Italo
|
d2a5448305
|
Update hyperopt.py
|
2022-03-11 17:38:32 +00:00 |
|
adriance
|
499e9c3e98
|
fix duration
|
2022-03-10 00:34:59 +08:00 |
|
adriance
|
d579febfec
|
add filled time
|
2022-03-09 23:55:57 +08:00 |
|
adriance
|
1c86e69c34
|
use filled time calculate duration
|
2022-03-09 21:55:13 +08:00 |
|
adriance
|
82e0eca128
|
add short close rate calu
|
2022-03-09 20:00:06 +08:00 |
|
Matthias
|
e492bf3159
|
Update order_types to use entry/exit definition
|
2022-03-09 06:37:08 +01:00 |
|
dingzhoufeng
|
9facd5b52a
|
Merge branch 'feat/short' into fs_fix
|
2022-03-08 15:14:11 +08:00 |
|
dingzhoufeng
|
53ecdb931b
|
add leverage
|
2022-03-08 12:26:43 +08:00 |
|
Matthias
|
3ff261e22c
|
Update order time in force to use entry/exit wording
|
2022-03-07 19:55:15 +01:00 |
|
Matthias
|
f558d4b132
|
Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
|
2022-03-03 06:50:32 +01:00 |
|
Matthias
|
eb30c40e0c
|
Fix hyperopt for futures
|
2022-03-02 19:50:16 +01:00 |
|
Matthias
|
e8206bc751
|
Simplify backtesting enter_Trade
|
2022-02-28 20:10:23 +01:00 |
|
Matthias
|
1b07ad92cf
|
Merge branch 'feat/short' into pr/samgermain/6467
|
2022-02-28 20:07:19 +01:00 |
|
Matthias
|
79538368db
|
Simplify liquidation price calculation
|
2022-02-28 19:47:21 +01:00 |
|
Matthias
|
1d27cbd01f
|
Simplify leverage_prep interface
|
2022-02-28 19:34:10 +01:00 |
|
Matthias
|
8e2d3445a7
|
Move leverage_prep calculations to exchange class
|
2022-02-28 19:29:42 +01:00 |
|
Sam Germain
|
b103045a05
|
backtesting._enter_trade update liquidation price on increased position
|
2022-02-27 12:09:45 -06:00 |
|
Sam Germain
|
6fdcc714bf
|
backtesting margin_mode key fix
|
2022-02-27 11:59:27 -06:00 |
|
Matthias
|
1b6548c8d8
|
Don't modify leverage through DCA
|
2022-02-27 15:44:23 +01:00 |
|
Matthias
|
bcfa73d492
|
Add "nr_of_successfull_entries"
|
2022-02-27 15:44:23 +01:00 |
|
Sam Germain
|
8af2ea754f
|
add margin mode to backtesting
|
2022-02-26 14:11:21 -06:00 |
|
Sam Germain
|
6dbd249570
|
backtesting._enter_trade get liquidation_price and backtesting._leverage_prep
|
2022-02-26 13:55:01 -06:00 |
|
Italo
|
8d9d003671
|
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
|
2022-02-25 17:58:57 +00:00 |
|
Matthias
|
fd936e26ae
|
Merge branch 'develop' into feat/short
|
2022-02-24 19:56:42 +01:00 |
|
Matthias
|
42df65d4ec
|
Make sure backtesting is cleaned up in tests
|
2022-02-24 14:22:49 +00:00 |
|
Matthias
|
8952829adc
|
Merge branch 'develop' into feat/short
|
2022-02-23 06:28:15 +01:00 |
|
Matthias
|
70f4305dfa
|
don't allow short trades in spot mode
|
2022-02-21 19:19:12 +01:00 |
|
Matthias
|
d610b6305d
|
Improve /balance output by removing trailing zeros
|
2022-02-19 16:40:30 +01:00 |
|
Sam Germain
|
a9eb8ce1bf
|
added todos back in
|
2022-02-16 05:47:41 -06:00 |
|
Italo
|
88459acbeb
|
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
|
2022-02-15 19:10:49 +00:00 |
|
Matthias
|
64b98989d2
|
Update open candle ROI condition
|
2022-02-15 19:25:32 +01:00 |
|
Matthias
|
30f6dbfc40
|
Attempt fix for #6261
|
2022-02-14 20:02:38 +01:00 |
|
Sam Germain
|
19783e0d39
|
edited todos
|
2022-02-14 09:02:55 -06:00 |
|
Sam Germain
|
fc2d3649a1
|
edited todos
|
2022-02-12 16:23:14 -06:00 |
|
Matthias
|
0c6d92a7a6
|
Merge branch 'develop' into feat/short
|
2022-02-11 17:02:04 +01:00 |
|
Matthias
|
6a59103869
|
update wallets in backtesting to ensure a fresh wallet is used
closes #6388
|
2022-02-10 19:40:36 +01:00 |
|
Matthias
|
9f47853661
|
Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
|
2022-02-09 07:12:35 +01:00 |
|
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 |
|
Italo
|
d03378b1df
|
Update hyperopt.py
|
2022-02-06 15:32:59 +00:00 |
|
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 |
|
Italo
|
adf8f6b2d5
|
Update hyperopt.py
|
2022-02-06 10:33:49 +00:00 |
|
Italo
|
6c1729e20b
|
ignore warnings
|
2022-02-06 01:07:30 +00:00 |
|
Sam Germain
|
e0d42ad9a7
|
Update backtesting.py
|
2022-02-05 18:29:48 -06:00 |
|
Italo
|
6a4cae1f8c
|
Update hyperopt.py
|
2022-02-06 00:17:48 +00:00 |
|
Italo
|
992eac9efa
|
Update hyperopt.py
|
2022-02-05 17:36:19 +00:00 |
|
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 |
|
Italo
|
328b969801
|
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop
|
2022-02-01 01:06:57 +00:00 |
|
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 |
|
Italo
|
a7ea06791a
|
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
|
2022-01-24 21:46:33 +00:00 |
|
Matthias
|
e252830229
|
Add entry_tag to "entry" callbacks
|
2022-01-24 07:02:01 +01:00 |
|
Italo
|
a2fb241a3b
|
increase initial points to 64
|
2022-01-24 01:35:42 +00:00 |
|
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 |
|
Italo
|
eacd1b0752
|
Merge branch 'plot_hyperopt_stats' into develop
|
2022-01-22 15:39:39 +00:00 |
|
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
|
0ce6c150ff
|
set stoploss at trade creation
|
2022-01-22 14:06:45 +00:00 |
|
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 |
|
Italo
|
34d19dc108
|
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
|
2022-01-20 11:37:54 +00:00 |
|
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
|
16a516a882
|
added plot functionality
|
2022-01-19 01:50:15 +00:00 |
|
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
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Reduce memory usage by not holding on to no longer needed data.
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2021-12-31 12:10:01 +02:00 |
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Wade Dyck
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3d9360bb8c
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When backtesting, pass the candle_type to load_data.
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2021-12-27 11:46:05 -07:00 |
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Reigo Reinmets
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817a65b656
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This is not needed since backtesting does not have open orders.
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2021-12-26 20:01:48 +02:00 |
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Reigo Reinmets
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de79d25caf
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Refactoring to use strategy based configuration
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2021-12-24 12:38:43 +02:00 |
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Reigo Reinmets
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db2f0660fa
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Some more compatibility fixes.
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2021-12-18 11:15:59 +02:00 |
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Reigo Reinmets
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30673f84f9
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Flake8 compatibility
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2021-12-18 11:00:25 +02:00 |
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