048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
b38ab84a13
Add documentation mention about new behaviour
2021-06-17 06:48:41 +02:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
cf7394d01c
Export backtesting results by default
...
closes #4977
2021-06-14 19:57:24 +02:00
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
7f125315b0
Track Rejected Trades
...
closes #3423
2021-05-23 09:42:05 +02:00
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
c2b9da68e1
fix indent
2021-05-20 11:56:11 +07:00
48210170e7
wrap with is not empty
2021-05-20 11:49:25 +07:00
082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar`
2021-05-20 01:54:48 +07:00
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
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
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
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
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
...
This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
7c8a367442
Update docs to not promote stoploss / take-profit
2021-04-28 20:36:06 +02:00
2061162d79
Convert trade-opendate to python datetime
2021-04-26 20:01:13 +02:00
98f6fce2ec
Use correct sell reason in case of custom sell reason.
2021-04-25 09:48:40 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
88f26971fa
Use defaultdict for backtesting
2021-04-24 19:15:09 +02:00
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
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Fix wallet unlimited
2021-04-24 15:54:06 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
d8c8a8d8c2
Remvoe pointless arguments from get_trade_stake_amount
2021-04-21 20:01:10 +02:00
cfa9315e2a
Prevent out of candle ROI sells
2021-04-20 20:29:53 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
...
closes #3754
2021-03-29 20:26:54 +02:00
292ea8c1d0
Update backtesting.py
2021-03-25 09:34:33 +01:00
0ca95aa0c2
Change rate to acctual close rate
2021-03-25 10:25:25 +02:00
ec15610bff
Fix isort issue
2021-03-24 19:21:07 +01:00
f51f4b1817
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:35:46 +02:00
dc4ea604dd
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:19:16 +02:00
eb5d69dcd4
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:12:08 +02:00
6856963aef
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:09:41 +02:00
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
...
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
4b550dab17
Always reset fake-databases
...
Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
0b81b58d28
Use pandas.values.tolist instead of itertuples
...
speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
9361aa1c95
Add wallets to backtesting
2021-02-27 09:32:59 +01:00
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
48977493bb
Backtesting does not need to convert to BacktestResult object
2021-01-24 08:58:41 +01:00
0b65fe6afe
Capture backtest start / end time
2021-01-14 19:09:25 +01:00
9147106259
call bot_loop_start() in backtesting to allow setup-code to run
2021-01-14 19:09:25 +01:00
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
9d4cdcad10
Extract backtesting of one strategy
2021-01-14 19:04:42 +01:00
f3de0dd3eb
Fix support for protections in hyperopt
...
closes #4208
2021-01-14 06:53:40 +01:00
f11fd2fee1
Sort imports
2020-12-23 17:00:02 +01:00
67193bca3d
Move pairlists to be a plugin submodule
2020-12-23 16:54:35 +01:00
266031a6be
Disallow PerformanceFilter for backtesting
...
closes #4072
2020-12-16 19:24:47 +01:00
f047297995
Improve wording, fix bug
2020-12-07 15:48:06 +01:00
5849d07497
Export locks as part of backtesting
2020-12-07 11:39:01 +01:00
bb51da8297
Fix slow backtest due to protections
2020-12-07 11:39:01 +01:00
75a5161650
Support multis-strategy backtests with protections
2020-12-07 11:39:01 +01:00
a3f9cd2c26
Only load protections when necessary
2020-12-07 11:39:01 +01:00
e2d15f4082
Add parameter to enable protections for backtesting
2020-12-07 11:39:01 +01:00
32189d27c8
Disable output from plugins in backtesting
2020-12-07 11:39:01 +01:00
9f34aebdaa
Allow closing trades without message
2020-12-07 11:39:01 +01:00
b606936eb7
Make changes to backtesting to incorporate protections
2020-12-07 11:39:01 +01:00
e73203acb8
FIx bug with dmmp
2020-11-01 10:51:07 +01:00
cf2ae788d7
Convert backtesting rows to Tuples for performance gains
2020-10-18 17:16:57 +02:00
5d3a67d324
Don't debug-log during backtesting.
...
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
b80a219d03
Improve typehints for backtesting
2020-10-18 16:35:23 +02:00
2591a34db4
Don't use arrow objects for backtesting
2020-10-18 16:18:52 +02:00
23278e52db
remove obsolete logging statements
2020-10-08 20:22:59 +02:00
e8f2c09f08
Extract handling of left open trades to seperate method
2020-10-08 20:11:45 +02:00
52502193c4
Backtesting should not double-loop for sell signals
2020-10-07 20:59:05 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
bb27b236ce
Remove unused arguments
2020-09-26 14:55:12 +02:00
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
284d39930f
Allow using pairlists through dataprovider in backtesting
2020-08-30 10:07:28 +02:00
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
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Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
2afe1d5b11
Add link to full sample
2020-08-08 17:30:31 +02:00
dd430455e4
Enable dataprovier for hyperopt
2020-08-08 17:04:32 +02:00
c1191400a4
Allow 0 fee value by correctly checking for None
2020-07-15 19:20:20 +02:00
0d15a87af8
Remove old store_backtest method
2020-07-03 20:21:32 +02:00
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
f368aabcc7
Add amount to backtest-result
2020-07-03 06:58:27 +02:00
6e94734678
Add fee to backtestresult
2020-07-03 06:58:27 +02:00
075eb0a161
Fix sequence of saving
2020-07-03 06:58:27 +02:00
0fa56be9d2
remove openIndex and closeIndex from backtest-report
2020-07-03 06:58:27 +02:00
b068e7c564
Rename open_time and close_time to *date
2020-07-03 06:58:27 +02:00
415853583b
Save backtest-stats
2020-07-03 06:58:27 +02:00
fbddfaeacf
Introduce DatetimePrintFormat
2020-07-03 06:58:27 +02:00
cbcf3dbb43
Add more metrics to summarytable
2020-07-03 06:58:27 +02:00
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
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Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
72ae4b1500
Load pairlist after strategy to use strategy-config
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fail in certain conditions when using strategy-list
Fix #3363
2020-06-07 16:15:26 +02:00
64881a94e2
Merge branch 'develop' into timeframe
2020-06-02 15:56:34 +03:00
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
091693308a
Correctly call show_backtest_results
2020-06-01 09:25:26 +02:00
fb8a85da01
Disallow VolumePairList from backtesting for now
2020-04-27 07:56:17 +02:00
8987859044
Enable pairlist parsing for backtesting and hyperopt
2020-04-25 15:37:13 +02:00
de47186263
Use .loc for assignments
2020-04-02 19:31:48 +02:00
e95665ceca
Make backtestresult storing independent from printing
2020-03-15 15:36:23 +01:00
a13d581658
Move backtest-result visualization out of backtesting class
2020-03-15 15:17:53 +01:00
6106d59e1a
Move store_backtest_results to optimize_reports
2020-03-15 15:17:35 +01:00
328dbd3930
Remove unnecessary parameter to generate_text_table_sell_reason
2020-03-15 15:04:48 +01:00
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
ebb0187f40
dataframe -> df_analyzed in backtesting and edge
2020-03-13 03:54:56 +03:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
55d471190a
Changed table style of backtesting and alignment of headers
2020-02-27 13:28:28 +01:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
...
Add some type hints
2020-02-03 23:24:26 +03:00
f3d500085c
Add some type hints
2020-02-02 07:00:40 +03:00
e2b3907df5
more consistent backtesting tables and labels
2020-01-31 04:39:18 +01:00
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
bd4dd8403b
Fix type-errors with stake_amount
2020-01-25 12:49:37 +01:00
f4c7edf551
No args for backtest(), use arguments
2020-01-25 12:49:37 +01:00
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
f73f0b1653
Update comments on backtesting
2020-01-15 19:29:00 +05:30
c475729c13
Extract edge reporting to optimize_reports
2020-01-09 06:52:34 +01:00
904e1647e1
Extract generate_text_table_strategy to seperate module
2020-01-02 09:31:53 +01:00
caec345c0b
Extract generate_text_table_sell_reason from backtesting class
2020-01-02 09:31:53 +01:00
18a53f4467
Extract generate_text_table from backtesting class
2020-01-02 09:31:47 +01:00
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
f4a532ef6d
Pass format to load_data
2019-12-28 14:57:39 +01:00
416517b0c9
Move trim_dataframe from history to converter
2019-12-28 11:01:41 +01:00
6db75bc244
Merge pull request #2706 from freqtrade/data_dir
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Convert datadir within config to Path
2019-12-28 05:14:48 +03:00
e5aed098b5
Enhance backtest results with sell reason profit / loss table
2019-12-25 09:39:29 +01:00
c6b9c8eca0
Forgot to save
2019-12-23 19:32:31 +01:00
c6d2233978
Convert StrategyLoader to static loader
2019-12-23 10:23:48 +01:00
560acb7cea
Convert ExchangeResolver to static loader class
2019-12-23 10:03:18 +01:00
cf4c3642ce
Minor improvements in data.history
2019-12-18 01:06:03 +03:00
a2964afd42
Rename profit_percent to profit_ratio to be consistent
2019-12-17 08:53:30 +01:00
26ab108890
Fix mypy errors in develop
2019-12-15 01:10:09 +03:00
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
a48c0ad868
Use first pair of pairlist to get fee
...
Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
2019-12-14 12:55:02 +01:00
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
de33ec4250
use sell_row.open also when the active ROI value just changed
2019-12-09 16:52:12 +01:00
45d12dbc83
Avoid a few calculations during backtesting
2019-12-07 15:28:56 +01:00
3163cbdf8a
Apply special case for negative ROI
2019-12-07 15:18:12 +01:00
3091869115
refactor get_close_rate out of get_sell_trade-entry
2019-12-07 14:30:14 +01:00
af3eea3805
Move config json validation to after strategy loading
...
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
2019-11-25 07:05:30 +01:00
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
d801dec6aa
Some more places with ticker_interval gone
2019-11-12 15:13:06 +01:00
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
eb0b0350e0
Introduce remove_credentials to remove code duplication
2019-11-05 12:39:19 +01:00
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
bd4a23beeb
Refactor start-adjust logic to timerange
2019-10-27 09:44:56 +01:00
6382a4cd04
Implement startup-period to default-strategy
2019-10-27 09:44:56 +01:00
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
9c7696a8ce
Add required_startup to backtesting
2019-10-27 09:44:56 +01:00
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi
...
Don't have backtest sells outside of a candle
2019-10-08 11:19:34 +03:00
0664a8c0e6
add `--fee` to change fees to other values
2019-10-05 15:29:00 +02:00
7ea9da9605
Fix #2277
2019-10-05 10:54:28 +02:00
dc47a391da
Move ignore to corrct line for mypy 730
2019-09-30 19:32:46 +02:00
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
69f29e8907
minor: Cleanup for backtesting
2019-09-18 22:57:17 +03:00
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs
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Improve logs for backtesting
2019-09-14 11:23:46 +03:00
849d694c27
Don't inherit from object
2019-09-12 04:39:52 +03:00
9bdfaf3803
Remove quotes around the pairs
2019-09-11 23:32:08 +03:00
35580b135a
Improve backtesting logs
2019-09-10 10:42:45 +03:00
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
d9c2b7d460
fix fetching ticker_interval from strategy
2019-08-26 22:31:24 +03:00
bfc68ec792
minor cleanup in Backtesting
2019-08-25 23:36:42 +03:00
9e24992835
Remove calls to load_data using live=
2019-08-20 07:00:43 +02:00
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
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Refactorings to history
2019-08-20 06:35:54 +02:00
09286d4918
file_dump_json accepts Path - so we should feed it that
2019-08-16 13:04:48 +02:00
51c3a31bb5
Correct imports and calls to parse_timerange
2019-08-14 10:07:32 +02:00
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
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Backtest ticker interval unset
2019-08-07 14:20:36 +02:00
7e91a0f4a8
Fail gracefully if ticker-interval is not set
2019-08-06 06:45:44 +02:00
bc2e920ae2
Adjust code to verify "current" candle for buy/sells
2019-08-05 20:07:29 +02:00
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
c474e2ac86
fix #2008
2019-07-10 01:53:40 +03:00
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
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Fix #1948
2019-06-27 19:36:06 +02:00
e5a8030dd7
comment added
2019-06-27 16:42:10 +03:00
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
7fbdf36c64
avoid code duplication while selecting min_roi entries
2019-06-23 19:23:51 +03:00
4cbcb5f36f
Move .title to ExchangeResolver (it does not make sense to do this over
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and over again)
2019-06-22 16:52:14 +02:00
55079831a1
Don't explicitly validate backtest data (it's done while loading now).
2019-06-15 13:45:50 +02:00
1afe6c1437
Don't run validation per strategy, it's only eneded once
2019-06-14 19:37:54 +02:00
4dc3a0ca1d
Small cleanup to reduce dict lookups during backtesting/hyperopt
2019-06-10 16:20:19 +02:00
90b0f1daa8
minor optimize cleanup
2019-06-10 02:08:54 +03:00
c2f6897d8b
Move download of live data to load_data
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Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
236c392d28
Don't load hyperopts / optimize dependency tree if that module is not
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used
2019-05-25 20:00:31 +02:00
b38c43141c
Adjust imports to new location
2019-05-25 16:53:35 +02:00
8b95e12468
log message adjusted in backtesting and hyperopt
2019-05-15 12:05:35 +03:00
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
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Support for defaults in json schema
2019-04-24 12:20:39 +02:00
d16ccd7e37
Merge branch 'develop' into json-defaults
2019-04-24 09:51:04 +02:00
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
9fbe573cca
limit usage of ccxt to freqtrade/exchange only
2019-04-09 12:27:35 +03:00
4559a38172
PoC: use defaults in json schema for some exchange options
2019-04-08 04:42:28 +03:00
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe
2019-04-05 23:16:27 +03:00
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
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Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
7010c835d2
Improve commentign
2019-04-04 20:23:10 +02:00
2aa1b43f01
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
2019-04-04 20:56:40 +03:00
32cbb714f9
Improve commenting on backtsting and backtest_multi_tst
2019-04-04 19:44:03 +02:00
0307ba7883
Remove one branch - python does lazy evaluation
2019-04-03 20:04:04 +02:00
e085fd9e95
Disable dataprovider from hyperopt.
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Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
2019-03-25 19:49:58 +01:00
0ae81d4115
Provide dataprovider access during backtesting
2019-03-25 19:26:51 +01:00
00e6749d8b
Refactor backtest() to be a bit more concise
2019-03-23 15:00:07 +01:00
6b89e86a97
Removed Timestamp cast
2019-03-20 19:44:59 +01:00
0eff324ce0
Use dedicated index for every pair
2019-03-20 18:38:10 +01:00
e67ffd2d87
Fix issue that backtest is broken when stoploss_on_exchange is on
2019-03-06 19:55:34 +01:00
02d13645b0
Merge branch 'develop' into feat/dataprovider
2019-01-26 19:29:41 +01:00
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
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Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
d136cac181
Merge branch 'develop' into feat/dataprovider
2019-01-23 21:01:19 +01:00
896c9d34fd
Added total profit column do backtest result
2019-01-22 22:41:53 +01:00
13e2f71d30
Add flake8 plugins and implement small improvements
2019-01-22 20:01:12 +01:00
0aa0b1d4fe
Store tickers by pair / ticker_interval
2019-01-22 07:07:15 +01:00
a206777fe5
Rename refresh_tickers to refresh_latest_ohlcv
2019-01-22 07:05:09 +01:00
1340b71633
Add RunMode setting to determine bot state
2019-01-22 07:04:19 +01:00
a2c01916e1
Add type-ignores to floatfmt
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tabulate supports this:
30554300d7/tabulate.py
2019-01-17 20:28:21 +01:00
cd2bccd441
Have backtest use the same logic to get the ROI entry
2019-01-12 13:45:43 +01:00
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
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interpolate missing candles
2019-01-04 22:33:53 +01:00
2bc76771bf
Align backtest to interface.py
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interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
2019-01-01 16:50:10 +01:00
fae875f588
Implement missing_data_fillup to tests and operations
2018-12-31 19:15:49 +01:00
8b9cc45f41
move test for data completeness
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should be done before analyzing strategy
2018-12-31 15:09:50 +01:00
429f846ad1
Switch load_data to kwargs
2018-12-15 20:31:05 +01:00
6c02cc5993
Adjust test to pathlib
2018-12-15 14:14:38 +01:00
21aba1620c
Replace calls to load_data
2018-12-15 14:10:33 +01:00
432cc00283
Adjust imports to data.history
2018-12-14 06:32:49 +01:00
Matthias
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