Commit Graph

10275 Commits

Author SHA1 Message Date
Antonio Della Fortuna 24ace646c3 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-08 12:40:01 +01:00
Antonio Della Fortuna 464cb4761c Fixed max_open_trades update from hyperopt
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Matthias 550ab2b8e8 Improve select_order to only consider filled where needed. 2023-01-08 11:24:04 +01:00
Matthias 8d4f7341c9
Merge pull request #7987 from stash86/bt-metrics
update calmar, sharpe, and sortino hyperopt losses to use latest formula
2023-01-08 10:37:24 +01:00
Matthias c7f485687f Fix ccxt test failure
as identified and analyzed https://github.com/ccxt/ccxt/issues/16335
2023-01-07 15:13:22 +01:00
Antonio Della Fortuna 8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
root 7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia 6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia 157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia 86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Stefano Ariestasia 329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
Matthias 787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Matthias bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias 4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias 75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias 8e5b4750d6 Continue in "regular backtest" case (no detail-data available).
link to #7967
2023-01-04 18:08:45 +01:00
Matthias 6470635753 In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
2023-01-04 17:55:24 +01:00
Matthias 7a43f37eb7
Merge pull request #7972 from Undertoned/develop
Fix Backtesting  Analysis Column Wrong
2023-01-04 16:38:29 +01:00
Antonio Della Fortuna f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Antonio Della Fortuna ce661cb58b Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-04 10:35:09 +01:00
Antonio Della Fortuna 5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Robert Caulk c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias 6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14 63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Matthias cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias 6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
Stefano Ariestasia 5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Matthias 798438df9d Extract funding-rate call to separate method
this will allow overwriting in subclasses.
2022-12-30 07:32:59 +01:00
Matthias 499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
Matthias 973cfd0182
Merge pull request #7810 from stash86/bt-metrics
Add more calculations for backtest metrics
2022-12-28 15:57:07 +01:00
Matthias 2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias c52910f28b Improve resiliance against invalid data
closes #7947
2022-12-28 15:30:57 +01:00
Matthias 32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
Matthias d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias 02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
Matthias cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias 62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias 55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00
Matthias 63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia 6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias 7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias ce13ce4b10 Update binance stoploss order types
closes #7927
an update to the most recent ccxt version (>2.4.55) would have the same effect.
2022-12-25 09:05:53 +01:00
Matthias 4601705814
Merge pull request #7923 from freqtrade/freqai_backtest
Freqai backtest
2022-12-23 19:17:12 +01:00
Matthias ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias 73792fd6ce Don't attempt to convert None to dict 2022-12-21 06:28:55 +01:00
Matthias 70531224e6 Allow setting identifier via UI 2022-12-20 19:44:01 +01:00
Matthias 07606a9e23 Simplify APi backtest config merging 2022-12-20 19:32:29 +01:00