c3d4fb9f1b
Simplify backtest calling interface
2022-10-18 06:39:55 +02:00
6252ae466e
Convert position_stacking to attribute of backtest
2022-10-17 06:57:26 +02:00
8534dfb0d4
Extract backtest 1 candle from main function
2022-10-17 06:57:26 +02:00
0e8cf366f5
Keep trade state in LocalTrade
2022-10-17 06:57:26 +02:00
e82baf5f60
Use helper-method to modify trades_open
2022-10-16 16:45:16 +02:00
de9f5660f3
Fix counting available trade slots in backtesting.
2022-10-16 12:56:59 +03:00
b6c096d3bc
Simplify backtest condition
2022-10-16 09:22:56 +02:00
05ca725e4d
Remove no longer needed local state
2022-10-15 12:07:22 +02:00
c8e6dad9cd
use exit_reason to determine left open trades
2022-10-15 12:00:20 +02:00
9d4ba767c4
Update usages of search_all_objects
2022-10-14 14:50:52 +00:00
02fc59d473
Merge branch 'develop' into backtest_live_models
2022-10-13 15:52:19 -03:00
f019471051
Don't round prices if no custom prices have been used
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closes #7573
2022-10-13 19:51:42 +02:00
3081e73f8a
Merge branch 'develop' into backtest_live_models
2022-10-10 14:53:45 -03:00
3264d7b890
Fix for #7534 in backtesting
2022-10-04 20:27:13 +02:00
a6296be2f5
Update market_change datatype
2022-10-04 10:27:04 +00:00
016e438468
Calculate market-change in hyperopt
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closes #7532
2022-10-04 08:37:07 +00:00
2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
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Producerpairlist
2022-09-30 06:54:15 +02:00
6845a5c6ea
backtest_live_models - refactoring after PR review
2022-09-29 01:48:38 -03:00
30a5bb08dd
partial exits should account for leverage
2022-09-27 19:53:55 +02:00
3c002ff752
Merge branch 'develop' into backtest_live_models
2022-09-27 10:27:47 -03:00
8c2e473ee5
Fix test warning
2022-09-27 08:53:29 +00:00
43e847ff2f
Update to pandas 1.5.0 syntax, avoiding warnings
2022-09-27 08:02:51 +00:00
182d9e5426
Merge branch 'develop' into backtest_live_models
2022-09-26 17:23:44 -03:00
cf5267a4d3
Merge pull request #7481 from chusri/develop
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✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
8e0811d9de
Call cleanup explicitly
2022-09-26 09:35:21 +00:00
a1a62681bf
add fixes for random test failures
2022-09-26 08:11:00 +00:00
c4784c6695
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 11:05:27 +08:00
5880f7a638
backtest_live_models - params validation and get timerange from live models in BT
2022-09-25 23:14:00 -03:00
0c810868de
Add Dataprovider to pairlist
2022-09-25 09:22:21 +02:00
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
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Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning ( #7455 )
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* Allow use of --strategy-list with freqai, with warning
* ensure populate_any_indicators is identical for resused identifiers
* use pair instead of metadata["pair"]
Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
b1dbc3a65f
remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count
2022-09-22 12:13:51 -03:00
994c1c5ea0
use Config typing in more places
2022-09-18 13:31:52 +02:00
667853c504
Use Alias to type config objects
2022-09-18 13:20:55 +02:00
e5368f5a14
backtesting confirm_trade_entry should pass correct amount, not stake-amount
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closes #7423
2022-09-16 13:24:20 +00:00
982c0315fa
Rename variable
2022-09-11 19:31:11 +02:00
72d197a99d
Run first epoch in non-parallel mode
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this allows dataprovider to load it's cache.
closes #7384
2022-09-11 17:51:07 +02:00
78cd46ecd5
hyperopt Remove unnecessary arguments
2022-09-11 14:59:39 +02:00
32e13d65c3
Refactor hyperopt to extract evaluate_result
2022-09-11 14:59:39 +02:00
a48923c0e4
Extract widget colorization to separate function
2022-09-11 14:59:39 +02:00
37fcbeba58
Update backtesting output wording to Entries
2022-09-09 19:58:55 +02:00
4d69df08dd
trunc to amount precision before checking valid partial exits
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closes #7368
2022-09-07 06:43:08 +02:00
98ec84fca6
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
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Fix/fundingfee handling
2022-09-06 19:21:40 +02:00
4dec19de9f
Add comment to explain why we use the non-trimmed DF
2022-09-06 06:52:50 +02:00
9f5642fd97
fix hyperopt df preprocessing
2022-09-05 18:12:19 +02:00
df50b1928d
Fix funding fee calculation for backtesting
2022-09-03 15:01:42 +02:00
a88ffd2c9d
Merge branch 'develop' into move_datadownload
2022-08-31 10:23:45 +00:00
226fa5d93c
Simplify liquidation price calling structure
2022-08-29 07:04:48 +02:00
6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
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Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
2b70c3d0c0
support price callback for partial exits in bt
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This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
01126c43f7
Fix liquidation price tier calculation
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closes #7294
2022-08-26 20:14:24 +02:00
4b7e640f31
reduce code duplication, optimize auto data download per tf
2022-08-26 13:56:44 +02:00
53d46a0385
align `max_entry_position_adjustment` behavior of backtesting to live
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closes #7293
2022-08-25 20:36:17 +02:00
6636f17e0f
Simplify usage of amount_to_contract precision
2022-08-25 07:08:22 +02:00
32faad9333
Fix backtest calculation problem with DCA
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closes #7287
2022-08-24 20:36:08 +02:00
fe7108ae75
Convert amount to contracts before comparing for close
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closes #7279
2022-08-23 06:37:38 +02:00
ac42c0153d
deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting.
2022-08-22 18:19:07 +02:00
f6d832c6d9
Add get_option to expose ft_has via method
2022-08-21 17:51:46 +02:00
5b3f031590
Use hyperopt safe amount precision method
2022-08-20 14:13:15 +02:00
0da0600836
Have backtesting respect tradable size
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closes #7161
2022-08-20 11:41:11 +02:00
aa3da092a0
Dont' use classProperty - that's not supported on 3.8
2022-08-20 10:55:52 +02:00
bc359675a2
Add --analyze-per-epoch - moving populate_analysis to the epoch process
2022-08-19 15:19:43 +02:00
09f8904545
Extract analysis to separate method
2022-08-19 15:12:55 +02:00
08ef5ad2d8
Add HyperoptState enum and container class
2022-08-19 15:11:43 +02:00
83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
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Precise calcs
2022-08-17 14:32:02 +02:00
0b0e7eaf96
Mutex TTL Cache accesses which can be accessed by multiple threads
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Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.
source: https://github.com/tkem/cachetools/issues/245
closes #7215
2022-08-16 19:48:21 +02:00
fa89368c02
Add test for precision backpopulation
2022-08-16 11:11:52 +02:00
15a1c59a91
Backtesting should cache precisionMode
2022-08-16 10:15:19 +02:00
711b6b1a1a
Merge branch 'develop' into precise_calcs
2022-08-16 09:29:39 +02:00
c3f159bd57
Add precision fields to database
2022-08-15 19:58:40 +02:00
3b827ee60a
Add "freqai.enabled" flag to disable freqAI via config flag
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aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
f6545ebdb8
Disallow backtesting with --strategy-list for now.
2022-08-13 09:10:03 +02:00
9a82898d6b
Merge branch 'develop' into feat/freqai
2022-08-09 06:22:57 +02:00
26de992d20
ensure user sets startup candles in backtesting mode
2022-08-05 12:23:14 +02:00
d75e0a9820
Fix Flake8 errors after flake update
2022-08-01 06:43:59 +02:00
a4bada3ebe
Partial exit using average price ( #6545 )
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Introduce Partial exits
2022-07-31 14:19:04 +02:00
d046f0cc5e
Improve method wording for liquidation price setter
2022-07-30 16:11:31 +02:00
8711b7d99f
Liquidations cannot be rejected.
2022-07-30 16:10:16 +02:00
995be90f91
Liquidation should be a separate exit type
2022-07-30 16:10:16 +02:00
61c41fd919
Merge branch 'develop' into feat/freqai
2022-07-24 16:18:58 +02:00
2eb1d18c2a
Don't load leverage tiers when not necessary
2022-07-23 19:56:38 +02:00
f6bfd89cef
Merge branch 'develop' into feat/freqai
2022-07-16 18:14:34 +02:00
40e2da10f3
Add hypeorpt cloudpickle magic
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closes #7078
2022-07-16 11:49:33 +02:00
e52f82b565
Add leverage to custom_stake_amount callback
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closes #7047
2022-07-08 19:44:20 +02:00
a6077ac7f4
Merge feat/freqai into develop to get new features
2022-07-03 16:17:13 +02:00
07aa372e2a
Ensure bot_loop_start is called in hyperopt, too
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closes #7001
2022-07-03 14:10:59 +02:00
2b07d34611
Revert several undesired changes
2022-06-23 20:47:51 +02:00
8bf0bf10c5
Merge branch 'develop' into pr/SmartManoj/6859
2022-06-23 20:43:35 +02:00
bb61250bfe
Merge pull request #6987 from freqtrade/profit_metrics
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Profit metrics
2022-06-18 17:20:20 +02:00
474e6705e6
Add Profit factor to backtesting
2022-06-18 16:35:40 +02:00
8c46d19071
Fix backtesting bug
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balance was never released on cancelled trades
2022-06-18 16:27:54 +02:00
6a15d36d14
Add Drawdown and profit_factor to /profit
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#6816
2022-06-18 11:14:28 +02:00
017fd03180
Fix but with late entries in backtesting
2022-06-18 09:05:22 +02:00
3c62df6b86
Ensure the same timestamp is used for backtest and signal export
2022-06-15 06:53:52 +02:00
7142394121
remove random_state condition
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otherwise the random sample always draws the same set of points
2022-06-10 09:46:45 +01:00
dce9fdd0e4
don't overwrite is_random
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this should fix issue #6746
2022-06-09 20:06:23 +01:00
7eacb847b0
Fix backtesting bug when order is not replaced
2022-06-08 20:21:45 +02:00
0b806af487
Add orders column to btresult
2022-06-06 10:59:10 +02:00
f709222943
Properly close out orders in backtesting
2022-06-05 22:12:27 +02:00
a790bad1e4
Add entry_tag to leverage callback
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closes #6929
2022-06-05 10:24:54 +02:00
Matthias
Evgeniy Vladimirov
Wagner Costa Santos
Marek Cieplucha
Thaweesak Chusri
paranoidandy
Italo
robcaulk
Kavinkumar