Commit Graph

120 Commits

Author SHA1 Message Date
Fredrik81 55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
hroff-1902 bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
Matthias a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias 09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Matthias 6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902 4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
Matthias 81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss
Minor: Fix tests for hyperopt_loss
2020-02-11 07:13:29 +01:00
hroff-1902 29f7c5071b Fix usage of an item from BTContainer in tests 2020-02-11 04:17:10 +03:00
hroff-1902 d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
Matthias 83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
Matthias d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun 5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun 9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
Yazeed Al Oyoun e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias 1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902 52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias 785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias 989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias 8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias 10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias 904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias 18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias 699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias 1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias 6860491189 Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias 5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias 80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias aa39f2160b Use load_data instead of a sequence of calls
in tests which don't test this
2019-12-28 11:01:41 +01:00
Matthias a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias e4f185f357 Remove 'line' from load_cached_data tests
Users are unable to use line anyway, it's only there for tests
2019-12-28 11:01:41 +01:00
hroff-1902 004993583b
Merge pull request #2712 from freqtrade/strategylist
add list-strategies subcommand
2019-12-28 12:32:06 +03:00
Matthias e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias 25e6d6a7bf Combine load_object methods into one 2019-12-24 13:54:46 +01:00
Matthias 6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias 248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
hroff-1902 cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902 60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
hroff-1902 1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
handle and document ROI=-1
2019-12-14 23:11:36 +03:00
Matthias 703924d6c4
Merge pull request #2643 from freqtrade/mins
Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
Matthias 7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
hroff-1902 3252654ed3 Test adjusted 2019-12-10 14:06:17 +03:00
hroff-1902 0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
Add hyperopt-list and hyperopt-show commands
2019-12-10 00:30:26 +03:00
Matthias de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias 1e6f9f9fe2 Add testcase for negative ROI sell using open 2019-12-07 15:18:09 +01:00