Matthias
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0ae81d4115
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Provide dataprovider access during backtesting
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2019-03-25 19:26:51 +01:00 |
|
Matthias
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00e6749d8b
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Refactor backtest() to be a bit more concise
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2019-03-23 15:00:07 +01:00 |
|
Gianluca Puglia
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6b89e86a97
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Removed Timestamp cast
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2019-03-20 19:44:59 +01:00 |
|
Gianluca Puglia
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0eff324ce0
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Use dedicated index for every pair
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2019-03-20 18:38:10 +01:00 |
|
Matthias
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e67ffd2d87
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Fix issue that backtest is broken when stoploss_on_exchange is on
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2019-03-06 19:55:34 +01:00 |
|
Matthias
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02d13645b0
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Merge branch 'develop' into feat/dataprovider
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2019-01-26 19:29:41 +01:00 |
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Matthias
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3afe54790e
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Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
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2019-01-25 06:38:39 +01:00 |
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Matthias
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d136cac181
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Merge branch 'develop' into feat/dataprovider
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2019-01-23 21:01:19 +01:00 |
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Gianluca Puglia
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896c9d34fd
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Added total profit column do backtest result
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2019-01-22 22:41:53 +01:00 |
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Matthias
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13e2f71d30
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Add flake8 plugins and implement small improvements
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2019-01-22 20:01:12 +01:00 |
|
Matthias
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0aa0b1d4fe
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Store tickers by pair / ticker_interval
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2019-01-22 07:07:15 +01:00 |
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Matthias
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a206777fe5
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Rename refresh_tickers to refresh_latest_ohlcv
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2019-01-22 07:05:09 +01:00 |
|
Matthias
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1340b71633
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Add RunMode setting to determine bot state
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2019-01-22 07:04:19 +01:00 |
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Matthias
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a2c01916e1
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Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py (tabulate.py-1291):1294
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2019-01-17 20:28:21 +01:00 |
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Matthias
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cd2bccd441
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Have backtest use the same logic to get the ROI entry
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2019-01-12 13:45:43 +01:00 |
|
Matthias
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40b1d8f067
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Fix CI problems
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2019-01-06 14:57:14 +01:00 |
|
Matthias
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dd2af86a41
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pprint results
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2019-01-06 14:47:38 +01:00 |
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Matthias
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167088827a
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include default buy/sell trends for the hyperopt strategy
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2019-01-06 14:13:15 +01:00 |
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Matthias
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a0df7b9d7c
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Use sell/buy trends from hyperopt file if available
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2019-01-06 14:12:55 +01:00 |
|
Matthias
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2147bd8847
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Fix problem when no experimental dict is available
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2019-01-06 13:29:14 +01:00 |
|
Matthias
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798ae460d8
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Add check if trigger is in parameters
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2019-01-06 13:29:14 +01:00 |
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Matthias
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68ba1e1f37
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Add sell signal hyperopt
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2019-01-06 13:29:14 +01:00 |
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Misagh
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26a77e193e
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Merge pull request #1454 from freqtrade/feat/interpolate_missing
interpolate missing candles
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2019-01-04 22:33:53 +01:00 |
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Matthias
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2bc76771bf
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Align backtest to interface.py
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
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2019-01-01 16:50:10 +01:00 |
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Matthias
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fae875f588
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Implement missing_data_fillup to tests and operations
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2018-12-31 19:15:49 +01:00 |
|
Matthias
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8b9cc45f41
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move test for data completeness
should be done before analyzing strategy
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2018-12-31 15:09:50 +01:00 |
|
Matthias
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429f846ad1
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Switch load_data to kwargs
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2018-12-15 20:31:05 +01:00 |
|
Matthias
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6c02cc5993
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Adjust test to pathlib
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2018-12-15 14:14:38 +01:00 |
|
Matthias
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21aba1620c
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Replace calls to load_data
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2018-12-15 14:10:33 +01:00 |
|
Matthias
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407139b0e0
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remove unused imports
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2018-12-14 06:32:49 +01:00 |
|
Matthias
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432cc00283
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Adjust imports to data.history
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2018-12-14 06:32:49 +01:00 |
|
Matthias
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1a3fcd4771
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extract data-handling methods from optimize
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2018-12-14 06:32:49 +01:00 |
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Matthias
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04c330f10b
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Merge pull request #1404 from freqtrade/feat/pass_df
keep DF instead of list
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2018-12-13 20:14:32 +01:00 |
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Matthias
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7e3955b04c
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Fix edge-cli comments (refer to edge, not backtest
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2018-12-12 20:04:14 +01:00 |
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Matthias
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7a533de1a8
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Use list ticker history for backtesting
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2018-12-12 19:17:09 +01:00 |
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Matthias
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3ac2106a16
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Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
fix backtesting not respecting max_open_trades
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2018-11-30 19:17:09 +01:00 |
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Matthias
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cc7b820978
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Move hyperoptresolver to resolvers package
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2018-11-24 20:14:08 +01:00 |
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Matthias
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21a093bcdb
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extract resolvers to IResolvers and it's own package
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2018-11-24 20:00:02 +01:00 |
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Matthias
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805f509498
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Merge branch 'develop' into fix/backtest_toomanyopen
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2018-11-24 10:39:16 +01:00 |
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Matthias
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64028647a0
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Merge pull request #571 from stephendade/userhyper
Separated out custom hyperopts
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2018-11-21 19:14:30 +01:00 |
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Matthias
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a3b6004115
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IHyperopt: all methods static, somef ixes for mypy
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2018-11-20 19:41:07 +01:00 |
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Matthias
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7757c53b06
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Small fixes
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2018-11-20 17:43:49 +01:00 |
|
Matthias
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5dd013c3b1
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Rename hyperopt interface and resolver
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2018-11-20 17:40:45 +01:00 |
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misagh
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f666d1596b
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renaming edge to edge_cli for command line version
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2018-11-15 10:31:56 +01:00 |
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Matthias
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4f800bfbc8
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Fix pickling-error
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2018-11-14 20:25:43 +01:00 |
|
misagh
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ca22a116ad
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timerange added to args
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2018-11-14 17:14:37 +01:00 |
|
misagh
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5d73b303fe
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unnecessary libraries removed + arg help enriched
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2018-11-14 16:49:16 +01:00 |
|
misagh
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dd47d7adb4
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cli blank line added to readability
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2018-11-14 16:37:26 +01:00 |
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misagh
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b0e4aa8eff
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stop loss range added to args
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2018-11-14 16:31:23 +01:00 |
|
misagh
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36030176bb
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nb_trades and avg_trade_duration added to cli
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2018-11-14 13:38:23 +01:00 |
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misagh
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5de3f1d9dd
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showing result in tabular
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2018-11-14 13:25:44 +01:00 |
|
misagh
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95cbbf1cb5
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adding edge configuration to cli
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2018-11-14 12:53:20 +01:00 |
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misagh
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cf974168e9
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Edge cli drafted
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2018-11-14 12:37:15 +01:00 |
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Matthias
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93429a58b2
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remove TODO
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2018-11-09 07:13:20 +01:00 |
|
Matthias
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9cd2ed5a16
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fix hyperopt get_timeframe mock
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2018-11-09 07:13:20 +01:00 |
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Matthias
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66487f2a13
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require start/end-date argument in backtest
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2018-11-09 07:13:20 +01:00 |
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Matthias
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96efd12a31
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add new options to hyperopt
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2018-11-09 07:12:41 +01:00 |
|
Matthias
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e94da7ca41
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inverse backtest logic to loop over time - not pairs (more realistic)
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2018-11-09 07:12:41 +01:00 |
|
Matthias
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7b62e71f23
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Fix some tests and rebase issues
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2018-11-07 20:45:52 +01:00 |
|
Matthias
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8044846d37
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Fix some refactoring problems
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2018-11-07 07:05:40 +01:00 |
|
Stephen Dade
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477515c4b5
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Now using resolver for custom hyperopts
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2018-11-07 06:58:20 +01:00 |
|
Stephen Dade
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e0f420983e
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Updated logger in custom_hyperopt
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2018-11-07 06:55:28 +01:00 |
|
Stephen Dade
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469db0d434
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Decoupled custom hyperopts from hyperopt.py
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2018-11-07 06:26:16 +01:00 |
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Matthias
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95d271ca5d
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Fix ROI close-rate calculation to work with fees - adjust tests
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2018-11-01 13:14:59 +01:00 |
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Matthias
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8c93760a6d
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simplify some code
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2018-10-30 20:23:31 +01:00 |
|
Matthias
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f96f0cdea7
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Add additional comment
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2018-10-30 20:02:31 +01:00 |
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Matthias
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98050ff594
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use all min_roi entries
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2018-10-29 19:27:23 +01:00 |
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Matthias
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233c442af9
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Adjust backtest so sell uses stop-loss or roi value as closerate
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2018-10-29 19:27:23 +01:00 |
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Matthias
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db9a85f4a2
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Merge pull request #1282 from freqtrade/feat/add_missingdata_warning
Show warning if part of backtest data is missing
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2018-10-27 11:16:10 -04:00 |
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Matthias
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3c6d10f03e
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Print missing value count too
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2018-10-18 20:05:57 +02:00 |
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Matthias
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bc356c4d65
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Return true/false for validation function
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2018-10-18 19:48:54 +02:00 |
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Matthias
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fb52d32296
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Add validate_backtest_data function
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2018-10-18 19:42:54 +02:00 |
|
Matthias
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d7459bbbf3
|
refactor get_timeframe out of backtesting class
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2018-10-17 19:59:33 +02:00 |
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Matthias
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8a3272e7c5
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don't copy tickerdata_to_dataframe into backtesting
it's used only once, so this does not make sense and hides the origin of
the function
|
2018-10-17 19:47:19 +02:00 |
|
Matthias
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631ba464f3
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Show warning if part of backtest data is missing
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2018-10-14 14:40:03 +02:00 |
|
Matthias
|
84622dc84b
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Move test for strategy out of constructor
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2018-09-29 14:23:53 +02:00 |
|
Matthias
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1b290ffb5d
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Update hyperopt to show errors if non-supported variables are used
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2018-09-29 13:49:38 +02:00 |
|
Matthias
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6e66763e5f
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Only load strategy once during backtesting
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2018-09-27 19:23:55 +02:00 |
|
Matthias
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567211e9f9
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don't print "NAN" lines in "left_open_trades"
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2018-09-20 20:35:26 +02:00 |
|
Matthias
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54ddd908e6
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Merge branch 'develop' into ccxt-async
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2018-08-29 19:43:09 +02:00 |
|
Matthias
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a077955efa
|
update json.load to json_load - followup to #1142
|
2018-08-19 19:58:07 +02:00 |
|
Matthias
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6d1c82a5fa
|
Remove last refreence to get_candle_history
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2018-08-19 19:50:14 +02:00 |
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Matthias
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2b37c1ff0e
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Merge branch 'develop' into ujson-loader
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2018-08-12 13:11:40 +02:00 |
|
Matthias
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7d72e364aa
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Remove broken ujson loading - replace with variable-based fix
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2018-08-12 13:08:10 +02:00 |
|
Matthias
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a852d2ff32
|
default since_ms to 30 days if no timerange is given
|
2018-08-10 11:15:02 +02:00 |
|
Matthias
|
a107c4c7b4
|
Download using asyncio
|
2018-08-10 11:08:28 +02:00 |
|
Matthias
|
74d6816a1a
|
Fix some comments
|
2018-08-10 11:00:07 +02:00 |
|
Janne Sinivirta
|
3a5b435dfa
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Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
Allow multi strategy backtest without data reload
|
2018-08-02 12:35:47 +03:00 |
|
creslin
|
a741f1144a
|
missing __init__.py
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2018-08-02 08:58:04 +00:00 |
|
Matthias
|
40ee86b357
|
Adapt after rebase
|
2018-07-31 21:08:03 +02:00 |
|
Matthias
|
76fbb89a03
|
use print for backtest results to avoid odd newline-handling
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
c648e2acfc
|
Adjust documentation to strategy table
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
028589abd2
|
Add strategy summary table
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
5125076f5d
|
Fix typo
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
a57a2f4a75
|
Store backtest-result in different vars
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
bd3563df67
|
Add test for new functionality
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
644f729aea
|
Refactor strategy loading to __init__
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
5f2e92ec5c
|
Refactor backtesting
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
65aaa3dffd
|
Extract backtest strategy setting
|
2018-07-31 21:04:03 +02:00 |
|
Matthias
|
56046b3cb3
|
Add strategylist option to backtesting
|
2018-07-31 21:04:03 +02:00 |
|