Matthias
|
0b81b58d28
|
Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
|
2021-03-07 11:28:54 +01:00 |
|
Matthias
|
bc05d03126
|
Make best / worst day absolute
|
2021-03-05 19:21:09 +01:00 |
|
Matthias
|
078b77d41b
|
Fix crash when using unlimited stake and no trades are made
|
2021-03-02 16:12:22 +01:00 |
|
Matthias
|
0be34291ef
|
Merge pull request #4473 from JoeSchr/backtest_compound_speed
fix: avg_stake_amount should not be `NaN` if df is empty
|
2021-03-02 13:59:53 +01:00 |
|
Joe Schr
|
55a315be14
|
fix: avg_stake_amount should not be NaN if df is empty
|
2021-03-02 13:38:55 +01:00 |
|
Matthias
|
9cb37409fd
|
Explicitly convert starting-balance to float
|
2021-02-28 09:56:29 +01:00 |
|
Matthias
|
d9d5617432
|
UPdate backtesting doc for total profit calc
|
2021-02-27 20:26:13 +01:00 |
|
Matthias
|
b2e9295d7f
|
Small stylistic fixes
|
2021-02-27 19:57:42 +01:00 |
|
Matthias
|
6018a05343
|
Improve backtest documentation
|
2021-02-27 10:45:22 +01:00 |
|
Matthias
|
324b9dbdff
|
Simplify wallet code
|
2021-02-27 10:33:25 +01:00 |
|
Matthias
|
f65092459a
|
Fix optimize_reports test
|
2021-02-27 10:14:25 +01:00 |
|
Matthias
|
fb489c11c9
|
Improve test-coverage of pairlocks
|
2021-02-27 10:07:02 +01:00 |
|
Matthias
|
f5bb5f56f1
|
Update documentation with backtesting compounding possibilities
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
98f3142b30
|
Improve handling of backtesting params
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
86f9409fd2
|
fix --stake-amount parameter
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
d3fb473e57
|
Improve backtesting documentation
|
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
|
60db6ccf45
|
Add test for subclassing
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
53a57f2c81
|
Change some types
Fix types of new model object
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
03eb23a4ce
|
2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
394a6bbf2a
|
Fix some type errors
|
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
|
f04f07299c
|
Improve backtesting metrics
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
7913166453
|
Improve performance by updating wallets only when necessary
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
37d7d2afd5
|
Wallets should not recalculate close_profit for closed trades
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
f367375e5b
|
ABS drawdown should show wallet high and low values
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
aed23d55c2
|
Add starting balance to profit cumsum calculation
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
0d2f877e77
|
Use absolute drawdown calc
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
74fc4bdab5
|
Shorten debug log
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
72f21fc5ec
|
Add trade-volume metric
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
35e6a9ab3a
|
Backtest-reports should calculate total gains based on starting capital
|
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
|
959ff99046
|
Add Dry-run wallet CLI option
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
0754a7a78f
|
total_open_trades_stake should support no-db mode
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
0faa6f84dc
|
Improve Wallet logging disabling for backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
20455de2a9
|
Small enhancements to docs
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
081b9be45c
|
use get_all_locks to get locks for backtest result
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
e32b2097f0
|
Use timestamp in UTC timezone for ROI comparisons
|
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
|
b5177eadab
|
Extract close method for exchange
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
4ce4eadc23
|
remove only ccxt objects when hyperopting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
9361aa1c95
|
Add wallets to backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
f0a154692d
|
Wallets should use trade_proxy
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
9968e4e49c
|
Add warning about downloading data from kraken
closes #4449
|
2021-02-27 08:26:13 +01:00 |
|
Matthias
|
b92fb6d3d0
|
Merge pull request #4452 from JoeSchr/patch-3
Fix(strategy/interface.py): comment typo
|
2021-02-27 08:16:50 +01:00 |
|
JoeSchr
|
642e3be7c5
|
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
|
2021-02-26 23:17:59 +01:00 |
|
Matthias
|
0bb80d1442
|
Merge pull request #4446 from Xanders/patch-1
Webhook JSON format
|
2021-02-26 20:03:07 +01:00 |
|
Matthias
|
7d87c44c35
|
Merge pull request #4436 from Th0masL/forcesell_type
Allow changing the order_type for forcesell
|
2021-02-26 19:42:00 +01:00 |
|
Xanders
|
f0391d3761
|
Better JSON webhook result description
|
2021-02-26 21:40:45 +03:00 |
|