Matthias
|
463714832d
|
Merge branch 'develop' into feat/short
|
2022-01-29 14:19:30 +01:00 |
|
Matthias
|
5d0c2bcb44
|
Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
|
2022-01-28 07:25:10 +01:00 |
|
Matthias
|
002226f5fd
|
Update setting to max_entry_position_adjustment
|
2022-01-27 16:57:50 +01:00 |
|
Stefano Ariestasia
|
0fa7986369
|
Merge branch 'freqtrade:develop' into pos_adjust
|
2022-01-25 10:30:18 +09:00 |
|
Matthias
|
e252830229
|
Add entry_tag to "entry" callbacks
|
2022-01-24 07:02:01 +01:00 |
|
Reigo Reinmets
|
451eca51c8
|
Optimise the multiple usages of the same timestamp.
|
2022-01-23 20:58:25 +02:00 |
|
Reigo Reinmets
|
e67a54f7a9
|
Fix missing order time info in backtesting.
|
2022-01-23 20:52:35 +02:00 |
|
Matthias
|
7429f535c1
|
Imrpove code by reusing available properties
|
2022-01-23 18:59:09 +01:00 |
|
Matthias
|
ad28543d4d
|
Update kraken calculation
|
2022-01-22 19:46:11 +01:00 |
|
Matthias
|
a0c0c4dcbe
|
Update funding_fee formula to correctly calculate fees for long trades
|
2022-01-22 19:46:10 +01:00 |
|
Matthias
|
f26cd19146
|
Merge index and mark rates as part of dataload
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
|
84c6d92d4c
|
calculate_funding_fees is actually a public exchange interface (used in backtesting).
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
|
e9e7fd749b
|
Support funding-fees while running backtest
|
2022-01-22 19:45:43 +01:00 |
|
Matthias
|
f090dcc597
|
Merge branch 'develop' into feat/short
|
2022-01-22 17:56:01 +01:00 |
|
Italo
|
82f0d4d056
|
set stoploss at trade creation
|
2022-01-22 14:03:12 +00:00 |
|
Stefano Ariestasia
|
f3a152a5a2
|
Merge branch 'freqtrade:develop' into pos_adjust
|
2022-01-21 17:11:36 +09:00 |
|
Matthias
|
a6c7f45545
|
Update webserver backtseting to reuse prior results
|
2022-01-20 06:51:48 +01:00 |
|
Stefano Ariestasia
|
62ea1a445e
|
add lines to show_config message
|
2022-01-20 10:03:26 +09:00 |
|
Rokas Kupstys
|
5fffc5033a
|
Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
|
2022-01-19 11:44:35 +02:00 |
|
Matthias
|
2bcfc0c90c
|
Add warning about cache problems
|
2022-01-16 18:01:05 +01:00 |
|
Matthias
|
5bb48eaed0
|
Replace Nan with 0 or None in backtesting
part of #6224
|
2022-01-16 14:49:29 +01:00 |
|
Rokas Kupstys
|
2b7405470a
|
Fix timerange check.
|
2022-01-15 17:30:40 +02:00 |
|
Rokas Kupstys
|
16861db653
|
Implement previous backtest result reuse when config and strategy did not change.
|
2022-01-15 17:30:40 +02:00 |
|
Reigo Reinmets
|
13bc5c5d8f
|
Fine, this does look better.
|
2022-01-13 20:24:21 +02:00 |
|
Reigo Reinmets
|
678be0b773
|
Slightly move code.
|
2022-01-13 20:16:45 +02:00 |
|
Reigo Reinmets
|
3b7167ab07
|
Fix backtesting missing filled amounts in orders.
|
2022-01-10 20:30:40 +02:00 |
|
Reigo Reinmets
|
0bca07a32a
|
Added min_stake, max_stake. Removed pair as its included in trade.
|
2022-01-08 17:20:02 +02:00 |
|
Reigo Reinmets
|
8e424f7c73
|
Merge branch 'freqtrade:develop' into dca
|
2022-01-08 14:57:15 +02:00 |
|
Matthias
|
dad080f56f
|
Merge branch 'develop' into feat/short
|
2022-01-08 10:45:15 +01:00 |
|
Rokas Kupstys
|
11ace0f867
|
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).
|
2022-01-07 12:07:49 +02:00 |
|
Matthias
|
46809f08fe
|
Merge branch 'develop' into feat/short
|
2022-01-07 10:13:16 +01:00 |
|
Matthias
|
a9a6cf13f8
|
Add exit_tag to detail-sells
closes #6159
|
2022-01-06 08:22:15 +01:00 |
|
Matthias
|
711a6a6dbc
|
Merge branch 'develop' into pr/xataxxx/6079
|
2022-01-02 22:21:41 +01:00 |
|
Matthias
|
ddfbe55e7c
|
Merge branch 'develop' into feat/short
|
2022-01-01 19:16:49 +01:00 |
|
Rokas Kupstys
|
a715083fc0
|
Reduce memory usage by not holding on to no longer needed data.
|
2021-12-31 12:10:01 +02:00 |
|
Wade Dyck
|
3d9360bb8c
|
When backtesting, pass the candle_type to load_data.
|
2021-12-27 11:46:05 -07:00 |
|
Reigo Reinmets
|
817a65b656
|
This is not needed since backtesting does not have open orders.
|
2021-12-26 20:01:48 +02:00 |
|
Reigo Reinmets
|
de79d25caf
|
Refactoring to use strategy based configuration
|
2021-12-24 12:38:43 +02:00 |
|
Reigo Reinmets
|
db2f0660fa
|
Some more compatibility fixes.
|
2021-12-18 11:15:59 +02:00 |
|
Reigo Reinmets
|
30673f84f9
|
Flake8 compatibility
|
2021-12-18 11:00:25 +02:00 |
|
Reigo Reinmets
|
f11a40f144
|
Improve documentation on adjust_trade_position and position_adjustment_enable
|
2021-12-11 17:14:04 +02:00 |
|
Reigo Reinmets
|
f97662e816
|
Add position_adjustment_enable config keyword to enable it.
|
2021-12-11 00:28:12 +02:00 |
|
Reigo Reinmets
|
1e3fc5e984
|
Slight code touchup
|
2021-12-10 22:48:00 +02:00 |
|
Reigo Reinmets
|
c179951cca
|
Expect stake_amount, not actual amount of pair from strategy for DCA.
|
2021-12-10 20:42:24 +02:00 |
|
Reigo Reinmets
|
b2c2852f86
|
Initial backtesting support. This does make it rather slow.
|
2021-12-09 23:21:35 +02:00 |
|
Matthias
|
edd80c3006
|
Merge branch 'develop' into feat/short
|
2021-12-09 06:34:07 +01:00 |
|
Matthias
|
c981cc335d
|
Remove wrong comment
|
2021-12-04 14:51:55 +01:00 |
|
Matthias
|
68ac8008ec
|
Call custom_exit_price only for sell_signal and custom_sell
|
2021-12-04 14:14:22 +01:00 |
|
Matthias
|
86910b58dc
|
Bracket entry/exit prices to low/high of the candle
|
2021-12-03 17:44:53 +01:00 |
|
Matthias
|
d1209fe415
|
Merge branch 'develop' into pr/GluTbl/5756
|
2021-12-03 17:37:44 +01:00 |
|
Matthias
|
2f17fa2765
|
Update more to use candleType
|
2021-12-03 14:15:35 +01:00 |
|
Matthias
|
5493212672
|
More candletype changes
|
2021-12-03 13:04:31 +01:00 |
|
Matthias
|
77443d5abc
|
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
|
2021-12-01 19:49:40 +01:00 |
|
Matthias
|
67f3570bf3
|
Merge branch 'develop' into feat/short
|
2021-12-01 07:21:36 +01:00 |
|
Matthias
|
a2a974fc6d
|
correctly apply leverage to backtesting
|
2021-11-30 20:32:34 +01:00 |
|
Matthias
|
450293878f
|
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
|
2021-11-26 07:48:24 +01:00 |
|
Matthias
|
897788de17
|
Reformulate exception to be "nicer"
|
2021-11-26 07:02:50 +01:00 |
|
Matthias
|
cc9ea1d466
|
Merge pull request #5935 from freqtrade/short_buy_tag_compat
Short buy tag compat
|
2021-11-26 06:29:56 +01:00 |
|
Stefano Ariestasia
|
5307d2bf3b
|
Trimming the sentence
|
2021-11-25 17:04:04 +09:00 |
|
Stefano Ariestasia
|
0d1e84cf55
|
Add more words
Because apparently, we get at least 1 question about this everyday in Discord
|
2021-11-25 16:00:10 +09:00 |
|
Matthias
|
ce0593c0e1
|
Merge branch 'develop' into feat/short
|
2021-11-23 07:35:26 +01:00 |
|
Rokas Kupstys
|
78a00f2518
|
Use market data to get base and quote currencies in @informative() decorator.
|
2021-11-22 09:27:45 +02:00 |
|
Matthias
|
c26c0b6822
|
Merge branch 'feat/short' into short_buy_tag_compat
|
2021-11-21 19:31:59 +01:00 |
|
Matthias
|
aad37bb8f3
|
Merge pull request #5924 from freqtrade/feat/leverage
call leverage methods
|
2021-11-21 19:30:27 +01:00 |
|
Matthias
|
63d94aa585
|
short should be allowed for all non-spot modes
|
2021-11-21 19:29:08 +01:00 |
|
Matthias
|
fb519a5b39
|
Add comment with reasoning to ignore leverage in min_amount calculation
|
2021-11-21 10:28:40 +01:00 |
|
Matthias
|
36deced00b
|
Remove more buy_tag references
|
2021-11-21 09:55:10 +01:00 |
|
Matthias
|
6247608cc6
|
top/bottom cap leverage
|
2021-11-19 07:11:19 +01:00 |
|
Matthias
|
021d1b518c
|
Call "leverage" to determine leverage to be used.
|
2021-11-18 20:55:45 +01:00 |
|
Matthias
|
f40221dd9f
|
Merge branch 'develop' into feat/short
|
2021-11-18 20:20:01 +01:00 |
|
Matthias
|
8638e6fe47
|
Simplify tradingmode parsing
|
2021-11-18 19:58:44 +01:00 |
|
Matthias
|
23a566b478
|
validate_stake_amount should not be a private method
|
2021-11-10 06:38:24 +01:00 |
|
Matthias
|
e4cca63163
|
Align sell_reason assignment location
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
|
2021-11-08 19:32:13 +01:00 |
|
Matthias
|
ebc38159b8
|
Merge branch 'develop' into feat/short
|
2021-11-06 15:24:52 +01:00 |
|
Matthias
|
431b96de98
|
Merge branch 'develop' into pr/theluxaz/5710
|
2021-11-03 19:43:36 +01:00 |
|
Matthias
|
d60001e886
|
Stoploss cannot be below candle low
fix #5816
|
2021-10-30 16:14:13 +02:00 |
|
Matthias
|
17432b2823
|
Improve some stylings
|
2021-10-24 09:15:05 +02:00 |
|
theluxaz
|
0e085298e9
|
Fixed test failures.
|
2021-10-21 17:25:38 +03:00 |
|
theluxaz
|
905f3a1a50
|
Removed exit_tag from Trade objects.
|
2021-10-20 17:58:50 +03:00 |
|
theluxaz
|
1fdc4425dd
|
Changed exit_tag to be represented as sell_reason
|
2021-10-20 01:26:15 +03:00 |
|
GluTbl
|
00406ea7d5
|
Update backtesting.py
Support for custom entry-prices and exit-prices during backtesting.
|
2021-10-19 17:15:45 +05:30 |
|
theluxaz
|
69a59cdf37
|
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
|
2021-10-18 23:56:41 +03:00 |
|
theluxaz
|
b151cf032b
|
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
|
2021-10-13 02:01:26 +03:00 |
|
theluxaz
|
b898f86364
|
Added sell_tag and buy/sell telegram performance functions
|
2021-10-13 00:02:28 +03:00 |
|
Sam Germain
|
e8b4cf6eaa
|
Merge branch 'develop' into feat/short
|
2021-10-02 03:15:12 -06:00 |
|
Matthias
|
5726886b06
|
Reduce backtest-noise from "pandas slice" warning
|
2021-09-27 20:52:19 +02:00 |
|
Matthias
|
a926f54a25
|
Add "side" parameter to custom_stake_amount
|
2021-09-26 19:35:54 +02:00 |
|
Matthias
|
84e013de2d
|
Update confirm_trade_entry to support "side" parameter
|
2021-09-26 19:33:22 +02:00 |
|
Matthias
|
4d49f1a0c7
|
Reset columns by dropping instead of resetting
|
2021-09-26 15:39:34 +02:00 |
|
Matthias
|
4fd00db630
|
Use "combined" enter_tag column
|
2021-09-26 15:22:37 +02:00 |
|
Matthias
|
6319c104fe
|
Fix unreliable backtest-result when using webserver mode
|
2021-09-26 15:07:48 +02:00 |
|
Matthias
|
2a678bdbb4
|
Update buy_tag column to long_tag
|
2021-09-26 08:37:44 +02:00 |
|
Matthias
|
0e13d57e57
|
Update advise_* methods to entry/exit
|
2021-09-22 20:42:31 +02:00 |
|
Matthias
|
4c6b1cd55b
|
Add very simple short logic to test-strategy
|
2021-09-22 20:36:03 +02:00 |
|
Sam Germain
|
778f0d9d0a
|
Merged feat/short into lev-strat
|
2021-09-19 17:44:12 -06:00 |
|
Rokas Kupstys
|
5dc78a0c66
|
[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
|
2021-09-18 10:48:53 +03:00 |
|
Rokas Kupstys
|
dfa61b7ad2
|
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
|
2021-09-18 10:48:53 +03:00 |
|
Matthias
|
4d558879e9
|
Merge branch 'feat/short' into pr/samgermain/5378
|
2021-09-17 19:33:35 +02:00 |
|
Sam Germain
|
5225bd4a5b
|
Merge branch 'develop' into feat/short
|
2021-09-13 14:02:23 -06:00 |
|
Matthias
|
a12c3ecc9b
|
Remove credentials whenever dry-run is set from within the exchange
|
2021-09-13 20:27:32 +02:00 |
|
Sam Germain
|
695a8fc73b
|
comment updates, formatting, TODOs
|
2021-09-08 03:09:39 -06:00 |
|
Matthias
|
68b75af08e
|
Fix bug with inversed sell signals in backtesting
|
2021-09-05 08:59:18 +02:00 |
|
Matthias
|
ca44d2e092
|
Merge branch 'feat/short' into pr/samgermain/5378
|
2021-09-04 19:54:34 +02:00 |
|
Matthias
|
5184cc7749
|
Merge branch 'develop' into feat/short
|
2021-09-02 07:03:14 +02:00 |
|
Matthias
|
cb4889398b
|
Fix backtesting bug
|
2021-08-25 07:03:48 +02:00 |
|
Matthias
|
6524edbb4e
|
Simplify should_exit interface
|
2021-08-24 20:47:54 +02:00 |
|
Matthias
|
b40f985b13
|
Add short-exit logic to backtesting
|
2021-08-24 20:02:40 +02:00 |
|
Matthias
|
eb71ee847c
|
Rename backtest index constants
|
2021-08-24 06:56:06 +02:00 |
|
Matthias
|
11bd8e912e
|
Fix some tests
|
2021-08-24 06:52:28 +02:00 |
|
Matthias
|
7a977a8eaf
|
Merge branch 'feat/short' into pr/samgermain/5378
|
2021-08-24 06:28:16 +02:00 |
|
Matthias
|
957551ea97
|
Merge branch 'develop' into feat/short
|
2021-08-24 06:25:06 +02:00 |
|
Matthias
|
7373b39015
|
Initial support for backtesting with short
|
2021-08-23 21:16:26 +02:00 |
|
Matthias
|
3e8164bfca
|
Use proper exchange name in backtesting
|
2021-08-23 21:13:47 +02:00 |
|
Sam Germain
|
a5be535cc9
|
strategy interface: removed some changes
|
2021-08-21 17:06:04 -06:00 |
|
Sam Germain
|
e2d5299116
|
Name changes for strategy
|
2021-08-18 13:22:54 -06:00 |
|
Matthias
|
fa4ec9f83e
|
Add explicit test for get_sell_trade_entry
|
2021-08-15 14:52:24 +02:00 |
|
Matthias
|
8405ccc15e
|
Seperate detail data loading from regular backest-data loading
|
2021-08-14 16:33:01 +02:00 |
|
Matthias
|
88172fab82
|
Allow "detailed" backtesting timeframe to look into the candle
|
2021-08-14 16:04:23 +02:00 |
|
Matthias
|
bdbac37be7
|
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
|
2021-08-12 06:36:33 +02:00 |
|
Rokas Kupstys
|
f6267c7514
|
Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
|
2021-08-11 15:21:23 +03:00 |
|
ipqhjjybj
|
65d025923d
|
add code
|
2021-08-11 14:35:16 +08:00 |
|
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
|
5bfb9edf02
|
Only query date once from list
|
2021-08-09 15:42:17 +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
|
800b2eeaf0
|
Load protections as part of backtest()
this enables different values in hyperopt per epoch
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
056bc93bc6
|
backtesting needs startup_candle_count
fixes informative-pair loading being different between --strategy-list and
--strategy.
|
2021-08-01 19:17:52 +02:00 |
|
Matthias
|
1ccc89d1e9
|
Store fully analyzed dataframe
|
2021-07-31 10:00:24 +02:00 |
|
Matthias
|
b1cbc75e93
|
Properly cache pair dataframe in backtesting (without startup-range).
|
2021-07-31 08:45:04 +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
|
f5a660f845
|
caps BUY_TAG_IDX
|
2021-07-21 20:19:56 +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 |
|
kevinjulian
|
cbfedf8b29
|
fix backtest testcase
|
2021-07-20 23:25:00 +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 |
|
kevinjulian
|
9e63bdbac9
|
feat: add buy signal name
|
2021-07-20 04:58:20 +07:00 |
|
Matthias
|
365479f5e0
|
Remove startup-candles after populating buy/sell signals
closes #5242
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2021-07-18 11:06:41 +02:00 |
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Matthias
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7b7d9c02d7
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Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
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2021-07-18 10:48:55 +02:00 |
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Matthias
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7ea0a74c53
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Default to proposed stake
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2021-07-11 14:11:41 +02:00 |
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Rokas Kupstys
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0e4466ca1e
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Implement strategy-controlled stake sizes. Expose self.wallet to a strategy.
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2021-07-11 12:38:58 +03:00 |
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Matthias
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2f33b97b95
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Validate startup candles for backtesting correctly
closes #5250
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2021-07-09 07:20:43 +02:00 |
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Matthias
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005da97183
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extract backtesting abort functionality
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2021-07-06 19:48:28 +02:00 |
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Matthias
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830b2548bc
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Add backtest stopping
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2021-07-06 19:48:28 +02:00 |
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Matthias
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134c61126e
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Properly track bt progress ...
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2021-07-06 19:48:28 +02:00 |
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Matthias
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048008756f
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Add progress tracking for backtesting
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2021-07-06 19:48:28 +02:00 |
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Matthias
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800e314bfd
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Store backtesting results in backtest instance
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2021-07-06 19:48:28 +02:00 |
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Matthias
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fbd91cd3f8
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Improve formatting to avoid backslash newlines
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2021-07-03 08:22:21 +02:00 |
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