Matthias
|
75a5161650
|
Support multis-strategy backtests with protections
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
a3f9cd2c26
|
Only load protections when necessary
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
e2d15f4082
|
Add parameter to enable protections for backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
32189d27c8
|
Disable output from plugins in backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
9f34aebdaa
|
Allow closing trades without message
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
b606936eb7
|
Make changes to backtesting to incorporate protections
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
e73203acb8
|
FIx bug with dmmp
|
2020-11-01 10:51:07 +01:00 |
|
Matthias
|
cf2ae788d7
|
Convert backtesting rows to Tuples for performance gains
|
2020-10-18 17:16:57 +02:00 |
|
Matthias
|
5d3a67d324
|
Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
|
2020-10-18 16:38:16 +02:00 |
|
Matthias
|
b80a219d03
|
Improve typehints for backtesting
|
2020-10-18 16:35:23 +02:00 |
|
Matthias
|
2591a34db4
|
Don't use arrow objects for backtesting
|
2020-10-18 16:18:52 +02:00 |
|
Matthias
|
23278e52db
|
remove obsolete logging statements
|
2020-10-08 20:22:59 +02:00 |
|
Matthias
|
e8f2c09f08
|
Extract handling of left open trades to seperate method
|
2020-10-08 20:11:45 +02:00 |
|
Matthias
|
52502193c4
|
Backtesting should not double-loop for sell signals
|
2020-10-07 20:59:05 +02:00 |
|
Matthias
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +02:00 |
|
Matthias
|
bb27b236ce
|
Remove unused arguments
|
2020-09-26 14:55:12 +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
|
284d39930f
|
Allow using pairlists through dataprovider in backtesting
|
2020-08-30 10:07:28 +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
|
87e4a82041
|
Merge branch 'develop' into bt_add_maxdrawdown
|
2020-08-09 08:34:36 +02:00 |
|
Matthias
|
2afe1d5b11
|
Add link to full sample
|
2020-08-08 17:30:31 +02:00 |
|
Matthias
|
dd430455e4
|
Enable dataprovier for hyperopt
|
2020-08-08 17:04:32 +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
|
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
|
075eb0a161
|
Fix sequence of saving
|
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
|
b068e7c564
|
Rename open_time and close_time to *date
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
fbddfaeacf
|
Introduce DatetimePrintFormat
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cbcf3dbb43
|
Add more metrics to summarytable
|
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
|
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 |
|
hroff-1902
|
64881a94e2
|
Merge branch 'develop' into timeframe
|
2020-06-02 15:56:34 +03:00 |
|
Matthias
|
cadc50ce9b
|
Replace more occurances of ticker_interval with timeframe
|
2020-06-01 20:49:40 +02:00 |
|
Matthias
|
091693308a
|
Correctly call show_backtest_results
|
2020-06-01 09:25:26 +02:00 |
|
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 |
|
Matthias
|
de47186263
|
Use .loc for assignments
|
2020-04-02 19:31:48 +02:00 |
|
Matthias
|
e95665ceca
|
Make backtestresult storing independent from printing
|
2020-03-15 15:36:23 +01:00 |
|
Matthias
|
a13d581658
|
Move backtest-result visualization out of backtesting class
|
2020-03-15 15:17:53 +01:00 |
|
Matthias
|
6106d59e1a
|
Move store_backtest_results to optimize_reports
|
2020-03-15 15:17:35 +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
|
ebb0187f40
|
dataframe -> df_analyzed in backtesting and edge
|
2020-03-13 03:54:56 +03:00 |
|
hroff-1902
|
3208faf7ed
|
Do not use ticker where it's not a ticker
|
2020-03-08 20:47:02 +03:00 |
|
Fredrik81
|
55d471190a
|
Changed table style of backtesting and alignment of headers
|
2020-02-27 13:28:28 +01:00 |
|
Matthias
|
d65a06947d
|
Merge branch 'develop' into data_handler
|
2020-02-09 15:16:43 +01:00 |
|
Yazeed Al Oyoun
|
5b00eaa42d
|
Updated Strategy Summary table to match other backtesting tables (#2864)
|
2020-02-06 06:58:58 +01:00 |
|
hroff-1902
|
d457d43999
|
Merge pull request #2833 from hroff-1902/type-hints
Add some type hints
|
2020-02-03 23:24:26 +03:00 |
|
hroff-1902
|
f3d500085c
|
Add some type hints
|
2020-02-02 07:00:40 +03:00 |
|
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
|
bd4dd8403b
|
Fix type-errors with stake_amount
|
2020-01-25 12:49:37 +01:00 |
|
hroff-1902
|
f4c7edf551
|
No args for backtest(), use arguments
|
2020-01-25 12:49:37 +01:00 |
|
Matthias
|
fc2970f41b
|
Merge branch 'develop' into data_handler
|
2020-01-21 06:58:48 +01:00 |
|
Tejesh
|
f73f0b1653
|
Update comments on backtesting
|
2020-01-15 19:29:00 +05:30 |
|
Matthias
|
c475729c13
|
Extract edge reporting to optimize_reports
|
2020-01-09 06:52:34 +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
|
f4a532ef6d
|
Pass format to load_data
|
2019-12-28 14:57:39 +01:00 |
|
Matthias
|
416517b0c9
|
Move trim_dataframe from history to converter
|
2019-12-28 11:01:41 +01:00 |
|
hroff-1902
|
6db75bc244
|
Merge pull request #2706 from freqtrade/data_dir
Convert datadir within config to Path
|
2019-12-28 05:14:48 +03:00 |
|
Matthias
|
e5aed098b5
|
Enhance backtest results with sell reason profit / loss table
|
2019-12-25 09:39:29 +01:00 |
|
Matthias
|
c6b9c8eca0
|
Forgot to save
|
2019-12-23 19:32:31 +01:00 |
|
Matthias
|
c6d2233978
|
Convert StrategyLoader to static loader
|
2019-12-23 10:23:48 +01:00 |
|
Matthias
|
560acb7cea
|
Convert ExchangeResolver to static loader class
|
2019-12-23 10:03:18 +01:00 |
|
hroff-1902
|
cf4c3642ce
|
Minor improvements in data.history
|
2019-12-18 01:06:03 +03:00 |
|
Matthias
|
a2964afd42
|
Rename profit_percent to profit_ratio to be consistent
|
2019-12-17 08:53:30 +01:00 |
|
hroff-1902
|
26ab108890
|
Fix mypy errors in develop
|
2019-12-15 01:10:09 +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
|
a48c0ad868
|
Use first pair of pairlist to get fee
Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
|
2019-12-14 12:55:02 +01:00 |
|
Matthias
|
7c7ca1cb90
|
Remove min (plural) from codebase
|
2019-12-11 07:12:37 +01:00 |
|
Matthias
|
de33ec4250
|
use sell_row.open also when the active ROI value just changed
|
2019-12-09 16:52:12 +01:00 |
|
Matthias
|
45d12dbc83
|
Avoid a few calculations during backtesting
|
2019-12-07 15:28:56 +01:00 |
|
Matthias
|
3163cbdf8a
|
Apply special case for negative ROI
|
2019-12-07 15:18:12 +01:00 |
|
Matthias
|
3091869115
|
refactor get_close_rate out of get_sell_trade-entry
|
2019-12-07 14:30:14 +01:00 |
|
Matthias
|
af3eea3805
|
Move config json validation to after strategy loading
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
|
2019-11-25 07:05:30 +01:00 |
|
Matthias
|
1c57a4ac35
|
more replacements of ticker_interval
|
2019-11-12 15:13:06 +01:00 |
|
Matthias
|
d801dec6aa
|
Some more places with ticker_interval gone
|
2019-11-12 15:13:06 +01:00 |
|
Matthias
|
e4bdb92521
|
Replace some occurances of ticker_interval with timeframe
|
2019-11-12 15:13:06 +01:00 |
|
Matthias
|
eb0b0350e0
|
Introduce remove_credentials to remove code duplication
|
2019-11-05 12:39:19 +01:00 |
|
Matthias
|
1e44f93c31
|
Fix pandas access warning
|
2019-11-03 10:58:31 +01:00 |
|
Matthias
|
33164ac78e
|
Refactor loading of bt data to backtesting ...
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
bd4a23beeb
|
Refactor start-adjust logic to timerange
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
6382a4cd04
|
Implement startup-period to default-strategy
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
704121c197
|
Move most logic to history
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
9c7696a8ce
|
Add required_startup to backtesting
|
2019-10-27 09:44:56 +01:00 |
|
hroff-1902
|
2ec8376af9
|
Merge pull request #2342 from freqtrade/fix/negativeroi
Don't have backtest sells outside of a candle
|
2019-10-08 11:19:34 +03:00 |
|
Matthias
|
0664a8c0e6
|
add --fee to change fees to other values
|
2019-10-05 15:29:00 +02:00 |
|
Matthias
|
7ea9da9605
|
Fix #2277
|
2019-10-05 10:54:28 +02:00 |
|
Matthias
|
dc47a391da
|
Move ignore to corrct line for mypy 730
|
2019-09-30 19:32:46 +02:00 |
|
Matthias
|
1cd8ed0c1a
|
Remove --refresh-pairs
|
2019-09-20 20:02:07 +02:00 |
|
hroff-1902
|
69f29e8907
|
minor: Cleanup for backtesting
|
2019-09-18 22:57:17 +03:00 |
|
hroff-1902
|
76e45883bd
|
Merge pull request #2253 from hroff-1902/backtesting-improve-logs
Improve logs for backtesting
|
2019-09-14 11:23:46 +03:00 |
|
hroff-1902
|
849d694c27
|
Don't inherit from object
|
2019-09-12 04:39:52 +03:00 |
|
hroff-1902
|
9bdfaf3803
|
Remove quotes around the pairs
|
2019-09-11 23:32:08 +03:00 |
|
hroff-1902
|
35580b135a
|
Improve backtesting logs
|
2019-09-10 10:42:45 +03:00 |
|
Matthias
|
972b8a1726
|
Remove defaulting to test_data folder when no datadir is present
|
2019-09-07 21:06:20 +02:00 |
|
hroff-1902
|
d9c2b7d460
|
fix fetching ticker_interval from strategy
|
2019-08-26 22:31:24 +03:00 |
|
hroff-1902
|
bfc68ec792
|
minor cleanup in Backtesting
|
2019-08-25 23:36:42 +03:00 |
|
Matthias
|
9e24992835
|
Remove calls to load_data using live=
|
2019-08-20 07:00:43 +02:00 |
|
Matthias
|
9e8ca8d4bf
|
Merge pull request #2138 from freqtrade/history_docstrings
Refactorings to history
|
2019-08-20 06:35:54 +02:00 |
|
Matthias
|
09286d4918
|
file_dump_json accepts Path - so we should feed it that
|
2019-08-16 13:04:48 +02:00 |
|
Matthias
|
51c3a31bb5
|
Correct imports and calls to parse_timerange
|
2019-08-14 10:07:32 +02:00 |
|
Matthias
|
3d3b0938e5
|
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
Backtest ticker interval unset
|
2019-08-07 14:20:36 +02:00 |
|
Matthias
|
7e91a0f4a8
|
Fail gracefully if ticker-interval is not set
|
2019-08-06 06:45:44 +02:00 |
|
Matthias
|
bc2e920ae2
|
Adjust code to verify "current" candle for buy/sells
|
2019-08-05 20:07:29 +02:00 |
|
Matthias
|
5144e98a82
|
Merge pull request #2015 from hroff-1902/refactor/config2
Make configuration a module
|
2019-07-15 19:41:57 +02:00 |
|
hroff-1902
|
1bdffcc73b
|
make configuration a sep. module, including arguments
|
2019-07-12 00:49:23 +03:00 |
|
hroff-1902
|
c474e2ac86
|
fix #2008
|
2019-07-10 01:53:40 +03:00 |
|
Matthias
|
700bc087d3
|
Merge pull request #1952 from hroff-1902/fix/1948
Fix #1948
|
2019-06-27 19:36:06 +02:00 |
|
hroff-1902
|
e5a8030dd7
|
comment added
|
2019-06-27 16:42:10 +03:00 |
|
Matthias
|
a07653a6cc
|
Merge branch 'develop' into fix/validate_dataframe
|
2019-06-24 06:21:08 +02:00 |
|
hroff-1902
|
7fbdf36c64
|
avoid code duplication while selecting min_roi entries
|
2019-06-23 19:23:51 +03:00 |
|
Matthias
|
4cbcb5f36f
|
Move .title to ExchangeResolver (it does not make sense to do this over
and over again)
|
2019-06-22 16:52:14 +02:00 |
|
Matthias
|
55079831a1
|
Don't explicitly validate backtest data (it's done while loading now).
|
2019-06-15 13:45:50 +02:00 |
|
Matthias
|
1afe6c1437
|
Don't run validation per strategy, it's only eneded once
|
2019-06-14 19:37:54 +02:00 |
|
Matthias
|
4dc3a0ca1d
|
Small cleanup to reduce dict lookups during backtesting/hyperopt
|
2019-06-10 16:20:19 +02:00 |
|
hroff-1902
|
90b0f1daa8
|
minor optimize cleanup
|
2019-06-10 02:08:54 +03:00 |
|
Matthias
|
c2f6897d8b
|
Move download of live data to load_data
Avoids code duplication in backtesting and plot_dataframe
|
2019-05-29 20:20:20 +02:00 |
|
Matthias
|
236c392d28
|
Don't load hyperopts / optimize dependency tree if that module is not
used
|
2019-05-25 20:00:31 +02:00 |
|
Matthias
|
b38c43141c
|
Adjust imports to new location
|
2019-05-25 16:53:35 +02:00 |
|
hroff-1902
|
8b95e12468
|
log message adjusted in backtesting and hyperopt
|
2019-05-15 12:05:35 +03:00 |
|
Matthias
|
bf56e25404
|
Merge pull request #1746 from hroff-1902/json-defaults
Support for defaults in json schema
|
2019-04-24 12:20:39 +02:00 |
|
Matthias
|
d16ccd7e37
|
Merge branch 'develop' into json-defaults
|
2019-04-24 09:51:04 +02:00 |
|
hroff-1902
|
ad85ac3dde
|
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
|
2019-04-22 21:24:45 +03:00 |
|
hroff-1902
|
9fbe573cca
|
limit usage of ccxt to freqtrade/exchange only
|
2019-04-09 12:27:35 +03:00 |
|
hroff-1902
|
4559a38172
|
PoC: use defaults in json schema for some exchange options
|
2019-04-08 04:42:28 +03:00 |
|
hroff-1902
|
8cb1024ff6
|
Merge branch 'develop' into ccxt-parse_timeframe
|
2019-04-05 23:16:27 +03:00 |
|
Misagh
|
9dc2a30793
|
Merge pull request #1683 from gianlup/fix_bt_partial_data
Fix backtest problem with partial data
|
2019-04-05 07:28:57 +02:00 |
|
Matthias
|
7010c835d2
|
Improve commentign
|
2019-04-04 20:23:10 +02:00 |
|
hroff-1902
|
2aa1b43f01
|
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
|
2019-04-04 20:56:40 +03:00 |
|
Matthias
|
32cbb714f9
|
Improve commenting on backtsting and backtest_multi_tst
|
2019-04-04 19:44:03 +02:00 |
|
Matthias
|
0307ba7883
|
Remove one branch - python does lazy evaluation
|
2019-04-03 20:04:04 +02:00 |
|
Matthias
|
e085fd9e95
|
Disable dataprovider from hyperopt.
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
|
2019-03-25 19:49:58 +01:00 |
|
Matthias
|
0ae81d4115
|
Provide dataprovider access during backtesting
|
2019-03-25 19:26:51 +01:00 |
|
Matthias
|
00e6749d8b
|
Refactor backtest() to be a bit more concise
|
2019-03-23 15:00:07 +01:00 |
|
Gianluca Puglia
|
6b89e86a97
|
Removed Timestamp cast
|
2019-03-20 19:44:59 +01:00 |
|
Gianluca Puglia
|
0eff324ce0
|
Use dedicated index for every pair
|
2019-03-20 18:38:10 +01:00 |
|
Matthias
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e67ffd2d87
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Fix issue that backtest is broken when stoploss_on_exchange is on
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2019-03-06 19:55:34 +01:00 |
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Matthias
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02d13645b0
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Merge branch 'develop' into feat/dataprovider
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2019-01-26 19:29:41 +01:00 |
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Matthias
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3afe54790e
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Merge pull request #1510 from gianlup/add_totprofit_to_bt
Added total profit column to backtest result
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2019-01-25 06:38:39 +01:00 |
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Matthias
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d136cac181
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Merge branch 'develop' into feat/dataprovider
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2019-01-23 21:01:19 +01:00 |
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Gianluca Puglia
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896c9d34fd
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Added total profit column do backtest result
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2019-01-22 22:41:53 +01:00 |
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Matthias
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13e2f71d30
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Add flake8 plugins and implement small improvements
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2019-01-22 20:01:12 +01:00 |
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Matthias
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0aa0b1d4fe
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Store tickers by pair / ticker_interval
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2019-01-22 07:07:15 +01:00 |
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Matthias
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a206777fe5
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Rename refresh_tickers to refresh_latest_ohlcv
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2019-01-22 07:05:09 +01:00 |
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Matthias
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1340b71633
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Add RunMode setting to determine bot state
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2019-01-22 07:04:19 +01:00 |
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Matthias
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a2c01916e1
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Add type-ignores to floatfmt
tabulate supports this:
30554300d7/tabulate.py (tabulate.py-1291):1294
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2019-01-17 20:28:21 +01:00 |
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Matthias
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cd2bccd441
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Have backtest use the same logic to get the ROI entry
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2019-01-12 13:45:43 +01:00 |
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Misagh
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26a77e193e
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Merge pull request #1454 from freqtrade/feat/interpolate_missing
interpolate missing candles
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2019-01-04 22:33:53 +01:00 |
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Matthias
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2bc76771bf
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Align backtest to interface.py
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
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2019-01-01 16:50:10 +01:00 |
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Matthias
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fae875f588
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Implement missing_data_fillup to tests and operations
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2018-12-31 19:15:49 +01:00 |
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Matthias
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8b9cc45f41
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move test for data completeness
should be done before analyzing strategy
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2018-12-31 15:09:50 +01:00 |
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Matthias
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429f846ad1
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Switch load_data to kwargs
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2018-12-15 20:31:05 +01:00 |
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Matthias
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6c02cc5993
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Adjust test to pathlib
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2018-12-15 14:14:38 +01:00 |
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Matthias
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21aba1620c
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Replace calls to load_data
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2018-12-15 14:10:33 +01:00 |
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Matthias
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432cc00283
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Adjust imports to data.history
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2018-12-14 06:32:49 +01:00 |
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Matthias
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7a533de1a8
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Use list ticker history for backtesting
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2018-12-12 19:17:09 +01:00 |
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Matthias
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3ac2106a16
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Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
fix backtesting not respecting max_open_trades
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2018-11-30 19:17:09 +01:00 |
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Matthias
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21a093bcdb
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extract resolvers to IResolvers and it's own package
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2018-11-24 20:00:02 +01:00 |
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Matthias
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93429a58b2
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remove TODO
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2018-11-09 07:13:20 +01:00 |
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Matthias
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66487f2a13
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require start/end-date argument in backtest
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2018-11-09 07:13:20 +01:00 |
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Matthias
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e94da7ca41
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inverse backtest logic to loop over time - not pairs (more realistic)
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2018-11-09 07:12:41 +01:00 |
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Matthias
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95d271ca5d
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Fix ROI close-rate calculation to work with fees - adjust tests
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2018-11-01 13:14:59 +01:00 |
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Matthias
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8c93760a6d
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simplify some code
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2018-10-30 20:23:31 +01:00 |
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Matthias
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f96f0cdea7
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Add additional comment
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2018-10-30 20:02:31 +01:00 |
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Matthias
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98050ff594
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use all min_roi entries
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2018-10-29 19:27:23 +01:00 |
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Matthias
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233c442af9
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Adjust backtest so sell uses stop-loss or roi value as closerate
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2018-10-29 19:27:23 +01:00 |
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Matthias
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fb52d32296
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Add validate_backtest_data function
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2018-10-18 19:42:54 +02:00 |
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Matthias
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d7459bbbf3
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refactor get_timeframe out of backtesting class
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2018-10-17 19:59:33 +02:00 |
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Matthias
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8a3272e7c5
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don't copy tickerdata_to_dataframe into backtesting
it's used only once, so this does not make sense and hides the origin of
the function
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2018-10-17 19:47:19 +02:00 |
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Matthias
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6e66763e5f
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Only load strategy once during backtesting
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2018-09-27 19:23:55 +02:00 |
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Matthias
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567211e9f9
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don't print "NAN" lines in "left_open_trades"
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2018-09-20 20:35:26 +02:00 |
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Matthias
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6d1c82a5fa
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Remove last refreence to get_candle_history
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2018-08-19 19:50:14 +02:00 |
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Janne Sinivirta
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3a5b435dfa
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Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
Allow multi strategy backtest without data reload
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2018-08-02 12:35:47 +03:00 |
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creslin
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a741f1144a
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missing __init__.py
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2018-08-02 08:58:04 +00:00 |
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Matthias
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40ee86b357
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Adapt after rebase
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2018-07-31 21:08:03 +02:00 |
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Matthias
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76fbb89a03
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use print for backtest results to avoid odd newline-handling
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2018-07-31 21:04:03 +02:00 |
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Matthias
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c648e2acfc
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Adjust documentation to strategy table
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2018-07-31 21:04:03 +02:00 |
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Matthias
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028589abd2
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Add strategy summary table
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2018-07-31 21:04:03 +02:00 |
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Matthias
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5125076f5d
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Fix typo
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2018-07-31 21:04:03 +02:00 |
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Matthias
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a57a2f4a75
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Store backtest-result in different vars
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2018-07-31 21:04:03 +02:00 |
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Matthias
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bd3563df67
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Add test for new functionality
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2018-07-31 21:04:03 +02:00 |
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Matthias
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644f729aea
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Refactor strategy loading to __init__
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2018-07-31 21:04:03 +02:00 |
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Matthias
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5f2e92ec5c
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Refactor backtesting
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2018-07-31 21:04:03 +02:00 |
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Matthias
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65aaa3dffd
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Extract backtest strategy setting
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2018-07-31 21:04:03 +02:00 |
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Matthias
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56046b3cb3
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Add strategylist option to backtesting
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2018-07-31 21:04:03 +02:00 |
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Matthias
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787d6042de
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Switch from pair(str) to metadata(dict)
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2018-07-29 20:56:23 +02:00 |
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Matthias
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df8700ead0
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Adapt after merge from develop
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2018-07-29 20:55:37 +02:00 |
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xmatthias
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2e6e5029ba
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fix mypy and tests
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2018-07-29 20:55:06 +02:00 |
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Janne Sinivirta
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4b38c8b11d
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use pandas own min and max for column sorting
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2018-07-25 17:04:25 +03:00 |
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Janne Sinivirta
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0b3190552e
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Merge pull request #1018 from freqtrade/feat/sell_reason
Record sell reason
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2018-07-24 09:09:45 +03:00 |
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Matthias
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4fb9823cfb
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fix rebase problem
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2018-07-19 19:50:06 +02:00 |
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Matthias
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760c79c5e9
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Use .center() to output trades header line
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2018-07-19 19:39:08 +02:00 |
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Matthias
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a452864b41
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Use namedtuple for sell_return
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2018-07-19 19:39:08 +02:00 |
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Matthias
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506aa0e3d3
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Add print_sales table and test
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2018-07-19 19:34:14 +02:00 |
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Matthias
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2a61629014
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Export sell_reason from backtest
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2018-07-19 19:29:31 +02:00 |
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Matthias
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cbffd3650b
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add sell_reason to backtesting
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2018-07-19 19:29:31 +02:00 |
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Janne Sinivirta
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0cc1b66ae7
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Merge pull request #1037 from freqtrade/fix/backtest-comment
replace --realistic with 2 separate flags
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2018-07-19 17:33:19 +03:00 |
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Janne Sinivirta
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6070d819b8
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Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
Fix backtest duration calculation
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2018-07-19 17:32:11 +03:00 |
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Matthias
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aa69177436
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Properly check emptyness and adjust floatfmt
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2018-07-19 13:14:21 +02:00 |
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Matthias
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79b1030435
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output duration in a more readable way
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2018-07-18 20:08:55 +02:00 |
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Matthias
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f9f6a3bd04
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cast to int to keep exports constant
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2018-07-18 09:29:51 +02:00 |
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Matthias
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8e4d2abd4e
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Fix typo
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2018-07-18 09:10:17 +02:00 |
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Matthias
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08237abe20
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Fix wrong backtest duration
identified in #1038
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2018-07-18 09:06:12 +02:00 |
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Matthias
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c82276ecbe
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add --disable-max-market-positions
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2018-07-17 21:05:03 +02:00 |
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Matthias
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e17618407b
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Rename --realistic-simulation to --enable-position-stacking
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2018-07-17 20:26:59 +02:00 |
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Janne Sinivirta
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aeb4102bcb
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refactor Analyze class methods to base Strategy class
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2018-07-16 08:23:39 +03:00 |
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Janne Sinivirta
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85e6c9585a
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remove pass-through methods from Analyze
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2018-07-16 08:23:39 +03:00 |
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Janne Sinivirta
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a74147c472
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move strategy initialization outside Analyze
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2018-07-16 08:23:39 +03:00 |
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Matthias
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06c9494a46
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add missing s to Backtest cum results
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2018-07-11 14:50:04 +02:00 |
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Janne Sinivirta
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aa2366346a
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Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
Add cumulative profit to backtest result table
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2018-07-11 07:21:28 +03:00 |
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Matthias
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8b06000f0f
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Use open-rates for backtesting
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2018-07-08 20:03:11 +02:00 |
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Matthias
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efaa8f16e7
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Improve formattiong of table
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2018-07-08 20:01:33 +02:00 |
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Matthias
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1a24afef77
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add cumsum to backtest-results
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2018-07-08 19:55:04 +02:00 |
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Janne Sinivirta
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bf4d0a9b70
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sort imports
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2018-07-04 10:31:35 +03:00 |
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Michael Egger
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6dd5f85fb6
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Merge pull request #954 from freqtrade/feat/allow_backtest_plot
allow backtest ploting
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2018-06-29 19:44:06 +02:00 |
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xmatthias
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e70cb963f7
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document what to do with exported backtest results
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2018-06-24 17:00:00 +02:00 |
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Anton
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f82b809fcf
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Merge with develop
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2018-06-23 16:50:27 +03:00 |
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xmatthias
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0440a19171
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export open/close rate for backtesting too
preparation to allow plotting of backtest results
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2018-06-23 14:19:50 +02:00 |
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Janne Sinivirta
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c73b9f5c77
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avoid calling exchange.get_fee inside loop
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2018-06-22 21:04:07 +03:00 |
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xmatthias
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251f7db3ca
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require exchange object to delete pairs
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2018-06-17 23:38:07 +02:00 |
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xmatthias
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21edcbdc27
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Refactor exchange to class
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2018-06-17 23:38:07 +02:00 |
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Anton
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ae94ab17f4
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Merge branch 'develop' into feature-unlimited-stake_amount
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2018-06-17 02:23:40 +03:00 |
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Matthias
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a5511e2e30
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Merge pull request #894 from freqtrade/feature/force_close_backtest
Display open trades after backtest period
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2018-06-16 12:49:08 +02:00 |
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xmatthias
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c0289ad844
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use list comprehension to build list
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2018-06-13 19:53:12 +02:00 |
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xmatthias
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e600be4f56
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Reduce force-sell verbosity
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2018-06-13 19:44:00 +02:00 |
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xmatthias
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6357812743
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fix backtest report able
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2018-06-13 06:57:49 +02:00 |
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xmatthias
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e3ced7c15e
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extract export from backtest function
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2018-06-12 22:29:30 +02:00 |
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xmatthias
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bfde33c945
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Use timestamp() instead of strftime
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
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2018-06-12 21:12:55 +02:00 |
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xmatthias
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335d1fbbbc
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Check if no backtest data is found and fail gracefully
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2018-06-11 19:50:43 +02:00 |
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xmatthias
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12e455cbf5
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add buy/sell index to backtest result
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2018-06-10 20:52:42 +02:00 |
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xmatthias
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27ee8f7360
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make flake happy
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2018-06-10 13:55:48 +02:00 |
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xmatthias
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1cd7ac55a8
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Added "left open trades" report
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2018-06-10 13:45:16 +02:00 |
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xmatthias
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b81588307f
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Add "open_at_end" parameter
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2018-06-10 13:37:53 +02:00 |
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xmatthias
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31025216f9
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fix type of open/close timestmap
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2018-06-10 13:32:07 +02:00 |
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xmatthias
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322a528c12
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fix bug with backtestResult
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2018-06-10 13:25:16 +02:00 |
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xmatthias
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9c57d3aa8b
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add BacktestresultTuple
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2018-06-10 13:15:46 +02:00 |
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xmatthias
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c1b2e06eda
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simplify return from _get_sell_trade_entry
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2018-06-10 09:07:04 +02:00 |
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xmatthias
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3094acc7fb
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update comment
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2018-06-10 08:58:28 +02:00 |
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xmatthias
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24a875ed46
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remove experimental parameters - they are read by analyze.py anyway
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2018-06-09 21:44:57 +02:00 |
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xmatthias
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5623ea3ac6
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Add forcesell at end of backtest period
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2018-06-09 21:44:20 +02:00 |
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Anton
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b4138f29c8
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Merge with develop
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2018-06-08 00:29:44 +03:00 |
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