adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
12,424 Commits 14 Branches 74 Tags 197 MiB
5d04d6ffa7
Commit Graph

309 Commits

Author SHA1 Message Date
Matthias
23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias
8c2f763193 Add test to ensure --hyperopt-loss is mandatory 2020-10-05 20:36:16 +02:00
Matthias
fa1d1679f0 Adapt tests to work without default hyperoptloss 2020-10-05 19:33:50 +02:00
Matthias
06759234b6 Add test to verify output of roi / trailing stop hyperopt 2020-10-05 08:07:53 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias
15bb0af1b3 Add some test-coverage 2020-09-28 00:36:13 +02:00
Matthias
f3de74f817 Mock all occurances of hyperopt.dump 2020-09-27 19:48:11 +02:00
Matthias
5769b9244f Mock test correctly 2020-09-27 19:34:47 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias
bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias
c56dd487f2 Fix test failure 2020-09-25 21:00:58 +02:00
Matthias
ff3e2641ae generate_backtest_stats must take config options from the strategy 
config

as a strategy can override certain options.
 2020-09-25 20:47:37 +02:00
Matthias
378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias
f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Allen Day
3fe2ed0e18
zero pad in test 2020-09-07 23:38:51 +08:00
Matthias
842eff95eb Add simple verification to ensure pairlists is iitialized 2020-08-30 10:07:58 +02:00
Matthias
4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown 
Revise backtesting export format, add some metrics
 2020-08-19 06:39:47 +02:00
Matthias
4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests 
Move DefaultHyperopt to tests
 2020-08-17 06:49:55 +02:00
Matthias
b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias
d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias
05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
d01070dba8 Increase coverage of edge_cli 2020-08-06 09:22:41 +02:00
Matthias
59370672b8 Fix more tests 2020-08-06 09:00:28 +02:00
Matthias
081625c5dc Have hyperopt tests use new hyperopt location 2020-08-06 08:51:01 +02:00
Matthias
8b6d10daf1 Move DefaultHyperopt to test folder (aligned to strategy) 2020-08-06 08:50:41 +02:00
Matthias
c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00
Matthias
0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias
523437d970 Add tst for daily stats 2020-07-03 20:03:33 +02:00
Matthias
2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias
59e0ca0aaa Add pairlist to backtest-result 2020-07-03 06:58:27 +02:00
Matthias
59ac4b9c9a Test writing statistics 2020-07-03 06:58:27 +02:00
Matthias
7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias
f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias
6e94734678 Add fee to backtestresult 2020-07-03 06:58:27 +02:00
Matthias
03ab61959b Add test for generate_backtest_stats 2020-07-03 06:58:27 +02:00
Matthias
0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias
2881718733 Adapt tests for new column names 2020-07-03 06:58:27 +02:00
Matthias
cf044d166e Tests should use new Datetime format too 2020-07-03 06:58:27 +02:00
hroff-1902
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363 
Backtesting should load pairlists after the strategy
 2020-06-29 21:53:33 +03:00
Matthias
a3506f4d8e Merge branch 'develop' into timeframe 2020-06-15 06:35:55 +02:00
Matthias
72ae4b1500 Load pairlist after strategy to use strategy-config 
fail in certain conditions when using strategy-list

Fix #3363
 2020-06-07 16:15:26 +02:00
Matthias
54226b45b1 Add test verifying failure 2020-06-07 16:02:54 +02:00
Matthias
070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias
499c6772d1 Rename tabulate methods 
they don't "generate" anything
 2020-06-07 11:31:33 +02:00
hroff-1902
64881a94e2
Merge branch 'develop' into timeframe 2020-06-02 15:56:34 +03:00
Matthias
f9bb1a7f22 Update more occurances of ticker_interval 2020-06-02 10:02:55 +02:00
Matthias
950f358982 Replace occurances in test files 2020-06-01 20:47:27 +02:00
Matthias
009ea0639f Exchange some occurances of ticker_interval 2020-06-01 20:33:26 +02:00
Matthias
091693308a Correctly call show_backtest_results 2020-06-01 09:25:26 +02:00
Matthias
6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias
46f1470e28 Fix failing test 2020-05-25 20:00:05 +02:00
Matthias
027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias
db257e9f7f Rename method to be public 2020-05-25 19:50:23 +02:00
Matthias
18a2dad684 Extract data generation from generate_text_table 2020-05-25 19:35:32 +02:00
Matthias
e1362755d2 Add test for sell_reason_stats 2020-05-25 07:14:21 +02:00
Matthias
876a9e4f44 finish refactor of sell_reason table 2020-05-25 07:08:15 +02:00
Matthias
5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
hroff-1902
c8f3ef884b Minor: Add filterwarning for DeprecationWarning in test 2020-05-11 20:22:19 +03:00
hroff-1902
c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
Matthias
fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
Matthias
8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
Yazeed Al Oyoun
72b088d85f added test 2020-04-25 11:31:51 +02:00
Matthias
ac008a4758 Remove obsolete comment in tests 2020-04-15 06:58:54 +02:00
Matthias
cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias
3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias
fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +01:00
Matthias
328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902
1b6e77649a Add test for hyperopt 2020-03-10 12:42:31 +03:00
hroff-1902
81b6a950ac Adjust test for backtesting 2020-03-10 12:42:11 +03:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table 
Added dynamic print table function to hyperopt
 2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81
4aca8d7fcc PEP8 fix 2020-03-03 01:35:18 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
Fredrik81
379275e2d6 Updated tests 2020-03-01 03:24:04 +01:00
Fredrik81
267416eced Changed test for new table printing 2020-03-01 03:11:00 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss 
Sortino hyperopt loss
 2020-02-29 11:36:27 +03:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy 
Move defaultstrategy
 2020-02-20 08:52:24 +03:00
Matthias
a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias
09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902
4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
Matthias
81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss 
Minor: Fix tests for hyperopt_loss
 2020-02-11 07:13:29 +01:00
hroff-1902
29f7c5071b Fix usage of an item from BTContainer in tests 2020-02-11 04:17:10 +03:00
hroff-1902
d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
Matthias
83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun
6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun
aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun
ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-02-06 06:49:08 +01:00
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902
52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias
785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias
c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias
989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias
8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias
10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias
904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias
caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias
18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
6860491189 Rename datahandler module to history module 
Also move previous history.py into this module - so everything is
bundled
 2019-12-28 11:01:42 +01:00
Matthias
5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias
80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias
aa39f2160b Use load_data instead of a sequence of calls 
in tests which don't test this
 2019-12-28 11:01:41 +01:00
Matthias
a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias
e4f185f357 Remove 'line' from load_cached_data tests 
Users are unable to use line anyway, it's only there for tests
 2019-12-28 11:01:41 +01:00
hroff-1902
004993583b
Merge pull request #2712 from freqtrade/strategylist 
add list-strategies subcommand
 2019-12-28 12:32:06 +03:00
Matthias
e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias
25e6d6a7bf Combine load_object methods into one 2019-12-24 13:54:46 +01:00
Matthias
6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias
248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902
60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor 
handle and document ROI=-1
 2019-12-14 23:11:36 +03:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins 
Remove min (plural) from codebase
 2019-12-12 14:27:39 +01:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
hroff-1902
3252654ed3 Test adjusted 2019-12-10 14:06:17 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list 
Add hyperopt-list and hyperopt-show commands
 2019-12-10 00:30:26 +03:00
Matthias
de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias
1e6f9f9fe2 Add testcase for negative ROI sell using open 2019-12-07 15:18:09 +01:00
Matthias
703458f365 Add test for loading ticker-interval from strategy 2019-12-05 20:35:54 +01:00
hroff-1902
017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902
b20bea8492 Adjust tests 2019-12-04 23:15:19 +03:00
Matthias
054484ad73 load_pair_history should not return None, but an empty dataframe if no 
data is found
 2019-12-04 06:57:44 +01:00
hroff-1902
86342efa7a Adjust test 2019-12-01 18:34:25 +03:00
hroff-1902
05967442c3 Adjust test 2019-12-01 18:01:59 +03:00
hroff-1902
d6b587678e Adjust test 2019-12-01 17:44:14 +03:00
hroff-1902
69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902
8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00
hroff-1902
1b645d64c8
Merge pull request #2538 from freqtrade/strategy_template 
new-strategy / new-hyperopt - from templates
 2019-11-24 15:21:23 +03:00
hroff-1902
6cb4830534 Testcase added 2019-11-23 12:30:49 +03:00