Commit Graph

805 Commits

Author SHA1 Message Date
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
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
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
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
Sam Germain
a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
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
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
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
Sam Germain
e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
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
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
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
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
82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Stefano Ariestasia
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
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
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
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
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
a9a6cf13f8 Add exit_tag to detail-sells
closes #6159
2022-01-06 08:22:15 +01:00
Matthias
711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Matthias
ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +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
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
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
Stefano Ariestasia
0d1e84cf55 Add more words
Because apparently, we get at least 1 question about this everyday in Discord
2021-11-25 16:00:10 +09:00
Matthias
ce0593c0e1 Merge branch 'develop' into feat/short 2021-11-23 07:35:26 +01:00
Rokas Kupstys
78a00f2518 Use market data to get base and quote currencies in @informative() decorator. 2021-11-22 09:27:45 +02:00
Matthias
c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias
aad37bb8f3
Merge pull request #5924 from freqtrade/feat/leverage
call leverage methods
2021-11-21 19:30:27 +01:00
Matthias
63d94aa585 short should be allowed for all non-spot modes 2021-11-21 19:29:08 +01:00
Matthias
fb519a5b39 Add comment with reasoning to ignore leverage in min_amount calculation 2021-11-21 10:28:40 +01:00
Matthias
36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias
6247608cc6 top/bottom cap leverage 2021-11-19 07:11:19 +01:00
Matthias
021d1b518c Call "leverage" to determine leverage to be used. 2021-11-18 20:55:45 +01:00
Matthias
f40221dd9f Merge branch 'develop' into feat/short 2021-11-18 20:20:01 +01:00
Matthias
8638e6fe47 Simplify tradingmode parsing 2021-11-18 19:58:44 +01:00
Matthias
23a566b478 validate_stake_amount should not be a private method 2021-11-10 06:38:24 +01:00
Matthias
e4cca63163 Align sell_reason assignment location
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
2021-11-08 19:32:13 +01:00
Matthias
ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Matthias
431b96de98 Merge branch 'develop' into pr/theluxaz/5710 2021-11-03 19:43:36 +01:00
Matthias
d60001e886 Stoploss cannot be below candle low
fix #5816
2021-10-30 16:14:13 +02:00
Matthias
17432b2823 Improve some stylings 2021-10-24 09:15:05 +02:00
theluxaz
0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
theluxaz
905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
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
69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
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
b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
Sam Germain
e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Matthias
5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Matthias
a926f54a25 Add "side" parameter to custom_stake_amount 2021-09-26 19:35:54 +02:00
Matthias
84e013de2d Update confirm_trade_entry to support "side" parameter 2021-09-26 19:33:22 +02:00
Matthias
4d49f1a0c7 Reset columns by dropping instead of resetting 2021-09-26 15:39:34 +02:00
Matthias
4fd00db630 Use "combined" enter_tag column 2021-09-26 15:22:37 +02:00
Matthias
6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Matthias
2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Matthias
0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias
4c6b1cd55b Add very simple short logic to test-strategy 2021-09-22 20:36:03 +02:00
Sam Germain
778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
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
4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
Sam Germain
5225bd4a5b Merge branch 'develop' into feat/short 2021-09-13 14:02:23 -06:00
Matthias
a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Sam Germain
695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -06:00
Matthias
68b75af08e Fix bug with inversed sell signals in backtesting 2021-09-05 08:59:18 +02:00
Matthias
ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Matthias
5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias
cb4889398b Fix backtesting bug 2021-08-25 07:03:48 +02:00
Matthias
6524edbb4e Simplify should_exit interface 2021-08-24 20:47:54 +02:00
Matthias
b40f985b13 Add short-exit logic to backtesting 2021-08-24 20:02:40 +02:00
Matthias
eb71ee847c Rename backtest index constants 2021-08-24 06:56:06 +02:00
Matthias
11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias
7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias
957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias
7373b39015 Initial support for backtesting with short 2021-08-23 21:16:26 +02:00
Matthias
3e8164bfca Use proper exchange name in backtesting 2021-08-23 21:13:47 +02:00
Sam Germain
a5be535cc9 strategy interface: removed some changes 2021-08-21 17:06:04 -06:00
Sam Germain
e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias
fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias
8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias
88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias
bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
Rokas Kupstys
f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
ipqhjjybj
65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias
3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias
5bfb9edf02 Only query date once from list 2021-08-09 15:42:17 +02:00
Matthias
895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias
a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias
f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Matthias
800b2eeaf0 Load protections as part of backtest()
this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
Matthias
056bc93bc6 backtesting needs startup_candle_count
fixes informative-pair loading  being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
Matthias
1ccc89d1e9 Store fully analyzed dataframe 2021-07-31 10:00:24 +02:00
Matthias
b1cbc75e93 Properly cache pair dataframe in backtesting (without startup-range). 2021-07-31 08:45:04 +02:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian
aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian
f5a660f845 caps BUY_TAG_IDX 2021-07-21 20:19:56 +07:00
kevinjulian
49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian
5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00