Commit Graph

6107 Commits

Author SHA1 Message Date
Rokas Kupstys
29fed37df3 Fix exception when few pairs with no data do not result in aborting backtest.
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.

Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.

Exception:
```
Traceback (most recent call last):
  File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
    return_code = args['func'](args)
  File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
    backtesting.start()
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
    min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
    results = self.backtest(
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
    data: Dict = self._get_ohlcv_as_lists(processed)
  File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
    pair_data.loc[:, 'buy'] = 0  # cleanup from previous run
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
    iloc._setitem_with_indexer(indexer, value, self.name)
  File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
    raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
Matthias
b81f24d9c6
Merge pull request #4851 from rokups/rk/backtest-dataprovider
Data provider support in backtesting
2021-05-10 19:11:05 +02:00
Matthias
92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Matthias
2157923aee have edge send multiple messages if necessary
closes #4519
2021-05-08 19:45:34 +02:00
Rokas Kupstys
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys
f1eb653545 Fix strategy protections not being loaded in backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
9b4f6b41a2 Use correct datetime. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6af4de8fe8 Remove dataframe parameter from docs. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
dc6e702fec Pass current_time to confirm_trade_entry/confirm_trade_exit. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
2021-05-08 10:29:47 +03:00
Matthias
513be11fd9 Fix hyperopt output
closes #4892
2021-05-07 20:23:11 +02:00
Matthias
554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
32577cc0cd
Merge pull request #4836 from bzed/telegram-locks
Telegram rpc: split too long /locks messages
2021-05-05 20:15:13 +02:00
Matthias
431cb5313f Support informative pairs in edge positioning 2021-05-05 19:58:45 +02:00
Matthias
da47f4e1a4 Fix Kraken balance update error
closes #4873
2021-05-05 06:47:26 +02:00
Matthias
da574e4e69 Small style fixes 2021-05-03 06:30:41 +02:00
Matthias
fc110ea418 Support csv export for new and old versions 2021-05-02 20:41:45 +02:00
Matthias
303895b33e Add support for filters to new hyperopt-results 2021-05-02 20:07:22 +02:00
Matthias
287b43e999 Output strategy results including non-optimized parameters 2021-05-02 11:30:53 +02:00
Matthias
d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias
8ee0b0d8e8 Store not optimized parameters (if applicable) 2021-05-02 10:46:04 +02:00
Matthias
9049d6b779 Reformat hyper to cache parameters 2021-05-02 10:45:21 +02:00
Matthias
46f0f66039 Keep dimensions stored in hyperopt class
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias
ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias
ecdfb6e5ed Fix output of % for new format 2021-05-02 09:46:27 +02:00
Matthias
881cba336a Show backtesting result in hyperopt-show 2021-05-02 09:46:27 +02:00
Matthias
420e75af65 Extract show_backtest_result for one strategy 2021-05-02 09:46:27 +02:00
Matthias
97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias
f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias
e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias
6aaaad29d7 Use backtesting output for hyperopt results 2021-05-02 09:46:27 +02:00
Matthias
545cba7fd8 Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias
9994fce577 Extract generation of report for one strategy to it's own method 2021-05-02 09:46:27 +02:00
Matthias
b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias
ac2e1eb3d7 Don't import joblib for regular strategies 2021-05-02 08:44:16 +02:00
Matthias
0e359dcb7a
Merge pull request #4788 from saeedrss/develop
fetch live data from hitbtc exchange #4778
2021-05-01 19:13:00 +02:00
Matthias
bdd0184f0b Small stylistic fixes 2021-05-01 17:44:43 +02:00
Matthias
0b280a59bc Support per exchange params for OHLCV endpoint 2021-05-01 17:29:53 +02:00
Matthias
555262b6e1 Only calculate additional indicators if the space is selected 2021-05-01 16:40:29 +02:00
Matthias
e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias
e050ea8dfa Don't load parameters for other space 2021-05-01 16:21:59 +02:00
Matthias
401f31e86b
Merge pull request #4841 from JoeSchr/fix/istrategy-return-value
fix IStrategy: abstract methods still need to pass through return value
2021-04-30 20:13:11 +02:00
Matthias
856b65206b Reduce log-frequency of AgeFilter
closes #4840
2021-04-30 19:42:41 +02:00
Joe Schr
f3388ed9aa fix IStrategy: abstract methods still need to pass through return value
otherwise doing something like:
```py
dataframe = super().populate_indicators(dataframe, ...)
```

won't work, because `dataframe` becomes `None`.

This is needed if one of those methods uses dataframe.copy() instead of
just working on reference. e.g. using `merge_informative` in
`populate_indicator` in a nested class hierarchy
2021-04-30 14:39:01 +02:00