Commit Graph

62 Commits

Author SHA1 Message Date
Matthias 0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Matthias 20904f1ca4 Add tests for new command 2021-10-30 19:43:42 +02:00
Matthias 72ecb45d86 Add test for backtest_show logic 2021-10-30 16:53:48 +02:00
Sam Germain aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Matthias e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias 7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias c791b95405 Use new TestStrategy (V3) by default in tests 2021-09-21 20:24:08 +02:00
Matthias 6d96b11279 Rename DefaultStrategy 2021-08-26 07:25:53 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias 08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +02:00
Matthias a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias 916ece6a29 More realistic testcase for results 2021-05-23 09:15:36 +02:00
Rokas Kupstys 25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Matthias 5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +02:00
Matthias 7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias 852f125347 Fix tests 2021-05-02 09:46:27 +02:00
Matthias 545cba7fd8 Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +01:00
Matthias 72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias 35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias 712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias 8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias 48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias 0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias 378a252ad1 Fix #4161 - by not using the problematic method for windows 2021-01-08 13:46:43 +01:00
Matthias effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias 9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias 378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias 4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias 4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias 0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias 523437d970 Add tst for daily stats 2020-07-03 20:03:33 +02:00
Matthias 2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias 59e0ca0aaa Add pairlist to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 59ac4b9c9a Test writing statistics 2020-07-03 06:58:27 +02:00
Matthias 03ab61959b Add test for generate_backtest_stats 2020-07-03 06:58:27 +02:00
Matthias 0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias 2881718733 Adapt tests for new column names 2020-07-03 06:58:27 +02:00
Matthias 070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias 499c6772d1 Rename tabulate methods
they don't "generate" anything
2020-06-07 11:31:33 +02:00
Matthias 6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias 027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias db257e9f7f 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 e1362755d2 Add test for sell_reason_stats 2020-05-25 07:14:21 +02:00