1a673c6ac9
working on moving backslap
2018-07-28 14:23:18 -07:00
cb2fff8909
mypy doesn't handle common idiomacy so disable the line (see the open issue more details)
2018-07-28 22:06:26 +03:00
cdd8cc551c
backtesting: try to load data with ujson if it exists
2018-07-28 21:56:11 +03:00
0372485cf0
Some reason did not push this...
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vector calcs redone.
2018-07-26 19:17:00 +00:00
e39ae45d2f
Some reason did not push this...
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vector calcs redone.
2018-07-26 18:40:45 +00:00
4b38c8b11d
use pandas own min and max for column sorting
2018-07-25 17:04:25 +03:00
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
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Record sell reason
2018-07-24 09:09:45 +03:00
4fb9823cfb
fix rebase problem
2018-07-19 19:50:06 +02:00
760c79c5e9
Use .center() to output trades header line
2018-07-19 19:39:08 +02:00
a452864b41
Use namedtuple for sell_return
2018-07-19 19:39:08 +02:00
506aa0e3d3
Add print_sales table and test
2018-07-19 19:34:14 +02:00
2a61629014
Export sell_reason from backtest
2018-07-19 19:29:31 +02:00
cbffd3650b
add sell_reason to backtesting
2018-07-19 19:29:31 +02:00
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
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replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
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Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
8f254031c6
Add short form for parameters, change default for hyperopt
2018-07-19 13:19:36 +02:00
aa69177436
Properly check emptyness and adjust floatfmt
2018-07-19 13:14:21 +02:00
79b1030435
output duration in a more readable way
2018-07-18 20:08:55 +02:00
f9f6a3bd04
cast to int to keep exports constant
2018-07-18 09:29:51 +02:00
8e4d2abd4e
Fix typo
2018-07-18 09:10:17 +02:00
08237abe20
Fix wrong backtest duration
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identified in #1038
2018-07-18 09:06:12 +02:00
3184c85dca
default settings to trigger low, take stop
2018-07-17 21:33:11 +00:00
c82276ecbe
add --disable-max-market-positions
2018-07-17 21:05:03 +02:00
e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
8cea0517eb
Added stop_stops
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stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.
This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
2018-07-17 11:22:38 +00:00
ed4bf32f2a
Fixed Stop closing in Index 0
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when buy opening on Index 1
2018-07-17 10:59:17 +00:00
baaf0a5b21
Handle when 0 trades are found in any pairs being tested.
2018-07-17 08:12:21 +00:00
a313917347
Handle a buy on the last candle
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We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
357c8c0ba0
sensible defaults
2018-07-16 18:32:41 +00:00
8d5da4e6ad
changed defaults
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Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
ec1960530b
Added Show trades option
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If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
99d16e82c0
disable time calcs output on vector displaying in debug. Excessive.
2018-07-16 16:30:11 +00:00
885a653439
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
059aceb582
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
0f3339f74f
use ujson to load ticker files 30% faster from disk.
2018-07-16 16:09:42 +00:00
4a39a754f4
Fixed: self.use_backslap = Bool on line97
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If self.use_backslap = True Backslap executes
If self.use_backslap = False Original Backtest Code executes
2018-07-16 15:57:15 +00:00
5aaf454f12
GAS trades verified from candle data to excel by hand
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All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
fb0edd71ff
in tech test
2018-07-16 14:16:35 +00:00
eed29a6b8a
update
2018-07-16 13:16:18 +00:00
7174f27eb8
Rewrite to used algned numpy/dataframes
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updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
a8b62a21cc
hmm
2018-07-15 17:03:47 +00:00
4e68362d46
Works with reporting output
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Bugs
Calculating % prof ok, but abs wrong
BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
71c3106f8f
Added ABS and Fees
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Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
07175ebc5a
up
2018-07-14 23:45:06 +00:00
90e3c38757
First cut, Bslap
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science project replacement for freqtrade backtest analysis
- appprox 300-500x quicker to execute
- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price
Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Gert
Samuel Husso
creslinux
Janne Sinivirta
Matthias