dc4ea604dd
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:19:16 +02:00
eb5d69dcd4
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:12:08 +02:00
6856963aef
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:09:41 +02:00
76ca3c219f
extract result-printing from hyperopt class
2021-03-17 20:45:15 +01:00
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
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Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
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Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
4b550dab17
Always reset fake-databases
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Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
0b81b58d28
Use pandas.values.tolist instead of itertuples
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speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
4532222010
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
345f7404e9
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
bc05d03126
Make best / worst day absolute
2021-03-05 19:21:09 +01:00
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
078b77d41b
Fix crash when using unlimited stake and no trades are made
2021-03-02 16:12:22 +01:00
55a315be14
fix: avg_stake_amount should not be `NaN` if df is empty
2021-03-02 13:38:55 +01:00
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
4ce4eadc23
remove only ccxt objects when hyperopting
2021-02-27 09:32:59 +01:00
9361aa1c95
Add wallets to backtesting
2021-02-27 09:32:59 +01:00
11b20d6932
Add config to hyperopt_loss_function documentation
2021-02-17 07:04:29 +01:00
eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data
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pass data and config to loss function
2021-02-16 20:06:50 +01:00
009a447d8a
Adjust documentation for new parameter in loss functions
2021-02-16 19:51:09 +01:00
3e06cd8b3a
pass data and config to loss function
2021-02-16 10:11:33 +01:00
5c263c7ffd
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
2021-02-14 19:41:12 +01:00
e7acee7904
Improve coin value output by rounding coin specific
2021-02-13 16:05:56 +01:00
072abde9b7
Introduce round_coin_value to simplify coin rounding
2021-02-13 16:05:35 +01:00
c659150d9f
Also print trade_duration in seconds to json
2021-01-25 19:42:34 +01:00
62e43539c9
Limit max_open_trades to maximum available pairs
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closes #4008
2021-01-24 19:59:54 +01:00
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
48977493bb
Backtesting does not need to convert to BacktestResult object
2021-01-24 08:58:41 +01:00
7c80eeea95
Add use_custom_stoploss to optimize_report
2021-01-19 22:51:12 +01:00
0b65fe6afe
Capture backtest start / end time
2021-01-14 19:09:25 +01:00
9147106259
call bot_loop_start() in backtesting to allow setup-code to run
2021-01-14 19:09:25 +01:00
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
9d4cdcad10
Extract backtesting of one strategy
2021-01-14 19:04:42 +01:00
f3de0dd3eb
Fix support for protections in hyperopt
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closes #4208
2021-01-14 06:53:40 +01:00
63a579dbab
Add sell_profit_offset parameter
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Allows defining positive offsets before enabling the sell signal
2021-01-11 19:30:25 +01:00
f11fd2fee1
Sort imports
2020-12-23 17:00:02 +01:00
67193bca3d
Move pairlists to be a plugin submodule
2020-12-23 16:54:35 +01:00
266031a6be
Disallow PerformanceFilter for backtesting
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closes #4072
2020-12-16 19:24:47 +01:00
f047297995
Improve wording, fix bug
2020-12-07 15:48:06 +01:00
5849d07497
Export locks as part of backtesting
2020-12-07 11:39:01 +01:00
bb51da8297
Fix slow backtest due to protections
2020-12-07 11:39:01 +01:00
75a5161650
Support multis-strategy backtests with protections
2020-12-07 11:39:01 +01:00
a3f9cd2c26
Only load protections when necessary
2020-12-07 11:39:01 +01:00
e2d15f4082
Add parameter to enable protections for backtesting
2020-12-07 11:39:01 +01:00
32189d27c8
Disable output from plugins in backtesting
2020-12-07 11:39:01 +01:00
9f34aebdaa
Allow closing trades without message
2020-12-07 11:39:01 +01:00
b606936eb7
Make changes to backtesting to incorporate protections
2020-12-07 11:39:01 +01:00
e40d97e05e
Small formatting improvements
2020-11-28 17:52:29 +01:00
5d3f59df90
Add best / worst trade
2020-11-28 17:45:56 +01:00
a00f852cf9
Add best / worst pair to summary statistics
2020-11-28 17:37:10 +01:00
a47d8dbe56
Small refactor, avoiding duplicate calculation of profits
2020-11-28 11:35:29 +01:00
730c9ce471
Add Max_open_trades to summary metrics
2020-11-24 06:57:26 +01:00
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
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Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
e73203acb8
FIx bug with dmmp
2020-11-01 10:51:07 +01:00
7a092271c5
Merge branch 'develop' into arrow_deprecation_timestamp
2020-10-20 20:01:54 +02:00
cf2ae788d7
Convert backtesting rows to Tuples for performance gains
2020-10-18 17:16:57 +02:00
5d3a67d324
Don't debug-log during backtesting.
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Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
b80a219d03
Improve typehints for backtesting
2020-10-18 16:35:23 +02:00
380e6628e0
Merge branch 'develop' into feat/backtest_speedup_serialize
2020-10-18 16:19:04 +02:00
2591a34db4
Don't use arrow objects for backtesting
2020-10-18 16:18:52 +02:00
ecddaa663b
Convert timestamp to int_timestamp for all arrow occurances
2020-10-13 06:24:01 +02:00
23bad8fd9f
Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss
2020-10-10 14:22:29 +02:00
23278e52db
remove obsolete logging statements
2020-10-08 20:22:59 +02:00
e8f2c09f08
Extract handling of left open trades to seperate method
2020-10-08 20:11:45 +02:00
52502193c4
Backtesting should not double-loop for sell signals
2020-10-07 20:59:05 +02:00
40b61bbfe3
Adjust trailing-stop to be python compliant
2020-10-05 07:44:12 +02:00
cb74c9bcde
Fix hyperopt output
2020-10-03 13:27:06 +02:00
6977ffdbf9
Merge branch 'develop' into isort_config
2020-09-28 20:21:55 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
c42a924df8
Load latest file
2020-09-27 16:50:42 +02:00
ff96cf154c
Keep hyperopt result history
2020-09-27 16:33:26 +02:00
b736691e0e
Remove hyperopt --continue
2020-09-27 16:18:28 +02:00
rextea
Matthias
Rokas Kupstys
Patrick Weber
raoulus
Joe Schr
Florian Merz
Florian Reitmeir