Matthias
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731ab5d2a7
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Fix too long line errors
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2021-03-05 19:22:57 +01:00 |
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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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raoulus
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0968ecc1af
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added "Median profit" column to hyperopt -> export-csv
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2021-03-04 17:27:04 +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 |
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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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2083cf6ddf
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Fix mypy errors introduced by Arrow update
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2021-03-01 08:57:57 +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
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b2e9295d7f
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Small stylistic fixes
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2021-02-27 19:57:42 +01:00 |
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Matthias
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324b9dbdff
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Simplify wallet code
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2021-02-27 10:33:25 +01:00 |
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Matthias
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98f3142b30
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Improve handling of backtesting params
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2021-02-27 09:33:00 +01:00 |
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Matthias
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fc256749af
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Add test for backtesting _enter_trade
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2021-02-27 09:33:00 +01:00 |
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Matthias
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53a57f2c81
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Change some types
Fix types of new model object
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2021-02-27 09:33:00 +01:00 |
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Matthias
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03eb23a4ce
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2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
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2021-02-27 09:33:00 +01:00 |
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Matthias
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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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52acacbed5
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Check min-trade-stake in backtesting
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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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7913166453
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Improve performance by updating wallets only when necessary
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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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74fc4bdab5
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Shorten debug log
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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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8d61a26382
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Allow dynamic stake for backtesting and hyperopt
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2021-02-27 09:32:59 +01:00 |
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Matthias
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e4abe902fc
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Enable compounding for backtesting
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2021-02-27 09:32:59 +01:00 |
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Matthias
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0faa6f84dc
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Improve Wallet logging disabling for backtesting
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2021-02-27 09:32:59 +01:00 |
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Matthias
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081b9be45c
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use get_all_locks to get locks for backtest result
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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 |
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Matthias
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b5177eadab
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Extract close method for exchange
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2021-02-27 09:32:59 +01:00 |
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Matthias
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4ce4eadc23
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remove only ccxt objects when hyperopting
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2021-02-27 09:32:59 +01:00 |
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Matthias
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9361aa1c95
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Add wallets to backtesting
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2021-02-27 09:32:59 +01:00 |
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Matthias
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11b20d6932
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Add config to hyperopt_loss_function documentation
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2021-02-17 07:04:29 +01:00 |
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Matthias
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eff0d46ea1
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Merge pull request #4375 from flomerz/pass_processed_data
pass data and config to loss function
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2021-02-16 20:06:50 +01:00 |
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Matthias
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009a447d8a
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Adjust documentation for new parameter in loss functions
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2021-02-16 19:51:09 +01:00 |
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Florian Merz
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3e06cd8b3a
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pass data and config to loss function
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2021-02-16 10:11:33 +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
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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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