4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
29fed37df3
Fix exception when few pairs with no data do not result in aborting backtest.
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Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.
Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.
Exception:
```
Traceback (most recent call last):
File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
return_code = args['func'](args)
File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
backtesting.start()
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
results = self.backtest(
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
data: Dict = self._get_ohlcv_as_lists(processed)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
iloc._setitem_with_indexer(indexer, value, self.name)
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
2eac23a15f
if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit`
2021-05-15 15:38:51 +09:00
5e73195b30
Use linux lineseperator at all times
2021-05-15 07:01:32 +02:00
ecee42f561
Read pickle file in mmap mode
2021-05-13 20:13:04 +02:00
1055862bc0
Extract data-load + dump from hyperopt
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(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
24a1d5a96f
Change default hyperopt-name to be shorter
2021-05-12 19:06:13 +02:00
3cbe40875d
read hyperopt results from pickle or json
2021-05-12 06:06:30 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
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This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
513be11fd9
Fix hyperopt output
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closes #4892
2021-05-07 20:23:11 +02:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
da574e4e69
Small style fixes
2021-05-03 06:30:41 +02:00
fc110ea418
Support csv export for new and old versions
2021-05-02 20:41:45 +02:00
287b43e999
Output strategy results including non-optimized parameters
2021-05-02 11:30:53 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
8ee0b0d8e8
Store not optimized parameters (if applicable)
2021-05-02 10:46:04 +02:00
46f0f66039
Keep dimensions stored in hyperopt class
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There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
ecdfb6e5ed
Fix output of % for new format
2021-05-02 09:46:27 +02:00
881cba336a
Show backtesting result in hyperopt-show
2021-05-02 09:46:27 +02:00
420e75af65
Extract show_backtest_result for one strategy
2021-05-02 09:46:27 +02:00
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
6aaaad29d7
Use backtesting output for hyperopt results
2021-05-02 09:46:27 +02:00
545cba7fd8
Refactor optimize_report
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we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
9994fce577
Extract generation of report for one strategy to it's own method
2021-05-02 09:46:27 +02:00
b125c975c7
Rename strategy_comparison method
2021-05-02 09:46:27 +02:00
ac2e1eb3d7
Don't import joblib for regular strategies
2021-05-02 08:44:16 +02:00
1cb430f59b
Remove encoding specifics, gitattributes to echeckout as utf8
2021-05-01 17:41:40 +02:00
e0ca3c014c
Don't completely remove encode/decode
2021-05-01 17:12:48 +02:00
30da307d13
Remove encode/decode for hyperopt
2021-05-01 17:01:52 +02:00
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
7c8a367442
Update docs to not promote stoploss / take-profit
2021-04-28 20:36:06 +02:00
2061162d79
Convert trade-opendate to python datetime
2021-04-26 20:01:13 +02:00
98f6fce2ec
Use correct sell reason in case of custom sell reason.
2021-04-25 09:48:40 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
88f26971fa
Use defaultdict for backtesting
2021-04-24 19:15:09 +02:00
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
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Fix wallet unlimited
2021-04-24 15:54:06 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
d8c8a8d8c2
Remvoe pointless arguments from get_trade_stake_amount
2021-04-21 20:01:10 +02:00
cfa9315e2a
Prevent out of candle ROI sells
2021-04-20 20:29:53 +02:00
ce870bbcf7
Use 3 decimals for ROI space
2021-04-15 21:38:20 +02:00
52c482cecf
Convert trailing and roi defaults to skdecimal
2021-04-14 20:36:34 +02:00
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
34e47db18d
Test SKDecimal space
2021-04-09 22:15:24 +02:00
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
7b2a0d46cb
Fix typo
2021-04-05 15:38:25 +02:00
b470672dfd
Merge pull request #4596 from rokups/rk/hyper-strategy
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Support for creating auto-hyperoptable strategies.
2021-04-05 13:55:32 +02:00
bd5e1c5096
Merge pull request #4660 from rextea/order_pairlist_results
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Sort pair lists by total profit
2021-04-04 19:47:33 +02:00
9e56f6d4eb
Sort pair lists by total profit
2021-04-04 01:19:38 +03:00
9d4b5cc6bb
Fix typo
2021-04-03 19:56:20 +02:00
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
6555454bd2
Remove more ticker_interval occurances
2021-04-03 16:54:47 +02:00
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
2869d5368d
Allow edge to use dynamic pairlists
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closes #4298
2021-03-30 20:20:24 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
11689100e7
[SQUASH] Fix exception when HyperOpt nested class is not defined.
2021-03-26 16:56:24 +02:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
2d13e5fd50
[SQUASH] Oopsies.
2021-03-26 16:56:24 +02:00
bb89e44e19
[SQUASH] Address PR comments.
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* Split Parameter into IntParameter/FloatParameter/CategoricalParameter.
* Rename IHyperStrategy to HyperStrategyMixin and use it as mixin.
* --hyperopt parameter is now optional if strategy uses HyperStrategyMixin.
* Use OperationalException() instead of asserts.
2021-03-26 16:56:24 +02:00
0a205f52b0
Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.
2021-03-26 16:56:24 +02:00
8da7d5c009
Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting
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Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-25 20:26:56 +01:00
292ea8c1d0
Update backtesting.py
2021-03-25 09:34:33 +01:00
0ca95aa0c2
Change rate to acctual close rate
2021-03-25 10:25:25 +02:00
ec15610bff
Fix isort issue
2021-03-24 19:21:07 +01:00
f51f4b1817
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:35:46 +02:00
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
Matthias
Rokas Kupstys
Brook Miles
rextea
Rokas Kupstys
Patrick Weber