Matthias
201fe108bc
Merge pull request #5607 from TreborNamor/develop
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a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
Matthias
5cdae2ce3f
Remove CalmarDaily hyperopt loss
2021-10-29 06:53:40 +02:00
Simon Ebner
f7926083ca
Clean up unclosed file handles
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Close all file handles that are left dangling to avoid warnings such as
```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
2021-10-24 23:15:05 +02:00
Matthias
5f309627ea
Update tests for Calmar ratio
2021-10-24 09:01:13 +02:00
Matthias
78724e304e
Merge branch 'develop' into pr/theluxaz/5710
2021-10-21 17:46:39 +02:00
theluxaz
0e085298e9
Fixed test failures.
2021-10-21 17:25:38 +03:00
Matthias
e458c9867a
Styling fixes
2021-10-21 07:45:15 +02:00
Matthias
7b5346b984
Add test for breakdown-stats
2021-10-21 07:11:39 +02:00
Matthias
1267374c8a
Small fixes to tests
2021-10-20 19:21:38 +02:00
Matthias
0e7d903a6f
Merge pull request #5644 from slyons/develop
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Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
Matthias
fe8374f2a4
Test for non-failing missing hyperopt space
2021-10-14 07:06:51 +02:00
Matthias
45b7a0c837
Add Test and docs for MaxDrawDownHyperOptLoss
2021-10-07 07:12:45 +02:00
Matthias
3b5cc5f015
Improve dates used for hyperopt tests
2021-10-02 15:37:01 +02:00
Matthias
77388eb423
Improve generate_test_data to make it easier to use
2021-10-02 15:23:48 +02:00
Matthias
5fdeca812d
Combine most hyperopt-loss tests to one
2021-10-02 14:30:24 +02:00
Matthias
994c3c3a4c
Add some errorhandling for custom estimator
2021-09-16 07:13:25 +02:00
Matthias
3675df8344
Update documentation regarding Legacy Hyperopt
2021-09-12 08:18:17 +02:00
Matthias
fd6bf591f8
Update some tests to remove explicit hyperopt interface
2021-09-12 08:18:13 +02:00
Matthias
b0c4f079c2
Merge branch 'develop' into feat/backtest_detail
2021-08-31 20:16:42 +02:00
Matthias
2ce458810b
rename default_hyperopt_loss file
2021-08-26 19:39:57 +02:00
Matthias
07d71f014f
Rename defaultStrategy file
2021-08-26 19:38:41 +02:00
Matthias
6d96b11279
Rename DefaultStrategy
2021-08-26 07:25:53 +02:00
Matthias
df1c0540ab
Rename Hyperopt Test Class
2021-08-26 07:20:05 +02:00
Matthias
fbf8eb4526
Rename test-legacy strategy
2021-08-26 07:04:33 +02:00
Matthias
4b36276e4f
Improve has_space test
2021-08-25 19:54:26 +02:00
Matthias
fa4ec9f83e
Add explicit test for get_sell_trade_entry
2021-08-15 14:52:24 +02:00
Matthias
3406b889b6
First test
2021-08-14 17:06:28 +02:00
Rokas Kupstys
f6267c7514
Fix buy_tag not being saved to trade object.
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Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias
0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
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Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias
039d6384ed
Stream hyperopt-result in small batches
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Avoiding memory-exhaustion on huge hyperopt results
closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias
3f160c7144
Cache dataframe before cutting the first candle
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This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias
cf27968b97
Properly preserve trade's low during backtesting
2021-08-09 19:38:56 +02:00
Matthias
895b912c71
Fix recently introduced lookahead bias in backtesting
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closes #5388
2021-08-09 14:54:47 +02:00
Matthias
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
Matthias
f17942b68f
Fix random test failure
2021-08-09 11:18:18 +02:00
Matthias
47f641d12f
Remove hyperopt-pickle result support
2021-08-09 07:04:18 +02:00
Matthias
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
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Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
Matthias
b73768acd1
Fix bug in property overwriting prevention
2021-08-04 20:21:56 +02:00
Matthias
3c41223333
Add test for protections-hyperopt
2021-08-04 20:01:28 +02:00
Matthias
091bf7c4d2
Output protection space
2021-08-04 06:50:14 +02:00
Matthias
6abd352c0f
Add test for backtesting dataframe cache
2021-07-31 08:44:09 +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
0fcbe097c0
remove blankspace
2021-07-23 21:06:38 +07:00
kevinjulian
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
kevinjulian
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
kevinjulian
66a7070170
run linter
2021-07-20 23:56:03 +07:00
kevinjulian
5d04d6ffa7
fix edge testcase
2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
kevinjulian
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
Matthias
365479f5e0
Remove startup-candles after populating buy/sell signals
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closes #5242
2021-07-18 11:06:41 +02:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
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Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Matthias
7ea0a74c53
Default to proposed stake
2021-07-11 14:11:41 +02:00
Matthias
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
Matthias
dc8abd77df
Fix import order
2021-07-03 15:45:00 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
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Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias
3503fdb4ec
Improve tests for newly added methods
2021-07-03 08:38:55 +02:00
Rokas Kupstys
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
Matthias
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
Matthias
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
Matthias
ef14359d31
Add some tests for paramfile writing
2021-06-29 06:50:47 +02:00
Matthias
e97de4643f
Move tests to hyperopttools test file
2021-06-29 06:50:47 +02:00
Matthias
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
barbarius
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
barbarius
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
Matthias
0235868c66
Update tests for new config structure
2021-06-26 16:39:01 +02:00
Rokas Kupstys
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
Matthias
cf7394d01c
Export backtesting results by default
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closes #4977
2021-06-14 19:57:24 +02:00
Matthias
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
Matthias
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
Matthias
89b9915c12
Update imports for SellType in tests
2021-06-08 21:07:16 +02:00
Matthias
08f96df3ac
Don't write to testdir, but to tempdir
2021-05-30 08:43:14 +02:00
Matthias
8a56af9192
Update onlyprofit loss should use absolute profit
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closes #4934
2021-05-28 08:38:46 +02:00
Matthias
a89364aa98
Merge branch 'develop' into pr/Antreasgr/4838
2021-05-27 14:59:39 +02:00
Matthias
3014bc3467
Don't use Sum sign in hyperopt to avoid compatibility problems
2021-05-27 14:22:11 +02:00
Matthias
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
Matthias
916ece6a29
More realistic testcase for results
2021-05-23 09:15:36 +02:00
Rokas Kupstys
25cc4eae96
Fix tests that broke after table formatting changed.
2021-05-22 15:25:37 +02:00
Rokas Kupstys
e1dc1357ce
Add drawdown column to strategy summary table.
2021-05-21 11:36:23 +03:00
Matthias
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
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prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
Matthias
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
Matthias
2565f91bc2
Adjust tests to reflect new stoploss behaviour
2021-05-18 19:33:17 +02:00
Matthias
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
Matthias
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
Matthias
5f5597b93f
Better test hyperopt writing and reading
2021-05-12 19:06:09 +02:00
Matthias
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
Matthias
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
Matthias
513be11fd9
Fix hyperopt output
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closes #4892
2021-05-07 20:23:11 +02:00
Matthias
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
Matthias
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
Matthias
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
Matthias
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
Matthias
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
Matthias
4c00d4496d
Update tests to reflect new backtest returns
2021-05-02 09:46:27 +02:00
