dingzhoufeng
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53ecdb931b
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add leverage
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2022-03-08 12:26:43 +08:00 |
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Matthias
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f558d4b132
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Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
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2022-03-03 06:50:32 +01:00 |
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Matthias
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eb30c40e0c
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Fix hyperopt for futures
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2022-03-02 19:50:16 +01:00 |
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Matthias
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e8206bc751
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Simplify backtesting enter_Trade
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2022-02-28 20:10:23 +01:00 |
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Matthias
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1b07ad92cf
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Merge branch 'feat/short' into pr/samgermain/6467
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2022-02-28 20:07:19 +01:00 |
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Matthias
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79538368db
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Simplify liquidation price calculation
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2022-02-28 19:47:21 +01:00 |
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Matthias
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1d27cbd01f
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Simplify leverage_prep interface
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2022-02-28 19:34:10 +01:00 |
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Matthias
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8e2d3445a7
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Move leverage_prep calculations to exchange class
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2022-02-28 19:29:42 +01:00 |
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Sam Germain
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b103045a05
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backtesting._enter_trade update liquidation price on increased position
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2022-02-27 12:09:45 -06:00 |
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Sam Germain
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6fdcc714bf
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backtesting margin_mode key fix
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2022-02-27 11:59:27 -06:00 |
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Matthias
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1b6548c8d8
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Don't modify leverage through DCA
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2022-02-27 15:44:23 +01:00 |
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Matthias
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bcfa73d492
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Add "nr_of_successfull_entries"
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2022-02-27 15:44:23 +01:00 |
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Sam Germain
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8af2ea754f
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add margin mode to backtesting
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2022-02-26 14:11:21 -06:00 |
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Sam Germain
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6dbd249570
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backtesting._enter_trade get liquidation_price and backtesting._leverage_prep
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2022-02-26 13:55:01 -06:00 |
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Matthias
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fd936e26ae
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Merge branch 'develop' into feat/short
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2022-02-24 19:56:42 +01:00 |
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Matthias
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42df65d4ec
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Make sure backtesting is cleaned up in tests
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2022-02-24 14:22:49 +00:00 |
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Matthias
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8952829adc
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Merge branch 'develop' into feat/short
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2022-02-23 06:28:15 +01:00 |
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Matthias
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70f4305dfa
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don't allow short trades in spot mode
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2022-02-21 19:19:12 +01:00 |
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Matthias
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d610b6305d
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Improve /balance output by removing trailing zeros
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2022-02-19 16:40:30 +01:00 |
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Sam Germain
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a9eb8ce1bf
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added todos back in
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2022-02-16 05:47:41 -06:00 |
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Matthias
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64b98989d2
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Update open candle ROI condition
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2022-02-15 19:25:32 +01:00 |
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Matthias
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30f6dbfc40
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Attempt fix for #6261
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2022-02-14 20:02:38 +01:00 |
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Sam Germain
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19783e0d39
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edited todos
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2022-02-14 09:02:55 -06:00 |
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Sam Germain
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fc2d3649a1
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edited todos
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2022-02-12 16:23:14 -06:00 |
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Matthias
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0c6d92a7a6
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Merge branch 'develop' into feat/short
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2022-02-11 17:02:04 +01:00 |
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Matthias
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6a59103869
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update wallets in backtesting to ensure a fresh wallet is used
closes #6388
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2022-02-10 19:40:36 +01:00 |
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Matthias
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9f47853661
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Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
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2022-02-09 07:12:35 +01:00 |
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Matthias
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dcf8ad36f9
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Backtesting should not allow unrealistic (automatic-filling) orders.
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2022-02-08 19:12:01 +01:00 |
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Matthias
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b192c82731
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Only call "custom_exit_price" for limit orders
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2022-02-08 07:10:54 +01:00 |
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Matthias
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036c2888b4
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Track timedout entry/exit orders
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2022-02-07 18:49:30 +01:00 |
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zx
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4bce64b427
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commented method deletition
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2022-02-07 14:12:07 +01:00 |
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zx
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7811a36ae9
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max_drawdown_abs calc fix & .DS_Store deletition
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2022-02-07 07:44:13 +01:00 |
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zx
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8cdb6e0774
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DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
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2022-02-07 06:31:16 +01:00 |
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zx
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2893d0b50d
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proper var name
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2022-02-07 06:22:27 +01:00 |
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zx
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7d3b80fbde
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isort fix and leftover cleaning
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2022-02-06 21:09:40 +01:00 |
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zx
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6b5f63d4d6
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change profit_ratio by profit_abs
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2022-02-06 16:28:01 +01:00 |
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zx
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0b01fcf047
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Add ProfitDrawdownHyperoptLoss method
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2022-02-06 15:40:54 +01:00 |
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Matthias
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644442e2f9
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Track timedout orders
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2022-02-06 13:37:31 +01:00 |
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Matthias
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17d748dd4c
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Improve handling of left_open_trades
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2022-02-06 13:19:00 +01:00 |
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Sam Germain
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e0d42ad9a7
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Update backtesting.py
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2022-02-05 18:29:48 -06:00 |
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Matthias
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9bf86bbe27
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Extract backtesting row validation to separate function
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2022-02-05 16:28:47 +01:00 |
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Matthias
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58fad72778
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Update wallets when necessary
closes #6321
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2022-02-05 16:28:47 +01:00 |
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Matthias
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4ea79a32e4
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Use Order object for ft_timeout check
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2022-02-05 16:28:47 +01:00 |
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Matthias
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1e603985c5
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Extract backtesting order cancelling
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2022-02-05 16:28:47 +01:00 |
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Matthias
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6637dacd7f
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Extract protections in backtesting
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2022-02-05 16:28:47 +01:00 |
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Matthias
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7ac44380f7
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Extract backtest order closing to models class
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2022-02-05 16:28:46 +01:00 |
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Matthias
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090554f197
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Try fill backtest order imediately for adjusted order
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2022-02-05 16:28:21 +01:00 |
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Matthias
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f4149ee462
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Force ROI to be within candle
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2022-02-05 16:28:21 +01:00 |
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Matthias
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44e616c264
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Add unfilledtimeout to required props for backtesting
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2022-02-05 16:28:21 +01:00 |
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Matthias
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49cecf1cb2
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Small cosmetic fix
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2022-02-05 16:28:21 +01:00 |
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