Reigo Reinmets
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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
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f26cd19146
|
Merge index and mark rates as part of dataload
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2022-01-22 19:45:46 +01:00 |
|
Matthias
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84c6d92d4c
|
calculate_funding_fees is actually a public exchange interface (used in backtesting).
|
2022-01-22 19:45:46 +01:00 |
|
Matthias
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e9e7fd749b
|
Support funding-fees while running backtest
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2022-01-22 19:45:43 +01:00 |
|
Matthias
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f090dcc597
|
Merge branch 'develop' into feat/short
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2022-01-22 17:56:01 +01:00 |
|
Matthias
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01b331ee42
|
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
set stoploss at trade creation
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2022-01-22 16:17:47 +01:00 |
Italo
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82f0d4d056
|
set stoploss at trade creation
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2022-01-22 14:03:12 +00:00 |
Stefano Ariestasia
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fe5f61694b
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Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-22 21:25:16 +09:00 |
|
Matthias
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bb1d8fb54f
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Improve message when no hyperopt fie is found
closes #6266
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2022-01-21 15:24:26 +01:00 |
|
Stefano Ariestasia
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f3a152a5a2
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Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-21 17:11:36 +09:00 |
|
Matthias
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a6c7f45545
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Update webserver backtseting to reuse prior results
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2022-01-20 06:51:48 +01:00 |
|
Stefano Ariestasia
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62ea1a445e
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add lines to show_config message
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2022-01-20 10:03:26 +09:00 |
Rokas Kupstys
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5fffc5033a
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Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
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2022-01-19 11:44:35 +02:00 |
Italo
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a4dbdb549d
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added type spec
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2022-01-19 01:37:47 +00:00 |
|
Italo
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407c20412d
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Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
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2022-01-19 01:07:41 +00:00 |
|
Matthias
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2bcfc0c90c
|
Add warning about cache problems
|
2022-01-16 18:01:05 +01:00 |
|
Matthias
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5bb48eaed0
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Replace Nan with 0 or None in backtesting
part of #6224
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2022-01-16 14:49:29 +01:00 |
|
Rokas Kupstys
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062d00e8f2
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Fix @informative decorator failing with edge.
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2022-01-15 17:31:16 +02:00 |
|
Rokas Kupstys
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2b7405470a
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Fix timerange check.
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2022-01-15 17:30:40 +02:00 |
|
Rokas Kupstys
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16861db653
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Implement previous backtest result reuse when config and strategy did not change.
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2022-01-15 17:30:40 +02:00 |
|
Reigo Reinmets
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13bc5c5d8f
|
Fine, this does look better.
|
2022-01-13 20:24:21 +02:00 |
|
Reigo Reinmets
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678be0b773
|
Slightly move code.
|
2022-01-13 20:16:45 +02:00 |
|
Reigo Reinmets
|
3b7167ab07
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Fix backtesting missing filled amounts in orders.
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2022-01-10 20:30:40 +02:00 |
|
Reigo Reinmets
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0bca07a32a
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Added min_stake, max_stake. Removed pair as its included in trade.
|
2022-01-08 17:20:02 +02:00 |
|
Reigo Reinmets
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8e424f7c73
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Merge branch 'freqtrade:develop' into dca
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2022-01-08 14:57:15 +02:00 |
|
Matthias
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dad080f56f
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Merge branch 'develop' into feat/short
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2022-01-08 10:45:15 +01:00 |
|
Matthias
|
04976658da
|
Fix crash when using backtesting-show on a old backtestresult
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2022-01-07 17:34:47 +01:00 |
|
Rokas Kupstys
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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).
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2022-01-07 12:07:49 +02:00 |
|
Matthias
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46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
|
Matthias
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e540959c27
|
Remove btdata from generate_strategy_stats
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2022-01-07 09:27:07 +01:00 |
|
Matthias
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1203d08d1e
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generate_pair_metrics does not need processed dict
|
2022-01-07 09:27:07 +01:00 |
|
Matthias
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addba6597a
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Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
|
2022-01-06 09:56:05 +01:00 |
|
Matthias
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2a2392fd73
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Update parameter name in docstring
|
2022-01-06 09:15:30 +01:00 |
|
Matthias
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a9a6cf13f8
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Add exit_tag to detail-sells
closes #6159
|
2022-01-06 08:22:15 +01:00 |
|
Matthias
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6abd6bceb9
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Avoid recalculating statistics for comparison line
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2022-01-05 20:16:48 +01:00 |
Sam Germain
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501f473164
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Merge branch 'develop' into feat/short
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2022-01-04 22:47:33 -06:00 |
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Matthias
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8373a4e713
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Small Adjustments to improve compatibility
|
2022-01-04 19:17:08 +01:00 |
|
Matthias
|
4d9b4ddc28
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Update hyperopt-tools to use account drawdown
|
2022-01-04 17:43:39 +01:00 |
|
Matthias
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09fae25c94
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Fix some tests after drawdown calculation change
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
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7a2b50ce8b
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Update drawdown calculation to account drawdown
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
|
42579c0268
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Drop hyperopt results legacy mode
|
2022-01-04 17:06:40 +01:00 |
|
Matthias
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711a6a6dbc
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Merge branch 'develop' into pr/xataxxx/6079
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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
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2022-01-01 19:16:49 +01:00 |
|
Matthias
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670aed06bf
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Remove loop for hyperopt.
|
2021-12-31 17:35:08 +01:00 |
|
Rokas Kupstys
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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
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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
|
2021-11-06 15:24:52 +01:00 |
raphael
|
ae2343db93
|
Update optimize_reports
Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
|
2021-11-04 10:25:13 -04:00 |
|
Matthias
|
431b96de98
|
Merge branch 'develop' into pr/theluxaz/5710
|
2021-11-03 19:43:36 +01:00 |
|
Matthias
|
4249fcefba
|
Merge pull request #5150 from cryptomeisternox/backtesting-filter
Adding command for Filtering and print trades
|
2021-11-01 09:43:49 +01:00 |
|
Matthias
|
c094ac5762
|
Merge branch 'develop' into feat/short
|
2021-10-30 19:45:19 +02:00 |
|
Matthias
|
20904f1ca4
|
Add tests for new command
|
2021-10-30 19:43:42 +02:00 |