Commit Graph

1769 Commits

Author SHA1 Message Date
Matthias c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias 6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias 8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias 0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
Matthias 05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Matthias c8e6dad9cd use exit_reason to determine left open trades 2022-10-15 12:00:20 +02:00
Matthias 9d4ba767c4 Update usages of search_all_objects 2022-10-14 14:50:52 +00:00
Matthias f019471051 Don't round prices if no custom prices have been used
closes #7573
2022-10-13 19:51:42 +02:00
Marek Cieplucha 3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias a6296be2f5 Update market_change datatype 2022-10-04 10:27:04 +00:00
Matthias 016e438468 Calculate market-change in hyperopt
closes #7532
2022-10-04 08:37:07 +00:00
Matthias 2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
Producerpairlist
2022-09-30 06:54:15 +02:00
Matthias 30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Matthias 8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias 43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias cf5267a4d3
Merge pull request #7481 from chusri/develop
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
Matthias 8e0811d9de Call cleanup explicitly 2022-09-26 09:35:21 +00:00
Matthias a1a62681bf add fixes for random test failures 2022-09-26 08:11:00 +00:00
Thaweesak Chusri c4784c6695 ✏️ fixed typo from StaticPairlist to StaticPairList 2022-09-26 11:05:27 +08:00
Matthias 0c810868de Add Dataprovider to pairlist 2022-09-25 09:22:21 +02:00
Matthias 585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
paranoidandy 2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455)
* Allow use of --strategy-list with freqai, with warning

* ensure populate_any_indicators is identical for resused identifiers

* use pair instead of metadata["pair"]

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
Wagner Costa Santos b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Matthias 994c1c5ea0 use Config typing in more places 2022-09-18 13:31:52 +02:00
Matthias 667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
Matthias e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount
closes #7423
2022-09-16 13:24:20 +00:00
Matthias 982c0315fa Rename variable 2022-09-11 19:31:11 +02:00
Matthias 72d197a99d Run first epoch in non-parallel mode
this allows dataprovider to load it's cache.

closes #7384
2022-09-11 17:51:07 +02:00
Matthias 78cd46ecd5 hyperopt Remove unnecessary arguments 2022-09-11 14:59:39 +02:00
Matthias 32e13d65c3 Refactor hyperopt to extract evaluate_result 2022-09-11 14:59:39 +02:00
Matthias a48923c0e4 Extract widget colorization to separate function 2022-09-11 14:59:39 +02:00
Matthias 37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
Matthias 4d69df08dd trunc to amount precision before checking valid partial exits
closes #7368
2022-09-07 06:43:08 +02:00
Matthias 98ec84fca6
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
2022-09-06 19:21:40 +02:00
Matthias 4dec19de9f Add comment to explain why we use the non-trimmed DF 2022-09-06 06:52:50 +02:00
Italo 9f5642fd97 fix hyperopt df preprocessing 2022-09-05 18:12:19 +02:00
Matthias df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Matthias 226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias 6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
Matthias 2b70c3d0c0 support price callback for partial exits in bt
This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
Matthias 01126c43f7 Fix liquidation price tier calculation
closes #7294
2022-08-26 20:14:24 +02:00
robcaulk 4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias 53d46a0385 align `max_entry_position_adjustment` behavior of backtesting to live
closes #7293
2022-08-25 20:36:17 +02:00
Matthias 6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias 32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
Matthias fe7108ae75 Convert amount to contracts before comparing for close
closes #7279
2022-08-23 06:37:38 +02:00