Sam Germain
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8b57827676
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exchange.get_max_pair_stake_amount hard set leverage to 0
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2022-02-04 14:26:15 -06:00 |
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Sam Germain
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dc6cb445fd
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Merge branch 'feat/short' into max-amount
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2022-02-04 04:42:38 -06:00 |
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Sam Germain
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3ee2b7978c
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wallets.validate_stake_amount added param max_stake_available
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2022-02-03 20:33:16 -06:00 |
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Sam Germain
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7465037906
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freqtradebot.execute_entry test for too high stake amount
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2022-02-03 20:33:16 -06:00 |
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Sam Germain
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8c680d75b9
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moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
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2022-02-03 20:33:16 -06:00 |
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Sam Germain
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6b6b35ac1c
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check for max stake limit in freqtradebot and backtesting
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2022-02-03 20:33:04 -06:00 |
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Sam Germain
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edc0e9c75f
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backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
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2022-02-03 17:48:34 -06:00 |
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Sam Germain
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977f87659c
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edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
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2022-02-03 17:48:33 -06:00 |
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Sam Germain
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73d10b5c02
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backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
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2022-02-03 17:48:33 -06:00 |
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Matthias
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a4e1aaa9bd
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Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
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2022-02-02 19:52:10 +01:00 |
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Matthias
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463714832d
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Merge branch 'develop' into feat/short
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2022-01-29 14:19:30 +01:00 |
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Matthias
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5d0c2bcb44
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Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
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2022-01-28 07:25:10 +01:00 |
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Matthias
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82e193d9f0
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Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
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2022-01-27 20:13:51 +01:00 |
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Matthias
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002226f5fd
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Update setting to max_entry_position_adjustment
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2022-01-27 16:57:50 +01:00 |
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Matthias
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12c79967f5
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Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
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2022-01-25 19:37:22 +01:00 |
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Italo
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30b27ae736
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explicit dtype
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2022-01-25 12:29:55 +00:00 |
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Italo
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f7a5b2cb71
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explicit dimensions, added **kwargs, updated docs
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2022-01-25 11:43:40 +00:00 |
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Stefano Ariestasia
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0fa7986369
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Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-25 10:30:18 +09:00 |
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Matthias
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e252830229
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Add entry_tag to "entry" callbacks
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2022-01-24 07:02:01 +01:00 |
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Reigo Reinmets
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451eca51c8
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Optimise the multiple usages of the same timestamp.
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2022-01-23 20:58:25 +02:00 |
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Reigo Reinmets
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e67a54f7a9
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Fix missing order time info in backtesting.
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2022-01-23 20:52:35 +02:00 |
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Matthias
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7429f535c1
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Imrpove code by reusing available properties
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2022-01-23 18:59:09 +01:00 |
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Matthias
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ad28543d4d
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Update kraken calculation
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2022-01-22 19:46:11 +01:00 |
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Matthias
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a0c0c4dcbe
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Update funding_fee formula to correctly calculate fees for long trades
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2022-01-22 19:46:10 +01:00 |
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Matthias
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f26cd19146
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Merge index and mark rates as part of dataload
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2022-01-22 19:45:46 +01:00 |
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Matthias
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84c6d92d4c
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calculate_funding_fees is actually a public exchange interface (used in backtesting).
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2022-01-22 19:45:46 +01:00 |
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Matthias
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e9e7fd749b
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Support funding-fees while running backtest
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2022-01-22 19:45:43 +01:00 |
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Matthias
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f090dcc597
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Merge branch 'develop' into feat/short
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2022-01-22 17:56:01 +01:00 |
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Matthias
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01b331ee42
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Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
set stoploss at trade creation
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2022-01-22 16:17:47 +01:00 |
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Italo
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82f0d4d056
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set stoploss at trade creation
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2022-01-22 14:03:12 +00:00 |
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Stefano Ariestasia
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fe5f61694b
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Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-22 21:25:16 +09:00 |
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Matthias
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bb1d8fb54f
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Improve message when no hyperopt fie is found
closes #6266
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2022-01-21 15:24:26 +01:00 |
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Stefano Ariestasia
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f3a152a5a2
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Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-21 17:11:36 +09:00 |
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Matthias
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a6c7f45545
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Update webserver backtseting to reuse prior results
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2022-01-20 06:51:48 +01:00 |
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Stefano Ariestasia
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62ea1a445e
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add lines to show_config message
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2022-01-20 10:03:26 +09:00 |
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Rokas Kupstys
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5fffc5033a
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Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
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2022-01-19 11:44:35 +02:00 |
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Italo
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a4dbdb549d
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added type spec
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2022-01-19 01:37:47 +00:00 |
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Italo
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407c20412d
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Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
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2022-01-19 01:07:41 +00:00 |
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Matthias
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2bcfc0c90c
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Add warning about cache problems
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2022-01-16 18:01:05 +01:00 |
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Matthias
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5bb48eaed0
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Replace Nan with 0 or None in backtesting
part of #6224
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2022-01-16 14:49:29 +01:00 |
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Rokas Kupstys
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062d00e8f2
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Fix @informative decorator failing with edge.
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2022-01-15 17:31:16 +02:00 |
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Rokas Kupstys
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2b7405470a
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Fix timerange check.
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2022-01-15 17:30:40 +02:00 |
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Rokas Kupstys
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16861db653
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Implement previous backtest result reuse when config and strategy did not change.
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2022-01-15 17:30:40 +02:00 |
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Reigo Reinmets
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13bc5c5d8f
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Fine, this does look better.
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2022-01-13 20:24:21 +02:00 |
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Reigo Reinmets
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678be0b773
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Slightly move code.
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2022-01-13 20:16:45 +02:00 |
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Reigo Reinmets
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3b7167ab07
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Fix backtesting missing filled amounts in orders.
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2022-01-10 20:30:40 +02:00 |
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Reigo Reinmets
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0bca07a32a
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Added min_stake, max_stake. Removed pair as its included in trade.
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2022-01-08 17:20:02 +02:00 |
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Reigo Reinmets
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8e424f7c73
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Merge branch 'freqtrade:develop' into dca
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2022-01-08 14:57:15 +02:00 |
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Matthias
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dad080f56f
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Merge branch 'develop' into feat/short
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2022-01-08 10:45:15 +01:00 |
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Matthias
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04976658da
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Fix crash when using backtesting-show on a old backtestresult
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2022-01-07 17:34:47 +01:00 |
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Rokas Kupstys
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11ace0f867
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Instead of clearing processed dict, store df_analyzed (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
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2022-01-07 12:07:49 +02:00 |
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Matthias
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46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
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Matthias
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e540959c27
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Remove btdata from generate_strategy_stats
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2022-01-07 09:27:07 +01:00 |
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Matthias
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1203d08d1e
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generate_pair_metrics does not need processed dict
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2022-01-07 09:27:07 +01:00 |
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Matthias
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addba6597a
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Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
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2022-01-06 09:56:05 +01:00 |
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Matthias
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2a2392fd73
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Update parameter name in docstring
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2022-01-06 09:15:30 +01:00 |
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Matthias
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a9a6cf13f8
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Add exit_tag to detail-sells
closes #6159
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2022-01-06 08:22:15 +01:00 |
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Matthias
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6abd6bceb9
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Avoid recalculating statistics for comparison line
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2022-01-05 20:16:48 +01:00 |
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Sam Germain
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501f473164
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Merge branch 'develop' into feat/short
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2022-01-04 22:47:33 -06:00 |
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Matthias
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8373a4e713
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Small Adjustments to improve compatibility
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2022-01-04 19:17:08 +01:00 |
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Matthias
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4d9b4ddc28
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Update hyperopt-tools to use account drawdown
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2022-01-04 17:43:39 +01:00 |
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Matthias
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09fae25c94
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Fix some tests after drawdown calculation change
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2022-01-04 17:07:31 +01:00 |
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Matthias
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7a2b50ce8b
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Update drawdown calculation to account drawdown
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2022-01-04 17:07:31 +01:00 |
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Matthias
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42579c0268
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Drop hyperopt results legacy mode
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2022-01-04 17:06:40 +01:00 |
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Matthias
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711a6a6dbc
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Merge branch 'develop' into pr/xataxxx/6079
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2022-01-02 22:21:41 +01:00 |
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Matthias
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209ecc8732
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Fix typo in bt_progress
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2022-01-02 19:38:03 +01:00 |
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Matthias
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ddfbe55e7c
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Merge branch 'develop' into feat/short
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2022-01-01 19:16:49 +01:00 |
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Matthias
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670aed06bf
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Remove loop for hyperopt.
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2021-12-31 17:35:08 +01:00 |
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Rokas Kupstys
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a715083fc0
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Reduce memory usage by not holding on to no longer needed data.
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2021-12-31 12:10:01 +02:00 |
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Wade Dyck
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3d9360bb8c
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When backtesting, pass the candle_type to load_data.
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2021-12-27 11:46:05 -07:00 |
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