Commit Graph

1825 Commits

Author SHA1 Message Date
Matthias 0f878daa98 Remove some too generic noqa statements 2023-02-22 19:56:32 +01:00
Matthias 5073c780d8 .agg would like strings, not the sum function. 2023-01-31 11:22:04 +00:00
Matthias f57394c1ce Merge branch 'develop' into bybit 2023-01-30 07:23:41 +01:00
Matthias 25dfbb5a08 Compare stake amout >= in backtesting
closes #8067
2023-01-29 12:47:16 +01:00
Matthias 9286cbed86 add partial Docstring to backtesting enter_trade 2023-01-29 11:02:31 +01:00
Matthias 34e7433844 Add leverage to dry-run liquidation price calculation 2023-01-24 07:21:56 +01:00
Matthias 8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Matthias bb355cfac5 improve naming of backtest function 2023-01-21 19:46:27 +01:00
Matthias 80bb120026 Simplify backtesting by removing now unnecessary private function 2023-01-21 18:01:01 +01:00
Matthias 89eb1b0084 funding-fees need to be recalculated for detailed timeframes, too.
closes #7978
2023-01-21 17:47:37 +01:00
Matthias c8ecedf6d5 Clarify a variable via typehint 2023-01-17 20:05:18 +01:00
Antonio Della Fortuna 5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
Antonio Della Fortuna ab12aace5f changed `trades_space` to `max_open_trades_space` 2023-01-15 11:50:40 +01:00
Antonio Della Fortuna b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias cbcee02ded call data migration from backtesting 2023-01-14 20:07:33 +01:00
Antonio Della Fortuna 534aa8f7ff Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
# Conflicts:
#	freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
Matthias 811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
Improve backtest detail speed
2023-01-09 18:21:54 +01:00
Antonio Della Fortuna 10d8b016e4 Changed max_open_trades default range for optimization 2023-01-08 12:48:36 +01:00
Antonio Della Fortuna 24ace646c3 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-08 12:40:01 +01:00
Antonio Della Fortuna 464cb4761c Fixed max_open_trades update from hyperopt
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Antonio Della Fortuna 8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
root 7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia 6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia 157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia 86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias 92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Matthias 8e5b4750d6 Continue in "regular backtest" case (no detail-data available).
link to #7967
2023-01-04 18:08:45 +01:00
Antonio Della Fortuna f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Antonio Della Fortuna ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna 5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias 02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
Stefano Ariestasia 6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias 7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias 2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias 79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias 8c014bd365 Export trade-counts to csv
closes #7789
2022-11-25 16:57:45 +01:00
Matthias 8ee8b6e943 Improve hyperopt list output
closes  #7789
2022-11-25 16:31:21 +01:00
Robert Caulk cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Matthias 0a702cdd26 Ensure more methods are typechecked 2022-11-14 20:56:35 +01:00
Matthias 0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias 884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Matthias ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Matthias 0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
Wagner Costa Santos 6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Wagner Costa Santos 52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00