Commit Graph

601 Commits

Author SHA1 Message Date
Matthias ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Matthias 5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 07d71f014f Rename defaultStrategy file 2021-08-26 19:38:41 +02:00
Matthias 6d96b11279 Rename DefaultStrategy 2021-08-26 07:25:53 +02:00
Matthias df1c0540ab Rename Hyperopt Test Class 2021-08-26 07:20:05 +02:00
Matthias fbf8eb4526 Rename test-legacy strategy 2021-08-26 07:04:33 +02:00
Matthias 053d6d8ee1 Merge branch 'feat/short' into pr/samgermain/5378 2021-08-25 20:34:52 +02:00
Matthias e1c3b7fd8c Merge branch 'develop' into feat/short 2021-08-25 20:31:40 +02:00
Matthias 4b36276e4f Improve has_space test 2021-08-25 19:54:26 +02:00
Matthias 11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias 7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias 957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias faf5cfa66d Update some tests for updated backtest interface 2021-08-23 21:35:28 +02:00
Sam Germain 317a454c0e Removed shorting from tests/optimize/hyperopts/default_hyperopt.py and created another tests/optimize/hyperopts/short_hyperopt.py with long and shorting 2021-08-23 00:24:49 -06:00
Sam Germain 092780df9d condensed strategy methods down to 2 2021-08-18 16:52:34 -06:00
Sam Germain d4a7d2d444 Added short and exit_short to strategy 2021-08-18 16:52:20 -06:00
Sam Germain e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 3406b889b6 First test 2021-08-14 17:06:28 +02:00
Rokas Kupstys f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias 0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias cf27968b97 Properly preserve trade's low during backtesting 2021-08-09 19:38:56 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Matthias 47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Matthias 6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
Matthias b73768acd1 Fix bug in property overwriting prevention 2021-08-04 20:21:56 +02:00
Matthias 3c41223333 Add test for protections-hyperopt 2021-08-04 20:01:28 +02:00
Matthias 091bf7c4d2 Output protection space 2021-08-04 06:50:14 +02:00
Matthias 6abd352c0f Add test for backtesting dataframe cache 2021-07-31 08:44:09 +02:00
Matthias 138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian 0fcbe097c0 remove blankspace 2021-07-23 21:06:38 +07:00
kevinjulian aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian 49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian 66a7070170 run linter 2021-07-20 23:56:03 +07:00
kevinjulian 5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
Kevin Julian edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
Matthias 365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias 7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Matthias 7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Matthias 005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias 898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
Matthias dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Matthias 9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias 3503fdb4ec Improve tests for newly added methods 2021-07-03 08:38:55 +02:00
Rokas Kupstys bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias 645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias 8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias 8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias ef14359d31 Add some tests for paramfile writing 2021-06-29 06:50:47 +02:00
Matthias e97de4643f Move tests to hyperopttools test file 2021-06-29 06:50:47 +02:00
Matthias 750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
barbarius a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias 0235868c66 Update tests for new config structure 2021-06-26 16:39:01 +02:00
Rokas Kupstys 6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias 9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias 08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +02:00
Matthias 8a56af9192 Update onlyprofit loss should use absolute profit
closes #4934
2021-05-28 08:38:46 +02:00
Matthias a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias 3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias 916ece6a29 More realistic testcase for results 2021-05-23 09:15:36 +02:00
Rokas Kupstys 25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Matthias ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
Matthias 7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias 2565f91bc2 Adjust tests to reflect new stoploss behaviour 2021-05-18 19:33:17 +02:00
Matthias 6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias 4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys 2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Matthias 5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +02:00
Matthias 06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias 7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias 513be11fd9 Fix hyperopt output
closes #4892
2021-05-07 20:23:11 +02:00
Matthias 554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias 46f0f66039 Keep dimensions stored in hyperopt class
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias 97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias 4c00d4496d Update tests to reflect new backtest returns 2021-05-02 09:46:27 +02:00
Matthias f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias 852f125347 Fix tests 2021-05-02 09:46:27 +02:00
Matthias 545cba7fd8 Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias c45204a2c4 Fix failing mocks 2021-05-02 08:59:21 +02:00
Matthias 30da307d13 Remove encode/decode for hyperopt 2021-05-01 17:01:52 +02:00
Matthias 555262b6e1 Only calculate additional indicators if the space is selected 2021-05-01 16:40:29 +02:00
Matthias e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias 4636b3970b Fix failed test due to exchange downtime 2021-04-25 08:25:12 +02:00
Matthias f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
Fix wallet unlimited
2021-04-24 15:54:06 +02:00
Matthias 5c7f278c8a add tests for IntParameter.range 2021-04-24 07:18:35 +02:00
Matthias 92a2e254af Fix backtesting test 2021-04-21 20:17:30 +02:00
Matthias d8c8a8d8c2 Remvoe pointless arguments from get_trade_stake_amount 2021-04-21 20:01:10 +02:00
Matthias e820814809 Default-stoploss-hyperopt should use decimal space, nto real 2021-04-14 20:32:34 +02:00
Matthias 34e47db18d Test SKDecimal space 2021-04-09 22:15:24 +02:00
Matthias dc406fe19f Fail in case of name and explicit space name collisions 2021-04-05 10:53:00 +02:00
Matthias 41cb2a6451 Merge branch 'develop' into pr/rokups/4596 2021-04-03 17:00:37 +02:00
Matthias 6555454bd2 Remove more ticker_interval occurances 2021-04-03 16:54:47 +02:00
Matthias 6954a1e029 MOre tests for ParameterHyperopt 2021-03-29 19:49:22 +02:00
Matthias 76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Matthias f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +01:00
Matthias 98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias 53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias 52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias 72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias 35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias 8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias 712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias 3110d2dbb1 Add small test cases 2021-02-09 20:09:10 +01:00
Matthias 4facf662de Fix random test-failure caused by un-clean hyperopt shutdown
pytest --random-order-seed=415781
2021-02-01 11:00:55 +01:00
Matthias 789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00
Matthias 8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias 48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias 0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias 9147106259 call bot_loop_start() in backtesting to allow setup-code to run 2021-01-14 19:09:25 +01:00
Matthias 6d1fba1409 Remove unnecessary log output tests 2021-01-14 19:04:42 +01:00
Matthias 378a252ad1 Fix #4161 - by not using the problematic method for windows 2021-01-08 13:46:43 +01:00
Matthias 29ce323649 Fix wrong hyperoptlosstest 2021-01-03 06:49:04 +01:00
Matthias 67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias 266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias 75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias 4aa6ebee04 Add more tests for #2422 2020-11-27 09:17:25 +01:00
Matthias 81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
Matthias e1e2829ef3 Improve and refactor hyperopt tests 2020-10-28 14:49:25 +01:00
Matthias 23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias 8c2f763193 Add test to ensure --hyperopt-loss is mandatory 2020-10-05 20:36:16 +02:00
Matthias fa1d1679f0 Adapt tests to work without default hyperoptloss 2020-10-05 19:33:50 +02:00
Matthias 06759234b6 Add test to verify output of roi / trailing stop hyperopt 2020-10-05 08:07:53 +02:00
Matthias 6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias 9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias 15bb0af1b3 Add some test-coverage 2020-09-28 00:36:13 +02:00
Matthias f3de74f817 Mock all occurances of hyperopt.dump 2020-09-27 19:48:11 +02:00
Matthias 5769b9244f Mock test correctly 2020-09-27 19:34:47 +02:00
Matthias c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias c56dd487f2 Fix test failure 2020-09-25 21:00:58 +02:00
Matthias ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias 378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Allen Day 3fe2ed0e18
zero pad in test 2020-09-07 23:38:51 +08:00
Matthias 842eff95eb Add simple verification to ensure pairlists is iitialized 2020-08-30 10:07:58 +02:00
Matthias 4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias 3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias 4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias 1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
Matthias b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias 05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias 87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias d01070dba8 Increase coverage of edge_cli 2020-08-06 09:22:41 +02:00
Matthias 59370672b8 Fix more tests 2020-08-06 09:00:28 +02:00
Matthias 081625c5dc Have hyperopt tests use new hyperopt location 2020-08-06 08:51:01 +02:00
Matthias 8b6d10daf1 Move DefaultHyperopt to test folder (aligned to strategy) 2020-08-06 08:50:41 +02:00
Matthias c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00
Matthias 0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias 523437d970 Add tst for daily stats 2020-07-03 20:03:33 +02:00
Matthias 2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias 59e0ca0aaa Add pairlist to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 59ac4b9c9a Test writing statistics 2020-07-03 06:58:27 +02:00
Matthias 7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 6e94734678 Add fee to backtestresult 2020-07-03 06:58:27 +02:00
Matthias 03ab61959b Add test for generate_backtest_stats 2020-07-03 06:58:27 +02:00
Matthias 0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias 2881718733 Adapt tests for new column names 2020-07-03 06:58:27 +02:00
Matthias cf044d166e Tests should use new Datetime format too 2020-07-03 06:58:27 +02:00
hroff-1902 02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
Matthias a3506f4d8e Merge branch 'develop' into timeframe 2020-06-15 06:35:55 +02:00
Matthias 72ae4b1500 Load pairlist after strategy to use strategy-config
fail in certain conditions when using strategy-list

Fix #3363
2020-06-07 16:15:26 +02:00
Matthias 54226b45b1 Add test verifying failure 2020-06-07 16:02:54 +02:00
Matthias 070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias 499c6772d1 Rename tabulate methods
they don't "generate" anything
2020-06-07 11:31:33 +02:00
hroff-1902 64881a94e2
Merge branch 'develop' into timeframe 2020-06-02 15:56:34 +03:00
Matthias f9bb1a7f22 Update more occurances of ticker_interval 2020-06-02 10:02:55 +02:00
Matthias 950f358982 Replace occurances in test files 2020-06-01 20:47:27 +02:00
Matthias 009ea0639f Exchange some occurances of ticker_interval 2020-06-01 20:33:26 +02:00
Matthias 091693308a Correctly call show_backtest_results 2020-06-01 09:25:26 +02:00
Matthias 6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias 46f1470e28 Fix failing test 2020-05-25 20:00:05 +02:00
Matthias 027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias db257e9f7f Rename method to be public 2020-05-25 19:50:23 +02:00
Matthias 18a2dad684 Extract data generation from generate_text_table 2020-05-25 19:35:32 +02:00
Matthias e1362755d2 Add test for sell_reason_stats 2020-05-25 07:14:21 +02:00
Matthias 876a9e4f44 finish refactor of sell_reason table 2020-05-25 07:08:15 +02:00
Matthias 5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
hroff-1902 c8f3ef884b Minor: Add filterwarning for DeprecationWarning in test 2020-05-11 20:22:19 +03:00
hroff-1902 c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
Matthias fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
Matthias 8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
Yazeed Al Oyoun 72b088d85f added test 2020-04-25 11:31:51 +02:00
Matthias ac008a4758 Remove obsolete comment in tests 2020-04-15 06:58:54 +02:00
Matthias cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias 3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +01:00
Matthias 328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias 0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
hroff-1902 51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902 1b6e77649a Add test for hyperopt 2020-03-10 12:42:31 +03:00
hroff-1902 81b6a950ac Adjust test for backtesting 2020-03-10 12:42:11 +03:00
hroff-1902 3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
hroff-1902 57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
Fredrik81 090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81 7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81 4aca8d7fcc PEP8 fix 2020-03-03 01:35:18 +01:00
Fredrik81 399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
Fredrik81 379275e2d6 Updated tests 2020-03-01 03:24:04 +01:00
Fredrik81 267416eced Changed test for new table printing 2020-03-01 03:11:00 +01:00
hroff-1902 0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
Fredrik81 55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
hroff-1902 bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
Matthias a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias 09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Yazeed Al Oyoun 3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Matthias 6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902 4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
Matthias 81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss
Minor: Fix tests for hyperopt_loss
2020-02-11 07:13:29 +01:00
hroff-1902 29f7c5071b Fix usage of an item from BTContainer in tests 2020-02-11 04:17:10 +03:00
hroff-1902 d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
Matthias 83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
Matthias d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun 6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun 951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun 5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun 9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
Yazeed Al Oyoun e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias 1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902 52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias 785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias 989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias 8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias 10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias 904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
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 6860491189 Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
Matthias 5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias 80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias aa39f2160b Use load_data instead of a sequence of calls
in tests which don't test this
2019-12-28 11:01:41 +01:00
Matthias a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias e4f185f357 Remove 'line' from load_cached_data tests
Users are unable to use line anyway, it's only there for tests
2019-12-28 11:01:41 +01:00
hroff-1902 004993583b
Merge pull request #2712 from freqtrade/strategylist
add list-strategies subcommand
2019-12-28 12:32:06 +03:00
Matthias e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias 25e6d6a7bf Combine load_object methods into one 2019-12-24 13:54:46 +01:00
Matthias 6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias 248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
hroff-1902 cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902 60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +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 703924d6c4
Merge pull request #2643 from freqtrade/mins
Remove min (plural) from codebase
2019-12-12 14:27:39 +01:00
Matthias 7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
hroff-1902 3252654ed3 Test adjusted 2019-12-10 14:06:17 +03:00
hroff-1902 0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list
Add hyperopt-list and hyperopt-show commands
2019-12-10 00:30:26 +03:00
Matthias de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias 1e6f9f9fe2 Add testcase for negative ROI sell using open 2019-12-07 15:18:09 +01:00
Matthias 703458f365 Add test for loading ticker-interval from strategy 2019-12-05 20:35:54 +01:00
hroff-1902 017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902 b20bea8492 Adjust tests 2019-12-04 23:15:19 +03:00
Matthias 054484ad73 load_pair_history should not return None, but an empty dataframe if no
data is found
2019-12-04 06:57:44 +01:00
hroff-1902 86342efa7a Adjust test 2019-12-01 18:34:25 +03:00
hroff-1902 05967442c3 Adjust test 2019-12-01 18:01:59 +03:00
hroff-1902 d6b587678e Adjust test 2019-12-01 17:44:14 +03:00
hroff-1902 69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902 8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00
hroff-1902 1b645d64c8
Merge pull request #2538 from freqtrade/strategy_template
new-strategy / new-hyperopt - from templates
2019-11-24 15:21:23 +03:00
hroff-1902 6cb4830534 Testcase added 2019-11-23 12:30:49 +03:00
hroff-1902 067267f4cf Log messages improved (plural/singular) 2019-11-23 12:20:41 +03:00
hroff-1902 99db53417c Tests adjusted 2019-11-23 12:00:43 +03:00
hroff-1902 175591e524 Fix test 2019-11-23 04:03:47 +03:00
hroff-1902 e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space 2019-11-23 03:42:58 +03:00
Matthias 084efc98d7 Address test-failures due to file moves 2019-11-21 06:32:45 +01:00
Matthias 9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
require subcommand for all actions
2019-11-14 06:28:42 +01:00
hroff-1902 f9a92c2879 Adjust test 2019-11-13 23:32:37 +03:00
hroff-1902 ab194c7d75 Add test 2019-11-13 23:09:05 +03:00