Matthias
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ff3e2641ae
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generate_backtest_stats must take config options from the strategy
config
as a strategy can override certain options.
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2020-09-25 20:47:37 +02:00 |
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Matthias
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378f03a5b1
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Add relevant parameters to stored backtest result
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2020-09-25 06:37:40 +02:00 |
|
Matthias
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ec01f20bf8
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Add ratio to sell reason stats
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2020-09-16 20:27:28 +02:00 |
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Matthias
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d8a6410fd1
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Fix small bug when using max-open-trades -1 in backtesting
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2020-08-23 09:00:57 +02:00 |
|
Matthias
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4f1179d85c
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Test for empty case
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2020-08-20 20:11:58 +02:00 |
|
Matthias
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f5a9001dc0
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Handle backtest results without any trades
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2020-08-20 19:51:36 +02:00 |
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Matthias
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9982ad2f36
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Add profit to backtest summary output
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2020-08-18 16:59:24 +02:00 |
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Matthias
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668d167adc
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Add docstring to store_backtest_stats
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2020-08-18 16:15:24 +02:00 |
|
Matthias
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4eb17b4daf
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Remove unneeded function
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2020-08-18 15:20:37 +02:00 |
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Matthias
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fca41a44bb
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Also logg timeframe
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2020-08-08 20:20:58 +02:00 |
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Matthias
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aab5596fa6
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Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
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2020-07-27 07:20:40 +02:00 |
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Matthias
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977a6d4e9c
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Add profit_total to results line
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2020-07-26 16:10:48 +02:00 |
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Matthias
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454046f745
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Add stake_currency and max_opeN_trades to backtest result
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2020-07-26 15:55:54 +02:00 |
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Matthias
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8d0f338bf2
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Timestamps should be in ms
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2020-07-26 15:23:21 +02:00 |
|
Matthias
|
9ed5fed887
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Fix output format to be of an identical type
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2020-07-26 15:17:54 +02:00 |
|
Matthias
|
902e8fa62f
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Fix wrong spelling in one subcomponent
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2020-07-26 14:39:00 +02:00 |
|
Matthias
|
bdf611352e
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Update summary-metrics output
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2020-07-14 19:34:01 +02:00 |
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Matthias
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1fc4451d2f
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Avoid \ linebreak
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2020-07-03 20:32:04 +02:00 |
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Matthias
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0d15a87af8
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Remove old store_backtest method
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2020-07-03 20:21:32 +02:00 |
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Matthias
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987188e41f
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Add avgduration for winners and losers
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2020-07-03 19:58:02 +02:00 |
|
Matthias
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8e0ff4bd86
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Add Win / draw / losing days
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2020-07-03 19:45:45 +02:00 |
|
Matthias
|
42868ad24a
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Add best / worst day to statistics
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2020-07-03 19:30:29 +02:00 |
|
Matthias
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7c5587aeaa
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exportfilename can be a file or directory
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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2ed808da1f
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Extract .last_result.json to constant
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
59e0ca0aaa
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Add pairlist to backtest-result
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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c13ec4a1d4
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implement fallback loading for load_backtest_data
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
f368aabcc7
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Add amount to backtest-result
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
03ab61959b
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Add test for generate_backtest_stats
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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0fa56be9d2
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remove openIndex and closeIndex from backtest-report
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
04cbc2cde5
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Shorten variable
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
b068e7c564
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Rename open_time and close_time to *date
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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81c8e8677d
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use 0 as profit mean, not nan
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
480c5117f1
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Handle empty return strings
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
5fce7f3b22
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Add market Change
closes #2524 and #3518
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cf044d166e
|
Tests should use new Datetime format too
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
fbddfaeacf
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Introduce DatetimePrintFormat
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cbcf3dbb43
|
Add more metrics to summarytable
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6922fbc3aa
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Add max_drawdown error handler
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
455b26ea48
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Add max drawdown to backtesting
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
a75b94f143
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use bracket notation for dataframe access
|
2020-06-07 15:40:00 +02:00 |
|
Matthias
|
04779411f5
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Add docstring to backtest_stats
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2020-06-07 15:39:59 +02:00 |
|
Matthias
|
070913f327
|
Rename text_table generation
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2020-06-07 11:35:02 +02:00 |
|
Matthias
|
499c6772d1
|
Rename tabulate methods
they don't "generate" anything
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2020-06-07 11:31:33 +02:00 |
|
Matthias
|
a6f6724752
|
Reorder functions in optimize_report
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2020-06-07 11:29:14 +02:00 |
|
Matthias
|
091693308a
|
Correctly call show_backtest_results
|
2020-06-01 09:25:26 +02:00 |
|
Matthias
|
ceaf32d304
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Extract backtesting report generation from show_backtest_Results
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2020-06-01 09:24:05 +02:00 |
|
Matthias
|
f202e09b10
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Extract conversion to trades list to it's own function
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2020-06-01 08:57:31 +02:00 |
|
Matthias
|
18a5787a2c
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Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
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2020-05-27 19:17:15 +02:00 |
|
Matthias
|
abf79e4ab4
|
Use temporary variable to clean up code
|
2020-05-25 20:47:48 +02:00 |
|
Matthias
|
6a9a8f927e
|
Rename some methods, improve some testing
|
2020-05-25 20:46:31 +02:00 |
|
Matthias
|
462c35cf75
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Move stats generation to the top
|
2020-05-25 20:22:22 +02:00 |
|
Matthias
|
027ea64d48
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Fix docstrings, extract strategy-list results
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2020-05-25 19:55:02 +02:00 |
|
Matthias
|
db257e9f7f
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Rename method to be public
|
2020-05-25 19:50:23 +02:00 |
|
Matthias
|
18a2dad684
|
Extract data generation from generate_text_table
|
2020-05-25 19:35:32 +02:00 |
|
Matthias
|
0917b17efd
|
Refactor result_line to return dict
|
2020-05-25 19:21:01 +02:00 |
|
Matthias
|
876a9e4f44
|
finish refactor of sell_reason table
|
2020-05-25 07:08:15 +02:00 |
|
Matthias
|
d17300fd84
|
Refactor sell reason stats to return a dict
|
2020-05-25 07:02:24 +02:00 |
|
Matthias
|
9d1ad70bb7
|
Split optimize generation from printing
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2020-05-25 06:44:51 +02:00 |
|
Matthias
|
cf6e6488c7
|
Fix filename handling with --strategy-list
|
2020-04-02 17:29:18 +02:00 |
|
Matthias
|
3d4664c2a6
|
Remove unnecessary import
|
2020-03-15 15:40:12 +01:00 |
|
Matthias
|
e1b08ad76c
|
Add docstring to store_backtest_result
|
2020-03-15 15:38:26 +01:00 |
|
Matthias
|
e95665ceca
|
Make backtestresult storing independent from printing
|
2020-03-15 15:36:23 +01:00 |
|
Matthias
|
a13d581658
|
Move backtest-result visualization out of backtesting class
|
2020-03-15 15:17:53 +01:00 |
|
Matthias
|
6106d59e1a
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Move store_backtest_results to optimize_reports
|
2020-03-15 15:17:35 +01:00 |
|
Matthias
|
328dbd3930
|
Remove unnecessary parameter to generate_text_table_sell_reason
|
2020-03-15 15:04:48 +01:00 |
|
Fredrik81
|
55d471190a
|
Changed table style of backtesting and alignment of headers
|
2020-02-27 13:28:28 +01:00 |
|
Yazeed Al Oyoun
|
ff819386e1
|
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
|
2020-02-07 03:51:50 +01:00 |
|
Yazeed Al Oyoun
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5b00eaa42d
|
Updated Strategy Summary table to match other backtesting tables (#2864)
|
2020-02-06 06:58:58 +01:00 |
|
Matthias
|
c396ad4daa
|
Align quotes in same area
|
2020-01-31 20:41:51 +01:00 |
|
Yazeed Al Oyoun
|
907a61152c
|
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
|
2020-01-31 04:53:37 +01:00 |
|
Yazeed Al Oyoun
|
e2b3907df5
|
more consistent backtesting tables and labels
|
2020-01-31 04:39:18 +01:00 |
|
Matthias
|
7d2d0235a0
|
Fix typo in sell-reason table generation
|
2020-01-22 06:08:34 +01:00 |
|
Matthias
|
785cd2a640
|
Rename test module
|
2020-01-09 06:53:51 +01:00 |
|
Matthias
|
c475729c13
|
Extract edge reporting to optimize_reports
|
2020-01-09 06:52:34 +01:00 |
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