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2273 Commits

Author SHA1 Message Date
creslinux 3b0cb7bc33 Added ujson and py_find_1st to setup.py 2018-07-16 18:06:31 +00:00
creslinux 8d5da4e6ad changed defaults 
Seperated save trades and print trades options.
 2018-07-16 17:48:11 +00:00
creslinux ec1960530b Added Show trades option 
If true, prints trades ordered by date after summary.
Useful for spotting trends.
 2018-07-16 17:06:06 +00:00
creslinux 99d16e82c0 disable time calcs output on vector displaying in debug. Excessive. 2018-07-16 16:30:11 +00:00
creslinux 885a653439 Disabled full debug on in last commit 
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
 2018-07-16 16:18:54 +00:00
creslinux 059aceb582 Disabled full debug on in last commit 
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
 2018-07-16 16:12:33 +00:00
creslinux 0f3339f74f use ujson to load ticker files 30% faster from disk. 2018-07-16 16:09:42 +00:00
creslinux 4a39a754f4 Fixed: self.use_backslap = Bool on line97 
If self.use_backslap = True   Backslap executes
If self.use_backslap = False  Original Backtest Code executes
 2018-07-16 15:57:15 +00:00
creslinux 5aaf454f12 GAS trades verified from candle data to excel by hand 
All pass
3 sells 1 stop loss
 2018-07-16 15:48:06 +00:00
creslinux fb0edd71ff in tech test 2018-07-16 14:16:35 +00:00
creslinux eed29a6b8a update 2018-07-16 13:16:18 +00:00
creslinux 7174f27eb8 Rewrite to used algned numpy/dataframes 
updated logic
added vector fill for abs/profit/duration in single hit on results.
 2018-07-16 12:01:02 +00:00
creslinux a8b62a21cc hmm 2018-07-15 17:03:47 +00:00
creslinux 4e68362d46 Works with reporting output 
Bugs
Calculating % prof ok, but abs wrong

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

- appprox 300-500x quicker to execute

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

Not implimented dynamic stops or roi
 2018-07-14 22:54:23 +00:00
Janne Sinivirta bd46b4faf3
Merge pull request #1015 from freqtrade/xmatthias-patch-1 
add missing s to Backtest cum results
 2018-07-11 16:18:07 +03:00
Matthias 46708e7d29
Merge pull request #1014 from freqtrade/pyup-scheduled-update-2018-07-11 
Scheduled daily dependency update on wednesday
 2018-07-11 14:50:09 +02:00
Matthias 06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
pyup-bot 8f6252b312 Update ccxt from 1.15.35 to 1.15.42 2018-07-11 14:23:06 +02:00
Janne Sinivirta 1f16ff268f
Merge pull request #1010 from jblestang/refactoring_create_trade_function 
Refactoring Create Trade
 2018-07-11 07:23:03 +03:00
Janne Sinivirta aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit 
Add cumulative profit to backtest result table
 2018-07-11 07:21:28 +03:00
Janne Sinivirta 8b72560eba
Merge pull request #1006 from freqtrade/update_plotly 
Update plotly
 2018-07-11 07:20:33 +03:00
Jean-Baptiste LE STANG 773fb5953b Reafcotring Create Trade 2018-07-10 15:10:56 +02:00
Matthias 3540ba3712
Merge pull request #1009 from freqtrade/pyup-scheduled-update-2018-07-10 
Scheduled daily dependency update on tuesday
 2018-07-10 14:35:33 +02:00
pyup-bot d546a4b29f Update ccxt from 1.15.28 to 1.15.35 2018-07-10 14:23:08 +02:00
Janne Sinivirta b4be3c2499
Merge pull request #1002 from xmatthias/test/use_open_backtest 
Use open-rates for backtesting
 2018-07-10 09:20:32 +03:00
Matthias 6be6448334 replace "transparent" with rgb to fix exception in plotly 3.0.0 2018-07-09 21:56:29 +02:00
Matthias f5bc65b877 update plotly 2018-07-09 21:56:24 +02:00
Matthias a7a82635b4
Merge pull request #1004 from berlinguyinca/patch-2 
Fixing database issues
 2018-07-09 21:54:21 +02:00
Samuel Husso b9916b60f9
Merge pull request #1005 from freqtrade/pyup-scheduled-update-2018-07-09 
Scheduled daily dependency update on monday
 2018-07-09 08:26:54 -05:00
pyup-bot b773e3472a Update ccxt from 1.15.27 to 1.15.28 2018-07-09 14:23:06 +02:00
Gert Wohlgemuth 4654792784
Fixing database issues 
1. if database is defined in config file, it currently tosses an exception that only export file or db is defined
2. if trades are loaded from databases, plot crashes with an exception 'cannot compare tz-naive and tz-aware datetime-like objects'
3. if Trade is not closed, crashes with exception that NoneType has no field timestamp

all should be fixed
 2018-07-08 22:43:34 -07:00
Matthias 750d737b7d Add tests for change to open_rate 2018-07-08 20:18:34 +02:00
Matthias 0bd9674b5c
Merge pull request #1000 from pan-long/fix-doc 
Update doc for manually fix trade
 2018-07-08 20:07:25 +02:00
Matthias 8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias 38487644f0 fix tests for backtest-result output table 2018-07-08 19:55:16 +02:00
Matthias 1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta 8fb146ba6a
Merge pull request #992 from freqtrade/backtest_optimize 
reduce calculation effort by removing a call to calc_profit_percent
 2018-07-08 17:41:50 +03:00
Janne Sinivirta 05b078b8dd
Merge pull request #999 from freqtrade/pyup-scheduled-update-2018-07-08 
Scheduled daily dependency update on sunday
 2018-07-08 17:40:42 +03:00
Janne Sinivirta 6926e468a4
Merge pull request #984 from freqtrade/test_backtest_results 
Test backtest results
 2018-07-08 17:40:12 +03:00
Janne Sinivirta 34764108cc
Merge pull request #997 from freqtrade/fix/timedout_candle 
don't flag data as outdated which isn't
 2018-07-08 17:36:03 +03:00
pyup-bot 17c9c183f5 Update pandas from 0.23.2 to 0.23.3 2018-07-08 14:23:07 +02:00
pyup-bot cc107bb3cc Update ccxt from 1.15.25 to 1.15.27 2018-07-08 14:23:05 +02:00
Matthias 8dd6e29426 don't flag data as outdated which isn't 2018-07-08 13:34:47 +02:00
Matthias 3e03a208f1 reduce calculation effort (slightly!) 2018-07-07 20:17:53 +02:00
Samuel Husso 7c8c8e83d3
Merge pull request #990 from freqtrade/update_dockerfile 
Update Dockerfile to 3.6.6
 2018-07-07 08:15:20 -05:00
Matthias 2b488d1da2 Update Dockerfile to 3.6.6 2018-07-07 14:52:39 +02:00