5454460227
Revert initial_points to 30
...
closes #5760
2021-10-20 07:46:15 +02:00
1fdc4425dd
Changed exit_tag to be represented as sell_reason
2021-10-20 01:26:15 +03:00
00406ea7d5
Update backtesting.py
...
Support for custom entry-prices and exit-prices during backtesting.
2021-10-19 17:15:45 +05:30
5ecdd1d112
Merge branch 'develop' into freqtrade-development
2021-10-19 00:00:15 +03:00
69a59cdf37
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
2021-10-18 23:56:41 +03:00
7d8cd736b8
Support days-breakdown also for hyperopt results
2021-10-17 16:49:39 +02:00
47bba331c1
Merge branch 'develop' into pr/rextea/4606
2021-10-17 16:29:31 +02:00
69fdb8edfa
Merge branch 'develop' into feat/short
2021-10-17 10:40:08 +02:00
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
bd488cc086
Merge branch 'develop' into feat/short
2021-10-13 17:56:40 -06:00
0bb7ea10ab
Fixed minor header for backtesting
2021-10-14 01:34:30 +03:00
ed39b8dab0
fixed profit total calculation
2021-10-14 01:18:16 +03:00
aed919a05f
Simplify "no-space-configured" error handling by moving it to hyperopt_auto
2021-10-13 19:54:35 +02:00
b151cf032b
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
...
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
80b71790bc
Added some bigfixes for sell_tag
2021-10-13 01:22:53 +03:00
b898f86364
Added sell_tag and buy/sell telegram performance functions
2021-10-13 00:02:28 +03:00
30bc96cf3f
simplify expression
2021-10-09 06:36:23 +05:30
46c320513a
use profit_abs
2021-10-07 08:07:07 +05:30
6ba46b38bd
fix formatting
2021-10-06 13:46:05 +05:30
c0d01dbc26
add max_drawdown loss
2021-10-06 13:24:27 +05:30
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
df45f467c6
Adding ability to ignore unparameterized spaces
2021-09-30 01:11:02 -07:00
ca973c05d1
Merge branch 'freqtrade:develop' into develop
2021-09-28 10:16:36 -05:00
626a40252d
resolved mypy error
...
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
c3414c3b78
resolved mypy error
...
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
5726886b06
Reduce backtest-noise from "pandas slice" warning
2021-09-27 20:52:19 +02:00
bdca3e2343
Merge branch 'freqtrade:develop' into develop
2021-09-26 15:37:09 -05:00
a926f54a25
Add "side" parameter to custom_stake_amount
2021-09-26 19:35:54 +02:00
84e013de2d
Update confirm_trade_entry to support "side" parameter
2021-09-26 19:33:22 +02:00
4d49f1a0c7
Reset columns by dropping instead of resetting
2021-09-26 15:39:34 +02:00
4fd00db630
Use "combined" enter_tag column
2021-09-26 15:22:37 +02:00
6319c104fe
Fix unreliable backtest-result when using webserver mode
2021-09-26 15:07:48 +02:00
2a678bdbb4
Update buy_tag column to long_tag
2021-09-26 08:37:44 +02:00
24baad7884
Add Calmar Ratio Daily
...
This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
3b99c84b0a
resolved the total profit issue
...
I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
0e13d57e57
Update advise_* methods to entry/exit
2021-09-22 20:42:31 +02:00
4c6b1cd55b
Add very simple short logic to test-strategy
2021-09-22 20:36:03 +02:00
c6b684603c
removed trade_count inside if statement
...
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
b946f8e7f1
I sorted imports with isort
2021-09-22 09:18:17 -05:00
3834bb86ff
updated line 42
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I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
3845d55186
a new hyperopt loss created that uses calmar ratio
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This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
778f0d9d0a
Merged feat/short into lev-strat
2021-09-19 17:44:12 -06:00
5dc78a0c66
[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
2021-09-18 10:48:53 +03:00
dfa61b7ad2
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
...
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
853c3a4433
Merge pull request #5587 from raph92/patch-3
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Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
4b2c1a9b8e
Remove trailing whitespace
2021-09-17 14:39:15 -04:00
e715f2a253
Update formatting
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Line 302 was too long
2021-09-17 14:23:26 -04:00
9525a5b96c
Add type to "trials" parameter
2021-09-17 14:10:37 -04:00
4d558879e9
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-17 19:33:35 +02:00
124e97f3b9
Remove ununsed variables from export_csv_file
2021-09-17 11:57:36 -04:00
3a98fb72a4
Update prepare_trials_columns() return type
...
Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
d680fdf33a
Merge branch 'develop' into feat/short
2021-09-17 11:16:37 +02:00
994c3c3a4c
Add some errorhandling for custom estimator
2021-09-16 07:13:25 +02:00
c0811ae896
Add possibility to override estimator from within hyperopt
2021-09-15 21:36:53 +02:00
57ea0c322f
Rename indicator_space to buy_indicator_space
2021-09-15 20:20:31 +02:00
d77ab337bf
merged with develop
2021-09-14 18:26:46 -06:00
315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
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Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
5225bd4a5b
Merge branch 'develop' into feat/short
2021-09-13 14:02:23 -06:00
a12c3ecc9b
Remove credentials whenever dry-run is set from within the exchange
2021-09-13 20:27:32 +02:00
fd6bf591f8
Update some tests to remove explicit hyperopt interface
2021-09-12 08:18:13 +02:00
dad4a49e81
Remove legacy hyperopt interface from hyperopt.py
2021-09-12 08:18:13 +02:00
695a8fc73b
comment updates, formatting, TODOs
2021-09-08 03:09:39 -06:00
68b75af08e
Fix bug with inversed sell signals in backtesting
2021-09-05 08:59:18 +02:00
ca44d2e092
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-04 19:54:34 +02:00
5184cc7749
Merge branch 'develop' into feat/short
2021-09-02 07:03:14 +02:00
b0c4f079c2
Merge branch 'develop' into feat/backtest_detail
2021-08-31 20:16:42 +02:00
2ce458810b
rename default_hyperopt_loss file
2021-08-26 19:39:57 +02:00
053d6d8ee1
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-25 20:34:52 +02:00
e1c3b7fd8c
Merge branch 'develop' into feat/short
2021-08-25 20:31:40 +02:00
7fb570cc58
hyperopt Fallback methods should not be used.
2021-08-25 20:28:55 +02:00
23d21d8ace
Fix wrong message if protection-space is missing
...
closes #5480
2021-08-25 19:57:10 +02:00
cb4889398b
Fix backtesting bug
2021-08-25 07:03:48 +02:00
6524edbb4e
Simplify should_exit interface
2021-08-24 20:47:54 +02:00
b40f985b13
Add short-exit logic to backtesting
2021-08-24 20:02:40 +02:00
eb71ee847c
Rename backtest index constants
2021-08-24 06:56:06 +02:00
11bd8e912e
Fix some tests
2021-08-24 06:52:28 +02:00
7a977a8eaf
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-24 06:28:16 +02:00
957551ea97
Merge branch 'develop' into feat/short
2021-08-24 06:25:06 +02:00
7373b39015
Initial support for backtesting with short
2021-08-23 21:16:26 +02:00
3e8164bfca
Use proper exchange name in backtesting
2021-08-23 21:13:47 +02:00
a5be535cc9
strategy interface: removed some changes
2021-08-21 17:06:04 -06:00
e2d5299116
Name changes for strategy
2021-08-18 13:22:54 -06:00
fa4ec9f83e
Add explicit test for get_sell_trade_entry
2021-08-15 14:52:24 +02:00
8405ccc15e
Seperate detail data loading from regular backest-data loading
2021-08-14 16:33:01 +02:00
88172fab82
Allow "detailed" backtesting timeframe to look into the candle
2021-08-14 16:04:23 +02:00
bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
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Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +02:00
f6267c7514
Fix buy_tag not being saved to trade object.
...
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
65d025923d
add code
2021-08-11 14:35:16 +08:00
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
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
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
5bfb9edf02
Only query date once from list
2021-08-09 15:42:17 +02:00
895b912c71
Fix recently introduced lookahead bias in backtesting
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closes #5388
2021-08-09 14:54:47 +02:00
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
f17942b68f
Fix random test failure
2021-08-09 11:18:18 +02:00
47f641d12f
Remove hyperopt-pickle result support
2021-08-09 07:04:18 +02:00
3bd0c3d009
Remove legacy code from export to csv
2021-08-08 11:02:54 +02:00
faf16a64e5
Remove legacy hyperopt file support
2021-08-08 10:22:45 +02:00
0ae4eccea5
Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code
2021-08-08 10:06:35 +02:00
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
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
a6454cfc39
Autoenable protections when protection-space is selected
2021-08-04 07:17:29 +02:00
091bf7c4d2
Output protection space
2021-08-04 06:50:14 +02:00
544e0da6c2
Add protection parameter space
2021-08-04 06:50:14 +02:00
800b2eeaf0
Load protections as part of backtest()
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this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
dfc17f2bd1
Fix ci failure
2021-08-03 07:21:11 +02:00
4ab03f7e37
Don't load fallback methods for autohyperopt
2021-08-02 21:17:56 +02:00
e70a742005
Reorder space methods in hyperopt
2021-08-02 21:12:10 +02:00
056bc93bc6
backtesting needs startup_candle_count
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fixes informative-pair loading being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
1ccc89d1e9
Store fully analyzed dataframe
2021-07-31 10:00:24 +02:00
b1cbc75e93
Properly cache pair dataframe in backtesting (without startup-range).
2021-07-31 08:45:04 +02:00
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
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
f5a660f845
caps BUY_TAG_IDX
2021-07-21 20:19:56 +07:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
5d04d6ffa7
fix edge testcase
2021-07-20 23:40:32 +07:00
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
9e63bdbac9
feat: add buy signal name
2021-07-20 04:58:20 +07:00
365479f5e0
Remove startup-candles after populating buy/sell signals
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closes #5242
2021-07-18 11:06:41 +02:00
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
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
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Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
7ea0a74c53
Default to proposed stake
2021-07-11 14:11:41 +02:00
0e4466ca1e
Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
2021-07-11 12:38:58 +03:00
ad26b0dad0
Don't void backtest object when not necessary
2021-07-10 10:59:00 +02:00
6129c5ca9e
Fix deprecation warnings from pandas 1.3.0
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closes #5251
2021-07-09 20:46:38 +02:00
2f33b97b95
Validate startup candles for backtesting correctly
...
closes #5250
2021-07-09 07:20:43 +02:00
d1104bd434
fix daily profit data and daily profit curve example
2021-07-06 22:47:39 +02:00
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
830b2548bc
Add backtest stopping
2021-07-06 19:48:28 +02:00
134c61126e
Properly track bt progress ...
2021-07-06 19:48:28 +02:00
048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
4aa2ae37bd
add daily_profit_list
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added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
...
closes #5223
2021-07-04 10:15:19 +02:00
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
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
b25ad68c44
Fix np.bool_ not outputting correctly
2021-07-02 20:52:25 +02:00
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
8cdd1e3aef
Fix some type errors
2021-06-29 06:50:47 +02:00
2bf17f71e7
Dump parameters from hyperopt-show
2021-06-29 06:50:47 +02:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
...
closes #2867
2021-06-26 16:06:13 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
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BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
656bebd4da
🪲 Included completely non_optimized spaces in json + swapped merge dictionary order
2021-06-18 22:03:04 +02:00
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
1567804509
⚡ kwargs merge dictionaries instead of using loops
2021-06-17 22:41:49 +02:00
85979c3176
* Adding command for Filtering
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* Read latest Backtest file and print trades
2021-06-17 20:35:02 +02:00
546ca01071
♻️ Fixed flake8 warning
2021-06-17 20:33:21 +02:00
90d37f5ec6
🔀 Merged upstream branches and fixed merge conflicts
2021-06-17 20:24:20 +02:00
8bb464bd64
Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss
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Implement most pessimistic handling of trailing stoploss.
2021-06-17 18:41:00 +01:00
b38ab84a13
Add documentation mention about new behaviour
2021-06-17 06:48:41 +02:00
1c9def2fdb
Update freqtrade/optimize/optimize_reports.py
2021-06-16 20:17:44 +01:00
1bb04bb0c2
Moved daily avg trade row next to total trades on backtest results
2021-06-16 11:40:55 +02:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
cf7394d01c
Export backtesting results by default
...
closes #4977
2021-06-14 19:57:24 +02:00
eaf0aac77e
Remove OrderedDict
...
as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
...
Enums own package
2021-06-10 05:31:14 +01:00
40f1ede775
Simplifying HO's result function
2021-06-09 12:03:24 -03:00
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
3cce668353
Creating a control variable to determine the existence of max drawdown in the final result.
2021-06-08 02:57:44 -03:00
816bb531b3
Creating fake column for legacy mode on max drawdown
2021-06-08 02:42:55 -03:00
4595db39aa
Displaying max. drawdown only when it is not legacy mode.
2021-06-08 02:18:00 -03:00
c513c9685d
Remove blank line (PEP8)
2021-06-07 18:20:04 -03:00
5c3a418e65
Adjusting drawdown column position.
2021-06-07 18:15:26 -03:00
35d6140068
Displays the max drawdown in the hyper optimization results table.
2021-06-07 17:53:19 -03:00
f920c26802
fix Hyperopt-list avg-time filters
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These should use a numeric field (which currently isn't available).
closes #5061
2021-05-31 20:01:40 +02:00
8a56af9192
Update onlyprofit loss should use absolute profit
...
closes #4934
2021-05-28 08:38:46 +02:00
a89364aa98
Merge branch 'develop' into pr/Antreasgr/4838
2021-05-27 14:59:39 +02:00
3014bc3467
Don't use Sum sign in hyperopt to avoid compatibility problems
2021-05-27 14:22:11 +02:00
cf39dd2163
Fix csv-export error with new hyperopt format
2021-05-27 13:08:28 +02:00
8e89d3e6e4
Fix sort error
2021-05-25 19:33:34 +02:00
cc5769e900
Convert np.int64 to proper int
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closes #5018
2021-05-25 19:24:56 +02:00
bd44deea0d
BugFix - hyperopt-show --print-json include non-optimized params
2021-05-24 18:51:33 +02:00
af16614bf2
Fix formatting issue
2021-05-24 07:48:36 +02:00
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
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freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
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Track rejected trades
2021-05-23 14:56:50 +01:00
3f956441fc
Properly format % of zero_duration_trades
2021-05-23 15:53:54 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
7f125315b0
Track Rejected Trades
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closes #3423
2021-05-23 09:42:05 +02:00
02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
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Extra statistics
2021-05-23 08:38:27 +01:00
db985cbc2e
Fix hyperopt-show failing to display old results with missing new fields.
2021-05-23 09:45:26 +03:00
25cc4eae96
Fix tests that broke after table formatting changed.
2021-05-22 15:25:37 +02:00
981b2df7ca
Include win:loss ratio in results tables.
2021-05-21 12:18:08 +03:00
debd98ad9a
Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.
2021-05-21 11:36:23 +03:00
e1dc1357ce
Add drawdown column to strategy summary table.
2021-05-21 11:36:23 +03:00
edcfa94093
Include zero duration trades in backtesting report.
2021-05-21 11:36:23 +03:00
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
6172e67fcd
Update hyperopt.py
2021-05-20 11:56:31 +07:00
c2b9da68e1
fix indent
2021-05-20 11:56:11 +07:00
1b3bfb2e7f
found root cause.
2021-05-20 11:50:15 +07:00
48210170e7
wrap with is not empty
2021-05-20 11:49:25 +07:00
082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar`
2021-05-20 01:54:48 +07:00
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
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
36eba0f110
Don't use "r+" memmap, but "r2
2021-05-17 21:05:48 +02:00
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
29fed37df3
Fix exception when few pairs with no data do not result in aborting backtest.
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Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.
Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.
Exception:
```
Traceback (most recent call last):
File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
return_code = args['func'](args)
File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
backtesting.start()
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
results = self.backtest(
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
data: Dict = self._get_ohlcv_as_lists(processed)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
iloc._setitem_with_indexer(indexer, value, self.name)
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
2eac23a15f
if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit`
2021-05-15 15:38:51 +09:00
5e73195b30
Use linux lineseperator at all times
2021-05-15 07:01:32 +02:00
ecee42f561
Read pickle file in mmap mode
2021-05-13 20:13:04 +02:00
1055862bc0
Extract data-load + dump from hyperopt
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(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
24a1d5a96f
Change default hyperopt-name to be shorter
2021-05-12 19:06:13 +02:00
3cbe40875d
read hyperopt results from pickle or json
2021-05-12 06:06:30 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
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This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
513be11fd9
Fix hyperopt output
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closes #4892
2021-05-07 20:23:11 +02:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
da574e4e69
Small style fixes
2021-05-03 06:30:41 +02:00
fc110ea418
Support csv export for new and old versions
2021-05-02 20:41:45 +02:00
287b43e999
Output strategy results including non-optimized parameters
2021-05-02 11:30:53 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
8ee0b0d8e8
Store not optimized parameters (if applicable)
2021-05-02 10:46:04 +02:00
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
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
ecdfb6e5ed
Fix output of % for new format
2021-05-02 09:46:27 +02:00
881cba336a
Show backtesting result in hyperopt-show
2021-05-02 09:46:27 +02:00
420e75af65
Extract show_backtest_result for one strategy
2021-05-02 09:46:27 +02:00
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
6aaaad29d7
Use backtesting output for hyperopt results
2021-05-02 09:46:27 +02:00
545cba7fd8
Refactor optimize_report
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we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
9994fce577
Extract generation of report for one strategy to it's own method
2021-05-02 09:46:27 +02:00
b125c975c7
Rename strategy_comparison method
2021-05-02 09:46:27 +02:00
ac2e1eb3d7
Don't import joblib for regular strategies
2021-05-02 08:44:16 +02:00
1cb430f59b
Remove encoding specifics, gitattributes to echeckout as utf8
2021-05-01 17:41:40 +02:00
e0ca3c014c
Don't completely remove encode/decode
2021-05-01 17:12:48 +02:00
30da307d13
Remove encode/decode for hyperopt
2021-05-01 17:01:52 +02:00
e381df9098
extract has_space to Hyperopt-Tools
2021-05-01 16:36:35 +02:00
7c8a367442
Update docs to not promote stoploss / take-profit
2021-04-28 20:36:06 +02:00
2061162d79
Convert trade-opendate to python datetime
2021-04-26 20:01:13 +02:00
98f6fce2ec
Use correct sell reason in case of custom sell reason.
2021-04-25 09:48:40 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
88f26971fa
Use defaultdict for backtesting
2021-04-24 19:15:09 +02:00
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
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Fix wallet unlimited
2021-04-24 15:54:06 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
d8c8a8d8c2
Remvoe pointless arguments from get_trade_stake_amount
2021-04-21 20:01:10 +02:00
cfa9315e2a
Prevent out of candle ROI sells
2021-04-20 20:29:53 +02:00
ce870bbcf7
Use 3 decimals for ROI space
2021-04-15 21:38:20 +02:00
52c482cecf
Convert trailing and roi defaults to skdecimal
2021-04-14 20:36:34 +02:00
e820814809
Default-stoploss-hyperopt should use decimal space, nto real
2021-04-14 20:32:34 +02:00
9804e20114
Don't use _set_value for autoOpt-Spaces
2021-04-10 09:53:48 +02:00
34e47db18d
Test SKDecimal space
2021-04-09 22:15:24 +02:00
5f67400649
Add SKDecimal Space
2021-04-09 21:58:15 +02:00
7b2a0d46cb
Fix typo
2021-04-05 15:38:25 +02:00
b470672dfd
Merge pull request #4596 from rokups/rk/hyper-strategy
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Support for creating auto-hyperoptable strategies.
2021-04-05 13:55:32 +02:00
bd5e1c5096
Merge pull request #4660 from rextea/order_pairlist_results
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Sort pair lists by total profit
2021-04-04 19:47:33 +02:00
9e56f6d4eb
Sort pair lists by total profit
2021-04-04 01:19:38 +03:00
9d4b5cc6bb
Fix typo
2021-04-03 19:56:20 +02:00
41cb2a6451
Merge branch 'develop' into pr/rokups/4596
2021-04-03 17:00:37 +02:00
6555454bd2
Remove more ticker_interval occurances
2021-04-03 16:54:47 +02:00
ea43d5ba85
Implement DecimalParameter and rename FloatParameter to RealParameter.
2021-04-02 17:08:16 +03:00
5acdc9bf42
Fix type errors by converting all hyperopt methods to instance methods
2021-04-01 06:47:23 +02:00
5e5b11d4d6
Split "enabled" to "load" and "optimize" parameters.
2021-03-31 12:31:28 +03:00
2869d5368d
Allow edge to use dynamic pairlists
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closes #4298
2021-03-30 20:20:24 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
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closes #3754
2021-03-29 20:26:54 +02:00
8022386404
Type custom_hyperopt
2021-03-27 18:00:07 +01:00
786ddc6a91
remove unused imports
2021-03-27 10:47:33 +01:00
76a02ff70a
fix indentations
2021-03-26 18:49:17 +03:00
2bed41da5d
Add days breakdown table to backtesting
2021-03-26 18:40:50 +03:00
40f5c7853e
[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.
2021-03-26 16:56:24 +02:00
fd45dfd894
[SQUASH] Make skopt imports optional.
2021-03-26 16:56:24 +02:00
11689100e7
[SQUASH] Fix exception when HyperOpt nested class is not defined.
2021-03-26 16:56:24 +02:00
e9f0babe8a
[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.
2021-03-26 16:56:24 +02:00
Matthias
theluxaz
GluTbl
Sam Germain
sid
Scott Lyons
Robert Roman
Rokas Kupstys
raphael
ipqhjjybj
kevinjulian
octaviusgus
octaviusgus
barbarius
aayush-jain18
Rik Helsen
Cryptomeister Nox
Bruno Gouvea
Priveyes
Kamontat Chantrachirathumrong
Brook Miles
rextea