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1003 Commits

Author SHA1 Message Date
Matthias
4b550dab17 Always reset fake-databases 
Otherwise results may stick around for the next strategy
 2021-03-08 19:40:29 +01:00
Matthias
0b81b58d28 Use pandas.values.tolist instead of itertuples 
speeds up backtesting
closes #4494
 2021-03-07 11:28:54 +01:00
Patrick Weber
4532222010
Fixed line length in HyperOpt for new name 
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
 2021-03-05 13:16:49 -06:00
Patrick Weber
345f7404e9
Add strategy name to HyperOpt results filename 
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
731ab5d2a7 Fix too long line errors 2021-03-05 19:22:57 +01:00
Matthias
bc05d03126 Make best / worst day absolute 2021-03-05 19:21:09 +01:00
raoulus
0968ecc1af added "Median profit" column to hyperopt -> export-csv 2021-03-04 17:27:04 +01:00
Matthias
078b77d41b Fix crash when using unlimited stake and no trades are made 2021-03-02 16:12:22 +01:00
Joe Schr
55a315be14 fix: avg_stake_amount should not be NaN if df is empty 2021-03-02 13:38:55 +01:00
Matthias
2083cf6ddf Fix mypy errors introduced by Arrow update 2021-03-01 08:57:57 +01:00
Matthias
9cb37409fd Explicitly convert starting-balance to float 2021-02-28 09:56:29 +01:00
Matthias
b2e9295d7f Small stylistic fixes 2021-02-27 19:57:42 +01:00
Matthias
324b9dbdff Simplify wallet code 2021-02-27 10:33:25 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81 Change some types 
Fix types of new model object
 2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce 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.
 2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a Fix some type errors 2021-02-27 09:33:00 +01:00
Matthias
52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias
f04f07299c Improve backtesting metrics 2021-02-27 09:33:00 +01:00
Matthias
7913166453 Improve performance by updating wallets only when necessary 2021-02-27 09:33:00 +01:00
Matthias
f367375e5b ABS drawdown should show wallet high and low values 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias
74fc4bdab5 Shorten debug log 2021-02-27 09:32:59 +01:00
Matthias
72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias
8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias
0faa6f84dc Improve Wallet logging disabling for backtesting 2021-02-27 09:32:59 +01:00
Matthias
081b9be45c use get_all_locks to get locks for backtest result 2021-02-27 09:32:59 +01:00
Matthias
712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias
b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias
4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00
Matthias
9361aa1c95 Add wallets to backtesting 2021-02-27 09:32:59 +01:00
Matthias
11b20d6932 Add config to hyperopt_loss_function documentation 2021-02-17 07:04:29 +01:00
Matthias
eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data 
pass data and config to loss function
 2021-02-16 20:06:50 +01:00
Matthias
009a447d8a Adjust documentation for new parameter in loss functions 2021-02-16 19:51:09 +01:00
Florian Merz
3e06cd8b3a pass data and config to loss function 2021-02-16 10:11:33 +01:00
Florian Reitmeir
5c263c7ffd add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed 2021-02-14 19:41:12 +01:00
Matthias
e7acee7904 Improve coin value output by rounding coin specific 2021-02-13 16:05:56 +01:00
Matthias
072abde9b7 Introduce round_coin_value to simplify coin rounding 2021-02-13 16:05:35 +01:00
Matthias
c659150d9f Also print trade_duration in seconds to json 2021-01-25 19:42:34 +01:00
Matthias
62e43539c9 Limit max_open_trades to maximum available pairs 
closes #4008
 2021-01-24 19:59:54 +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
7c80eeea95 Add use_custom_stoploss to optimize_report 2021-01-19 22:51:12 +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
63a579dbab Add sell_profit_offset parameter 
Allows defining positive offsets before enabling the sell signal
 2021-01-11 19:30:25 +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
e40d97e05e Small formatting improvements 2020-11-28 17:52:29 +01:00
Matthias
5d3f59df90 Add best / worst trade 2020-11-28 17:45:56 +01:00
Matthias
a00f852cf9 Add best / worst pair to summary statistics 2020-11-28 17:37:10 +01:00
Matthias
a47d8dbe56 Small refactor, avoiding duplicate calculation of profits 2020-11-28 11:35:29 +01:00
Matthias
730c9ce471 Add Max_open_trades to summary metrics 2020-11-24 06:57:26 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp 
Convert timestamp to int_timestamp for all arrow occurances
 2020-11-02 16:40:43 +01:00
Matthias
e73203acb8 FIx bug with dmmp 2020-11-01 10:51:07 +01:00
Matthias
7a092271c5 Merge branch 'develop' into arrow_deprecation_timestamp 2020-10-20 20:01:54 +02:00
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
380e6628e0 Merge branch 'develop' into feat/backtest_speedup_serialize 2020-10-18 16:19:04 +02:00
Matthias
2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias
ecddaa663b Convert timestamp to int_timestamp for all arrow occurances 2020-10-13 06:24:01 +02:00
Matthias
23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +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
40b61bbfe3 Adjust trailing-stop to be python compliant 2020-10-05 07:44:12 +02:00
Matthias
cb74c9bcde Fix hyperopt output 2020-10-03 13:27:06 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
ff96cf154c Keep hyperopt result history 2020-09-27 16:33:26 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +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
378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias
6674285b12
Merge pull request #3756 from allenday/patch-1 
prettify hyperopt console output
 2020-09-19 17:43:05 +02:00
Matthias
f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Matthias
ec01f20bf8 Add ratio to sell reason stats 2020-09-16 20:27:28 +02:00
Allen Day
f63a378967
Update hyperopt.py 
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
 2020-09-07 23:26:55 +08:00
Matthias
284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias
d8a6410fd1 Fix small bug when using max-open-trades -1 in backtesting 2020-08-23 09:00:57 +02:00