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1504 Commits

Author SHA1 Message Date
Matthias
90915b6b2f
Revert "Add more verbosity levels" 2018-07-19 20:43:41 +02:00
Matthias
1b2bfad348 Fix wrong test 2018-07-19 20:36:49 +02:00
Matthias
060469fefc Add stuff after rebase 2018-07-19 20:12:20 +02:00
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
426c25f631 record ticker_interval and strategyname 2018-07-19 19:34:14 +02:00
Matthias
4059871c28 Add get_strategy_name 2018-07-19 19:34:14 +02:00
Matthias
2a61629014 Export sell_reason from backtest 2018-07-19 19:29:31 +02:00
Matthias
8c0b19f80c Check sell-reason for sell-reason-specific tests 2018-07-19 19:29:31 +02:00
Matthias
838b0e7b76 Remove unused import 2018-07-19 19:29:31 +02:00
Matthias
cbffd3650b add sell_reason to backtesting 2018-07-19 19:29:31 +02:00
Matthias
0147b1631a remove optional from selltype 2018-07-19 19:27:33 +02:00
Matthias
49a7c7f08e fix tests 2018-07-19 19:27:33 +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
f991109b0a Add sell-reason to sell-tree 2018-07-19 13:29:42 +02:00
Matthias
6bb7167b56 Add sellType enum 2018-07-19 13:25:48 +02:00
Matthias
c0a7725c1f Add stoploss offset 2018-07-19 13:22:44 +02:00
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
64f933477d
Merge pull request #1007 from freqtrade/remove-analyze 
Remove Analyze
 2018-07-19 10:12:36 +02:00
Matthias
75c0a476f8 Test setting verbosity in commandline 2018-07-18 23:40:04 +02:00
Matthias
1ab7f5fb6d add tests for more debug levels 2018-07-18 22:53:44 +02:00
Matthias
789b98015f Allow different loglevels 2018-07-18 22:52:57 +02:00
Matthias
7134c15e86
Merge pull request #1024 from freqtrade/feature/webhook 
Feature/webhook
 2018-07-18 20:39:57 +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
Luis Felipe Diaz Chica
ee8e890f50 Add docs to get_trade_stake_amount function 2018-07-18 01:36:39 -05:00
creslinux
3184c85dca default settings to trigger low, take stop 2018-07-17 21:33:11 +00:00
Matthias
3df79b8542 fix hanging intend 2018-07-17 21:12:05 +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
85fd4dd3ff rename analyze.py to exchange_helpers.py 2018-07-17 21:26:52 +03:00
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
Janne Sinivirta
e11ec28962 remove leftover commented-out code 2018-07-17 11:13:35 +03:00
creslinux
baaf0a5b21 Handle when 0 trades are found in any pairs being tested. 2018-07-17 08:12:21 +00:00
Janne Sinivirta
084264669f fix the last failing unit test 2018-07-17 11:02:07 +03:00
Janne Sinivirta
dbc3874b4f __init__ must return None to please mypy 2018-07-17 10:47:15 +03:00
Janne Sinivirta
78af4bc785 move and fix tests from Analyze to interface of strategy 2018-07-17 10:23:04 +03:00
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
creslinux
eed29a6b8a update 2018-07-16 13:16:18 +00:00
creslinux
7174f27eb8 Rewrite to used algned numpy/dataframes 
updated logic
added vector fill for abs/profit/duration in single hit on results.
 2018-07-16 12:01:02 +00:00
Samuel Husso
a3466f4b42
Merge pull request #1031 from freqtrade/feat/update_configdict 
Update config dict with attributes loaded from strategy
 2018-07-16 10:00:46 +03:00
Samuel Husso
050afe2bc0
Merge pull request #979 from creslinux/Check_timeframes 
Handle if ticker_interval in config.json is not supported on exchange.
 2018-07-16 09:57:46 +03:00
Janne Sinivirta
5c87c420c7 restore one analyze test 2018-07-16 08:59:14 +03:00
Janne Sinivirta
aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta
f6b8c2b40f move parse_ticker_dataframe outside Analyze 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
creslinux
a8b62a21cc hmm 2018-07-15 17:03:47 +00:00
creslinux
4e68362d46 Works with reporting output 
Bugs
Calculating % prof ok, but abs wrong

BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
 2018-07-15 10:33:00 +00:00
creslinux
71c3106f8f Added ABS and Fees 
Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
  its a negative in FT, had been using positve stop -1 in scratch
 2018-07-15 09:30:01 +00:00
Matthias
158226012a consistent use of the config dict within the test 2018-07-15 09:08:14 +02:00
Matthias
b4ba641131 Update config dict with attributes loaded from strategy 2018-07-15 09:01:08 +02:00
creslinux
07175ebc5a up 2018-07-14 23:45:06 +00:00
creslinux
90e3c38757 First cut, Bslap 
science project replacement for freqtrade backtest analysis

- appprox 300-500x quicker to execute

- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price

Not implimented dynamic stops or roi
 2018-07-14 22:54:23 +00:00
Matthias
278e7159bc adjust webhook tests 2018-07-14 13:32:35 +02:00
Matthias
1284627219 move url to private class level 2018-07-14 13:32:35 +02:00
Matthias
120fc29643 use dict comprehension 2018-07-14 13:32:35 +02:00
Matthias
6336d8a0e2 remove copy leftover 2018-07-14 13:32:35 +02:00
Matthias
ee2f6ccbe9 Add test for enable_webhook 2018-07-14 13:32:35 +02:00
Matthias
144d308e5e Allow enabling of webhook 2018-07-14 13:32:35 +02:00
Matthias
a4643066a8 allow more flexibility in webhook 2018-07-14 13:32:35 +02:00
Matthias
25250f7c10 don't hardcode post parameters 2018-07-14 13:32:35 +02:00
Matthias
fa8512789f add tests for webhook 2018-07-14 13:32:35 +02:00
Matthias
ae22af1ea3 fix typo 2018-07-14 13:32:35 +02:00
Matthias
6e16c1d80d add webhook test file 2018-07-14 13:32:35 +02:00
Samuel Husso
fa8b349200 rpc: dont re-use variables with different types 2018-07-14 08:02:39 +03:00
gcarq
cb8cd21e22 add tests for telegram.send_msg 2018-07-12 17:50:11 +02:00
gcarq
a559e22f16 remove duplicate send_msg invocation 2018-07-12 17:29:02 +02:00
gcarq
7eaeb8d146 status: return arrow object instead humanized str 2018-07-12 17:27:40 +02:00
gcarq
0920fb6120 use more granular msg dict for buy/sell notifications 2018-07-12 17:16:31 +02:00
gcarq
4cb1aa1d97 use dict as argument for rpc.send_msg 2018-07-12 17:12:42 +02:00
gcarq
96a405feb7 implement name property in abstract class 2018-07-12 17:11:31 +02:00
gcarq
112998c205 refactor _rpc_balance 2018-07-12 17:11:31 +02:00
gcarq
f1a370b3b9 return dict from _rpc_status and handle rendering in module impl 2018-07-12 17:10:04 +02:00
gcarq
29670b9814 remove markdown formatting from exception string 2018-07-12 17:07:19 +02:00
gcarq
df8ba28ce5 convert start, stop and reload_conf to return a dict 2018-07-12 17:07:19 +02:00
Matthias
06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta
1f16ff268f
Merge pull request #1010 from jblestang/refactoring_create_trade_function 
Refactoring Create Trade
 2018-07-11 07:23:03 +03:00
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
Jean-Baptiste LE STANG
773fb5953b Reafcotring Create Trade 2018-07-10 15:10:56 +02:00
Matthias
85c60519b0 Fix test crash 2018-07-09 22:11:12 +02:00
Matthias
750d737b7d Add tests for change to open_rate 2018-07-08 20:18:34 +02:00
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
38487644f0 fix tests for backtest-result output table 2018-07-08 19:55:16 +02:00
Matthias
1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta
8fb146ba6a
Merge pull request #992 from freqtrade/backtest_optimize 
reduce calculation effort by removing a call to calc_profit_percent
 2018-07-08 17:41:50 +03:00
Janne Sinivirta
6926e468a4
Merge pull request #984 from freqtrade/test_backtest_results 
Test backtest results
 2018-07-08 17:40:12 +03:00
Matthias
8dd6e29426 don't flag data as outdated which isn't 2018-07-08 13:34:47 +02:00
Matthias
3e03a208f1 reduce calculation effort (slightly!) 2018-07-07 20:17:53 +02:00
Matthias
570d27a0c4 Add testcase where ticker_interval is not in the configuration 2018-07-07 15:30:29 +02:00
Matthias
3f6e9cd28f Add tests for validate_timeframes 2018-07-07 14:42:53 +02:00
Matthias
af17cef002 fix existing tests to work with validate_timeframes 2018-07-07 14:41:42 +02:00
Matthias
9906da46f6 move comment to correct place 2018-07-06 20:00:54 +02:00
Matthias
54976fa103 Add more tests to validate buy/sell rows 2018-07-06 19:56:16 +02:00
Matthias
c35d1b9c9d Add test which checks the backtest result 2018-07-05 23:22:35 +02:00
Samuel Husso
e808b3a2a1 rpc: get rid of extra else and fix mypy warning 2018-07-05 10:47:08 -05:00
Samuel Husso
df68b0990f rpc: fstrings 2018-07-05 10:11:29 -05:00
Samuel Husso
adbffc69e1 telegram: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso
a2063ede55 persistence: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso
7dca3c6d03 freqtradebot,main,hyperopt: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso
03c112a601 config, optimize: fstrings in use 2018-07-05 10:11:29 -05:00
creslinux
5ab644dea6 flake 8 fix 2018-07-05 12:05:31 +00:00
creslinux
966668f48a Handle if ticker_interval in config.json is not supported on exchange. 
Returns.

Tested positive and negative data.
The ticker list in constants.py may be obsolete now, im not sure.

 raise OperationalException(f'Invalid ticker {timeframe}, this Exchange supports {timeframes}')
freqtrade.OperationalException: Invalid ticker 14m, this Exchange supports {'1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '8h': '8h', '12h': '12h', '1d': '1d', '3d': '3d', '1w': '1w', '1M': '1M'}
 2018-07-05 11:57:59 +00:00
Samuel Husso
d8d0579c5a
Merge pull request #930 from freqtrade/skopt 
Replace Hyperopt with scikit-optimize
 2018-07-04 13:51:14 -05:00
Janne Sinivirta
bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Janne Sinivirta
96bb2efe69 use joblib.dump and load for trials 2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00 change pickle file name to better suit it's current purpose 2018-07-03 22:17:43 +03:00
Janne Sinivirta
9dbe0f50a3 fix tests after changing the dumping and pickling dataframe in hyperopt 2018-07-03 22:09:59 +03:00
Janne Sinivirta
3a7056ea1b run at least one epoch 2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645 remove dead code 2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24 sort imports in hyperopt.py 2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9 avoid re-serialization of whole dataframe 2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860 use cpu count explicitly in job count 2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2 use fstring 2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce handle the case where we have zero buys 2018-07-02 11:46:55 +03:00
Janne Sinivirta
aec3f582e1 Merge branch 'develop' into skopt 2018-07-02 11:27:27 +03:00
xmatthias
3c5be55eb9 remove unnecessary variable 2018-07-01 20:17:30 +02:00
xmatthias
782570e71e Address PR comment 2018-07-01 20:03:07 +02:00
Matthias
ed2a1becef
Merge branch 'develop' into feat/stop_loss 2018-07-01 20:01:02 +02:00
xmatthias
937644a04b change while-loop to enumerate - add intensified test for this scenario 2018-07-01 19:55:51 +02:00
xmatthias
e39d88ef65 Address some PR comments 2018-07-01 19:54:26 +02:00
Michael Egger
f91263c8ef
Merge pull request #966 from freqtrade/feat/revamp_exchangetest 
Rewrite standard ccxt exception handling
 2018-07-01 19:47:57 +02:00
Michael Egger
e2127f5af1
Merge pull request #969 from xmatthias/split_unfilled 
separating unfulfilled timeouts for buy and sell
 2018-07-01 19:47:24 +02:00
xmatthias
2dc881558d address PR comments 2018-07-01 19:41:19 +02:00
xmatthias
c66f858b98 rename innerfun to mock_ccxt_fun 2018-07-01 19:37:55 +02:00
Michael Egger
8023fdf923
Merge pull request #971 from freqtrade/fix/nonmocked_markets 
Add get_markets mock to new tests
 2018-07-01 15:11:22 +02:00
Michael Egger
2cee8e52c1
Merge pull request #965 from freqtrade/fix/fix_959 
catch crash with cobinhood
 2018-07-01 14:28:01 +02:00
xmatthias
9e3e900f78 Add get_markets mock to new tests 2018-06-30 17:49:46 +02:00
Nullart
98108a78f1 separating unfulfilled timeouts for buy and sell 2018-06-30 13:44:42 +02:00
Janne Sinivirta
0ce08932ed mypy fixes 2018-06-30 09:54:31 +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
cf6b1a637a increase exchange code coverage 2018-06-28 22:32:28 +02:00