Matthias
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7f125315b0
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Track Rejected Trades
closes #3423
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2021-05-23 09:42:05 +02:00 |
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Rokas Kupstys
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db985cbc2e
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Fix hyperopt-show failing to display old results with missing new fields.
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2021-05-23 09:45:26 +03:00 |
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Rokas Kupstys
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25cc4eae96
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Fix tests that broke after table formatting changed.
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2021-05-22 15:25:37 +02:00 |
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Rokas Kupstys
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981b2df7ca
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Include win:loss ratio in results tables.
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2021-05-21 12:18:08 +03:00 |
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Rokas Kupstys
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debd98ad9a
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Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.
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2021-05-21 11:36:23 +03:00 |
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Rokas Kupstys
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e1dc1357ce
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Add drawdown column to strategy summary table.
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2021-05-21 11:36:23 +03:00 |
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Rokas Kupstys
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edcfa94093
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Include zero duration trades in backtesting report.
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2021-05-21 11:36:23 +03:00 |
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Matthias
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7398ea88e0
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Change optimize_reports to convert dates to string earlier
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2021-05-11 20:37:49 +02:00 |
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Matthias
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4f529fe424
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Don't use Arrow to get min/max backtest dates
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2021-05-06 19:43:14 +02:00 |
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Matthias
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420e75af65
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Extract show_backtest_result for one strategy
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2021-05-02 09:46:27 +02:00 |
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Matthias
|
f2e182002d
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Simplify calling backtesting by returning the proper result
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2021-05-02 09:46:27 +02:00 |
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Matthias
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545cba7fd8
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Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
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2021-05-02 09:46:27 +02:00 |
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Matthias
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9994fce577
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Extract generation of report for one strategy to it's own method
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2021-05-02 09:46:27 +02:00 |
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Matthias
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b125c975c7
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Rename strategy_comparison method
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2021-05-02 09:46:27 +02:00 |
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rextea
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9e56f6d4eb
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Sort pair lists by total profit
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2021-04-04 01:19:38 +03:00 |
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rextea
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76a02ff70a
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fix indentations
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2021-03-26 18:49:17 +03:00 |
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rextea
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2bed41da5d
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Add days breakdown table to backtesting
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2021-03-26 18:40:50 +03:00 |
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Matthias
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bc05d03126
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Make best / worst day absolute
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2021-03-05 19:21:09 +01:00 |
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Matthias
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078b77d41b
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Fix crash when using unlimited stake and no trades are made
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2021-03-02 16:12:22 +01:00 |
|
Joe Schr
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55a315be14
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fix: avg_stake_amount should not be NaN if df is empty
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2021-03-02 13:38:55 +01:00 |
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Matthias
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9cb37409fd
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Explicitly convert starting-balance to float
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2021-02-28 09:56:29 +01:00 |
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Matthias
|
394a6bbf2a
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Fix some type errors
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2021-02-27 09:33:00 +01:00 |
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Matthias
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f04f07299c
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Improve backtesting metrics
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2021-02-27 09:33:00 +01:00 |
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Matthias
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f367375e5b
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ABS drawdown should show wallet high and low values
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2021-02-27 09:33:00 +01:00 |
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Matthias
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0d2f877e77
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Use absolute drawdown calc
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2021-02-27 09:32:59 +01:00 |
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Matthias
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72f21fc5ec
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Add trade-volume metric
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2021-02-27 09:32:59 +01:00 |
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Matthias
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35e6a9ab3a
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Backtest-reports should calculate total gains based on starting capital
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2021-02-27 09:32:59 +01:00 |
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Matthias
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712d503e6c
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Use sell-reason value in backtesting, not the enum object
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2021-02-27 09:32:59 +01:00 |
|
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
|
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 |
|
Matthias
|
8ee264bc59
|
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
|
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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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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5849d07497
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Export locks as part of backtesting
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2020-12-07 11:39:01 +01:00 |
|
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 |
|
Matthias
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5d3f59df90
|
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
|
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
|
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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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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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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ec01f20bf8
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Add ratio to sell reason stats
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2020-09-16 20:27:28 +02:00 |
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Matthias
|
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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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
|
9982ad2f36
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Add profit to backtest summary output
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2020-08-18 16:59:24 +02:00 |
|
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 |
|
Matthias
|
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
|
fca41a44bb
|
Also logg timeframe
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2020-08-08 20:20:58 +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
|
977a6d4e9c
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Add profit_total to results line
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2020-07-26 16:10:48 +02:00 |
|
Matthias
|
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
|
8d0f338bf2
|
Timestamps should be in ms
|
2020-07-26 15:23:21 +02:00 |
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Matthias
|
9ed5fed887
|
Fix output format to be of an identical type
|
2020-07-26 15:17:54 +02:00 |
|
Matthias
|
902e8fa62f
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Fix wrong spelling in one subcomponent
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2020-07-26 14:39:00 +02:00 |
|
Matthias
|
bdf611352e
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Update summary-metrics output
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2020-07-14 19:34:01 +02:00 |
|
Matthias
|
1fc4451d2f
|
Avoid \ linebreak
|
2020-07-03 20:32:04 +02:00 |
|
Matthias
|
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
|
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
|
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
|
7c5587aeaa
|
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 |
|
Matthias
|
59e0ca0aaa
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Add pairlist to backtest-result
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c13ec4a1d4
|
implement fallback loading for load_backtest_data
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
f368aabcc7
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Add amount to backtest-result
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
03ab61959b
|
Add test for generate_backtest_stats
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
0fa56be9d2
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remove openIndex and closeIndex from backtest-report
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
04cbc2cde5
|
Shorten variable
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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b068e7c564
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Rename open_time and close_time to *date
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2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
81c8e8677d
|
use 0 as profit mean, not nan
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
480c5117f1
|
Handle empty return strings
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
5fce7f3b22
|
Add market Change
closes #2524 and #3518
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cf044d166e
|
Tests should use new Datetime format too
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
fbddfaeacf
|
Introduce DatetimePrintFormat
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cbcf3dbb43
|
Add more metrics to summarytable
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6922fbc3aa
|
Add max_drawdown error handler
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
455b26ea48
|
Add max drawdown to backtesting
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
a75b94f143
|
use bracket notation for dataframe access
|
2020-06-07 15:40:00 +02:00 |
|
Matthias
|
04779411f5
|
Add docstring to backtest_stats
|
2020-06-07 15:39:59 +02:00 |
|
Matthias
|
070913f327
|
Rename text_table generation
|
2020-06-07 11:35:02 +02:00 |
|
Matthias
|
499c6772d1
|
Rename tabulate methods
they don't "generate" anything
|
2020-06-07 11:31:33 +02:00 |
|
Matthias
|
a6f6724752
|
Reorder functions in optimize_report
|
2020-06-07 11:29:14 +02:00 |
|
Matthias
|
091693308a
|
Correctly call show_backtest_results
|
2020-06-01 09:25:26 +02:00 |
|
Matthias
|
ceaf32d304
|
Extract backtesting report generation from show_backtest_Results
|
2020-06-01 09:24:05 +02:00 |
|
Matthias
|
f202e09b10
|
Extract conversion to trades list to it's own function
|
2020-06-01 08:57:31 +02:00 |
|
Matthias
|
18a5787a2c
|
Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-05-27 19:17:15 +02:00 |
|
Matthias
|
abf79e4ab4
|
Use temporary variable to clean up code
|
2020-05-25 20:47:48 +02:00 |
|
Matthias
|
6a9a8f927e
|
Rename some methods, improve some testing
|
2020-05-25 20:46:31 +02:00 |
|
Matthias
|
462c35cf75
|
Move stats generation to the top
|
2020-05-25 20:22:22 +02:00 |
|
Matthias
|
027ea64d48
|
Fix docstrings, extract strategy-list results
|
2020-05-25 19:55:02 +02:00 |
|
Matthias
|
db257e9f7f
|
Rename method to be public
|
2020-05-25 19:50:23 +02:00 |
|
Matthias
|
18a2dad684
|
Extract data generation from generate_text_table
|
2020-05-25 19:35:32 +02:00 |
|