Commit Graph

853 Commits

Author SHA1 Message Date
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias
32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
Matthias
fe7108ae75 Convert amount to contracts before comparing for close
closes #7279
2022-08-23 06:37:38 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
Matthias
f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias
5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias
0da0600836 Have backtesting respect tradable size
closes #7161
2022-08-20 11:41:11 +02:00
Matthias
fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias
15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias
711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias
c3f159bd57 Add precision fields to database 2022-08-15 19:58:40 +02:00
Matthias
3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag
aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
Matthias
f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias
9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
robcaulk
26de992d20 ensure user sets startup candles in backtesting mode 2022-08-05 12:23:14 +02:00
Matthias
d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
Kavinkumar
a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
Matthias
d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias
8711b7d99f Liquidations cannot be rejected. 2022-07-30 16:10:16 +02:00
Matthias
995be90f91 Liquidation should be a separate exit type 2022-07-30 16:10:16 +02:00
Matthias
61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Matthias
2eb1d18c2a Don't load leverage tiers when not necessary 2022-07-23 19:56:38 +02:00
Matthias
f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias
e52f82b565 Add leverage to custom_stake_amount callback
closes #7047
2022-07-08 19:44:20 +02:00
robcaulk
a6077ac7f4 Merge feat/freqai into develop to get new features 2022-07-03 16:17:13 +02:00
Matthias
07aa372e2a Ensure bot_loop_start is called in hyperopt, too
closes #7001
2022-07-03 14:10:59 +02:00
Matthias
2b07d34611 Revert several undesired changes 2022-06-23 20:47:51 +02:00
Matthias
8bf0bf10c5 Merge branch 'develop' into pr/SmartManoj/6859 2022-06-23 20:43:35 +02:00
Matthias
8c46d19071 Fix backtesting bug
balance was never released on cancelled trades
2022-06-18 16:27:54 +02:00
Matthias
017fd03180 Fix but with late entries in backtesting 2022-06-18 09:05:22 +02:00
Matthias
3c62df6b86 Ensure the same timestamp is used for backtest and signal export 2022-06-15 06:53:52 +02:00
Matthias
7eacb847b0 Fix backtesting bug when order is not replaced 2022-06-08 20:21:45 +02:00
Matthias
f709222943 Properly close out orders in backtesting 2022-06-05 22:12:27 +02:00
Matthias
a790bad1e4 Add entry_tag to leverage callback
closes #6929
2022-06-05 10:24:54 +02:00
Matthias
34a44b9dd2 Fix backtesting bug when canceling orders
closes #6911
2022-05-31 20:32:41 +02:00
Matthias
66edbcd3d5 Fix slight backtesting bug in edge-case scenarios 2022-05-31 20:08:34 +02:00
robcaulk
7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
Matthias
eaa656f859 Hyperoptable parameters can be instance attributes 2022-05-30 07:07:47 +02:00
Matthias
1ee08d22d2 Delay parameter init
closes #6894
2022-05-29 16:39:52 +02:00
Matthias
3e66275c98 Refactor bot_start to separate function
to be reused further ...
2022-05-25 20:01:21 +02:00
Matthias
d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias
a8ee77cd5e Simplify backtesting typechecking 2022-05-24 19:13:35 +02:00
Matthias
23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
Should exit list
2022-05-24 06:57:50 +02:00
Matthias
0a713faca8 Fix some type errors 2022-05-24 06:54:16 +02:00
robcaulk
e1c068ca66 add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params. 2022-05-23 12:07:09 +02:00
Matthias
bdb904e714 Should_exit should return all sell signals 2022-05-22 10:17:49 +02:00
Matthias
f006978caf Be more explicit in default value 2022-05-21 17:35:49 +02:00
Matthias
2df42a3035 Move "funding fillup" logic to exchange class 2022-05-21 08:50:39 +02:00
Matthias
6bd5535d6c Use exchange method to combine funding and mark candles 2022-05-21 08:31:34 +02:00
froggleston
c499a92f57 Remove surplus mark columns, and make fillna on funding rate only 2022-05-20 11:48:53 +01:00
froggleston
363098d32d Fix reversed makr/funding_rate columns 2022-05-18 12:56:43 +01:00
froggleston
736f9f4972 Fix docs and add outer join support for merging funding rates across full timerange 2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி
2b61aa282a Removed None in dict.get()
https://stackoverflow.com/a/12631641

Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
2022-05-18 03:41:10 +05:30
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
eSeR1805
34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805
6e8f24f6a7
BT: track canceled/replaced orders also. 2022-05-17 14:07:02 +03:00
Matthias
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி
7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805
fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
robcaulk
aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk
b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
Matthias
a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
robcaulk
764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk
fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias
18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
eSeR1805
1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
மனோஜ்குமார் பழனிச்சாமி
64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி
71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
Matthias
277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias
d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias
2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805
2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
eSeR1805
4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias
995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805
9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805
8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias
4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
eSeR1805
3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805
ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
Sam Germain
4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805
eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias
d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias
30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Rokas Kupstys
6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain
4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
froggleston
431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
froggleston
580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias
737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias
7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias
9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias
25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias
3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Matthias
580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias
dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston
767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
froggleston
f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
eSeR1805
d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00