Florian Reitmeir
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5c263c7ffd
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add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
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2021-02-14 19:41:12 +01:00 |
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Matthias
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e7acee7904
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Improve coin value output by rounding coin specific
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2021-02-13 16:05:56 +01:00 |
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Matthias
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072abde9b7
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Introduce round_coin_value to simplify coin rounding
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2021-02-13 16:05:35 +01:00 |
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Matthias
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c659150d9f
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Also print trade_duration in seconds to json
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2021-01-25 19:42:34 +01:00 |
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Matthias
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62e43539c9
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Limit max_open_trades to maximum available pairs
closes #4008
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2021-01-24 19:59:54 +01:00 |
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Matthias
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789a980a30
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Fix tests for new export format
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2021-01-24 19:42:32 +01:00 |
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Matthias
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deb8432d33
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Streamline trade to dataframe conversion
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2021-01-24 08:58:41 +01:00 |
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Matthias
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8ee264bc59
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Don't use profit_percent for backtesting results anymore
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2021-01-24 08:58:41 +01:00 |
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Matthias
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48977493bb
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Backtesting does not need to convert to BacktestResult object
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2021-01-24 08:58:41 +01:00 |
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Matthias
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7c80eeea95
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Add use_custom_stoploss to optimize_report
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2021-01-19 22:51:12 +01:00 |
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Matthias
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0b65fe6afe
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Capture backtest start / end time
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2021-01-14 19:09:25 +01:00 |
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Matthias
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9147106259
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call bot_loop_start() in backtesting to allow setup-code to run
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2021-01-14 19:09:25 +01:00 |
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Matthias
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baa1142afa
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Use preprocessed to get min/max date in hyperopt
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2021-01-14 19:09:21 +01:00 |
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Matthias
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9d4cdcad10
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Extract backtesting of one strategy
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2021-01-14 19:04:42 +01:00 |
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Matthias
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f3de0dd3eb
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Fix support for protections in hyperopt
closes #4208
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2021-01-14 06:53:40 +01:00 |
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Matthias
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63a579dbab
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Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
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2021-01-11 19:30:25 +01:00 |
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Matthias
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f11fd2fee1
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Sort imports
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2020-12-23 17:00:02 +01:00 |
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Matthias
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67193bca3d
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Move pairlists to be a plugin submodule
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2020-12-23 16:54:35 +01:00 |
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Matthias
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266031a6be
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Disallow PerformanceFilter for backtesting
closes #4072
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2020-12-16 19:24:47 +01:00 |
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Matthias
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f047297995
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Improve wording, fix bug
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2020-12-07 15:48:06 +01:00 |
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Matthias
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5849d07497
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Export locks as part of backtesting
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2020-12-07 11:39:01 +01:00 |
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Matthias
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bb51da8297
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Fix slow backtest due to protections
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2020-12-07 11:39:01 +01:00 |
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Matthias
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75a5161650
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Support multis-strategy backtests with protections
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2020-12-07 11:39:01 +01:00 |
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Matthias
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a3f9cd2c26
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Only load protections when necessary
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2020-12-07 11:39:01 +01:00 |
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Matthias
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e2d15f4082
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Add parameter to enable protections for backtesting
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2020-12-07 11:39:01 +01:00 |
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Matthias
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32189d27c8
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Disable output from plugins in backtesting
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2020-12-07 11:39:01 +01:00 |
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Matthias
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9f34aebdaa
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Allow closing trades without message
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2020-12-07 11:39:01 +01:00 |
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Matthias
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b606936eb7
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Make changes to backtesting to incorporate protections
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2020-12-07 11:39:01 +01:00 |
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Matthias
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e40d97e05e
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Small formatting improvements
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2020-11-28 17:52:29 +01:00 |
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Matthias
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5d3f59df90
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Add best / worst trade
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2020-11-28 17:45:56 +01:00 |
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Matthias
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a00f852cf9
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Add best / worst pair to summary statistics
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2020-11-28 17:37:10 +01:00 |
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Matthias
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a47d8dbe56
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Small refactor, avoiding duplicate calculation of profits
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2020-11-28 11:35:29 +01:00 |
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Matthias
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730c9ce471
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Add Max_open_trades to summary metrics
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2020-11-24 06:57:26 +01:00 |
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Matthias
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887d78171c
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Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
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2020-11-02 16:40:43 +01:00 |
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Matthias
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e73203acb8
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FIx bug with dmmp
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2020-11-01 10:51:07 +01:00 |
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Matthias
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7a092271c5
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Merge branch 'develop' into arrow_deprecation_timestamp
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2020-10-20 20:01:54 +02:00 |
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Matthias
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cf2ae788d7
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Convert backtesting rows to Tuples for performance gains
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2020-10-18 17:16:57 +02:00 |
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Matthias
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5d3a67d324
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Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
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2020-10-18 16:38:16 +02:00 |
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Matthias
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b80a219d03
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Improve typehints for backtesting
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2020-10-18 16:35:23 +02:00 |
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Matthias
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380e6628e0
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Merge branch 'develop' into feat/backtest_speedup_serialize
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2020-10-18 16:19:04 +02:00 |
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Matthias
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2591a34db4
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Don't use arrow objects for backtesting
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2020-10-18 16:18:52 +02:00 |
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Matthias
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ecddaa663b
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Convert timestamp to int_timestamp for all arrow occurances
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2020-10-13 06:24:01 +02:00 |
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Matthias
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23bad8fd9f
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Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss
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2020-10-10 14:22:29 +02:00 |
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Matthias
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23278e52db
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remove obsolete logging statements
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2020-10-08 20:22:59 +02:00 |
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Matthias
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e8f2c09f08
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Extract handling of left open trades to seperate method
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2020-10-08 20:11:45 +02:00 |
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Matthias
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52502193c4
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Backtesting should not double-loop for sell signals
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2020-10-07 20:59:05 +02:00 |
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Matthias
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40b61bbfe3
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Adjust trailing-stop to be python compliant
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2020-10-05 07:44:12 +02:00 |
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Matthias
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cb74c9bcde
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Fix hyperopt output
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2020-10-03 13:27:06 +02:00 |
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Matthias
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6977ffdbf9
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Merge branch 'develop' into isort_config
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2020-09-28 20:21:55 +02:00 |
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Matthias
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253b7b763e
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Apply isort to freqtrade codebase
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2020-09-28 19:40:46 +02:00 |
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Matthias
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c42a924df8
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Load latest file
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2020-09-27 16:50:42 +02:00 |
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Matthias
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ff96cf154c
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Keep hyperopt result history
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2020-09-27 16:33:26 +02:00 |
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Matthias
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b736691e0e
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Remove hyperopt --continue
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2020-09-27 16:18:28 +02:00 |
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Matthias
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bb27b236ce
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Remove unused arguments
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2020-09-26 14:55:12 +02:00 |
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Matthias
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ff3e2641ae
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generate_backtest_stats must take config options from the strategy
config
as a strategy can override certain options.
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2020-09-25 20:47:37 +02:00 |
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Matthias
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378f03a5b1
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Add relevant parameters to stored backtest result
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2020-09-25 06:37:40 +02:00 |
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Matthias
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6674285b12
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Merge pull request #3756 from allenday/patch-1
prettify hyperopt console output
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2020-09-19 17:43:05 +02:00 |
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Matthias
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f0d7f18cf9
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Pad wins / draws / losses for hyperopt with spaces instead of 0's
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2020-09-19 17:32:22 +02:00 |
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Matthias
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ec01f20bf8
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Add ratio to sell reason stats
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2020-09-16 20:27:28 +02:00 |
|
Allen Day
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f63a378967
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Update hyperopt.py
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
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2020-09-07 23:26:55 +08:00 |
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Matthias
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284d39930f
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Allow using pairlists through dataprovider in backtesting
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2020-08-30 10:07:28 +02:00 |
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Matthias
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d8a6410fd1
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Fix small bug when using max-open-trades -1 in backtesting
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2020-08-23 09:00:57 +02:00 |
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Matthias
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3d93236709
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Remove unused import
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2020-08-21 14:55:47 +02:00 |
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Matthias
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301f74fd1b
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Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
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2020-08-21 14:54:35 +02:00 |
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Matthias
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4f1179d85c
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Test for empty case
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2020-08-20 20:11:58 +02:00 |
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Matthias
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f5a9001dc0
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Handle backtest results without any trades
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2020-08-20 19:51:36 +02:00 |
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Matthias
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3d515ed5bf
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Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
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2020-08-19 06:39:47 +02:00 |
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Matthias
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9982ad2f36
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Add profit to backtest summary output
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2020-08-18 16:59:24 +02:00 |
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Matthias
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668d167adc
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Add docstring to store_backtest_stats
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2020-08-18 16:15:24 +02:00 |
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Matthias
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4eb17b4daf
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Remove unneeded function
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2020-08-18 15:20:37 +02:00 |
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Matthias
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a6dac9acf3
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Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider
Hyperopt enable dataprovider
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2020-08-17 07:00:48 +02:00 |
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Matthias
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1f153f51ee
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Merge pull request #3660 from freqtrade/hyperopt_default_tests
Move DefaultHyperopt to tests
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2020-08-17 06:49:55 +02:00 |
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Matthias
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b98107375e
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Improve formatting of result string to be a bit conciser
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2020-08-14 07:31:14 +02:00 |
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Matthias
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d76ee43246
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Show wins / draws / losses in hyperopt table
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2020-08-14 07:14:10 +02:00 |
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Matthias
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05bd099f51
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Merge branch 'develop' into pr/yazeed/3008
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2020-08-14 06:58:09 +02:00 |
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Matthias
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87e4a82041
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Merge branch 'develop' into bt_add_maxdrawdown
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2020-08-09 08:34:36 +02:00 |
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Matthias
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fca41a44bb
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Also logg timeframe
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2020-08-08 20:20:58 +02:00 |
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Matthias
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2afe1d5b11
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Add link to full sample
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2020-08-08 17:30:31 +02:00 |
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Matthias
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dd430455e4
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Enable dataprovier for hyperopt
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2020-08-08 17:04:32 +02:00 |
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Matthias
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8b6d10daf1
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Move DefaultHyperopt to test folder (aligned to strategy)
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2020-08-06 08:50:41 +02:00 |
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Matthias
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aab5596fa6
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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.
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2020-07-27 07:20:40 +02:00 |
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Matthias
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977a6d4e9c
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Add profit_total to results line
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2020-07-26 16:10:48 +02:00 |
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Matthias
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454046f745
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Add stake_currency and max_opeN_trades to backtest result
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2020-07-26 15:55:54 +02:00 |
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Matthias
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8d0f338bf2
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Timestamps should be in ms
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2020-07-26 15:23:21 +02:00 |
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Matthias
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9ed5fed887
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Fix output format to be of an identical type
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2020-07-26 15:17:54 +02:00 |
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Matthias
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902e8fa62f
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Fix wrong spelling in one subcomponent
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2020-07-26 14:39:00 +02:00 |
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Matthias
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c1191400a4
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Allow 0 fee value by correctly checking for None
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2020-07-15 19:20:20 +02:00 |
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Matthias
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bdf611352e
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Update summary-metrics output
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2020-07-14 19:34:01 +02:00 |
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Matthias
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1fc4451d2f
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Avoid \ linebreak
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2020-07-03 20:32:04 +02:00 |
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Matthias
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0d15a87af8
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Remove old store_backtest method
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2020-07-03 20:21:32 +02:00 |
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Matthias
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987188e41f
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Add avgduration for winners and losers
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2020-07-03 19:58:02 +02:00 |
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Matthias
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8e0ff4bd86
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Add Win / draw / losing days
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2020-07-03 19:45:45 +02:00 |
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Matthias
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42868ad24a
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Add best / worst day to statistics
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2020-07-03 19:30:29 +02:00 |
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Matthias
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7c5587aeaa
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exportfilename can be a file or directory
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2020-07-03 06:58:27 +02:00 |
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Matthias
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2ed808da1f
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Extract .last_result.json to constant
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2020-07-03 06:58:27 +02:00 |
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Matthias
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59e0ca0aaa
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Add pairlist to backtest-result
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2020-07-03 06:58:27 +02:00 |
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Matthias
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c13ec4a1d4
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implement fallback loading for load_backtest_data
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2020-07-03 06:58:27 +02:00 |
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Matthias
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7727292861
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Rename duration to trade_duration
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2020-07-03 06:58:27 +02:00 |
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Matthias
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f368aabcc7
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Add amount to backtest-result
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2020-07-03 06:58:27 +02:00 |
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Matthias
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6e94734678
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Add fee to backtestresult
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2020-07-03 06:58:27 +02:00 |
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