Commit Graph

584 Commits

Author SHA1 Message Date
Timothy Pogue
cd8455ccb7 Merge branch 'develop' into feat/externalsignals 2022-09-05 15:10:25 -06:00
Timothy Pogue
07f806a314 minor improvements, fixes, old config+constant removal 2022-09-04 10:22:10 -06:00
Timothy Pogue
1601868854 dataprovider fix, updated config example 2022-09-04 09:42:43 -06:00
Timothy Pogue
dccde88c83 fix dataframe serializing 2022-09-01 23:15:03 -06:00
Timothy Pogue
00f35f4870 remove old constant, add initial_data requesting, minor changes 2022-09-01 20:06:36 -06:00
Timothy Pogue
865b34cd6f add producer names 2022-08-31 11:43:02 -06:00
Timothy Pogue
510cf4f305 remove data waiting, remove explicit analyzing of external df 2022-08-31 10:40:26 -06:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Timothy Pogue
ddc45ce2eb message handling fix, data waiting fix 2022-08-30 19:30:14 -06:00
Timothy Pogue
346e73dd75 client implementation, minor fixes 2022-08-30 19:21:34 -06:00
Timothy Pogue
2b5f067877 Refactoring, minor improvements, data provider improvements 2022-08-26 23:40:13 -06:00
robcaulk
65b552e310 make docs reflect reality, move download_all_data to new utils.py file, automatic startup_candle detection 2022-08-26 15:30:01 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Timothy Pogue
d474111a65 Renamed to external signals, controller class refactored 2022-08-24 22:42:29 -06:00
Matthias
a6d78a8615 initialize Since parameter properly
closes #7285
2022-08-23 06:43:04 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
Timothy Pogue
6f5478cc02 DataFrame transmission, strategy follower logic 2022-08-21 22:45:36 -06:00
Matthias
f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias
b7553d20d4 Get min/max data in list-data command 2022-08-19 13:45:55 +02:00
Matthias
7d84ef2e2c Remove unused imports 2022-08-19 13:45:10 +02:00
Matthias
b420614d65 Reduce code duplication in datahandlers 2022-08-19 09:33:07 +02:00
Matthias
975bf8fe88 Update Docstring to match actual return values 2022-08-19 09:23:53 +02:00
Matthias
0461a89348 Fix test failures 2022-08-18 07:20:49 +02:00
Matthias
66910bfe63 Don't fail if mark candles are missing
closes #7239
2022-08-17 20:01:57 +02:00
Matthias
adc8ee88e2 Move periodicCache to Utils package 2022-08-10 08:57:19 +00:00
Matthias
7bac054668 Add documentation and clarity for send_msg 2022-07-26 20:24:52 +02:00
Matthias
229e8864bb Add send_msg capability to dataprovider 2022-07-26 20:15:49 +02:00
Matthias
017fd03180 Fix but with late entries in backtesting 2022-06-18 09:05:22 +02:00
Matthias
ec40e79362
Merge pull request #6874 from froggleston/buy_reasons
Buy reasons
2022-06-15 19:06:00 +02:00
froggleston
14110bd5ca Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-06-15 11:25:24 +01:00
froggleston
c391ca08de Change backtesting-analysis options to space separated lists 2022-06-15 11:25:06 +01:00
Matthias
29d8aeb9b3 Don't fail on invalid parameter 2022-06-15 07:13:47 +02:00
froggleston
6bb342f23a Add export-filename support 2022-06-14 16:54:27 +01:00
Matthias
0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Matthias
79107fd062 Add minimal order object serialization 2022-06-05 22:12:27 +02:00
froggleston
9a068c0b14 Add test for each analysis group, remove default table output if not indicator-list 2022-05-29 16:25:31 +01:00
froggleston
df1c36e5aa Change command name, use load_backtest_stats for strategy resolving 2022-05-29 11:54:27 +01:00
froggleston
c59209a01a Merge branch 'buy_reasons' of github.com:froggleston/freqtrade into buy_reasons 2022-05-29 11:20:32 +01:00
froggleston
e7c5818d16 First pass changes for cleaning up 2022-05-29 11:20:11 +01:00
Matthias
43b7955fc2 Fully rely on pathlib 2022-05-26 19:37:55 +02:00
froggleston
2873ca6d38 Add cleanup, adjust _print_table for indicators, add rsi to test output 2022-05-25 09:57:12 +01:00
froggleston
3adda84b96 Update docs, add test 2022-05-24 20:27:15 +01:00
froggleston
8c03ebb78f Fix group 0 table, add pathlib.Path use 2022-05-24 12:48:13 +01:00
froggleston
ae1ede58da Fix import order 2022-05-24 11:47:26 +01:00
froggleston
9488e8992d First commit for integrating buy_reasons into FT 2022-05-24 11:47:25 +01:00
Matthias
904f094b80 Don't reassign method, but implement it properly 2022-05-24 06:59:54 +02:00
Matthias
eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
Matthias
a3d9384bc0 Remove clean-dry-run code 2022-05-19 06:56:34 +02:00
froggleston
37e4ede65c Fix flake issues 2022-05-17 22:32:17 +01:00
froggleston
bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
Matthias
76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias
2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias
a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias
1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
Matthias
2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
Nicolas Papp
f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias
e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias
f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias
11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias
4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Nicolas Papp
e8aec967dd Update on note 2022-04-24 17:42:52 -03:00
Nicolas Papp
086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Nicolas Papp
0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias
f89b64c972 Improve test by having multistrat.meta file available 2022-04-13 07:09:26 +02:00
Matthias
4ac54a76af Add strategy as mandatory argument 2022-04-13 06:47:39 +02:00
Nicolas Papp
c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias
d9039152ba Add "get backtest historic results" endpoint 2022-04-11 19:44:47 +02:00
Nicolas Papp
178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Nicolas Papp
47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias
cd2e49bb60 Simplify downloading futures data code 2022-04-10 09:53:33 +02:00
Matthias
95f69a8c3b Remove some outdated TODO's 2022-04-10 09:53:33 +02:00
Matthias
543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias
30cff1bd2c Update hdf5 to not raise naturalNaming warnings 2022-03-27 16:39:34 +02:00
Matthias
fa3c00c673 Remove some default arguments in history_utils 2022-03-22 07:20:21 +01:00
Matthias
9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias
c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias
64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias
ab932d8398 Properly detect default candle type 2022-01-29 14:31:58 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias
bb1d8fb54f Improve message when no hyperopt fie is found
closes #6266
2022-01-21 15:24:26 +01:00
Matthias
d319204dea Add note about legacy metadata format 2022-01-19 20:08:09 +01:00
Rokas Kupstys
5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Rokas Kupstys
16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Matthias
2fb9e7940a Improve "missing data" message 2022-01-08 14:39:09 +01:00
Matthias
522496d9e2 Add Compatibility code for BT_DATA_COLUMNS 2022-01-07 17:17:35 +01:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
d64f9030c1 Remove now unused codesegment 2022-01-07 08:04:01 +01:00
Matthias
b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias
a0f9c1bf7b Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Sam Germain
501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Matthias
7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00