Commit Graph

1382 Commits

Author SHA1 Message Date
Robert Roman b946f8e7f1
I sorted imports with isort 2021-09-22 09:18:17 -05:00
Robert Roman 3834bb86ff
updated line 42
I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
Robert Roman 3845d55186
a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.

Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
Sam Germain 778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
Rokas Kupstys 5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys dfa61b7ad2 [SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
Matthias 853c3a4433
Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
raphael 4b2c1a9b8e
Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael e715f2a253
Update formatting
Line 302 was too long
2021-09-17 14:23:26 -04:00
raphael 9525a5b96c
Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
Matthias 4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
raphael 124e97f3b9
Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael 3a98fb72a4
Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
Matthias d680fdf33a Merge branch 'develop' into feat/short 2021-09-17 11:16:37 +02:00
Matthias 994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Matthias c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias 57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Sam Germain d77ab337bf merged with develop 2021-09-14 18:26:46 -06:00
Matthias 315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Sam Germain 5225bd4a5b Merge branch 'develop' into feat/short 2021-09-13 14:02:23 -06:00
Matthias a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Sam Germain 695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -06:00
Matthias 68b75af08e Fix bug with inversed sell signals in backtesting 2021-09-05 08:59:18 +02:00
Matthias ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Matthias 5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 053d6d8ee1 Merge branch 'feat/short' into pr/samgermain/5378 2021-08-25 20:34:52 +02:00
Matthias e1c3b7fd8c Merge branch 'develop' into feat/short 2021-08-25 20:31:40 +02:00
Matthias 7fb570cc58 hyperopt Fallback methods should not be used. 2021-08-25 20:28:55 +02:00
Matthias 23d21d8ace Fix wrong message if protection-space is missing
closes #5480
2021-08-25 19:57:10 +02:00
Matthias cb4889398b Fix backtesting bug 2021-08-25 07:03:48 +02:00
Matthias 6524edbb4e Simplify should_exit interface 2021-08-24 20:47:54 +02:00
Matthias b40f985b13 Add short-exit logic to backtesting 2021-08-24 20:02:40 +02:00
Matthias eb71ee847c Rename backtest index constants 2021-08-24 06:56:06 +02:00
Matthias 11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias 7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias 957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias 7373b39015 Initial support for backtesting with short 2021-08-23 21:16:26 +02:00
Matthias 3e8164bfca Use proper exchange name in backtesting 2021-08-23 21:13:47 +02:00
Sam Germain a5be535cc9 strategy interface: removed some changes 2021-08-21 17:06:04 -06:00
Sam Germain e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias 88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
Rokas Kupstys f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
ipqhjjybj 65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias 0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias 5bfb9edf02 Only query date once from list 2021-08-09 15:42:17 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Matthias 47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Matthias 3bd0c3d009 Remove legacy code from export to csv 2021-08-08 11:02:54 +02:00
Matthias faf16a64e5 Remove legacy hyperopt file support 2021-08-08 10:22:45 +02:00
Matthias 0ae4eccea5 Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code 2021-08-08 10:06:35 +02:00
Matthias 6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
Matthias a6454cfc39 Autoenable protections when protection-space is selected 2021-08-04 07:17:29 +02:00
Matthias 091bf7c4d2 Output protection space 2021-08-04 06:50:14 +02:00
Matthias 544e0da6c2 Add protection parameter space 2021-08-04 06:50:14 +02:00
Matthias 800b2eeaf0 Load protections as part of backtest()
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias dfc17f2bd1 Fix ci failure 2021-08-03 07:21:11 +02:00
Matthias 4ab03f7e37 Don't load fallback methods for autohyperopt 2021-08-02 21:17:56 +02:00
Matthias e70a742005 Reorder space methods in hyperopt 2021-08-02 21:12:10 +02:00
Matthias 056bc93bc6 backtesting needs startup_candle_count
fixes informative-pair loading  being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
Matthias 1ccc89d1e9 Store fully analyzed dataframe 2021-07-31 10:00:24 +02:00
Matthias b1cbc75e93 Properly cache pair dataframe in backtesting (without startup-range). 2021-07-31 08:45:04 +02:00
Matthias 138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian f5a660f845 caps BUY_TAG_IDX 2021-07-21 20:19:56 +07:00
kevinjulian 49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian 5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
Kevin Julian edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
kevinjulian 9e63bdbac9 feat: add buy signal name 2021-07-20 04:58:20 +07:00
Matthias 365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias 7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Matthias 38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
Matthias 7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Rokas Kupstys 0e4466ca1e Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy. 2021-07-11 12:38:58 +03:00
Matthias ad26b0dad0 Don't void backtest object when not necessary 2021-07-10 10:59:00 +02:00
Matthias 6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias 2f33b97b95 Validate startup candles for backtesting correctly
closes #5250
2021-07-09 07:20:43 +02:00
octaviusgus d1104bd434 fix daily profit data and daily profit curve example 2021-07-06 22:47:39 +02:00
Matthias 005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias 830b2548bc Add backtest stopping 2021-07-06 19:48:28 +02:00
Matthias 134c61126e Properly track bt progress ... 2021-07-06 19:48:28 +02:00
Matthias 048008756f Add progress tracking for backtesting 2021-07-06 19:48:28 +02:00
Matthias 800e314bfd Store backtesting results in backtest instance 2021-07-06 19:48:28 +02:00
octaviusgus 4aa2ae37bd
add daily_profit_list
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
2021-07-04 14:38:17 +02:00
Matthias 898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
Matthias 77293b1f1e Remove Zero duration Trades
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
Matthias a4096318e0 Provide full backtest-statistics to Hyperopt loss functions
closes #5223
2021-07-04 10:15:19 +02:00
Matthias 9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias 15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +02:00
Rokas Kupstys bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias 0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
Matthias 645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias 84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias 62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
barbarius a8117c6e0b Refactored to use results variable from for loop 2021-06-29 11:24:49 +02:00
Matthias 8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias d4514f5f16 Introduce File versions to hyperopt result files 2021-06-29 06:50:47 +02:00
Matthias a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias 8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias 34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
Matthias 2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias 8cdd1e3aef Fix some type errors 2021-06-29 06:50:47 +02:00
Matthias 2bf17f71e7 Dump parameters from hyperopt-show 2021-06-29 06:50:47 +02:00
barbarius a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius 2e5b719de8 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:54:54 +02:00
barbarius c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias 1067a9f356 Move strategy-override signals to top-level of the config
closes #2867
2021-06-26 16:06:13 +02:00
aayush-jain18 d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
aayush-jain18 a46f60bd94 spell corrections 2021-06-25 22:10:04 +05:30
Matthias e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
Rik Helsen 656bebd4da 🪲 Included completely non_optimized spaces in json + swapped merge dictionary order 2021-06-18 22:03:04 +02:00
Matthias e1010ff592 Don't load protections from config if strategy defines a property 2021-06-18 19:55:53 +02:00
Rik Helsen 1567804509 kwargs merge dictionaries instead of using loops 2021-06-17 22:41:49 +02:00
Cryptomeister Nox 85979c3176 * Adding command for Filtering
* Read latest Backtest file and print trades
2021-06-17 20:35:02 +02:00
Rik Helsen 546ca01071 ♻️ Fixed flake8 warning 2021-06-17 20:33:21 +02:00
Rik Helsen 90d37f5ec6 🔀 Merged upstream branches and fixed merge conflicts 2021-06-17 20:24:20 +02:00
Matthias 8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
Matthias b38ab84a13 Add documentation mention about new behaviour 2021-06-17 06:48:41 +02:00
Matthias 1c9def2fdb
Update freqtrade/optimize/optimize_reports.py 2021-06-16 20:17:44 +01:00
barbarius 1bb04bb0c2 Moved daily avg trade row next to total trades on backtest results 2021-06-16 11:40:55 +02:00
Rokas Kupstys 6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias eaf0aac77e Remove OrderedDict
as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
Matthias d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
Enums own package
2021-06-10 05:31:14 +01:00
Bruno Gouvea 40f1ede775 Simplifying HO's result function 2021-06-09 12:03:24 -03:00
Matthias d16a619489 Move SellType Enum to it's own module 2021-06-08 21:04:34 +02:00
Bruno Gouvea 3cce668353 Creating a control variable to determine the existence of max drawdown in the final result. 2021-06-08 02:57:44 -03:00
Bruno Gouvea 816bb531b3 Creating fake column for legacy mode on max drawdown 2021-06-08 02:42:55 -03:00
Bruno Gouvea 4595db39aa Displaying max. drawdown only when it is not legacy mode. 2021-06-08 02:18:00 -03:00
Bruno Gouvea c513c9685d Remove blank line (PEP8) 2021-06-07 18:20:04 -03:00
Bruno Gouvea 5c3a418e65 Adjusting drawdown column position. 2021-06-07 18:15:26 -03:00
Bruno Gouvea 35d6140068 Displays the max drawdown in the hyper optimization results table. 2021-06-07 17:53:19 -03:00
Matthias f920c26802 fix Hyperopt-list avg-time filters
These should use a numeric field (which currently isn't available).

closes #5061
2021-05-31 20:01:40 +02:00
Matthias 8a56af9192 Update onlyprofit loss should use absolute profit
closes #4934
2021-05-28 08:38:46 +02:00
Matthias a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias 3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias cf39dd2163 Fix csv-export error with new hyperopt format 2021-05-27 13:08:28 +02:00
Matthias 8e89d3e6e4 Fix sort error 2021-05-25 19:33:34 +02:00
Matthias cc5769e900 Convert np.int64 to proper int
closes #5018
2021-05-25 19:24:56 +02:00
Rikj000 bd44deea0d BugFix - hyperopt-show --print-json include non-optimized params 2021-05-24 18:51:33 +02:00
Matthias af16614bf2 Fix formatting issue 2021-05-24 07:48:36 +02:00
Priveyes 6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
    rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
Matthias 971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
Track rejected trades
2021-05-23 14:56:50 +01:00
Matthias 3f956441fc Properly format % of zero_duration_trades 2021-05-23 15:53:54 +02:00
Matthias a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias 7f125315b0 Track Rejected Trades
closes #3423
2021-05-23 09:42:05 +02:00
Matthias 02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
Extra statistics
2021-05-23 08:38:27 +01:00
Rokas Kupstys db985cbc2e Fix hyperopt-show failing to display old results with missing new fields. 2021-05-23 09:45:26 +03:00
Rokas Kupstys 25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys 981b2df7ca Include win:loss ratio in results tables. 2021-05-21 12:18:08 +03:00
Rokas Kupstys debd98ad9a Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns. 2021-05-21 11:36:23 +03:00
Rokas Kupstys e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Rokas Kupstys edcfa94093 Include zero duration trades in backtesting report. 2021-05-21 11:36:23 +03:00
Matthias f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Kamontat Chantrachirathumrong 6172e67fcd
Update hyperopt.py 2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong c2b9da68e1
fix indent 2021-05-20 11:56:11 +07:00
Kamontat Chantrachirathumrong 1b3bfb2e7f
found root cause. 2021-05-20 11:50:15 +07:00
Kamontat Chantrachirathumrong 48210170e7
wrap with is not empty 2021-05-20 11:49:25 +07:00
Kamontat Chantrachirathumrong 082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar` 2021-05-20 01:54:48 +07:00
Matthias ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
Matthias 7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias 36eba0f110 Don't use "r+" memmap, but "r2 2021-05-17 21:05:48 +02:00
Matthias 6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias 4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys 2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Rokas Kupstys 29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest.
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
Brook Miles 2eac23a15f if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit` 2021-05-15 15:38:51 +09:00
Matthias 5e73195b30 Use linux lineseperator at all times 2021-05-15 07:01:32 +02:00
Matthias ecee42f561 Read pickle file in mmap mode 2021-05-13 20:13:04 +02:00
Matthias 1055862bc0 Extract data-load + dump from hyperopt
(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
Matthias 24a1d5a96f Change default hyperopt-name to be shorter 2021-05-12 19:06:13 +02:00
Matthias 3cbe40875d read hyperopt results from pickle or json 2021-05-12 06:06:30 +02:00
Matthias 06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias 7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias 92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Rokas Kupstys 8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys f1eb653545 Fix strategy protections not being loaded in backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys 1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias 4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys 6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00