Commit Graph

1151 Commits

Author SHA1 Message Date
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
kevinjulian
9e63bdbac9 feat: add buy signal name 2021-07-20 04:58:20 +07:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Matthias
38296e8689
Merge pull request #5189 from rokups/rk/custom-stake
Implement strategy-controlled stake sizes
2021-07-11 19:45:43 +02:00
Matthias
7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Rokas Kupstys
0e4466ca1e Implement strategy-controlled stake sizes. Expose self.wallet to a strategy. 2021-07-11 12:38:58 +03:00
Matthias
ad26b0dad0 Don't void backtest object when not necessary 2021-07-10 10:59:00 +02:00
Matthias
6129c5ca9e Fix deprecation warnings from pandas 1.3.0
closes #5251
2021-07-09 20:46:38 +02:00
Matthias
2f33b97b95 Validate startup candles for backtesting correctly
closes #5250
2021-07-09 07:20:43 +02:00
octaviusgus
d1104bd434 fix daily profit data and daily profit curve example 2021-07-06 22:47:39 +02:00
Matthias
005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias
830b2548bc Add backtest stopping 2021-07-06 19:48:28 +02:00
Matthias
134c61126e Properly track bt progress ... 2021-07-06 19:48:28 +02:00
Matthias
048008756f Add progress tracking for backtesting 2021-07-06 19:48:28 +02:00
Matthias
800e314bfd Store backtesting results in backtest instance 2021-07-06 19:48:28 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list
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
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
Matthias
77293b1f1e Remove Zero duration Trades
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
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions
closes #5223
2021-07-04 10:15:19 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias
fbd91cd3f8 Improve formatting to avoid backslash newlines 2021-07-03 08:22:21 +02:00
Matthias
b25ad68c44 Fix np.bool_ not outputting correctly 2021-07-02 20:52:25 +02:00
Matthias
15e36a20e1 Improve naming of default hyperopt serializer 2021-06-30 19:48:34 +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
0809225a0a Update documentation to mention parameter strategy files 2021-06-30 07:05:20 +02:00
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
84703080b8 Extract hyperopt_defaults_serializer to hyperopt_tools 2021-06-29 20:51:29 +02:00
Matthias
62cdbdc26a Automatically export hyperopt parameters 2021-06-29 20:51:25 +02:00
barbarius
a8117c6e0b Refactored to use results variable from for loop 2021-06-29 11:24:49 +02:00
Matthias
8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias
d4514f5f16 Introduce File versions to hyperopt result files 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
aa5181ca81 Properly export non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
34e6ce431f Print non-optimized parameters (also stop / roi) 2021-06-29 06:50:47 +02:00
Matthias
2310deec53 Update name to get non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8cdd1e3aef Fix some type errors 2021-06-29 06:50:47 +02:00
Matthias
2bf17f71e7 Dump parameters from hyperopt-show 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
2e5b719de8 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:54:54 +02:00
barbarius
c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias
1067a9f356 Move strategy-override signals to top-level of the config
closes #2867
2021-06-26 16:06:13 +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
e40d481d09
Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json
BugFix - `hyperopt-show --print-json` include non-optimized params
2021-06-19 07:42:15 +01:00
Rik Helsen
656bebd4da 🪲 Included completely non_optimized spaces in json + swapped merge dictionary order 2021-06-18 22:03:04 +02:00