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
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Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias
1e2523af61
Fix some assumptions on the data
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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
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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].
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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
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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
Matthias
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
Matthias
78ba2d3fc7
Add underwaterplot calculation to btanalysis
2022-01-01 14:39:58 +01:00
Matthias
9becd20f20
Improve "Missing data" messages
2022-01-01 10:37:58 +01:00
Matthias
bd98637ae9
Fail gracefully from plot-profit when no data is provided
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closes #6132
2021-12-30 10:14:45 +01:00
Matthias
1871165d21
Merge pull request #6127 from wadedyck/download_data_futures_fix
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Download data futures fix
2021-12-29 19:08:38 +01:00
Wade Dyck
5743b3a0b7
When getting analyzed dataframes, use candle_type_def in the pair_key as that's how they're cached.
2021-12-27 13:29:25 -07:00
Wade Dyck
5b3f907b0c
Fixes a download_data bug when in futures mode.
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When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
Matthias
ddce28c12d
Update data downloading to include funding_fee downloads
2021-12-18 15:32:02 +01:00
Matthias
2679744228
Explicit test for candletype get_default
2021-12-08 16:20:26 +01:00
Matthias
35afc7b478
Fix wrong tradingMOde comparison
2021-12-08 16:07:27 +01:00
Matthias
9b9d61c6d6
Remove SPOT_ candletype
2021-12-08 14:38:09 +01:00
Matthias
d89cbda7b8
Use candle_type_def where possible
2021-12-08 14:15:54 +01:00
Matthias
222c293602
Add "defaultCandletype"
2021-12-08 13:17:20 +01:00
Matthias
dda7283f3e
Remove unnecessary default parameters
2021-12-08 11:32:58 +01:00
Matthias
ac2fb08aea
Small updates while reviewing
2021-12-07 20:21:49 +01:00
Matthias
f1c5a4d065
Use pair-reconstruction method wherever possible
2021-12-07 20:12:44 +01:00
Matthias
b4d27973b1
Update ohlcv_get_pairs test
2021-12-07 19:57:18 +01:00
Matthias
9d79501c13
Add candletypes argument for convert-data
2021-12-05 10:26:00 +01:00
Matthias
a80c3f6a1b
Use exchange-dependant timeframe/candletype to get mark/index candles
2021-12-05 10:01:44 +01:00
Matthias
69f371bf63
Update download-data to download necessary data for futures
2021-12-03 14:43:49 +01:00
Matthias
2f17fa2765
Update more to use candleType
2021-12-03 14:15:35 +01:00
Matthias
5493212672
More candletype changes
2021-12-03 13:04:31 +01:00
Matthias
f33643cacf
Add candletype from string
2021-12-03 12:46:18 +01:00
Matthias
f9cf59bb4d
Candle_type to enum
2021-12-03 12:32:12 +01:00
Matthias
a87e256737
Add candleType enum
2021-12-03 12:12:33 +01:00
Matthias
b578e31255
Align tests to have futures data in futures/ directory
2021-12-03 07:20:43 +01:00
Matthias
7baf11a497
Futures candles should go into a subdirectory
2021-12-03 07:04:53 +01:00
Matthias
fae7167bf3
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 20:25:30 +01:00
Matthias
fb1599d21b
Merge branch 'develop' into feat/short
2021-12-02 20:20:35 +01:00
Matthias
ad5c8f601c
Simplify datahandler classes by exploiting commonalities
2021-12-02 20:19:22 +01:00
Matthias
f4d0abc51a
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 07:09:37 +01:00
Matthias
f71b7a4e76
Merge branch 'develop' into feat/short
2021-12-02 06:53:15 +01:00
Matthias
0375a08302
use to_hdf instead of HDFStore
2021-12-01 20:32:23 +01:00
Matthias
cb4efa6d56
Revert unnecessary formatting changes
2021-11-28 15:53:13 +01:00
Matthias
0d6c933935
Improve and fix pair detection from available data
2021-11-28 15:25:57 +01:00
Matthias
7faa7539b4
Further enhance pair retrieval
2021-11-28 15:03:55 +01:00
Matthias
8d70672bee
Enhance Regex to work for mark candles
2021-11-28 14:37:54 +01:00
Matthias
c096c7f5cb
Add explicit tests for ohlcv regex
2021-11-28 14:34:46 +01:00
Sam Germain
392128013f
Updated ohlcv_get_available_data to recognize swap and futures pairs
2021-11-27 03:11:44 -06:00
Sam Germain
8761649fd7
Added candle_type in doc strings
2021-11-27 02:55:42 -06:00
Sam Germain
920151934a
Added candle_type to a lot of methods, wrote some tests
2021-11-21 17:48:14 -06:00
Sam Germain
e2f98a8dab
replaced candle_type: Optional[str] = '' with candle_type: str = ''
2021-11-21 17:48:14 -06:00
Sam Germain
64a6abc541
Added candle type to ohlcv_get_available_data
2021-11-21 17:48:14 -06:00
Sam Germain
b4029533ec
removed candle type from idatahandler.py
2021-11-21 17:48:14 -06:00
Sam Germain
843ca22a56
mark price test ohlcv_get_pairs
2021-11-21 17:48:14 -06:00
Sam Germain
3d95533bf9
Removed candletype from converter methods
2021-11-21 17:48:14 -06:00
Sam Germain
ee2ad8ca97
updated historic data filenames to include the candle type
2021-11-21 17:48:14 -06:00
Matthias
c26c0b6822
Merge branch 'feat/short' into short_buy_tag_compat
2021-11-21 19:31:59 +01:00
Matthias
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
Matthias
0a50017c84
Add long/short support to backtesting
2021-11-18 20:34:59 +01:00
Matthias
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
Matthias
e0fd880c11
Improve some more pct formattings
2021-11-11 16:12:23 +01:00
Sam Germain
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
Matthias
6319c104fe
Fix unreliable backtest-result when using webserver mode
2021-09-26 15:07:48 +02:00
Matthias
2a678bdbb4
Update buy_tag column to long_tag
2021-09-26 08:37:44 +02:00
Matthias
71ff214adf
Support "initial_call" for download-data of new pairs
2021-09-07 07:14:40 +02:00
Masoud Azizi
40ad451019
Download-data log process added
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Download-data log process added
pytest assert solved
2021-08-20 14:52:56 +00:00
slowy07
f24a951ec5
fix: typo spelling grammar
2021-08-16 19:16:24 +07:00
Matthias
e9ef9a6d28
Use .view() to convert dates to enums
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part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
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Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
kevinjulian
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
George Muravei-Alkhavoi
ab786abf7f
Fix intendation.
2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353
Dataprovider caching and trimming to timerange of historical informative.
2021-07-19 00:25:24 +03:00
Matthias
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
aayush-jain18
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
aayush-jain18
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
Matthias
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
Matthias
a7bd8b0aa5
Fix exception in plotting when no trades where generated
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as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias
96ea10e562
Fix circular import in hyperopt
2021-05-21 08:52:56 +02:00
Matthias
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
Brook Miles
db17b1a851
fix indentation
2021-05-15 20:20:36 +09:00
Brook Miles
88da1f109b
fix #4412 download-data does not stop downloading at the specified TIMERANGE end date
2021-05-15 20:15:19 +09:00
Matthias
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
Rokas Kupstys
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
Rokas Kupstys
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
Matthias
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
Matthias
fd3afdc230
plot-profit should use absolute values
2021-04-25 10:10:09 +02:00
Matthias
e855530483
hdf5 handler should include the end-date
2021-04-24 20:26:37 +02:00
Matthias
406c1267a2
Remove superfluss space
2021-04-22 20:01:08 +02:00
Rokas Kupstys
09efa7b06b
Add --new-pairs-days parameter for download-data command.
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This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
Matthias
9b23be4021
Return a copy from current_whitelist
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this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
Matthias
50fcb3f330
Reduce verbosity of missing data if less than 1% of data is missing
2021-03-30 07:26:39 +02:00
Matthias
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
Matthias
53a57f2c81
Change some types
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Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2
Add starting balance to profit cumsum calculation
2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +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
2c80388b40
Fix valueerror in case of empty array files
2021-02-01 06:28:49 +01:00
Matthias
5724371a4f
Fix types for numpy 1.20.0 upgrade
2021-01-31 11:21:23 +01:00
Matthias
ea0ffbae73
use profit_ratio in calculate_cum_profit
2021-01-29 19:06:57 +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
0d4cf32086
Slightly adapt to pandas incompatibility
2020-12-28 09:50:48 +01:00
Matthias
ceb50a7807
use exception handler when downloading data
...
closes #3992
2020-11-25 07:57:27 +01:00
Matthias
e8e3ca0c3c
Catch ValueError from trade_conversion
...
closes #3967
2020-11-21 10:57:19 +01:00
Matthias
83861fabde
Fix #3967 , move TradeList type to constants
2020-11-21 10:52:15 +01:00
