Matthias
|
dcf8ad36f9
|
Backtesting should not allow unrealistic (automatic-filling) orders.
|
2022-02-08 19:12:01 +01:00 |
|
Matthias
|
b192c82731
|
Only call "custom_exit_price" for limit orders
|
2022-02-08 07:10:54 +01:00 |
|
Matthias
|
036c2888b4
|
Track timedout entry/exit orders
|
2022-02-07 18:49:30 +01:00 |
|
zx
|
4bce64b427
|
commented method deletition
|
2022-02-07 14:12:07 +01:00 |
|
zx
|
7811a36ae9
|
max_drawdown_abs calc fix & .DS_Store deletition
|
2022-02-07 07:44:13 +01:00 |
|
zx
|
8cdb6e0774
|
DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
|
2022-02-07 06:31:16 +01:00 |
|
zx
|
2893d0b50d
|
proper var name
|
2022-02-07 06:22:27 +01:00 |
|
zx
|
7d3b80fbde
|
isort fix and leftover cleaning
|
2022-02-06 21:09:40 +01:00 |
|
zx
|
6b5f63d4d6
|
change profit_ratio by profit_abs
|
2022-02-06 16:28:01 +01:00 |
|
zx
|
0b01fcf047
|
Add ProfitDrawdownHyperoptLoss method
|
2022-02-06 15:40:54 +01:00 |
|
Matthias
|
644442e2f9
|
Track timedout orders
|
2022-02-06 13:37:31 +01:00 |
|
Matthias
|
17d748dd4c
|
Improve handling of left_open_trades
|
2022-02-06 13:19:00 +01:00 |
|
Sam Germain
|
e0d42ad9a7
|
Update backtesting.py
|
2022-02-05 18:29:48 -06:00 |
|
Matthias
|
9bf86bbe27
|
Extract backtesting row validation to separate function
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
58fad72778
|
Update wallets when necessary
closes #6321
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
4ea79a32e4
|
Use Order object for ft_timeout check
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
1e603985c5
|
Extract backtesting order cancelling
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
6637dacd7f
|
Extract protections in backtesting
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
7ac44380f7
|
Extract backtest order closing to models class
|
2022-02-05 16:28:46 +01:00 |
|
Matthias
|
090554f197
|
Try fill backtest order imediately for adjusted order
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
f4149ee462
|
Force ROI to be within candle
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
44e616c264
|
Add unfilledtimeout to required props for backtesting
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
49cecf1cb2
|
Small cosmetic fix
|
2022-02-05 16:28:21 +01:00 |
|
Rokas Kupstys
|
9140679bf4
|
Backtest order timeout continued.
|
2022-02-05 16:28:21 +01:00 |
|
Rokas Kupstys
|
15698dd1ca
|
Fix errors so it runs, implement timeout handling.
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
f7a1cabe23
|
Add first version to fill orders "later" in backtesting
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
c12e5a3b6c
|
Initial idea backtesting order timeout
|
2022-02-05 16:28:21 +01:00 |
|
Sam Germain
|
8b57827676
|
exchange.get_max_pair_stake_amount hard set leverage to 0
|
2022-02-04 14:26:15 -06:00 |
|
Sam Germain
|
dc6cb445fd
|
Merge branch 'feat/short' into max-amount
|
2022-02-04 04:42:38 -06:00 |
|
Sam Germain
|
3ee2b7978c
|
wallets.validate_stake_amount added param max_stake_available
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
7465037906
|
freqtradebot.execute_entry test for too high stake amount
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
8c680d75b9
|
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
6b6b35ac1c
|
check for max stake limit in freqtradebot and backtesting
|
2022-02-03 20:33:04 -06:00 |
|
Sam Germain
|
edc0e9c75f
|
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
|
2022-02-03 17:48:34 -06:00 |
|
Sam Germain
|
977f87659c
|
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
|
2022-02-03 17:48:33 -06:00 |
|
Sam Germain
|
73d10b5c02
|
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
|
2022-02-03 17:48:33 -06:00 |
|
Matthias
|
a4e1aaa9bd
|
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
|
2022-02-02 19:52:10 +01:00 |
|
Matthias
|
463714832d
|
Merge branch 'develop' into feat/short
|
2022-01-29 14:19:30 +01:00 |
|
Matthias
|
5d0c2bcb44
|
Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
|
2022-01-28 07:25:10 +01:00 |
|
Matthias
|
82e193d9f0
|
Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
|
2022-01-27 20:13:51 +01:00 |
|
Matthias
|
002226f5fd
|
Update setting to max_entry_position_adjustment
|
2022-01-27 16:57:50 +01:00 |
|
Matthias
|
12c79967f5
|
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
|
2022-01-25 19:37:22 +01:00 |
|
Italo
|
30b27ae736
|
explicit dtype
|
2022-01-25 12:29:55 +00:00 |
|
Italo
|
f7a5b2cb71
|
explicit dimensions, added **kwargs, updated docs
|
2022-01-25 11:43:40 +00:00 |
|
Stefano Ariestasia
|
0fa7986369
|
Merge branch 'freqtrade:develop' into pos_adjust
|
2022-01-25 10:30:18 +09:00 |
|
Matthias
|
e252830229
|
Add entry_tag to "entry" callbacks
|
2022-01-24 07:02:01 +01:00 |
|
Reigo Reinmets
|
451eca51c8
|
Optimise the multiple usages of the same timestamp.
|
2022-01-23 20:58:25 +02:00 |
|
Reigo Reinmets
|
e67a54f7a9
|
Fix missing order time info in backtesting.
|
2022-01-23 20:52:35 +02:00 |
|
Matthias
|
7429f535c1
|
Imrpove code by reusing available properties
|
2022-01-23 18:59:09 +01:00 |
|
Matthias
|
ad28543d4d
|
Update kraken calculation
|
2022-01-22 19:46:11 +01:00 |
|
Matthias
|
a0c0c4dcbe
|
Update funding_fee formula to correctly calculate fees for long trades
|
2022-01-22 19:46:10 +01:00 |
|
Matthias
|
f26cd19146
|
Merge index and mark rates as part of dataload
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
|
84c6d92d4c
|
calculate_funding_fees is actually a public exchange interface (used in backtesting).
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
|
e9e7fd749b
|
Support funding-fees while running backtest
|
2022-01-22 19:45:43 +01:00 |
|
Matthias
|
f090dcc597
|
Merge branch 'develop' into feat/short
|
2022-01-22 17:56:01 +01:00 |
|
Matthias
|
01b331ee42
|
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
set stoploss at trade creation
|
2022-01-22 16:17:47 +01:00 |
|
Italo
|
82f0d4d056
|
set stoploss at trade creation
|
2022-01-22 14:03:12 +00:00 |
|
Stefano Ariestasia
|
fe5f61694b
|
Merge branch 'freqtrade:develop' into pos_adjust
|
2022-01-22 21:25:16 +09:00 |
|
Matthias
|
bb1d8fb54f
|
Improve message when no hyperopt fie is found
closes #6266
|
2022-01-21 15:24:26 +01:00 |
|
Stefano Ariestasia
|
f3a152a5a2
|
Merge branch 'freqtrade:develop' into pos_adjust
|
2022-01-21 17:11:36 +09:00 |
|
Matthias
|
a6c7f45545
|
Update webserver backtseting to reuse prior results
|
2022-01-20 06:51:48 +01:00 |
|
Stefano Ariestasia
|
62ea1a445e
|
add lines to show_config message
|
2022-01-20 10:03:26 +09:00 |
|
Rokas Kupstys
|
5fffc5033a
|
Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
|
2022-01-19 11:44:35 +02:00 |
|
Italo
|
a4dbdb549d
|
added type spec
|
2022-01-19 01:37:47 +00:00 |
|
Italo
|
407c20412d
|
Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
|
2022-01-19 01:07:41 +00:00 |
|
Matthias
|
2bcfc0c90c
|
Add warning about cache problems
|
2022-01-16 18:01:05 +01:00 |
|
Matthias
|
5bb48eaed0
|
Replace Nan with 0 or None in backtesting
part of #6224
|
2022-01-16 14:49:29 +01:00 |
|
Rokas Kupstys
|
062d00e8f2
|
Fix @informative decorator failing with edge.
|
2022-01-15 17:31:16 +02:00 |
|
Rokas Kupstys
|
2b7405470a
|
Fix timerange check.
|
2022-01-15 17:30:40 +02:00 |
|
Rokas Kupstys
|
16861db653
|
Implement previous backtest result reuse when config and strategy did not change.
|
2022-01-15 17:30:40 +02:00 |
|
Reigo Reinmets
|
13bc5c5d8f
|
Fine, this does look better.
|
2022-01-13 20:24:21 +02:00 |
|
Reigo Reinmets
|
678be0b773
|
Slightly move code.
|
2022-01-13 20:16:45 +02:00 |
|
Reigo Reinmets
|
3b7167ab07
|
Fix backtesting missing filled amounts in orders.
|
2022-01-10 20:30:40 +02:00 |
|
Reigo Reinmets
|
0bca07a32a
|
Added min_stake, max_stake. Removed pair as its included in trade.
|
2022-01-08 17:20:02 +02:00 |
|
Reigo Reinmets
|
8e424f7c73
|
Merge branch 'freqtrade:develop' into dca
|
2022-01-08 14:57:15 +02:00 |
|
Matthias
|
dad080f56f
|
Merge branch 'develop' into feat/short
|
2022-01-08 10:45:15 +01:00 |
|
Matthias
|
04976658da
|
Fix crash when using backtesting-show on a old backtestresult
|
2022-01-07 17:34:47 +01:00 |
|
Rokas Kupstys
|
11ace0f867
|
Instead of clearing processed dict, store df_analyzed (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
|
2022-01-07 12:07:49 +02:00 |
|
Matthias
|
46809f08fe
|
Merge branch 'develop' into feat/short
|
2022-01-07 10:13:16 +01:00 |
|
Matthias
|
e540959c27
|
Remove btdata from generate_strategy_stats
|
2022-01-07 09:27:07 +01:00 |
|
Matthias
|
1203d08d1e
|
generate_pair_metrics does not need processed dict
|
2022-01-07 09:27:07 +01:00 |
|
Matthias
|
addba6597a
|
Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
|
2022-01-06 09:56:05 +01:00 |
|
Matthias
|
2a2392fd73
|
Update parameter name in docstring
|
2022-01-06 09:15:30 +01:00 |
|
Matthias
|
a9a6cf13f8
|
Add exit_tag to detail-sells
closes #6159
|
2022-01-06 08:22:15 +01:00 |
|
Matthias
|
6abd6bceb9
|
Avoid recalculating statistics for comparison line
|
2022-01-05 20:16:48 +01:00 |
|
Sam Germain
|
501f473164
|
Merge branch 'develop' into feat/short
|
2022-01-04 22:47:33 -06:00 |
|
Matthias
|
8373a4e713
|
Small Adjustments to improve compatibility
|
2022-01-04 19:17:08 +01:00 |
|
Matthias
|
4d9b4ddc28
|
Update hyperopt-tools to use account drawdown
|
2022-01-04 17:43:39 +01:00 |
|
Matthias
|
09fae25c94
|
Fix some tests after drawdown calculation change
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
|
7a2b50ce8b
|
Update drawdown calculation to account drawdown
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
|
42579c0268
|
Drop hyperopt results legacy mode
|
2022-01-04 17:06:40 +01:00 |
|
Matthias
|
711a6a6dbc
|
Merge branch 'develop' into pr/xataxxx/6079
|
2022-01-02 22:21:41 +01:00 |
|
Matthias
|
209ecc8732
|
Fix typo in bt_progress
|
2022-01-02 19:38:03 +01:00 |
|
Matthias
|
ddfbe55e7c
|
Merge branch 'develop' into feat/short
|
2022-01-01 19:16:49 +01:00 |
|
Matthias
|
670aed06bf
|
Remove loop for hyperopt.
|
2021-12-31 17:35:08 +01:00 |
|
Rokas Kupstys
|
a715083fc0
|
Reduce memory usage by not holding on to no longer needed data.
|
2021-12-31 12:10:01 +02:00 |
|
Wade Dyck
|
3d9360bb8c
|
When backtesting, pass the candle_type to load_data.
|
2021-12-27 11:46:05 -07:00 |
|
Reigo Reinmets
|
817a65b656
|
This is not needed since backtesting does not have open orders.
|
2021-12-26 20:01:48 +02:00 |
|
Reigo Reinmets
|
de79d25caf
|
Refactoring to use strategy based configuration
|
2021-12-24 12:38:43 +02:00 |
|
Reigo Reinmets
|
db2f0660fa
|
Some more compatibility fixes.
|
2021-12-18 11:15:59 +02:00 |
|
Reigo Reinmets
|
30673f84f9
|
Flake8 compatibility
|
2021-12-18 11:00:25 +02:00 |
|
Reigo Reinmets
|
d10fb95fce
|
Fix typo
|
2021-12-17 22:27:10 +02:00 |
|
Reigo Reinmets
|
f11a40f144
|
Improve documentation on adjust_trade_position and position_adjustment_enable
|
2021-12-11 17:14:04 +02:00 |
|
Reigo Reinmets
|
f97662e816
|
Add position_adjustment_enable config keyword to enable it.
|
2021-12-11 00:28:12 +02:00 |
|
Reigo Reinmets
|
1e3fc5e984
|
Slight code touchup
|
2021-12-10 22:48:00 +02:00 |
|
Reigo Reinmets
|
c179951cca
|
Expect stake_amount, not actual amount of pair from strategy for DCA.
|
2021-12-10 20:42:24 +02:00 |
|
Reigo Reinmets
|
b2c2852f86
|
Initial backtesting support. This does make it rather slow.
|
2021-12-09 23:21:35 +02:00 |
|
Matthias
|
edd80c3006
|
Merge branch 'develop' into feat/short
|
2021-12-09 06:34:07 +01:00 |
|
Matthias
|
c981cc335d
|
Remove wrong comment
|
2021-12-04 14:51:55 +01:00 |
|
Matthias
|
68ac8008ec
|
Call custom_exit_price only for sell_signal and custom_sell
|
2021-12-04 14:14:22 +01:00 |
|
Matthias
|
86910b58dc
|
Bracket entry/exit prices to low/high of the candle
|
2021-12-03 17:44:53 +01:00 |
|
Matthias
|
d1209fe415
|
Merge branch 'develop' into pr/GluTbl/5756
|
2021-12-03 17:37:44 +01:00 |
|
Matthias
|
2f17fa2765
|
Update more to use candleType
|
2021-12-03 14:15:35 +01:00 |
|
Matthias
|
5493212672
|
More candletype changes
|
2021-12-03 13:04:31 +01:00 |
|
Matthias
|
77443d5abc
|
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
|
2021-12-01 19:49:40 +01:00 |
|
Matthias
|
67f3570bf3
|
Merge branch 'develop' into feat/short
|
2021-12-01 07:21:36 +01:00 |
|
Matthias
|
a2a974fc6d
|
correctly apply leverage to backtesting
|
2021-11-30 20:32:34 +01:00 |
|
Matthias
|
6ca6f62509
|
Remove duplicate code in optimize_reports
|
2021-11-27 09:39:10 +01:00 |
|
Matthias
|
450293878f
|
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
|
2021-11-26 07:48:24 +01:00 |
|
Matthias
|
897788de17
|
Reformulate exception to be "nicer"
|
2021-11-26 07:02:50 +01:00 |
|
Matthias
|
cc9ea1d466
|
Merge pull request #5935 from freqtrade/short_buy_tag_compat
Short buy tag compat
|
2021-11-26 06:29:56 +01:00 |
|
Stefano Ariestasia
|
5307d2bf3b
|
Trimming the sentence
|
2021-11-25 17:04:04 +09:00 |
|
Stefano Ariestasia
|
0d1e84cf55
|
Add more words
Because apparently, we get at least 1 question about this everyday in Discord
|
2021-11-25 16:00:10 +09:00 |
|
Matthias
|
ce0593c0e1
|
Merge branch 'develop' into feat/short
|
2021-11-23 07:35:26 +01:00 |
|
Rokas Kupstys
|
78a00f2518
|
Use market data to get base and quote currencies in @informative() decorator.
|
2021-11-22 09:27:45 +02:00 |
|
Matthias
|
c26c0b6822
|
Merge branch 'feat/short' into short_buy_tag_compat
|
2021-11-21 19:31:59 +01:00 |
|
Matthias
|
aad37bb8f3
|
Merge pull request #5924 from freqtrade/feat/leverage
call leverage methods
|
2021-11-21 19:30:27 +01:00 |
|
Matthias
|
63d94aa585
|
short should be allowed for all non-spot modes
|
2021-11-21 19:29:08 +01:00 |
|
Matthias
|
fb519a5b39
|
Add comment with reasoning to ignore leverage in min_amount calculation
|
2021-11-21 10:28:40 +01:00 |
|
Matthias
|
192ac88314
|
Update optimize-reports to enter_tag wording
|
2021-11-21 10:20:09 +01:00 |
|
Matthias
|
36deced00b
|
Remove more buy_tag references
|
2021-11-21 09:55:10 +01:00 |
|
Matthias
|
6247608cc6
|
top/bottom cap leverage
|
2021-11-19 07:11:19 +01:00 |
|
Matthias
|
021d1b518c
|
Call "leverage" to determine leverage to be used.
|
2021-11-18 20:55:45 +01:00 |
|
Matthias
|
5a8824171c
|
Add short/long metrics to backtest result
|
2021-11-18 20:42:43 +01:00 |
|
Matthias
|
0a50017c84
|
Add long/short support to backtesting
|
2021-11-18 20:34:59 +01:00 |
|
Matthias
|
f40221dd9f
|
Merge branch 'develop' into feat/short
|
2021-11-18 20:20:01 +01:00 |
|
Matthias
|
8638e6fe47
|
Simplify tradingmode parsing
|
2021-11-18 19:58:44 +01:00 |
|
Matthias
|
e0fd880c11
|
Improve some more pct formattings
|
2021-11-11 16:12:23 +01:00 |
|
Matthias
|
4eb9038358
|
Some more fixes to % formatting
|
2021-11-11 15:06:16 +01:00 |
|
Matthias
|
23a566b478
|
validate_stake_amount should not be a private method
|
2021-11-10 06:38:24 +01:00 |
|
Matthias
|
e4cca63163
|
Align sell_reason assignment location
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
|
2021-11-08 19:32:13 +01:00 |
|
Matthias
|
ebc38159b8
|
Merge branch 'develop' into feat/short
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2021-11-06 15:24:52 +01:00 |
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raphael
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ae2343db93
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Update optimize_reports
Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
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2021-11-04 10:25:13 -04:00 |
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Matthias
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431b96de98
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Merge branch 'develop' into pr/theluxaz/5710
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2021-11-03 19:43:36 +01:00 |
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Matthias
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4249fcefba
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Merge pull request #5150 from cryptomeisternox/backtesting-filter
Adding command for Filtering and print trades
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2021-11-01 09:43:49 +01:00 |
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Matthias
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c094ac5762
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Merge branch 'develop' into feat/short
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2021-10-30 19:45:19 +02:00 |
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Matthias
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20904f1ca4
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Add tests for new command
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2021-10-30 19:43:42 +02:00 |
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Matthias
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72ecb45d86
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Add test for backtest_show logic
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2021-10-30 16:53:48 +02:00 |
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Matthias
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d60001e886
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Stoploss cannot be below candle low
fix #5816
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2021-10-30 16:14:13 +02:00 |
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Matthias
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f472709438
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Add option to show sorted pairlist
Allows easy copy/pasting of the pairlist to a configuration
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2021-10-30 10:50:40 +02:00 |
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