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 |
|
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 |
|