adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
16,317 Commits 14 Branches 74 Tags 197 MiB
495708df76
Commit Graph

1633 Commits

Author SHA1 Message Date
froggleston
b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston
aa5984930d Fix filename generation 2022-04-19 13:00:09 +01:00
froggleston
84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +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
f55a9940a7 Fix line spacing 2022-04-16 16:15:04 +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
d65b64a46f
Merge branch 'develop' into feat_readjust_entry 2022-04-16 15:20:50 +03:00
eSeR1805
bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
Italo
1153e65b3e fix flake8 2022-04-14 14:34:04 +01:00
Italo
340c0ea391 update is_random before asked_non_tried 
is_random depends on asked_non_tried and needs to be updated first
 2022-04-14 14:15:11 +01:00
Matthias
4acb77305a Don't break when running hyperopt-x tools on old resuts 2022-04-13 19:33:27 +02:00
Italo
35cea6dcfa fix unique_list 2022-04-13 09:36:46 +01:00
Italo
fa298d6f1c fix unique_list logic 2022-04-12 23:57:40 +01:00
Nicolas Papp
178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Matthias
baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Nicolas Papp
47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias
68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias
54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias
8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Italo
1559692e47 Update hyperopt.py 
remove duplicates from list of asked points
 2022-04-08 11:44:42 +01:00
Matthias
ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
Matthias
299dd84cfe
Merge pull request #6656 from freqtrade/use_sell_signal 
Use sell signal -> use_exit_signal
 2022-04-06 19:46:46 +02:00
மனோஜ்குமார் பழனிச்சாமி
7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias
b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias
4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias
5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias
bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
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
e894f620c2 Improve compatibility 2022-04-03 08:15:23 +02:00
Matthias
ec63cfd656 Add compatibility layer for backtesting results 2022-04-02 20:04:30 +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
Italo
9f171193ef Revert "Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points" 
This reverts commit 4eb9cc6e8b, reversing
changes made to a3b401a762.
 2022-03-30 09:39:07 +01:00
Matthias
b91b7b4464 Fix hyperopt assigning sell_signal to wrong field 2022-03-30 07:16:48 +02:00
Matthias
e1ccbdb927
Merge pull request #6607 from freqtrade/short_pricing 
Short pricing updates
 2022-03-30 06:59:40 +02:00
Italo
4eb9cc6e8b
Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points 2022-03-30 00:30:33 +01:00
Italo
a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Italo
229b0b037e reduce search loops 2022-03-29 19:33:35 +01:00
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
bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
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
Italo
b5a346a46d Update hyperopt.py 2022-03-22 11:01:38 +00:00
Matthias
5b4f343d36 Update buy output for backtesting 2022-03-22 06:45:36 +01:00
Matthias
08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Italo
2733aa33b6 Update hyperopt.py 2022-03-22 00:28:11 +00:00
Italo
37a43019d6 fix 
- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
 2022-03-21 11:36:53 +00:00
Italo
fca93d8dfe Update hyperopt.py 2022-03-20 16:12:06 +00:00
Italo
f8a674f24d make robust in case all points have been tried 2022-03-20 16:08:38 +00:00
Italo
23f1a1904b more compact 2022-03-20 16:06:41 +00:00
Italo
0fd269e4f0 typo 2022-03-20 16:03:07 +00:00
Italo
e16bb1b34e Optimize only new points 
Enforce points returned from `self.opt.ask` have not been already evaluated
 2022-03-20 16:02:03 +00:00
Italo
112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-20 15:42:53 +00:00
Italo
d796ce0935 Update hyperopt.py 
1. Try to get points using `self.opt.ask` first
        2. Discard the points that have already been evaluated
        3. Retry using `self.opt.ask` up to 3 times
        4. If still some points are missing in respect to `n_points`, random sample some points
        5. Repeat until at least `n_points` points in the `asked_non_tried` list
        6. Return a list with legth truncated at `n_points`
 2022-03-20 15:41:14 +00:00
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
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