Italo
112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-03-20 15:42:53 +00:00
Italo
d796ce0935
Update hyperopt.py
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1. Try to get points using `self.opt.ask` first
2. Discard the points that have already been evaluated
3. Retry using `self.opt.ask` up to 3 times
4. If still some points are missing in respect to `n_points`, random sample some points
5. Repeat until at least `n_points` points in the `asked_non_tried` list
6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
Matthias
95f69b905a
Remove ticker_interval support
2022-03-20 09:00:53 +01:00
Matthias
052758bbac
Refactor price and stake out of _enter_trade
2022-03-19 15:45:43 +01:00
Matthias
b292f28b35
Call leverage before custom_stake_amount to properly determine min-stake-amount
2022-03-19 15:44:37 +01:00
Matthias
d6309449cf
Fix short bug where close_rate is wrongly adjusted
2022-03-16 20:12:09 +01:00
Matthias
a89c1da19f
Fix 2 bugs in ROI calculation
2022-03-16 20:12:09 +01:00
Matthias
7c9d2dd20a
Fix a few more short bugs in backtesting
2022-03-16 07:00:50 +01:00
adriance
ceba4d6e9b
Remove meaningless code
2022-03-15 14:03:06 +08:00
Matthias
cbbdf00ddd
Update comments in short backtest rates
2022-03-15 06:39:07 +01:00
adriance
fd211166f0
fixed side error
2022-03-15 12:23:59 +08:00
adriance
7059892304
Optimize the code. Fix stop_rate judgment error
2022-03-15 12:04:02 +08:00
adriance
31182c4d80
format
2022-03-14 18:38:44 +08:00
adriance
26a74220fd
remove buy filled logic
2022-03-14 13:43:42 +08:00
adriance
bea38a2e7c
remove filled date logic
2022-03-14 13:42:52 +08:00
adriance
3d9c55d519
restore set_isolated_liq
2022-03-14 11:29:26 +08:00
adriance
0fce0f64d1
Merge branch 'feat/short' into fs_fix
2022-03-13 14:41:22 +08:00
adriance
52bf926066
fix duplicate long
2022-03-13 12:26:57 +08:00
adriance
b5662d6547
Merge branch 'feat/short' into fs_fix
2022-03-12 16:50:27 +08:00
Matthias
efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
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Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias
20fc9459f2
Add test for can_short strategy attribute
2022-03-11 19:37:45 +01:00
Italo
d2a5448305
Update hyperopt.py
2022-03-11 17:38:32 +00:00
adriance
499e9c3e98
fix duration
2022-03-10 00:34:59 +08:00
adriance
d579febfec
add filled time
2022-03-09 23:55:57 +08:00
adriance
1c86e69c34
use filled time calculate duration
2022-03-09 21:55:13 +08:00
adriance
82e0eca128
add short close rate calu
2022-03-09 20:00:06 +08:00
Matthias
e492bf3159
Update order_types to use entry/exit definition
2022-03-09 06:37:08 +01:00
dingzhoufeng
9facd5b52a
Merge branch 'feat/short' into fs_fix
2022-03-08 15:14:11 +08:00
dingzhoufeng
53ecdb931b
add leverage
2022-03-08 12:26:43 +08:00
Matthias
3ff261e22c
Update order time in force to use entry/exit wording
2022-03-07 19:55:15 +01:00
Matthias
f558d4b132
Merge pull request #6467 from samgermain/backtest-liq
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Liquidation price in backtesting
2022-03-03 06:50:32 +01:00
Matthias
eb30c40e0c
Fix hyperopt for futures
2022-03-02 19:50:16 +01:00
Matthias
e8206bc751
Simplify backtesting enter_Trade
2022-02-28 20:10:23 +01:00
Matthias
1b07ad92cf
Merge branch 'feat/short' into pr/samgermain/6467
2022-02-28 20:07:19 +01:00
Matthias
79538368db
Simplify liquidation price calculation
2022-02-28 19:47:21 +01:00
Matthias
1d27cbd01f
Simplify leverage_prep interface
2022-02-28 19:34:10 +01:00
Matthias
8e2d3445a7
Move leverage_prep calculations to exchange class
2022-02-28 19:29:42 +01:00
Sam Germain
b103045a05
backtesting._enter_trade update liquidation price on increased position
2022-02-27 12:09:45 -06:00
Sam Germain
6fdcc714bf
backtesting margin_mode key fix
2022-02-27 11:59:27 -06:00
Matthias
1b6548c8d8
Don't modify leverage through DCA
2022-02-27 15:44:23 +01:00
Matthias
bcfa73d492
Add "nr_of_successfull_entries"
2022-02-27 15:44:23 +01:00
Sam Germain
8af2ea754f
add margin mode to backtesting
2022-02-26 14:11:21 -06:00
Sam Germain
6dbd249570
backtesting._enter_trade get liquidation_price and backtesting._leverage_prep
2022-02-26 13:55:01 -06:00
Italo
8d9d003671
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-02-25 17:58:57 +00:00
Matthias
fd936e26ae
Merge branch 'develop' into feat/short
2022-02-24 19:56:42 +01:00
Matthias
42df65d4ec
Make sure backtesting is cleaned up in tests
2022-02-24 14:22:49 +00:00
Matthias
8952829adc
Merge branch 'develop' into feat/short
2022-02-23 06:28:15 +01:00
Matthias
70f4305dfa
don't allow short trades in spot mode
2022-02-21 19:19:12 +01:00
Matthias
d610b6305d
Improve /balance output by removing trailing zeros
2022-02-19 16:40:30 +01:00
Sam Germain
a9eb8ce1bf
added todos back in
2022-02-16 05:47:41 -06:00
Italo
88459acbeb
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-02-15 19:10:49 +00:00
Matthias
64b98989d2
Update open candle ROI condition
2022-02-15 19:25:32 +01:00
Matthias
30f6dbfc40
Attempt fix for #6261
2022-02-14 20:02:38 +01:00
Sam Germain
19783e0d39
edited todos
2022-02-14 09:02:55 -06:00
Sam Germain
fc2d3649a1
edited todos
2022-02-12 16:23:14 -06:00
Matthias
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
Matthias
6a59103869
update wallets in backtesting to ensure a fresh wallet is used
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closes #6388
2022-02-10 19:40:36 +01:00
Matthias
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
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Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias
dcf8ad36f9
Backtesting should not allow unrealistic (automatic-filling) orders.
2022-02-08 19:12:01 +01:00
Matthias
b192c82731
Only call "custom_exit_price" for limit orders
2022-02-08 07:10:54 +01:00
Matthias
036c2888b4
Track timedout entry/exit orders
2022-02-07 18:49:30 +01:00
zx
4bce64b427
commented method deletition
2022-02-07 14:12:07 +01:00
zx
7811a36ae9
max_drawdown_abs calc fix & .DS_Store deletition
2022-02-07 07:44:13 +01:00
zx
8cdb6e0774
DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
2022-02-07 06:31:16 +01:00
zx
2893d0b50d
proper var name
2022-02-07 06:22:27 +01:00
zx
7d3b80fbde
isort fix and leftover cleaning
2022-02-06 21:09:40 +01:00
Italo
d03378b1df
Update hyperopt.py
2022-02-06 15:32:59 +00:00
zx
6b5f63d4d6
change profit_ratio by profit_abs
2022-02-06 16:28:01 +01:00
zx
0b01fcf047
Add ProfitDrawdownHyperoptLoss method
2022-02-06 15:40:54 +01:00
Matthias
644442e2f9
Track timedout orders
2022-02-06 13:37:31 +01:00
Matthias
17d748dd4c
Improve handling of left_open_trades
2022-02-06 13:19:00 +01:00
Italo
adf8f6b2d5
Update hyperopt.py
2022-02-06 10:33:49 +00:00
Italo
6c1729e20b
ignore warnings
2022-02-06 01:07:30 +00:00
Sam Germain
e0d42ad9a7
Update backtesting.py
2022-02-05 18:29:48 -06:00
Italo
6a4cae1f8c
Update hyperopt.py
2022-02-06 00:17:48 +00:00
Italo
992eac9efa
Update hyperopt.py
2022-02-05 17:36:19 +00:00
Matthias
9bf86bbe27
Extract backtesting row validation to separate function
2022-02-05 16:28:47 +01:00
Matthias
58fad72778
Update wallets when necessary
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closes #6321
2022-02-05 16:28:47 +01:00
Matthias
4ea79a32e4
Use Order object for ft_timeout check
2022-02-05 16:28:47 +01:00
Matthias
1e603985c5
Extract backtesting order cancelling
2022-02-05 16:28:47 +01:00
Matthias
6637dacd7f
Extract protections in backtesting
2022-02-05 16:28:47 +01:00
Matthias
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
Matthias
090554f197
Try fill backtest order imediately for adjusted order
2022-02-05 16:28:21 +01:00
Matthias
f4149ee462
Force ROI to be within candle
2022-02-05 16:28:21 +01:00
Matthias
44e616c264
Add unfilledtimeout to required props for backtesting
2022-02-05 16:28:21 +01:00
Matthias
49cecf1cb2
Small cosmetic fix
2022-02-05 16:28:21 +01:00
Rokas Kupstys
9140679bf4
Backtest order timeout continued.
2022-02-05 16:28:21 +01:00
Rokas Kupstys
15698dd1ca
Fix errors so it runs, implement timeout handling.
2022-02-05 16:28:21 +01:00
Matthias
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
Matthias
c12e5a3b6c
Initial idea backtesting order timeout
2022-02-05 16:28:21 +01:00
Sam Germain
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
Sam Germain
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
Sam Germain
3ee2b7978c
wallets.validate_stake_amount added param max_stake_available
2022-02-03 20:33:16 -06:00
Sam Germain
7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
Sam Germain
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
2022-02-03 20:33:16 -06:00
Sam Germain
6b6b35ac1c
check for max stake limit in freqtradebot and backtesting
2022-02-03 20:33:04 -06:00
Sam Germain
edc0e9c75f
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
2022-02-03 17:48:34 -06:00
Sam Germain
977f87659c
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
2022-02-03 17:48:33 -06:00
Sam Germain
73d10b5c02
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
2022-02-03 17:48:33 -06:00
Matthias
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
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Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
