adelorenzo
/
stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
8,102 Commits 14 Branches 74 Tags 197 MiB
Commit Graph

311 Commits

Author SHA1 Message Date
hroff-1902 69f29e8907 minor: Cleanup for backtesting 2019-09-18 22:57:17 +03:00
hroff-1902 76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs 
Improve logs for backtesting
 2019-09-14 11:23:46 +03:00
hroff-1902 849d694c27 Don't inherit from object 2019-09-12 04:39:52 +03:00
hroff-1902 9bdfaf3803 Remove quotes around the pairs 2019-09-11 23:32:08 +03:00
hroff-1902 35580b135a Improve backtesting logs 2019-09-10 10:42:45 +03:00
Matthias 972b8a1726 Remove defaulting to test_data folder when no datadir is present 2019-09-07 21:06:20 +02:00
hroff-1902 d9c2b7d460 fix fetching ticker_interval from strategy 2019-08-26 22:31:24 +03:00
hroff-1902 bfc68ec792 minor cleanup in Backtesting 2019-08-25 23:36:42 +03:00
Matthias 9e24992835 Remove calls to load_data using live= 2019-08-20 07:00:43 +02:00
Matthias 9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings 
Refactorings to history
 2019-08-20 06:35:54 +02:00
Matthias 09286d4918 file_dump_json accepts Path - so we should feed it that 2019-08-16 13:04:48 +02:00
Matthias 51c3a31bb5 Correct imports and calls to parse_timerange 2019-08-14 10:07:32 +02:00
Matthias 3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset 
Backtest ticker interval unset
 2019-08-07 14:20:36 +02:00
Matthias 7e91a0f4a8 Fail gracefully if ticker-interval is not set 2019-08-06 06:45:44 +02:00
Matthias bc2e920ae2 Adjust code to verify "current" candle for buy/sells 2019-08-05 20:07:29 +02:00
Matthias 5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2 
Make configuration a module
 2019-07-15 19:41:57 +02:00
hroff-1902 1bdffcc73b make configuration a sep. module, including arguments 2019-07-12 00:49:23 +03:00
hroff-1902 c474e2ac86 fix #2008 2019-07-10 01:53:40 +03:00
Matthias 700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948 
Fix #1948
 2019-06-27 19:36:06 +02:00
hroff-1902 e5a8030dd7 comment added 2019-06-27 16:42:10 +03:00
Matthias a07653a6cc Merge branch 'develop' into fix/validate_dataframe 2019-06-24 06:21:08 +02:00
hroff-1902 7fbdf36c64 avoid code duplication while selecting min_roi entries 2019-06-23 19:23:51 +03:00
Matthias 4cbcb5f36f Move .title to ExchangeResolver (it does not make sense to do this over 
and over again)
 2019-06-22 16:52:14 +02:00
Matthias 55079831a1 Don't explicitly validate backtest data (it's done while loading now). 2019-06-15 13:45:50 +02:00
Matthias 1afe6c1437 Don't run validation per strategy, it's only eneded once 2019-06-14 19:37:54 +02:00
Matthias 4dc3a0ca1d Small cleanup to reduce dict lookups during backtesting/hyperopt 2019-06-10 16:20:19 +02:00
hroff-1902 90b0f1daa8 minor optimize cleanup 2019-06-10 02:08:54 +03:00
Matthias c2f6897d8b Move download of live data to load_data 
Avoids code duplication in backtesting and plot_dataframe
 2019-05-29 20:20:20 +02:00
Matthias 236c392d28 Don't load hyperopts / optimize dependency tree if that module is not 
used
 2019-05-25 20:00:31 +02:00
Matthias b38c43141c Adjust imports to new location 2019-05-25 16:53:35 +02:00
hroff-1902 8b95e12468 log message adjusted in backtesting and hyperopt 2019-05-15 12:05:35 +03:00
Matthias bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults 
Support for defaults in json schema
 2019-04-24 12:20:39 +02:00
Matthias d16ccd7e37 Merge branch 'develop' into json-defaults 2019-04-24 09:51:04 +02:00
hroff-1902 ad85ac3dde make --refresh-pairs-cached common option for optimization; added support for it into hyperopt 2019-04-22 21:24:45 +03:00
hroff-1902 9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902 4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902 8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh 9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data 
Fix backtest problem with partial data
 2019-04-05 07:28:57 +02:00
Matthias 7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902 2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias 32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias 0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias e085fd9e95 Disable dataprovider from hyperopt. 
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
 2019-03-25 19:49:58 +01:00
Matthias 0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias 00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia 6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia 0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias 02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias 3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt 
Added total profit column to backtest result
 2019-01-25 06:38:39 +01:00
Matthias d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Gianluca Puglia 896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias 13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias 0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias 1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias a2c01916e1 Add type-ignores to floatfmt 
tabulate supports this:
30554300d7/tabulate.py?at=master&fileviewer=file-view-default#tabulate.py-1291:1294
 2019-01-17 20:28:21 +01:00
Matthias cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Misagh 26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing 
interpolate missing candles
 2019-01-04 22:33:53 +01:00
Matthias 2bc76771bf Align backtest to interface.py 
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
 2019-01-01 16:50:10 +01:00
Matthias fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias 8b9cc45f41 move test for data completeness 
should be done before analyzing strategy
 2018-12-31 15:09:50 +01:00
Matthias 429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias 6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias 21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias 432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias 7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias 3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen 
fix backtesting not respecting max_open_trades
 2018-11-30 19:17:09 +01:00
Matthias 21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias 93429a58b2 remove TODO 2018-11-09 07:13:20 +01:00
Matthias 66487f2a13 require start/end-date argument in backtest 2018-11-09 07:13:20 +01:00
Matthias e94da7ca41 inverse backtest logic to loop over time - not pairs (more realistic) 2018-11-09 07:12:41 +01:00
Matthias 95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias 8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias 98050ff594 use all min_roi entries 2018-10-29 19:27:23 +01:00
Matthias 233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
Matthias fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
Matthias d7459bbbf3 refactor get_timeframe out of backtesting class 2018-10-17 19:59:33 +02:00
Matthias 8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting 
it's used only once, so this does not make sense and hides the origin of
the function
 2018-10-17 19:47:19 +02:00
Matthias 6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
Matthias 567211e9f9 don't print "NAN" lines in "left_open_trades" 2018-09-20 20:35:26 +02:00
Matthias 6d1c82a5fa Remove last refreence to `get_candle_history` 2018-08-19 19:50:14 +02:00
Janne Sinivirta 3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat 
Allow multi strategy backtest without data reload
 2018-08-02 12:35:47 +03:00
creslin a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
Matthias 40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias 76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias 028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias 5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias 644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias 5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias 65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias 56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias 787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
xmatthias 2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Janne Sinivirta 4b38c8b11d use pandas own min and max for column sorting 2018-07-25 17:04:25 +03:00