Matthias
|
53a57f2c81
|
Change some types
Fix types of new model object
|
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 |
|
Florian Reitmeir
|
5c263c7ffd
|
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
|
2021-02-14 19:41:12 +01:00 |
|
Matthias
|
2c80388b40
|
Fix valueerror in case of empty array files
|
2021-02-01 06:28:49 +01:00 |
|
Matthias
|
5724371a4f
|
Fix types for numpy 1.20.0 upgrade
|
2021-01-31 11:21:23 +01:00 |
|
Matthias
|
ea0ffbae73
|
use profit_ratio in calculate_cum_profit
|
2021-01-29 19:06:57 +01:00 |
|
Matthias
|
789a980a30
|
Fix tests for new export format
|
2021-01-24 19:42:32 +01:00 |
|
Matthias
|
deb8432d33
|
Streamline trade to dataframe conversion
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
0d4cf32086
|
Slightly adapt to pandas incompatibility
|
2020-12-28 09:50:48 +01:00 |
|
Matthias
|
ceb50a7807
|
use exception handler when downloading data
closes #3992
|
2020-11-25 07:57:27 +01:00 |
|
Matthias
|
e8e3ca0c3c
|
Catch ValueError from trade_conversion
closes #3967
|
2020-11-21 10:57:19 +01:00 |
|
Matthias
|
83861fabde
|
Fix #3967, move TradeList type to constants
|
2020-11-21 10:52:15 +01:00 |
|
Matthias
|
52c9a2c37f
|
Convert np to None when loading hdf5 trades to allow duplicate detection
|
2020-11-19 07:31:54 +01:00 |
|
Matthias
|
887d78171c
|
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
|
2020-11-02 16:40:43 +01:00 |
|
Matthias Spiller
|
78874fa865
|
informative_pairs does not honor dataformat
|
2020-10-31 10:53:51 +00:00 |
|
Matthias
|
adffd402ea
|
Replace some pointless occurances of arrow
|
2020-10-20 20:11:38 +02:00 |
|
Matthias
|
8cdc795a44
|
Rename persistence.init to init_db
|
2020-10-16 08:15:18 +02:00 |
|
Matthias
|
6977ffdbf9
|
Merge branch 'develop' into isort_config
|
2020-09-28 20:21:55 +02:00 |
|
Matthias
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +02:00 |
|
Matthias
|
6e70ae6e95
|
Improve code quality
|
2020-09-27 19:40:55 +02:00 |
|
Matthias
|
3cb1a9a5a9
|
Support loading results from a specific hyperopt history file
|
2020-09-27 17:03:30 +02:00 |
|
Matthias
|
c42a924df8
|
Load latest file
|
2020-09-27 16:50:42 +02:00 |
|
Matthias
|
77d0189695
|
Remove not needed argument in update_trade_state
|
2020-09-19 09:37:11 +02:00 |
|
Matthias
|
38c52c7eee
|
Merge pull request #3626 from freqtrade/feat/hdf5
Introduce HDF5 Datahandler
|
2020-08-31 16:10:24 +02:00 |
|
Matthias
|
284d39930f
|
Allow using pairlists through dataprovider in backtesting
|
2020-08-30 10:07:28 +02:00 |
|
Matthias
|
309ea1246a
|
Update config to use single quotes
|
2020-08-26 20:52:09 +02:00 |
|
Matthias
|
4eb17b4daf
|
Remove unneeded function
|
2020-08-18 15:20:37 +02:00 |
|
Matthias
|
87e4a82041
|
Merge branch 'develop' into bt_add_maxdrawdown
|
2020-08-09 08:34:36 +02:00 |
|
Matthias
|
bad89307dd
|
Fix mypy error
|
2020-07-25 17:19:41 +02:00 |
|
Matthias
|
119bf2a8ea
|
Document hdf5 dataformat
|
2020-07-25 17:06:58 +02:00 |
|
Matthias
|
0a28818b46
|
Add some tests for hdf5
|
2020-07-24 19:37:37 +02:00 |
|
Matthias
|
861e7099cc
|
Rename hdf5handler to hdf5DataHandler
|
2020-07-24 19:23:37 +02:00 |
|
Matthias
|
3171ad33b7
|
Add blosc compression
|
2020-07-24 17:44:29 +02:00 |
|
Matthias
|
0f08addfbe
|
Don't store empty arrays
|
2020-07-24 17:37:07 +02:00 |
|
Matthias
|
31df42e737
|
Implement get_available_data
|
2020-07-24 17:31:43 +02:00 |
|
Matthias
|
d4540c846a
|
Add trades_load method
|
2020-07-23 19:33:23 +02:00 |
|
Matthias
|
55591e287c
|
First version of hdf5handler - no proper support for trades yet
|
2020-07-23 19:33:23 +02:00 |
|
Matthias
|
b035d9e267
|
Update return type comment
|
2020-07-12 10:23:09 +02:00 |
|
Matthias
|
d4fc52d2d5
|
Add tests for ohlcv_get_available_data
|
2020-07-12 09:56:46 +02:00 |
|
Matthias
|
422825ea1b
|
Add ohlcv_get_available_data to find available data
|
2020-07-12 09:50:53 +02:00 |
|
Matthias
|
d56f9655e2
|
Update notebook with new statistics example
|
2020-07-03 07:20:43 +02:00 |
|
Matthias
|
d999fa2a7e
|
Test autogetting result filename
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
7c5587aeaa
|
exportfilename can be a file or directory
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
2ed808da1f
|
Extract .last_result.json to constant
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
afefe92523
|
Add multi-strategy loading logic
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c13ec4a1d4
|
implement fallback loading for load_backtest_data
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
04eaf2c39c
|
Add test for get_last_backtest_Result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
7727292861
|
Rename duration to trade_duration
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
af9a9592b7
|
Remove unnecessary statement
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
dacb40a976
|
Add get_latest_backtest_filename
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
b068e7c564
|
Rename open_time and close_time to *date
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
5fce7f3b22
|
Add market Change
closes #2524 and #3518
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c2a6f70b4c
|
Merge branch 'develop' into keep_dataframe_noapi
|
2020-06-30 07:46:52 +02:00 |
|
Matthias
|
bf61bc9d83
|
Introduce ExchangeError
|
2020-06-28 16:01:40 +02:00 |
|
Matthias
|
676006b99c
|
--dl-trades should also support increasing download span
(by downloading the whole dataset again to avoid missing data in the
middle).
|
2020-06-24 17:40:23 +02:00 |
|
Matthias
|
ab9382434f
|
Add test for get_analyzed_dataframe
|
2020-06-18 06:50:06 +02:00 |
|
Matthias
|
8166b37253
|
Explicitly check if dp is available
|
2020-06-18 06:50:06 +02:00 |
|
Matthias
|
9794914838
|
store dataframe updated as tuple
|
2020-06-18 06:50:05 +02:00 |
|
Matthias
|
fd97ad9b76
|
Cache analyzed dataframe
|
2020-06-18 06:50:05 +02:00 |
|
Matthias
|
a3506f4d8e
|
Merge branch 'develop' into timeframe
|
2020-06-15 06:35:55 +02:00 |
|
Matthias
|
3f9ab0846d
|
Rename profitperc to profit_percent
|
2020-06-07 15:39:59 +02:00 |
|
hroff-1902
|
f4c2bb1346
|
Fix crash in #3404
|
2020-06-02 19:37:08 +03:00 |
|
Matthias
|
f9bb1a7f22
|
Update more occurances of ticker_interval
|
2020-06-02 10:02:55 +02:00 |
|
Matthias
|
cadc50ce9b
|
Replace more occurances of ticker_interval with timeframe
|
2020-06-01 20:49:40 +02:00 |
|
Matthias
|
16cd1f06b2
|
Rename get_order_book to fetch_l2_order_book (aligning to ccxt)
|
2020-05-26 20:27:35 +02:00 |
|
Matthias
|
046202fdda
|
Fix typing circular dependency
|
2020-05-22 20:56:34 +02:00 |
|
Matthias
|
1a984ac677
|
Explicitly raise ValueError if trades are empty
|
2020-05-21 07:12:53 +02:00 |
|
hroff-1902
|
115586a50f
|
Introduce freqtrade.typing
|
2020-05-18 21:59:50 +03:00 |
|
hroff-1902
|
627c5059f0
|
Move create_pair_list to pairlistmanager
|
2020-05-18 13:54:21 +03:00 |
|
hroff-1902
|
5f2a871637
|
Add missing module
|
2020-05-16 17:15:58 +03:00 |
|
hroff-1902
|
e7c11ed2cf
|
Fix fetching timeframe (failed in backtesting)
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
f8b01f5a43
|
Make flake happy
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
035a12ce61
|
Move _create_pair_whitelist to dataprovider
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
bf25746965
|
Introduce datatype for informative pairs
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
aae096c6ae
|
Handle fetching ticker for non-existing pair safe way
|
2020-05-14 13:36:48 +03:00 |
|
hroff-1902
|
3079e18239
|
Merge branch 'develop' into dataprovider-add-ticker
|
2020-05-14 13:22:52 +03:00 |
|
hroff-1902
|
b4d2433fc1
|
Merge pull request #3267 from GrilledChickenThighs/develop
Method for accessing current pairlist inside strategy.
|
2020-05-13 21:29:39 +03:00 |
|
Matthias
|
d86855f2f3
|
Merge pull request #3129 from freqtrade/trades_to_list
convert dl-trades datadownload to list
|
2020-05-13 09:41:26 +02:00 |
|
Paul D. Mendes
|
9fbe135790
|
attached pairlist manager onto dataprovider init for unified access to dynamic whitelist
|
2020-05-11 20:17:03 +04:00 |
|
Paul D. Mendes
|
bc9efc31ad
|
Added Method for accessing current pair list on initialization for dynamic informative pairs
moved import into function to avoid circular import with hyperopt
|
2020-05-11 19:45:15 +04:00 |
|
hroff-1902
|
63b55658ac
|
Add ticker to dataprovider
|
2020-05-01 05:11:30 +03:00 |
|
Matthias
|
7aba9bc62a
|
Update freqtrade/data/converter.py
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-04-17 06:22:25 +02:00 |
|
hroff-1902
|
f2b1802666
|
Merge pull request #3137 from freqtrade/fix_maxdrawdown
[minor] Fix maxdrawdown
|
2020-04-14 16:03:25 +03:00 |
|
Matthias
|
ddf37ef059
|
Add test to demonstrate that the dataframe is not changed
|
2020-04-14 08:02:42 +02:00 |
|
Matthias
|
4ee0cbb575
|
Reset index to correctly gather index
|
2020-04-12 10:40:02 +02:00 |
|
orehunt
|
20abb379aa
|
trim trades to the available ohlcv data before plotting profits
|
2020-04-06 15:54:17 +02:00 |
|
Matthias
|
41d5c40f10
|
Correctly test drawdown plot
|
2020-04-05 14:44:44 +02:00 |
|
Matthias
|
e204170eb6
|
Fix max_drawdown bug finding low before high!
|
2020-04-05 14:29:40 +02:00 |
|
Matthias
|
9d7ad23d42
|
Fix test leakage
|
2020-04-02 08:20:50 +02:00 |
|
Matthias
|
eab6c9c5f2
|
Fix message
|
2020-04-01 20:50:00 +02:00 |
|
Matthias
|
0d51383b57
|
Format logmessages correctly
|
2020-04-01 20:31:21 +02:00 |
|
Matthias
|
ba03d96961
|
Test 5s offset on since
|
2020-04-01 20:04:36 +02:00 |
|
Matthias
|
ff9caf790b
|
remove trade duplicates in datahandler
|
2020-04-01 19:45:46 +02:00 |
|
Matthias
|
0506caf986
|
Implement trades_remove_dulicates
|
2020-04-01 19:45:38 +02:00 |
|
Matthias
|
bac0eaab03
|
fix convert to ohlcv
|
2020-04-01 19:45:35 +02:00 |
|
Matthias
|
d76bb1ccf4
|
Use List of Lists instead of list of Dicts for trades data
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
1659ddcc5d
|
Add conversion function from fetch_trades to list
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
3e1bef888a
|
Fix flake8 error
|
2020-03-18 19:40:13 +01:00 |
|