76e51cddba
Merge pull request #5246 from nightshift2k/feature/offsetfilter
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new filter OffsetFilter for offsetting incoming pairlists
2021-07-07 21:06:23 +02:00
682f880630
Slightly simplify if statement, add additional test
2021-07-07 20:05:56 +02:00
8248d1acd1
run flake8
2021-07-07 22:10:22 +07:00
00a1931f40
fix test
2021-07-07 21:24:44 +07:00
3c3772703b
changed quoteVolume to be built over a
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rolling period using lookback_period
to avoid pair_candles being larger
than requested lookback_period
2021-07-07 09:46:05 +02:00
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
5474d5ee64
Move webserver start command to seperate file
2021-07-06 19:48:28 +02:00
e5b1657ab3
Properly remove rpc handler
2021-07-06 19:48:28 +02:00
2ec22f1d97
Add Sorting to available pair list
2021-07-06 19:48:28 +02:00
830b2548bc
Add backtest stopping
2021-07-06 19:48:28 +02:00
129c7b02d0
Not all config values are mandatory in webserver mode
2021-07-06 19:48:28 +02:00
17b3cc2097
Return numeric value, not empty string
2021-07-06 19:48:28 +02:00
b44d215b90
Add test for backtest via APII
2021-07-06 19:48:28 +02:00
804d99cce9
Move backtesting api to it's own file
2021-07-06 19:48:28 +02:00
8566306010
Add test for start_websever
2021-07-06 19:48:28 +02:00
134c61126e
Properly track bt progress ...
2021-07-06 19:48:28 +02:00
03140a0ecb
Run webserver in main thread when using webserver mode
2021-07-06 19:48:28 +02:00
37b15e830a
Add trade count to progress
2021-07-06 19:48:28 +02:00
048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
06b6726029
Support compounding key
2021-07-06 19:48:28 +02:00
f96d7dfe6d
Allow backtesting to reuse data
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Allow activating / deactivating protections dynamically
2021-07-06 19:48:28 +02:00
edb8c4f0e5
Fix tests for webserver mode
2021-07-06 19:48:28 +02:00
5c18c8726d
Implement backtesting with fastapi
2021-07-06 19:48:28 +02:00
df55259737
Add start_trading endpoint
2021-07-06 19:48:28 +02:00
02b84bd018
Introduce webserver mode for fastapi
2021-07-06 19:48:28 +02:00
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
97e8ec91f0
Save configuration file paths
2021-07-06 19:48:28 +02:00
ef137546fe
Add webserver entrypoint
2021-07-06 19:48:28 +02:00
0f3d34eaf4
Merge branch 'develop' into agefilter-max-days-listed
2021-07-06 19:47:18 +07:00
502c69dce3
change short desc
2021-07-06 19:36:42 +07:00
dec523eef0
Display verison of installed FreqUI
2021-07-06 07:20:05 +02:00
1e87225e91
added `test_VolumePairList_range` to test_pairlist.py
2021-07-05 20:59:27 +02:00
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists
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fixup pairlist filters, change float_timestamp to int_timestamp
2021-07-05 19:45:35 +02:00
346d66748b
first version of OffsetFilter
2021-07-05 12:50:56 +02:00
5626ca5a06
removed unnecessary casting to int()
2021-07-05 10:39:22 +02:00
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance
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compact low balance currencies
2021-07-05 06:56:35 +02:00
7ac55e5415
AgeFilter, RangeStabilityFilter, VolatilityFilter
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changed `float_timestamp` to `int_timestamp`
2021-07-04 21:08:42 +02:00
85c7b55750
improvements:
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- `float_timestamp` switched to `int_timestamp`
- added documentation to pairlists.md
2021-07-04 20:46:24 +02:00
c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
c3cf71bba8
sort import
2021-07-04 22:04:39 +07:00
2d5ced7801
fix testcase
2021-07-04 21:59:59 +07:00
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
4aa2ae37bd
add daily_profit_list
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added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
9919061c78
PEP8 compliance
2021-07-04 11:40:45 +02:00
348dbeff3f
added meaningful logging of used lookback range
2021-07-04 11:16:33 +02:00
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
7efa228d73
add dust balance
2021-07-04 03:08:29 +07:00
dbdd7f38a8
add plural
2021-07-04 02:56:05 +07:00
b722e12350
compact low balance currencies
2021-07-04 02:44:48 +07:00
f6511c3e3f
fix typo and add blocker
2021-07-04 02:20:53 +07:00
b72bbebccb
fix flake8
2021-07-04 01:46:51 +07:00
3d9f3eeb07
feat(agefilter): add max_days_listed
2021-07-03 23:58:04 +07:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
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At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
53f963dd73
fixed `self._tf_in_secs` to `self._tf_in_sec`
2021-07-03 11:49:05 +02:00
62da4b452c
code cleanup and comments
2021-07-03 11:47:17 +02:00
055229a44a
first iteration of volume pairlist with range lookback
2021-07-03 11:39:14 +02:00
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
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Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
b25ad68c44
Fix np.bool_ not outputting correctly
2021-07-02 20:52:25 +02:00
b8de3270fa
Plotting: Fix hover mode options after plotly update
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closes #5209
2021-06-30 20:11:11 +02:00
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
af04c8e2da
Merge pull request #5205 from barisengez/develop
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Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
8cdd1e3aef
Fix some type errors
2021-06-29 06:50:47 +02:00
2bf17f71e7
Dump parameters from hyperopt-show
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
d54de72471
"/profit N" command should print best pair for the same period of time, not for all trades
2021-06-28 23:42:09 +03:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
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Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
34448fb87c
Expose default currency precision to API
2021-06-26 20:46:54 +02:00
00a7097b9e
Reduce verbosity of getting sell-rate from orderbook
2021-06-26 20:09:52 +02:00
3f669147f1
Simplify strategy-resolver moving
2021-06-26 17:55:31 +02:00
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
b7f01a08f3
Update sequence of process_deprecated_setting parameters
2021-06-26 17:03:51 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
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closes #2867
2021-06-26 16:06:13 +02:00
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
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Remove order book max
2021-06-26 14:56:10 +02:00
c62fad0088
Pricing strategies should default to use orderbook pricing
2021-06-26 08:19:37 +02:00
59a33d0fa9
Add test for ask_orderbook validation
2021-06-25 20:52:34 +02:00
d59a38665c
Remove support for order_book_max
2021-06-25 20:36:39 +02:00
Matthias
kevinjulian
nightshift2k
octaviusgus
octaviusgus
Rokas Kupstys
barbarius
Eugene Schava