Commit Graph

1347 Commits

Author SHA1 Message Date
Matthias
78724e304e Merge branch 'develop' into pr/theluxaz/5710 2021-10-21 17:46:39 +02:00
theluxaz
0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias
96f99699e0 Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
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
fa028c2134 Support day/week/month breakdowns 2021-10-21 06:58:40 +02:00
Matthias
7197f4ce77 Don't show daily % profit (it's wrong) 2021-10-20 20:01:31 +02:00
Matthias
de5497c766 backtest_days cannot be below 1 2021-10-20 19:39:37 +02:00
theluxaz
905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
Matthias
5454460227 Revert initial_points to 30
closes #5760
2021-10-20 07:46:15 +02:00
theluxaz
1fdc4425dd Changed exit_tag to be represented as sell_reason 2021-10-20 01:26:15 +03:00
GluTbl
00406ea7d5 Update backtesting.py
Support for custom entry-prices and exit-prices during backtesting.
2021-10-19 17:15:45 +05:30
theluxaz
5ecdd1d112 Merge branch 'develop' into freqtrade-development 2021-10-19 00:00:15 +03:00
theluxaz
69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
Matthias
7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00
Matthias
47bba331c1 Merge branch 'develop' into pr/rextea/4606 2021-10-17 16:29:31 +02:00
Matthias
0e7d903a6f Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
theluxaz
0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz
ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
Matthias
aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
theluxaz
b151cf032b Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
#	freqtrade/freqtradebot.py
#	freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
theluxaz
80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz
b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
sid
30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
sid
46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid
6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid
c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
Scott Lyons
df45f467c6 Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Robert Roman
ca973c05d1 Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Robert Roman
626a40252d resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
Robert Roman
c3414c3b78 resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
Matthias
5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Robert Roman
bdca3e2343 Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Matthias
6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Robert Roman
24baad7884 Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
Robert Roman
3b99c84b0a resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
Robert Roman
c6b684603c removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
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
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
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
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