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447 Commits

Author SHA1 Message Date
Matthias
18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
f4a532ef6d Pass format to load_data 2019-12-28 14:57:39 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
hroff-1902
6db75bc244
Merge pull request #2706 from freqtrade/data_dir 
Convert datadir within config to Path
 2019-12-28 05:14:48 +03:00
Matthias
e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias
c6b9c8eca0 Forgot to save 2019-12-23 19:32:31 +01:00
Matthias
c6d2233978 Convert StrategyLoader to static loader 2019-12-23 10:23:48 +01:00
Matthias
560acb7cea Convert ExchangeResolver to static loader class 2019-12-23 10:03:18 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
Matthias
a2964afd42 Rename profit_percent to profit_ratio to be consistent 2019-12-17 08:53:30 +01:00
hroff-1902
26ab108890 Fix mypy errors in develop 2019-12-15 01:10:09 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor 
handle and document ROI=-1
 2019-12-14 23:11:36 +03:00
Matthias
a48c0ad868 Use first pair of pairlist to get fee 
Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
 2019-12-14 12:55:02 +01:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
Matthias
de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias
45d12dbc83 Avoid a few calculations during backtesting 2019-12-07 15:28:56 +01:00
Matthias
3163cbdf8a Apply special case for negative ROI 2019-12-07 15:18:12 +01:00
Matthias
3091869115 refactor get_close_rate out of get_sell_trade-entry 2019-12-07 14:30:14 +01:00
Matthias
af3eea3805 Move config json validation to after strategy loading 
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
 2019-11-25 07:05:30 +01:00
Matthias
1c57a4ac35 more replacements of ticker_interval 2019-11-12 15:13:06 +01:00
Matthias
d801dec6aa Some more places with ticker_interval gone 2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521 Replace some occurances of ticker_interval with timeframe 2019-11-12 15:13:06 +01:00
Matthias
eb0b0350e0 Introduce remove_credentials to remove code duplication 2019-11-05 12:39:19 +01:00
Matthias
1e44f93c31 Fix pandas access warning 2019-11-03 10:58:31 +01:00
Matthias
33164ac78e Refactor loading of bt data to backtesting ... 2019-10-27 09:44:56 +01:00
Matthias
bd4a23beeb Refactor start-adjust logic to timerange 2019-10-27 09:44:56 +01:00
Matthias
6382a4cd04 Implement startup-period to default-strategy 2019-10-27 09:44:56 +01:00
Matthias
704121c197 Move most logic to history 2019-10-27 09:44:56 +01:00
Matthias
9c7696a8ce Add required_startup to backtesting 2019-10-27 09:44:56 +01:00
hroff-1902
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi 
Don't have backtest sells outside of a candle
 2019-10-08 11:19:34 +03:00
Matthias
0664a8c0e6 add --fee to change fees to other values 2019-10-05 15:29:00 +02:00
Matthias
7ea9da9605 Fix #2277 2019-10-05 10:54:28 +02:00
Matthias
dc47a391da Move ignore to corrct line for mypy 730 2019-09-30 19:32:46 +02:00
Matthias
1cd8ed0c1a Remove --refresh-pairs 2019-09-20 20:02:07 +02:00
hroff-1902
69f29e8907 minor: Cleanup for backtesting 2019-09-18 22:57:17 +03:00
hroff-1902
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs 
Improve logs for backtesting
 2019-09-14 11:23:46 +03:00
hroff-1902
849d694c27 Don't inherit from object 2019-09-12 04:39:52 +03:00
hroff-1902
9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902
35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
Matthias
972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
hroff-1902
d9c2b7d460 fix fetching ticker_interval from strategy 2019-08-26 22:31:24 +03:00
hroff-1902
bfc68ec792 minor cleanup in Backtesting 2019-08-25 23:36:42 +03:00
Matthias
9e24992835 Remove calls to load_data using live= 2019-08-20 07:00:43 +02:00
Matthias
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
Matthias
09286d4918 file_dump_json accepts Path - so we should feed it that 2019-08-16 13:04:48 +02:00
Matthias
51c3a31bb5 Correct imports and calls to parse_timerange 2019-08-14 10:07:32 +02:00
Matthias
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset 
Backtest ticker interval unset
 2019-08-07 14:20:36 +02:00
Matthias
7e91a0f4a8 Fail gracefully if ticker-interval is not set 2019-08-06 06:45:44 +02:00
Matthias
bc2e920ae2 Adjust code to verify "current" candle for buy/sells 2019-08-05 20:07:29 +02:00
Matthias
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2 
Make configuration a module
 2019-07-15 19:41:57 +02:00
hroff-1902
1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
hroff-1902
c474e2ac86 fix #2008 2019-07-10 01:53:40 +03:00
Matthias
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948 
Fix #1948
 2019-06-27 19:36:06 +02:00
hroff-1902
e5a8030dd7 comment added 2019-06-27 16:42:10 +03:00
Matthias
a07653a6cc Merge branch 'develop' into fix/validate_dataframe 2019-06-24 06:21:08 +02:00
hroff-1902
7fbdf36c64 avoid code duplication while selecting min_roi entries 2019-06-23 19:23:51 +03:00
Matthias
4cbcb5f36f Move .title to ExchangeResolver (it does not make sense to do this over 
and over again)
 2019-06-22 16:52:14 +02:00
Matthias
55079831a1 Don't explicitly validate backtest data (it's done while loading now). 2019-06-15 13:45:50 +02:00
Matthias
1afe6c1437 Don't run validation per strategy, it's only eneded once 2019-06-14 19:37:54 +02:00
Matthias
4dc3a0ca1d Small cleanup to reduce dict lookups during backtesting/hyperopt 2019-06-10 16:20:19 +02:00
hroff-1902
90b0f1daa8 minor optimize cleanup 2019-06-10 02:08:54 +03:00
Matthias
c2f6897d8b Move download of live data to load_data 
Avoids code duplication in backtesting and plot_dataframe
 2019-05-29 20:20:20 +02:00
Matthias
236c392d28 Don't load hyperopts / optimize dependency tree if that module is not 
used
 2019-05-25 20:00:31 +02:00
Matthias
b38c43141c Adjust imports to new location 2019-05-25 16:53:35 +02:00
hroff-1902
8b95e12468 log message adjusted in backtesting and hyperopt 2019-05-15 12:05:35 +03:00
Matthias
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults 
Support for defaults in json schema
 2019-04-24 12:20:39 +02:00
Matthias
d16ccd7e37 Merge branch 'develop' into json-defaults 2019-04-24 09:51:04 +02:00
hroff-1902
ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902
9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902
4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data 
Fix backtest problem with partial data
 2019-04-05 07:28:57 +02:00
Matthias
7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902
2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias
32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias
0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias
e085fd9e95 Disable dataprovider from hyperopt. 
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
 2019-03-25 19:49:58 +01:00
Matthias
0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias
00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia
6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia
0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias
e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias
02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt 
Added total profit column to backtest result
 2019-01-25 06:38:39 +01:00
Matthias
d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Gianluca Puglia
896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias
13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias
0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias
a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias
1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias
a2c01916e1 Add type-ignores to floatfmt 
tabulate supports this:
30554300d7/tabulate.py (tabulate.py-1291):1294
 2019-01-17 20:28:21 +01:00
Matthias
cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Misagh
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing 
interpolate missing candles
 2019-01-04 22:33:53 +01:00
Matthias
2bc76771bf Align backtest to interface.py 
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
 2019-01-01 16:50:10 +01:00
Matthias
fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias
8b9cc45f41 move test for data completeness 
should be done before analyzing strategy
 2018-12-31 15:09:50 +01:00
Matthias
429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias
6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias
21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias
432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias
7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias
3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen 
fix backtesting not respecting max_open_trades
 2018-11-30 19:17:09 +01:00
Matthias
21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias
93429a58b2 remove TODO 2018-11-09 07:13:20 +01:00
Matthias
66487f2a13 require start/end-date argument in backtest 2018-11-09 07:13:20 +01:00
Matthias
e94da7ca41 inverse backtest logic to loop over time - not pairs (more realistic) 2018-11-09 07:12:41 +01:00
Matthias
95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias
8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias
f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias
98050ff594 use all min_roi entries 2018-10-29 19:27:23 +01:00
Matthias
233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
Matthias
fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
Matthias
d7459bbbf3 refactor get_timeframe out of backtesting class 2018-10-17 19:59:33 +02:00
Matthias
8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting 
it's used only once, so this does not make sense and hides the origin of
the function
 2018-10-17 19:47:19 +02:00
Matthias
6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
Matthias
567211e9f9 don't print "NAN" lines in "left_open_trades" 2018-09-20 20:35:26 +02:00
Matthias
6d1c82a5fa Remove last refreence to get_candle_history 2018-08-19 19:50:14 +02:00
Janne Sinivirta
3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat 
Allow multi strategy backtest without data reload
 2018-08-02 12:35:47 +03:00
creslin
a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
Matthias
40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias
76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias
c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias
028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias
5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias
a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias
bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias
644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias
5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias
65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias
56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias
787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias
df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
xmatthias
2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Janne Sinivirta
4b38c8b11d use pandas own min and max for column sorting 2018-07-25 17:04:25 +03:00
Janne Sinivirta
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason 
Record sell reason
 2018-07-24 09:09:45 +03:00
Matthias
4fb9823cfb fix rebase problem 2018-07-19 19:50:06 +02:00
Matthias
760c79c5e9 Use .center() to output trades header line 2018-07-19 19:39:08 +02:00
Matthias
a452864b41 Use namedtuple for sell_return 2018-07-19 19:39:08 +02:00
Matthias
506aa0e3d3 Add print_sales table and test 2018-07-19 19:34:14 +02:00
Matthias
2a61629014 Export sell_reason from backtest 2018-07-19 19:29:31 +02:00
Matthias
cbffd3650b add sell_reason to backtesting 2018-07-19 19:29:31 +02:00
Janne Sinivirta
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment 
replace --realistic with 2 separate flags
 2018-07-19 17:33:19 +03:00
Janne Sinivirta
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration 
Fix backtest duration calculation
 2018-07-19 17:32:11 +03:00
Matthias
aa69177436 Properly check emptyness and adjust floatfmt 2018-07-19 13:14:21 +02:00
Matthias
79b1030435 output duration in a more readable way 2018-07-18 20:08:55 +02:00
Matthias
f9f6a3bd04
cast to int to keep exports constant 2018-07-18 09:29:51 +02:00
Matthias
8e4d2abd4e
Fix typo 2018-07-18 09:10:17 +02:00
Matthias
08237abe20
Fix wrong backtest duration 
identified in #1038
 2018-07-18 09:06:12 +02:00
Matthias
c82276ecbe add --disable-max-market-positions 2018-07-17 21:05:03 +02:00
Matthias
e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta
aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta
85e6c9585a remove pass-through methods from Analyze 2018-07-16 08:23:39 +03:00
Janne Sinivirta
a74147c472 move strategy initialization outside Analyze 2018-07-16 08:23:39 +03:00
Matthias
06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit 
Add cumulative profit to backtest result table
 2018-07-11 07:21:28 +03:00
Matthias
8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias
1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta
bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Michael Egger
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot 
allow backtest ploting
 2018-06-29 19:44:06 +02:00
xmatthias
e70cb963f7 document what to do with exported backtest results 2018-06-24 17:00:00 +02:00
Anton
f82b809fcf Merge with develop 2018-06-23 16:50:27 +03:00
xmatthias
0440a19171 export open/close rate for backtesting too 
preparation to allow plotting of backtest results
 2018-06-23 14:19:50 +02:00
Janne Sinivirta
c73b9f5c77 avoid calling exchange.get_fee inside loop 2018-06-22 21:04:07 +03:00
xmatthias
251f7db3ca require exchange object to delete pairs 2018-06-17 23:38:07 +02:00
xmatthias
21edcbdc27 Refactor exchange to class 2018-06-17 23:38:07 +02:00
Anton
ae94ab17f4 Merge branch 'develop' into feature-unlimited-stake_amount 2018-06-17 02:23:40 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest 
Display open trades after backtest period
 2018-06-16 12:49:08 +02:00
xmatthias
c0289ad844 use list comprehension to build list 2018-06-13 19:53:12 +02:00
xmatthias
e600be4f56 Reduce force-sell verbosity 2018-06-13 19:44:00 +02:00
xmatthias
6357812743 fix backtest report able 2018-06-13 06:57:49 +02:00
xmatthias
e3ced7c15e extract export from backtest function 2018-06-12 22:29:30 +02:00
xmatthias
bfde33c945 Use timestamp() instead of strftime 
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
 2018-06-12 21:12:55 +02:00
xmatthias
335d1fbbbc Check if no backtest data is found and fail gracefully 2018-06-11 19:50:43 +02:00
xmatthias
12e455cbf5 add buy/sell index to backtest result 2018-06-10 20:52:42 +02:00
xmatthias
27ee8f7360 make flake happy 2018-06-10 13:55:48 +02:00
xmatthias
1cd7ac55a8 Added "left open trades" report 2018-06-10 13:45:16 +02:00
xmatthias
b81588307f Add "open_at_end" parameter 2018-06-10 13:37:53 +02:00
xmatthias
31025216f9 fix type of open/close timestmap 2018-06-10 13:32:07 +02:00
xmatthias
322a528c12 fix bug with backtestResult 2018-06-10 13:25:16 +02:00
xmatthias
9c57d3aa8b add BacktestresultTuple 2018-06-10 13:15:46 +02:00
xmatthias
c1b2e06eda simplify return from _get_sell_trade_entry 2018-06-10 09:07:04 +02:00
xmatthias
3094acc7fb update comment 2018-06-10 08:58:28 +02:00
xmatthias
24a875ed46 remove experimental parameters - they are read by analyze.py anyway 2018-06-09 21:44:57 +02:00
xmatthias
5623ea3ac6 Add forcesell at end of backtest period 2018-06-09 21:44:20 +02:00
Anton
b4138f29c8 Merge with develop 2018-06-08 00:29:44 +03:00
Janne Sinivirta
b4ae5a36a8 use .copy() to avoid Pandas mistake. drop first row because of shifting 2018-06-07 17:29:40 +03:00
Janne Sinivirta
7f8e0ba25f use buy/sell signal from previous candle, not current to avoid seeing to the future 2018-06-07 17:28:40 +03:00
xmatthias
7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
Anton
87f750da35 Merge with develop 2018-06-04 01:50:10 +03:00
xmatthias
e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Raymond Luo
2791d543ea Make backtesting report markdown shareable 
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
 2018-06-02 19:52:16 +02:00
xmatthias
f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias
0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias
0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias
d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias
4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00