e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
85fd4dd3ff
rename analyze.py to exchange_helpers.py
2018-07-17 21:26:52 +03:00
78205da4f0
Merge pull request #1036 from freqtrade/pyup-scheduled-update-2018-07-17
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Scheduled daily dependency update on tuesday
2018-07-17 14:40:25 +02:00
e021d22c7f
Update ccxt from 1.16.36 to 1.16.50
2018-07-17 14:24:09 +02:00
8cea0517eb
Added stop_stops
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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
ed4bf32f2a
Fixed Stop closing in Index 0
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when buy opening on Index 1
2018-07-17 10:59:17 +00:00
4a26eb34ea
fix plot_profit to use strategy instead of Analyze
2018-07-17 11:47:09 +03:00
50b15b8052
fix plot_dataframe to use strategy instead of Analyze
2018-07-17 11:41:21 +03:00
e11ec28962
remove leftover commented-out code
2018-07-17 11:13:35 +03:00
baaf0a5b21
Handle when 0 trades are found in any pairs being tested.
2018-07-17 08:12:21 +00:00
06d024cc46
make pytest ignore this file
2018-07-17 11:07:27 +03:00
084264669f
fix the last failing unit test
2018-07-17 11:02:07 +03:00
dbc3874b4f
__init__ must return None to please mypy
2018-07-17 10:47:15 +03:00
78af4bc785
move and fix tests from Analyze to interface of strategy
2018-07-17 10:23:04 +03:00
a313917347
Handle a buy on the last candle
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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
357c8c0ba0
sensible defaults
2018-07-16 18:32:41 +00:00
3b0cb7bc33
Added ujson and py_find_1st to setup.py
2018-07-16 18:06:31 +00:00
8d5da4e6ad
changed defaults
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Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
ec1960530b
Added Show trades option
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If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
99d16e82c0
disable time calcs output on vector displaying in debug. Excessive.
2018-07-16 16:30:11 +00:00
885a653439
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
059aceb582
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
0f3339f74f
use ujson to load ticker files 30% faster from disk.
2018-07-16 16:09:42 +00:00
4a39a754f4
Fixed: self.use_backslap = Bool on line97
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If self.use_backslap = True Backslap executes
If self.use_backslap = False Original Backtest Code executes
2018-07-16 15:57:15 +00:00
5aaf454f12
GAS trades verified from candle data to excel by hand
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All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
fb0edd71ff
in tech test
2018-07-16 14:16:35 +00:00
eed29a6b8a
update
2018-07-16 13:16:18 +00:00
2795db3ea0
Merge pull request #1033 from freqtrade/pyup-scheduled-update-2018-07-16
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Scheduled daily dependency update on monday
2018-07-16 15:02:44 +02:00
4f957728bf
Update scikit-learn from 0.19.1 to 0.19.2
2018-07-16 14:24:07 +02:00
62f4d734b9
Update ccxt from 1.16.33 to 1.16.36
2018-07-16 14:24:06 +02:00
7174f27eb8
Rewrite to used algned numpy/dataframes
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updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
a3466f4b42
Merge pull request #1031 from freqtrade/feat/update_configdict
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Update config dict with attributes loaded from strategy
2018-07-16 10:00:46 +03:00
050afe2bc0
Merge pull request #979 from creslinux/Check_timeframes
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Handle if ticker_interval in config.json is not supported on exchange.
2018-07-16 09:57:46 +03:00
5c87c420c7
restore one analyze test
2018-07-16 08:59:14 +03:00
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
f6b8c2b40f
move parse_ticker_dataframe outside Analyze class
2018-07-16 08:23:39 +03:00
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
a8b62a21cc
hmm
2018-07-15 17:03:47 +00:00
727f569e3a
Merge pull request #1032 from freqtrade/pyup-scheduled-update-2018-07-15
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Scheduled daily dependency update on sunday
2018-07-15 14:42:35 +02:00
8f59759e97
Update ccxt from 1.16.16 to 1.16.33
2018-07-15 14:24:05 +02:00
4e68362d46
Works with reporting output
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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
71c3106f8f
Added ABS and Fees
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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
158226012a
consistent use of the config dict within the test
2018-07-15 09:08:14 +02:00
b4ba641131
Update config dict with attributes loaded from strategy
2018-07-15 09:01:08 +02:00
07175ebc5a
up
2018-07-14 23:45:06 +00:00
90e3c38757
First cut, Bslap
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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
682f4c1ade
Merge pull request #1030 from freqtrade/pyup-scheduled-update-2018-07-14
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Scheduled daily dependency update on saturday
2018-07-14 19:39:13 +02:00
e1de988f85
Update sqlalchemy from 1.2.9 to 1.2.10
2018-07-14 14:24:09 +02:00
bc83c34118
Update ccxt from 1.16.12 to 1.16.16
2018-07-14 14:24:07 +02:00
Matthias
Janne Sinivirta
pyup-bot
creslinux
Samuel Husso