adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
18,862 Commits 14 Branches 74 Tags 197 MiB
Commit Graph

845 Commits

Author SHA1 Message Date
மனோஜ்குமார் பழனிச்சாமி 7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805 fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
robcaulk aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
Matthias a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
robcaulk 764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias 18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
eSeR1805 1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
மனோஜ்குமார் பழனிச்சாமி 64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி 71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
Matthias 277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias d11c44940e Slightly reword docs 
remove some Note-boxes - people tend to skip these.
 2022-05-06 06:42:01 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805 04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
eSeR1805 4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805 9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805 8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias 4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
eSeR1805 3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805 ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias 30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain 4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
froggleston 431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
froggleston 580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias 7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias 9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias 3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Matthias 580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston 767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
froggleston f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
eSeR1805 d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
froggleston 34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston b738c4e695 Fix flake8 complaints 2022-04-16 16:49:20 +01:00
froggleston 7210a11730 Fix flake8 complaints 2022-04-16 16:37:06 +01:00
froggleston a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston b1bcf9f33c Fix backtest_enable typo 2022-04-16 14:58:17 +01:00
froggleston 8990ba2709 Fix store signal candles 2022-04-16 14:49:53 +01:00
froggleston 21734c5de7 Add pickle import 2022-04-16 14:46:30 +01:00
froggleston 26ba899d7d Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST 2022-04-16 14:37:36 +01:00
Robert Davey afd3a32883
Merge branch 'develop' into v3_fixes 2022-04-16 14:23:13 +01:00
eSeR1805 bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
Matthias 68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias 8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Matthias ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
மனோஜ்குமார் பழனிச்சாமி 7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias 6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias 1917527179 custom_sell -> custom_exit 2022-04-04 17:04:43 +02:00
Matthias 54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias 33841da382 Slightly imporve Typing by reusing long/short type 2022-04-04 16:51:57 +02:00
Matthias f8783c908e Add side to custom_entry_price 2022-04-04 16:48:27 +02:00
Matthias 543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias b0fab3ad50 Properly handle empty dataframes after trimming 
closes #6629
 2022-04-02 16:16:29 +02:00
adriance d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias 6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias 743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias 8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias 95f69b905a Remove ticker_interval support 2022-03-20 09:00:53 +01:00
Matthias 052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias d6309449cf Fix short bug where close_rate is wrongly adjusted 2022-03-16 20:12:09 +01:00
Matthias a89c1da19f Fix 2 bugs in ROI calculation 2022-03-16 20:12:09 +01:00
froggleston 162e94455b Add support for storing buy candle indicator rows in backtesting results 2022-03-16 12:16:24 +00:00
Matthias 7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
adriance ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias cbbdf00ddd Update comments in short backtest rates 2022-03-15 06:39:07 +01:00
adriance fd211166f0 fixed side error 2022-03-15 12:23:59 +08:00
adriance 7059892304 Optimize the code. Fix stop_rate judgment error 2022-03-15 12:04:02 +08:00
adriance 31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance 26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance 3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance 0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance 52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias efc313b28b
Merge pull request #6512 from freqtrade/short_order_types 
Short order types renamal
 2022-03-12 09:32:16 +01:00
Matthias 20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
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 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
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
Sam Germain a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
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 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
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