Matthias
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50265cd765
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Adapt hyperopt templates to be better aligned
closes #3027
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2021-03-20 18:46:57 +02:00 |
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Matthias
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ed7f4739ad
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Allow custom fee to be used during dry-run
closes #3696
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2021-03-20 18:46:57 +02:00 |
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Matthias
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a69356dc83
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Fix hdf5 support on raspberry
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2021-03-20 18:46:57 +02:00 |
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Matthias
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a457587123
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Final balance should include forcesold pairs
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2021-03-20 18:46:57 +02:00 |
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Jackson Law
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d618d4a35d
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fix: Use now() to match timezone of download data
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2021-03-20 18:46:57 +02:00 |
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Matthias
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bf7ddd80ce
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Add documentation for hyperopt.strategy availability
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2021-03-20 18:46:57 +02:00 |
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Rokas Kupstys
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0b62a04e65
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Provide access to strategy instance from hyperopt class.
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2021-03-20 18:46:57 +02:00 |
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Matthias
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b9dab81680
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Improve tests for trades_proxy
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2021-03-20 18:46:57 +02:00 |
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Matthias
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ace184a281
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Improve backtest performance
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2021-03-20 18:46:57 +02:00 |
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Matthias
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c6ff383972
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Add test for uvloop fix
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2021-03-20 18:46:57 +02:00 |
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Jackson Law
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22f692e53a
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Create event loop manually if uvloop is available
asyncio.get_event_loop() does not call new_event_loop()
if current_thread() != main_thread()
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2021-03-20 18:46:57 +02:00 |
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Matthias
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6ec18239f8
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Fix problem with FTX
where cancelled orders are "cancelled", not "canceled"
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2021-03-20 18:46:57 +02:00 |
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Matthias
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77f0e68a9a
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Make stake_amount + stake_currency mandatory for backtesting
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2021-03-20 18:46:57 +02:00 |
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Matthias
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e90215bf02
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Fix random test failure
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2021-03-20 18:46:57 +02:00 |
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Matthias
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25355e35a6
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Always reset fake-databases
Otherwise results may stick around for the next strategy
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2021-03-20 18:46:57 +02:00 |
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Matthias
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a86f60df91
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Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
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2021-03-20 18:46:57 +02:00 |
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Matthias
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67cf22f85c
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Make best / worst day absolute
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2021-03-20 18:46:57 +02:00 |
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Matthias
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af501a4cc6
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Fix crash when using unlimited stake and no trades are made
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2021-03-20 18:46:57 +02:00 |
|
Joe Schr
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440c8a91c6
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fix: avg_stake_amount should not be NaN if df is empty
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2021-03-20 18:46:57 +02:00 |
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Matthias
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635bf3a8ee
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Explicitly convert starting-balance to float
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2021-03-20 18:46:57 +02:00 |
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Matthias
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d1b196f4b5
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UPdate backtesting doc for total profit calc
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2021-03-20 18:46:57 +02:00 |
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Matthias
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7c68f87c85
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Small stylistic fixes
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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13cdcafad0
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Improve backtest documentation
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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bce85742ba
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Simplify wallet code
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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cec07b93c3
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Fix optimize_reports test
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2021-03-20 18:46:57 +02:00 |
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Matthias
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bb1bdb1478
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Improve test-coverage of pairlocks
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2021-03-20 18:46:57 +02:00 |
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Matthias
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3bdfdaef0d
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Update documentation with backtesting compounding possibilities
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2021-03-20 18:46:57 +02:00 |
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Matthias
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369ede1af9
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Improve handling of backtesting params
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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78c49836ff
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fix --stake-amount parameter
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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f1b10bd49e
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Improve backtesting documentation
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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9bea9a849a
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Add test for backtesting _enter_trade
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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35215a47ab
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Add test for subclassing
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2021-03-20 18:46:57 +02:00 |
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Matthias
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7f3b6c9349
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Change some types
Fix types of new model object
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2021-03-20 18:46:57 +02:00 |
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Matthias
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87d8b2f93d
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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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2021-03-20 18:46:57 +02:00 |
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Matthias
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0746a0edc7
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Fix some type errors
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2021-03-20 18:46:57 +02:00 |
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Matthias
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c2ee9160ca
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Check min-trade-stake in backtesting
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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8f2477ced9
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Improve backtesting metrics
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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32707a6ba1
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Improve performance by updating wallets only when necessary
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2021-03-20 18:46:57 +02:00 |
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Matthias
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8f4aad6101
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Wallets should not recalculate close_profit for closed trades
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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f7307fe40f
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ABS drawdown should show wallet high and low values
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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ea56b4775f
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Add starting balance to profit cumsum calculation
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2021-03-20 18:46:57 +02:00 |
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Matthias
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2e6bb6c01a
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Use absolute drawdown calc
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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2bbaeeb1b0
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Shorten debug log
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2021-03-20 18:46:57 +02:00 |
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Matthias
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8f03ce377b
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Add trade-volume metric
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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78708de740
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Backtest-reports should calculate total gains based on starting capital
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2021-03-20 18:46:57 +02:00 |
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Matthias
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7cf61975fa
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Allow dynamic stake for backtesting and hyperopt
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2021-03-20 18:46:57 +02:00 |
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Matthias
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bd8ecc4256
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Enable compounding for backtesting
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2021-03-20 18:46:57 +02:00 |
|
Matthias
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0a0e921d4c
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Add Dry-run wallet CLI option
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2021-03-20 18:46:57 +02:00 |
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Matthias
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cddbff0a65
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total_open_trades_stake should support no-db mode
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2021-03-20 18:46:57 +02:00 |
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Matthias
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0d664e553a
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Improve Wallet logging disabling for backtesting
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2021-03-20 18:46:57 +02:00 |
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