Matthias
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4b550dab17
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Always reset fake-databases
Otherwise results may stick around for the next strategy
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2021-03-08 19:40:29 +01:00 |
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Matthias
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0b81b58d28
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Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
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2021-03-07 11:28:54 +01:00 |
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Matthias
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bc05d03126
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Make best / worst day absolute
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2021-03-05 19:21:09 +01:00 |
|
Matthias
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078b77d41b
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Fix crash when using unlimited stake and no trades are made
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2021-03-02 16:12:22 +01:00 |
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Matthias
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0be34291ef
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Merge pull request #4473 from JoeSchr/backtest_compound_speed
fix: avg_stake_amount should not be `NaN` if df is empty
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2021-03-02 13:59:53 +01:00 |
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Joe Schr
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55a315be14
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fix: avg_stake_amount should not be NaN if df is empty
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2021-03-02 13:38:55 +01:00 |
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Matthias
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9cb37409fd
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Explicitly convert starting-balance to float
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2021-02-28 09:56:29 +01:00 |
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Matthias
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d9d5617432
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UPdate backtesting doc for total profit calc
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2021-02-27 20:26:13 +01:00 |
|
Matthias
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b2e9295d7f
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Small stylistic fixes
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2021-02-27 19:57:42 +01:00 |
|
Matthias
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6018a05343
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Improve backtest documentation
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2021-02-27 10:45:22 +01:00 |
|
Matthias
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324b9dbdff
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Simplify wallet code
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2021-02-27 10:33:25 +01:00 |
|
Matthias
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f65092459a
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Fix optimize_reports test
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2021-02-27 10:14:25 +01:00 |
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Matthias
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fb489c11c9
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Improve test-coverage of pairlocks
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2021-02-27 10:07:02 +01:00 |
|
Matthias
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f5bb5f56f1
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Update documentation with backtesting compounding possibilities
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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98f3142b30
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Improve handling of backtesting params
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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86f9409fd2
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fix --stake-amount parameter
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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d3fb473e57
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Improve backtesting documentation
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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fc256749af
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Add test for backtesting _enter_trade
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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60db6ccf45
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Add test for subclassing
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2021-02-27 09:33:00 +01:00 |
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Matthias
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53a57f2c81
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Change some types
Fix types of new model object
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2021-02-27 09:33:00 +01:00 |
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Matthias
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03eb23a4ce
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2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
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2021-02-27 09:33:00 +01:00 |
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Matthias
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394a6bbf2a
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Fix some type errors
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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52acacbed5
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Check min-trade-stake in backtesting
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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f04f07299c
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Improve backtesting metrics
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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7913166453
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Improve performance by updating wallets only when necessary
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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37d7d2afd5
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Wallets should not recalculate close_profit for closed trades
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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f367375e5b
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ABS drawdown should show wallet high and low values
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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aed23d55c2
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Add starting balance to profit cumsum calculation
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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0d2f877e77
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Use absolute drawdown calc
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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74fc4bdab5
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Shorten debug log
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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72f21fc5ec
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Add trade-volume metric
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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35e6a9ab3a
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Backtest-reports should calculate total gains based on starting capital
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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8d61a26382
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Allow dynamic stake for backtesting and hyperopt
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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e4abe902fc
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Enable compounding for backtesting
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2021-02-27 09:32:59 +01:00 |
|
Matthias
|
959ff99046
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Add Dry-run wallet CLI option
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2021-02-27 09:32:59 +01:00 |
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Matthias
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0754a7a78f
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total_open_trades_stake should support no-db mode
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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0faa6f84dc
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Improve Wallet logging disabling for backtesting
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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20455de2a9
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Small enhancements to docs
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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081b9be45c
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use get_all_locks to get locks for backtest result
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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e32b2097f0
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Use timestamp in UTC timezone for ROI comparisons
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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712d503e6c
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Use sell-reason value in backtesting, not the enum object
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2021-02-27 09:32:59 +01:00 |
|
Matthias
|
b5177eadab
|
Extract close method for exchange
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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4ce4eadc23
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remove only ccxt objects when hyperopting
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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9361aa1c95
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Add wallets to backtesting
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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f0a154692d
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Wallets should use trade_proxy
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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9968e4e49c
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Add warning about downloading data from kraken
closes #4449
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2021-02-27 08:26:13 +01:00 |
|
Matthias
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b92fb6d3d0
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Merge pull request #4452 from JoeSchr/patch-3
Fix(strategy/interface.py): comment typo
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2021-02-27 08:16:50 +01:00 |
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JoeSchr
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642e3be7c5
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Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
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2021-02-26 23:17:59 +01:00 |
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Matthias
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0bb80d1442
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Merge pull request #4446 from Xanders/patch-1
Webhook JSON format
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2021-02-26 20:03:07 +01:00 |
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Matthias
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7d87c44c35
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Merge pull request #4436 from Th0masL/forcesell_type
Allow changing the order_type for forcesell
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2021-02-26 19:42:00 +01:00 |
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