Commit Graph

250 Commits

Author SHA1 Message Date
Matthias c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias 36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias 0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Sam Germain aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Matthias 78724e304e Merge branch 'develop' into pr/theluxaz/5710 2021-10-21 17:46:39 +02:00
theluxaz 0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias 7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias 0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias c791b95405 Use new TestStrategy (V3) by default in tests 2021-09-21 20:24:08 +02:00
Matthias 49350f2a8e Fix backtesting test 2021-09-05 08:36:22 +02:00
Matthias 2e50948699 Fix some tests 2021-09-04 20:23:51 +02:00
Matthias ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 07d71f014f Rename defaultStrategy file 2021-08-26 19:38:41 +02:00
Matthias 6d96b11279 Rename DefaultStrategy 2021-08-26 07:25:53 +02:00
Matthias fbf8eb4526 Rename test-legacy strategy 2021-08-26 07:04:33 +02:00
Matthias 11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 3406b889b6 First test 2021-08-14 17:06:28 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias cf27968b97 Properly preserve trade's low during backtesting 2021-08-09 19:38:56 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Matthias 6abd352c0f Add test for backtesting dataframe cache 2021-07-31 08:44:09 +02:00
Matthias 138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian 49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian 5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
Kevin Julian edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
Matthias 365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias 7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Matthias 7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Matthias 005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
barbarius a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias 0235868c66 Update tests for new config structure 2021-06-26 16:39:01 +02:00
Matthias cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias 9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +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 554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +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 b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +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 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 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 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 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 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 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 9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias c56dd487f2 Fix test failure 2020-09-25 21:00:58 +02:00
Matthias 842eff95eb Add simple verification to ensure pairlists is iitialized 2020-08-30 10:07:58 +02:00
Matthias 87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +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 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 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 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 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
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
Matthias fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +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 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
hroff-1902 bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
Matthias a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias 09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Matthias 6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902 4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
Matthias 83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
Matthias 1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902 52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias 8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias 10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias 904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias 18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias 699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias 1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias 6860491189 Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias 5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias 80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias e4f185f357 Remove 'line' from load_cached_data tests
Users are unable to use line anyway, it's only there for tests
2019-12-28 11:01:41 +01:00
Matthias e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
hroff-1902 cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902 60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
Matthias 054484ad73 load_pair_history should not return None, but an empty dataframe if no
data is found
2019-12-04 06:57:44 +01:00
Matthias 084efc98d7 Address test-failures due to file moves 2019-11-21 06:32:45 +01:00
Matthias 9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
require subcommand for all actions
2019-11-14 06:28:42 +01:00
Matthias c449e39280 Replace more occurances of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
Matthias 6f01d7f8ea Merge branch 'develop' into feat/new_args_system 2019-11-03 10:09:49 +01:00
Matthias dac88c6aed extract Find parallel trades per interval 2019-10-30 13:35:55 +01:00
Matthias a368646745 Merge branch 'develop' into feat/new_args_system 2019-10-29 19:33:56 +01:00
Matthias 2ba388074e Fix small bugs 2019-10-27 09:44:56 +01:00
Matthias 6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias 704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias f3cfe147b5 Merge branch 'develop' into feat/new_args_system 2019-10-20 19:32:34 +02:00
Matthias c48876b196 Trades should use timestamps or dates, not indexes 2019-10-19 15:21:47 +02:00
Matthias 85c4546333
Merge pull request #2343 from hroff-1902/move-experimental
Move experimental settings to ask_strategy
2019-10-10 16:08:11 +02:00
hroff-1902 057ab1b7a6 Remove unnecessary comments 2019-10-08 00:50:47 +03:00
Matthias 22733e44bf Add tests for --fee 2019-10-05 15:34:31 +02:00
hroff-1902 9b23376415 Move experimental settings to ask_strategy 2019-10-05 13:29:59 +03:00
Matthias 03add90c94 Adjust some tests to new call-method 2019-09-29 16:17:20 +02:00
Matthias 313091eb1c some more refresh_pairs cleanups 2019-09-20 20:22:51 +02:00
Matthias e66fa1cec6 Adjust tests to not use --refresh-pairs 2019-09-20 20:16:12 +02:00
hroff-1902 50b4563912 Tests adjusted 2019-09-18 22:57:37 +03:00
Matthias 5e654620b7 Use available indicators in tests where possible 2019-09-13 19:56:06 +02:00
Matthias 3430850421 don't print in tests 2019-09-08 19:47:16 +02:00
Matthias 26d76cdb19 Adjust imports in tests to new path 2019-09-08 19:05:23 +02:00
Matthias 65a516e229 Move tests out of freqtrade module 2019-09-08 19:05:22 +02:00