Commit Graph

1769 Commits

Author SHA1 Message Date
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
Italo 2733aa33b6 Update hyperopt.py 2022-03-22 00:28:11 +00:00
Italo 37a43019d6 fix
- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
2022-03-21 11:36:53 +00:00
Italo fca93d8dfe Update hyperopt.py 2022-03-20 16:12:06 +00:00
Italo f8a674f24d make robust in case all points have been tried 2022-03-20 16:08:38 +00:00
Italo 23f1a1904b more compact 2022-03-20 16:06:41 +00:00
Italo 0fd269e4f0 typo 2022-03-20 16:03:07 +00:00
Italo e16bb1b34e Optimize only new points
Enforce points returned from `self.opt.ask` have not been already evaluated
2022-03-20 16:02:03 +00:00
Italo 112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-20 15:42:53 +00:00
Italo d796ce0935 Update hyperopt.py
1. Try to get points using `self.opt.ask` first
        2. Discard the points that have already been evaluated
        3. Retry using `self.opt.ask` up to 3 times
        4. If still some points are missing in respect to `n_points`, random sample some points
        5. Repeat until at least `n_points` points in the `asked_non_tried` list
        6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
Matthias 95f69b905a Remove ticker_interval support 2022-03-20 09:00:53 +01:00
Matthias 052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias d6309449cf Fix short bug where close_rate is wrongly adjusted 2022-03-16 20:12:09 +01:00
Matthias a89c1da19f Fix 2 bugs in ROI calculation 2022-03-16 20:12:09 +01:00
froggleston 162e94455b Add support for storing buy candle indicator rows in backtesting results 2022-03-16 12:16:24 +00:00
Matthias 7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
adriance ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias cbbdf00ddd Update comments in short backtest rates 2022-03-15 06:39:07 +01:00
adriance fd211166f0 fixed side error 2022-03-15 12:23:59 +08:00
adriance 7059892304 Optimize the code. Fix stop_rate judgment error 2022-03-15 12:04:02 +08:00
adriance 31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance 26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance 3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance 0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance 52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias 20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
Italo d2a5448305 Update hyperopt.py 2022-03-11 17:38:32 +00:00
adriance 499e9c3e98 fix duration 2022-03-10 00:34:59 +08:00
adriance d579febfec add filled time 2022-03-09 23:55:57 +08:00
adriance 1c86e69c34 use filled time calculate duration 2022-03-09 21:55:13 +08:00
adriance 82e0eca128 add short close rate calu 2022-03-09 20:00:06 +08:00
Matthias e492bf3159 Update order_types to use entry/exit definition 2022-03-09 06:37:08 +01:00
dingzhoufeng 9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng 53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias 3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias f558d4b132
Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
2022-03-03 06:50:32 +01:00
Matthias eb30c40e0c Fix hyperopt for futures 2022-03-02 19:50:16 +01:00
Matthias e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias 1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias 79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias 1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias 8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Sam Germain b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain 6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias 1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain 8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain 6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Italo 8d9d003671
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-02-25 17:58:57 +00:00
Matthias fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias 42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias 8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias 70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Matthias d610b6305d Improve /balance output by removing trailing zeros 2022-02-19 16:40:30 +01:00
Sam Germain a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Italo 88459acbeb
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-02-15 19:10:49 +00:00
Matthias 64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias 30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Sam Germain 19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Sam Germain fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias 6a59103869 update wallets in backtesting to ensure a fresh wallet is used
closes #6388
2022-02-10 19:40:36 +01:00
Matthias 9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias 036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
zx 4bce64b427 commented method deletition 2022-02-07 14:12:07 +01:00
zx 7811a36ae9 max_drawdown_abs calc fix & .DS_Store deletition 2022-02-07 07:44:13 +01:00
zx 8cdb6e0774 DRAWDOWN_MULT back to a higher value as built-in for safer HOs first 2022-02-07 06:31:16 +01:00
zx 2893d0b50d proper var name 2022-02-07 06:22:27 +01:00
zx 7d3b80fbde isort fix and leftover cleaning 2022-02-06 21:09:40 +01:00
Italo d03378b1df Update hyperopt.py 2022-02-06 15:32:59 +00:00
zx 6b5f63d4d6 change profit_ratio by profit_abs 2022-02-06 16:28:01 +01:00
zx 0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias 644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias 17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Italo adf8f6b2d5 Update hyperopt.py 2022-02-06 10:33:49 +00:00
Italo 6c1729e20b ignore warnings 2022-02-06 01:07:30 +00:00
Sam Germain e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
Italo 6a4cae1f8c Update hyperopt.py 2022-02-06 00:17:48 +00:00
Italo 992eac9efa Update hyperopt.py 2022-02-05 17:36:19 +00:00
Matthias 9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias 58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias 4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias 1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias 6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias 7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias 090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias 44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias 49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys 9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys 15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Sam Germain 8b57827676 exchange.get_max_pair_stake_amount hard set leverage to 0 2022-02-04 14:26:15 -06:00
Sam Germain dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Sam Germain 3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain 7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain 8c680d75b9 moved max_stake_amount check for None to exchange.get_max_pair_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain 6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain edc0e9c75f backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def 2022-02-03 17:48:34 -06:00
Sam Germain 977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain 73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Matthias a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Italo 328b969801 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop 2022-02-01 01:06:57 +00:00
Matthias 463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias 5d0c2bcb44 Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias 82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
Matthias 002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Matthias 12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
Italo 30b27ae736 explicit dtype 2022-01-25 12:29:55 +00:00
Italo f7a5b2cb71 explicit dimensions, added **kwargs, updated docs 2022-01-25 11:43:40 +00:00
Stefano Ariestasia 0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Italo a7ea06791a
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-01-24 21:46:33 +00:00
Matthias e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Italo a2fb241a3b increase initial points to 64 2022-01-24 01:35:42 +00:00
Reigo Reinmets 451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias 7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias 84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00
Matthias f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Italo eacd1b0752
Merge branch 'plot_hyperopt_stats' into develop 2022-01-22 15:39:39 +00:00
Matthias 01b331ee42
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
set stoploss at trade creation
2022-01-22 16:17:47 +01:00
Italo 0ce6c150ff set stoploss at trade creation 2022-01-22 14:06:45 +00:00
Italo 82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Stefano Ariestasia fe5f61694b
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-22 21:25:16 +09:00
Matthias bb1d8fb54f Improve message when no hyperopt fie is found
closes #6266
2022-01-21 15:24:26 +01:00
Stefano Ariestasia f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
Italo 34d19dc108
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-01-20 11:37:54 +00:00
Matthias a6c7f45545 Update webserver backtseting to reuse prior results 2022-01-20 06:51:48 +01:00
Stefano Ariestasia 62ea1a445e add lines to show_config message 2022-01-20 10:03:26 +09:00
Rokas Kupstys 5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Italo 16a516a882 added plot functionality 2022-01-19 01:50:15 +00:00
Italo a4dbdb549d added type spec 2022-01-19 01:37:47 +00:00
Italo 407c20412d Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
Matthias 2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Matthias 5bb48eaed0 Replace Nan with 0 or None in backtesting
part of #6224
2022-01-16 14:49:29 +01:00
Rokas Kupstys 062d00e8f2 Fix @informative decorator failing with edge. 2022-01-15 17:31:16 +02:00
Rokas Kupstys 2b7405470a Fix timerange check. 2022-01-15 17:30:40 +02:00
Rokas Kupstys 16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Reigo Reinmets 13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets 678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Reigo Reinmets 3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets 0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00
Reigo Reinmets 8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Matthias dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Matthias 04976658da Fix crash when using backtesting-show on a old backtestresult 2022-01-07 17:34:47 +01:00
Rokas Kupstys 11ace0f867 Instead of clearing `processed` dict, store `df_analyzed` (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
2022-01-07 12:07:49 +02:00
Matthias 46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias e540959c27 Remove btdata from generate_strategy_stats 2022-01-07 09:27:07 +01:00
Matthias 1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
2022-01-06 09:56:05 +01:00
Matthias 2a2392fd73 Update parameter name in docstring 2022-01-06 09:15:30 +01:00
Matthias a9a6cf13f8 Add exit_tag to detail-sells
closes #6159
2022-01-06 08:22:15 +01:00
Matthias 6abd6bceb9 Avoid recalculating statistics for comparison line 2022-01-05 20:16:48 +01:00
Sam Germain 501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Matthias 8373a4e713 Small Adjustments to improve compatibility 2022-01-04 19:17:08 +01:00
Matthias 4d9b4ddc28 Update hyperopt-tools to use account drawdown 2022-01-04 17:43:39 +01:00
Matthias 09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias 7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00
Matthias 42579c0268 Drop hyperopt results legacy mode 2022-01-04 17:06:40 +01:00
Matthias 711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Matthias 209ecc8732 Fix typo in bt_progress 2022-01-02 19:38:03 +01:00
Matthias ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias 670aed06bf Remove loop for hyperopt. 2021-12-31 17:35:08 +01:00
Rokas Kupstys a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Wade Dyck 3d9360bb8c When backtesting, pass the candle_type to load_data. 2021-12-27 11:46:05 -07:00
Reigo Reinmets 817a65b656 This is not needed since backtesting does not have open orders. 2021-12-26 20:01:48 +02:00
Reigo Reinmets de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +02:00
Reigo Reinmets db2f0660fa Some more compatibility fixes. 2021-12-18 11:15:59 +02:00
Reigo Reinmets 30673f84f9 Flake8 compatibility 2021-12-18 11:00:25 +02:00
Reigo Reinmets d10fb95fce Fix typo 2021-12-17 22:27:10 +02:00
Reigo Reinmets f11a40f144 Improve documentation on adjust_trade_position and position_adjustment_enable 2021-12-11 17:14:04 +02:00
Reigo Reinmets f97662e816 Add position_adjustment_enable config keyword to enable it. 2021-12-11 00:28:12 +02:00
Reigo Reinmets 1e3fc5e984 Slight code touchup 2021-12-10 22:48:00 +02:00
Reigo Reinmets c179951cca Expect stake_amount, not actual amount of pair from strategy for DCA. 2021-12-10 20:42:24 +02:00
Reigo Reinmets b2c2852f86 Initial backtesting support. This does make it rather slow. 2021-12-09 23:21:35 +02:00
Matthias edd80c3006 Merge branch 'develop' into feat/short 2021-12-09 06:34:07 +01:00
Matthias c981cc335d Remove wrong comment 2021-12-04 14:51:55 +01:00
Matthias 68ac8008ec Call custom_exit_price only for sell_signal and custom_sell 2021-12-04 14:14:22 +01:00
Matthias 86910b58dc Bracket entry/exit prices to low/high of the candle 2021-12-03 17:44:53 +01:00
Matthias d1209fe415 Merge branch 'develop' into pr/GluTbl/5756 2021-12-03 17:37:44 +01:00
Matthias 2f17fa2765 Update more to use candleType 2021-12-03 14:15:35 +01:00
Matthias 5493212672 More candletype changes 2021-12-03 13:04:31 +01:00
Matthias 77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
Matthias 67f3570bf3 Merge branch 'develop' into feat/short 2021-12-01 07:21:36 +01:00
Matthias a2a974fc6d correctly apply leverage to backtesting 2021-11-30 20:32:34 +01:00
Matthias 6ca6f62509 Remove duplicate code in optimize_reports 2021-11-27 09:39:10 +01:00
Matthias 450293878f
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
Matthias 897788de17 Reformulate exception to be "nicer" 2021-11-26 07:02:50 +01:00
Matthias cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
Short buy tag compat
2021-11-26 06:29:56 +01:00
Stefano Ariestasia 5307d2bf3b Trimming the sentence 2021-11-25 17:04:04 +09:00