Commit Graph

353 Commits

Author SHA1 Message Date
Gert bf0b1af878 merged latest development branch 2018-07-30 13:43:25 -07:00
Matthias 787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias 5fbce13830 update hyperopt to use new methods 2018-07-29 20:55:40 +02:00
Matthias 98665dcef4 revert inadvertent wihtespace changes 2018-07-29 20:55:37 +02:00
Matthias df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
Gert Wohlgemuth 0dcaa82c3b fixed test? 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth 3dd7d209e9 more test fixes 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth abc55a6e6b fixing? hyperopt 2018-07-29 20:55:06 +02:00
xmatthias 2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Matthias 7f27beff4b Revert "backtesting: try to load data with ujson if it exists" 2018-07-29 13:23:11 +02:00
Gert ab66fe1b72 prepared for tracking signals 2018-07-28 19:45:33 -07:00
Gert ed47240b6e working on develop backslap 2018-07-28 18:30:12 -07:00
Gert 1a673c6ac9 working on moving backslap 2018-07-28 14:23:18 -07:00
Samuel Husso cb2fff8909 mypy doesn't handle common idiomacy so disable the line (see the open issue more details) 2018-07-28 22:06:26 +03:00
Samuel Husso cdd8cc551c backtesting: try to load data with ujson if it exists 2018-07-28 21:56:11 +03:00
creslinux 0372485cf0 Some reason did not push this...
vector calcs redone.
2018-07-26 19:17:00 +00:00
creslinux e39ae45d2f Some reason did not push this...
vector calcs redone.
2018-07-26 18:40:45 +00:00
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 8f254031c6 Add short form for parameters, change default for hyperopt 2018-07-19 13:19:36 +02:00
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
creslinux 3184c85dca default settings to trigger low, take stop 2018-07-17 21:33:11 +00:00
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
creslinux 8cea0517eb Added stop_stops
stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.

This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
2018-07-17 11:22:38 +00:00
creslinux ed4bf32f2a Fixed Stop closing in Index 0
when buy opening on Index 1
2018-07-17 10:59:17 +00:00
creslinux baaf0a5b21 Handle when 0 trades are found in any pairs being tested. 2018-07-17 08:12:21 +00:00
creslinux a313917347 Handle a buy on the last candle
We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
creslinux 357c8c0ba0 sensible defaults 2018-07-16 18:32:41 +00:00
creslinux 8d5da4e6ad changed defaults
Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
creslinux ec1960530b Added Show trades option
If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
creslinux 99d16e82c0 disable time calcs output on vector displaying in debug. Excessive. 2018-07-16 16:30:11 +00:00
creslinux 885a653439 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
creslinux 059aceb582 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux 0f3339f74f use ujson to load ticker files 30% faster from disk. 2018-07-16 16:09:42 +00:00
creslinux 4a39a754f4 Fixed: self.use_backslap = Bool on line97
If self.use_backslap = True   Backslap executes
If self.use_backslap = False  Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux 5aaf454f12 GAS trades verified from candle data to excel by hand
All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux fb0edd71ff in tech test 2018-07-16 14:16:35 +00:00