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1769 Commits

Author SHA1 Message Date
Matthias d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing 
Fix/typing
 2022-05-24 19:41:59 +02:00
Matthias a8ee77cd5e Simplify backtesting typechecking 2022-05-24 19:13:35 +02:00
Matthias 23e089061b
Merge pull request #6870 from freqtrade/should_exit_list 
Should exit list
 2022-05-24 06:57:50 +02:00
Matthias 0a713faca8 Fix some type errors 2022-05-24 06:54:16 +02:00
robcaulk e1c068ca66 add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params. 2022-05-23 12:07:09 +02:00
Matthias eb5fe9e3ae
Merge pull request #6857 from froggleston/develop 
Add support for fudging unavailable funding rates, allowing backtesti…
 2022-05-23 06:31:51 +02:00
Matthias e3beaae8be update hyperopt typing 2022-05-22 19:32:32 +02:00
Matthias bdb904e714 Should_exit should return all sell signals 2022-05-22 10:17:49 +02:00
Matthias f006978caf Be more explicit in default value 2022-05-21 17:35:49 +02:00
Matthias 2df42a3035 Move "funding fillup" logic to exchange class 2022-05-21 08:50:39 +02:00
Matthias 6bd5535d6c Use exchange method to combine funding and mark candles 2022-05-21 08:31:34 +02:00
froggleston c499a92f57 Remove surplus mark columns, and make fillna on funding rate only 2022-05-20 11:48:53 +01:00
froggleston 363098d32d Fix reversed makr/funding_rate columns 2022-05-18 12:56:43 +01:00
froggleston 736f9f4972 Fix docs and add outer join support for merging funding rates across full timerange 2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி 2b61aa282a Removed None in dict.get() 
https://stackoverflow.com/a/12631641

Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
 2022-05-18 03:41:10 +05:30
froggleston 37e4ede65c Fix flake issues 2022-05-17 22:32:17 +01:00
froggleston bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
eSeR1805 34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805 0585b378b3
BT: Report canceled/replaced orders also. 2022-05-17 14:07:42 +03:00
eSeR1805 6e8f24f6a7
BT: track canceled/replaced orders also. 2022-05-17 14:07:02 +03:00
Matthias 6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting 
BT: Reporting canceled trade entries
 2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி 7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805 f2e2e57237
Report trade entries canceled by user. 2022-05-17 01:41:31 +03:00
eSeR1805 fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
robcaulk aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
Matthias a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
robcaulk 764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias 18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
eSeR1805 1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
மனோஜ்குமார் பழனிச்சாமி 64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி 71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
Matthias 277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias d11c44940e Slightly reword docs 
remove some Note-boxes - people tend to skip these.
 2022-05-06 06:42:01 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805 496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
Matthias 88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown 
Add relative drawdown
 2022-05-02 21:09:14 +02:00
Matthias 3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias 1e2523af61 Fix some assumptions on the data 
available_capital is not guaranteed to be available, while dry-run-wallet is.
 2022-05-02 19:44:14 +02:00
eSeR1805 04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
eSeR1805 4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805 9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805 8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias 53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias 4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
Matthias c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias 4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias 2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
eSeR1805 3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805 ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
Matthias 09b74cebce Move edge bot_loop_start to edge_cli 
(otherwise it's called twice when running trade mode with edge on).
 2022-04-30 08:55:07 +02:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias 43049e0465 Evict cache if parameter file changed 
closes #6735
 2022-04-29 19:44:17 +02:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias 1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias 30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain 4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
Matthias 44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias 246a336f56
Merge pull request #6726 from froggleston/bt_concat 
Move df append to pd concat
 2022-04-25 16:03:27 +02:00
froggleston 431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
Matthias 4444259078 Fix hyperopt-loss interface to enforce kwargs 2022-04-25 11:33:18 +02:00
froggleston 580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias 7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias 9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias 3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Nicolas Papp 0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder 
Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
 2022-04-23 14:23:53 +02:00
Matthias f2912f8815 Improve mypy runs 2022-04-23 11:31:12 +02:00
Matthias 89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes 
Add support for storing buy candle indicator rows in backtesting results
 2022-04-23 09:45:11 +02:00
Matthias 5a90d5ece6 Fix docstring quotes 2022-04-23 09:44:04 +02:00
Matthias 7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points 
Optimize only new points
 2022-04-23 09:43:33 +02:00
Matthias 580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias f1f4846053 Merge branch 'develop' into pr/samgermain/6558 2022-04-23 09:16:28 +02:00
Matthias ba92e09b7b list-strategies should find recursively as well 2022-04-23 09:11:50 +02:00
Matthias dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston 767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
froggleston f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
froggleston b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston aa5984930d Fix filename generation 2022-04-19 13:00:09 +01:00
froggleston 84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
eSeR1805 d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
froggleston 34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston b738c4e695 Fix flake8 complaints 2022-04-16 16:49:20 +01:00
froggleston 7210a11730 Fix flake8 complaints 2022-04-16 16:37:06 +01:00
froggleston a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston f55a9940a7 Fix line spacing 2022-04-16 16:15:04 +01:00
froggleston b1bcf9f33c Fix backtest_enable typo 2022-04-16 14:58:17 +01:00
froggleston 8990ba2709 Fix store signal candles 2022-04-16 14:49:53 +01:00
froggleston 21734c5de7 Add pickle import 2022-04-16 14:46:30 +01:00
froggleston 26ba899d7d Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST 2022-04-16 14:37:36 +01:00
Robert Davey afd3a32883
Merge branch 'develop' into v3_fixes 2022-04-16 14:23:13 +01:00
eSeR1805 d65b64a46f
Merge branch 'develop' into feat_readjust_entry 2022-04-16 15:20:50 +03:00
eSeR1805 bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
Italo 1153e65b3e fix flake8 2022-04-14 14:34:04 +01:00
Italo 340c0ea391 update is_random before asked_non_tried 
is_random depends on asked_non_tried and needs to be updated first
 2022-04-14 14:15:11 +01:00
Matthias 4acb77305a Don't break when running hyperopt-x tools on old resuts 2022-04-13 19:33:27 +02:00
Italo 35cea6dcfa fix unique_list 2022-04-13 09:36:46 +01:00
Italo fa298d6f1c fix unique_list logic 2022-04-12 23:57:40 +01:00
Nicolas Papp 178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Matthias baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Nicolas Papp 47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias 68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias 54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias 8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Italo 1559692e47 Update hyperopt.py 
remove duplicates from list of asked points
 2022-04-08 11:44:42 +01:00
Matthias ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
Matthias 299dd84cfe
Merge pull request #6656 from freqtrade/use_sell_signal 
Use sell signal -> use_exit_signal
 2022-04-06 19:46:46 +02:00
மனோஜ்குமார் பழனிச்சாமி 7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias 4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias 5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
Matthias 6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias 1917527179 custom_sell -> custom_exit 2022-04-04 17:04:43 +02:00
Matthias 54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias 33841da382 Slightly imporve Typing by reusing long/short type 2022-04-04 16:51:57 +02:00
Matthias f8783c908e Add side to custom_entry_price 2022-04-04 16:48:27 +02:00
Matthias e894f620c2 Improve compatibility 2022-04-03 08:15:23 +02:00
Matthias ec63cfd656 Add compatibility layer for backtesting results 2022-04-02 20:04:30 +02:00
Matthias 543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias b0fab3ad50 Properly handle empty dataframes after trimming 
closes #6629
 2022-04-02 16:16:29 +02:00
Italo 9f171193ef Revert "Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points" 
This reverts commit 4eb9cc6e8b, reversing
changes made to a3b401a762.
 2022-03-30 09:39:07 +01:00
Matthias b91b7b4464 Fix hyperopt assigning sell_signal to wrong field 2022-03-30 07:16:48 +02:00
Matthias e1ccbdb927
Merge pull request #6607 from freqtrade/short_pricing 
Short pricing updates
 2022-03-30 06:59:40 +02:00
Italo 4eb9cc6e8b
Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points 2022-03-30 00:30:33 +01:00
Italo a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Italo 229b0b037e reduce search loops 2022-03-29 19:33:35 +01:00
adriance d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Matthias 6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias 743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias 8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Italo b5a346a46d Update hyperopt.py 2022-03-22 11:01:38 +00:00
Matthias 5b4f343d36 Update buy output for backtesting 2022-03-22 06:45:36 +01:00
Matthias 08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00