Commit Graph

878 Commits

Author SHA1 Message Date
Matthias cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias 5d3a67d324 Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
Matthias b80a219d03 Improve typehints for backtesting 2020-10-18 16:35:23 +02:00
Matthias 380e6628e0 Merge branch 'develop' into feat/backtest_speedup_serialize 2020-10-18 16:19:04 +02:00
Matthias 2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias 23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias 23278e52db remove obsolete logging statements 2020-10-08 20:22:59 +02:00
Matthias e8f2c09f08 Extract handling of left open trades to seperate method 2020-10-08 20:11:45 +02:00
Matthias 52502193c4 Backtesting should not double-loop for sell signals 2020-10-07 20:59:05 +02:00
Matthias 40b61bbfe3 Adjust trailing-stop to be python compliant 2020-10-05 07:44:12 +02:00
Matthias cb74c9bcde Fix hyperopt output 2020-10-03 13:27:06 +02:00
Matthias 6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias 253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias ff96cf154c Keep hyperopt result history 2020-09-27 16:33:26 +02:00
Matthias b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias 378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias 6674285b12
Merge pull request #3756 from allenday/patch-1
prettify hyperopt console output
2020-09-19 17:43:05 +02:00
Matthias f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Matthias ec01f20bf8 Add ratio to sell reason stats 2020-09-16 20:27:28 +02:00
Allen Day f63a378967
Update hyperopt.py
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
2020-09-07 23:26:55 +08:00
Matthias 284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias d8a6410fd1 Fix small bug when using max-open-trades -1 in backtesting 2020-08-23 09:00:57 +02:00
Matthias 3d93236709 Remove unused import 2020-08-21 14:55:47 +02:00
Matthias 301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
2020-08-21 14:54:35 +02:00
Matthias 4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias f5a9001dc0 Handle backtest results without any trades 2020-08-20 19:51:36 +02:00
Matthias 3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias 9982ad2f36 Add profit to backtest summary output 2020-08-18 16:59:24 +02:00
Matthias 668d167adc Add docstring to store_backtest_stats 2020-08-18 16:15:24 +02:00
Matthias 4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias a6dac9acf3
Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
Hyperopt enable dataprovider
2020-08-17 07:00:48 +02:00
Matthias 1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
Matthias b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias 05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias 87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias fca41a44bb Also logg timeframe 2020-08-08 20:20:58 +02:00
Matthias 2afe1d5b11 Add link to full sample 2020-08-08 17:30:31 +02:00
Matthias dd430455e4 Enable dataprovier for hyperopt 2020-08-08 17:04:32 +02:00
Matthias 8b6d10daf1 Move DefaultHyperopt to test folder (aligned to strategy) 2020-08-06 08:50:41 +02:00
Matthias aab5596fa6 Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
2020-07-27 07:20:40 +02:00
Matthias 977a6d4e9c Add profit_total to results line 2020-07-26 16:10:48 +02:00
Matthias 454046f745 Add stake_currency and max_opeN_trades to backtest result 2020-07-26 15:55:54 +02:00
Matthias 8d0f338bf2 Timestamps should be in ms 2020-07-26 15:23:21 +02:00
Matthias 9ed5fed887 Fix output format to be of an identical type 2020-07-26 15:17:54 +02:00
Matthias 902e8fa62f Fix wrong spelling in one subcomponent 2020-07-26 14:39:00 +02:00
Matthias c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00