Commit Graph

375 Commits

Author SHA1 Message Date
Matthias 2083cf6ddf Fix mypy errors introduced by Arrow update 2021-03-01 08:57:57 +01:00
Matthias 789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00
Matthias deb8432d33 Streamline trade to dataframe conversion 2021-01-24 08:58:41 +01:00
Matthias 8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias 48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias 0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias 9147106259 call bot_loop_start() in backtesting to allow setup-code to run 2021-01-14 19:09:25 +01:00
Matthias baa1142afa Use preprocessed to get min/max date in hyperopt 2021-01-14 19:09:21 +01:00
Matthias 9d4cdcad10 Extract backtesting of one strategy 2021-01-14 19:04:42 +01:00
Matthias f3de0dd3eb Fix support for protections in hyperopt
closes #4208
2021-01-14 06:53:40 +01:00
Matthias f11fd2fee1 Sort imports 2020-12-23 17:00:02 +01:00
Matthias 67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias 266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00
Matthias 5849d07497 Export locks as part of backtesting 2020-12-07 11:39:01 +01:00
Matthias bb51da8297 Fix slow backtest due to protections 2020-12-07 11:39:01 +01:00
Matthias 75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias a3f9cd2c26 Only load protections when necessary 2020-12-07 11:39:01 +01:00
Matthias e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias 32189d27c8 Disable output from plugins in backtesting 2020-12-07 11:39:01 +01:00
Matthias 9f34aebdaa Allow closing trades without message 2020-12-07 11:39:01 +01:00
Matthias b606936eb7 Make changes to backtesting to incorporate protections 2020-12-07 11:39:01 +01:00
Matthias e73203acb8 FIx bug with dmmp 2020-11-01 10:51:07 +01:00
Matthias cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias 5d3a67d324 Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
Matthias b80a219d03 Improve typehints for backtesting 2020-10-18 16:35:23 +02:00
Matthias 2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias 23278e52db remove obsolete logging statements 2020-10-08 20:22:59 +02:00
Matthias e8f2c09f08 Extract handling of left open trades to seperate method 2020-10-08 20:11:45 +02:00
Matthias 52502193c4 Backtesting should not double-loop for sell signals 2020-10-07 20:59:05 +02:00
Matthias 253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias 284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias 3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias 87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias 2afe1d5b11 Add link to full sample 2020-08-08 17:30:31 +02:00
Matthias dd430455e4 Enable dataprovier for hyperopt 2020-08-08 17:04:32 +02:00
Matthias c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00
Matthias 0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias 7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 6e94734678 Add fee to backtestresult 2020-07-03 06:58:27 +02:00
Matthias 075eb0a161 Fix sequence of saving 2020-07-03 06:58:27 +02:00
Matthias 0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias b068e7c564 Rename open_time and close_time to *date 2020-07-03 06:58:27 +02:00
Matthias 415853583b Save backtest-stats 2020-07-03 06:58:27 +02:00
Matthias fbddfaeacf Introduce DatetimePrintFormat 2020-07-03 06:58:27 +02:00
Matthias cbcf3dbb43 Add more metrics to summarytable 2020-07-03 06:58:27 +02:00
hroff-1902 02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00