Matthias
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32bbe603cb
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Fix sortino std calculation
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2022-12-28 14:59:49 +01:00 |
|
Matthias
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f21185d1c4
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Add tests for new metrics
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2022-12-28 14:05:04 +01:00 |
|
Matthias
|
882e68c68b
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Rename backtest-result from new to "not new".
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2022-12-26 15:33:14 +01:00 |
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Matthias
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6a15a9b412
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Update backtest-result_new
fixing the calculation of profit_abs - which was incorrect previously.
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2022-12-26 15:33:14 +01:00 |
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Matthias
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34951f59d2
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Update failing tests
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2022-09-30 06:44:19 +02:00 |
|
Matthias
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8c2e473ee5
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Fix test warning
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2022-09-27 08:53:29 +00:00 |
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Matthias
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4aec2db14d
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Remove isClose from tests in favor of pytest.approx
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2022-08-31 08:25:56 +00:00 |
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Matthias
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0b806af487
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Add orders column to btresult
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2022-06-06 10:59:10 +02:00 |
Nicolas Papp
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f9244aad92
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Fix on max drawdown formula to match tests
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2022-05-01 12:25:53 -03:00 |
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Matthias
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53a2f55cf0
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Merge branch 'develop' into pr/nicolaspapp/6715
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2022-05-01 10:03:10 +02:00 |
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Matthias
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c6c569b772
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chore: split BTAnalyais to metrics
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2022-04-30 14:47:27 +02:00 |
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Matthias
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4262f84744
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Merge branch 'develop' into pr/nicolaspapp/6715
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2022-04-30 14:22:18 +02:00 |
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Matthias
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4143ebbeae
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Add CAGR calculation to backtesting
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2022-04-25 10:51:11 +02:00 |
|
Matthias
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5ff2261b74
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Improve test to explicitly test for dates
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2022-04-25 07:32:32 +02:00 |
|
Matthias
|
9bc6bbe472
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Improve test for max_drawdown calculations
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2022-04-25 07:23:16 +02:00 |
|
Matthias
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4254d86658
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Move test-backtestfiles to separate directory
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2022-04-11 20:32:02 +02:00 |
|
Matthias
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f090dcc597
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Merge branch 'develop' into feat/short
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2022-01-22 17:56:01 +01:00 |
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Matthias
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bb1d8fb54f
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Improve message when no hyperopt fie is found
closes #6266
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2022-01-21 15:24:26 +01:00 |
|
Matthias
|
3cdb672ac3
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Improve test coverage
|
2022-01-16 19:11:20 +01:00 |
|
Matthias
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522496d9e2
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Add Compatibility code for BT_DATA_COLUMNS
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2022-01-07 17:17:35 +01:00 |
|
Matthias
|
46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
|
Matthias
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b3a4ecaf77
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Remove old backtest format support
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2022-01-06 19:49:25 +01:00 |
|
Matthias
|
28011a3907
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Update bt_results filename to new.json
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2022-01-06 19:28:04 +01:00 |
|
Matthias
|
4e2b9203d7
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Remove no longer used BT_DATA_COLUMNS_MID
|
2022-01-05 20:40:59 +01:00 |
|
Matthias
|
2ecaf9f8b4
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Update backtest-result test-files to latest format
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2022-01-05 20:26:24 +01:00 |
Sam Germain
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501f473164
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Merge branch 'develop' into feat/short
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2022-01-04 22:47:33 -06:00 |
|
Matthias
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8373a4e713
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Small Adjustments to improve compatibility
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2022-01-04 19:17:08 +01:00 |
|
Matthias
|
4d9b4ddc28
|
Update hyperopt-tools to use account drawdown
|
2022-01-04 17:43:39 +01:00 |
|
Matthias
|
09fae25c94
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Fix some tests after drawdown calculation change
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
|
ddfbe55e7c
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Merge branch 'develop' into feat/short
|
2022-01-01 19:16:49 +01:00 |
|
Matthias
|
78ba2d3fc7
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Add underwaterplot calculation to btanalysis
|
2022-01-01 14:39:58 +01:00 |
|
Matthias
|
bd98637ae9
|
Fail gracefully from plot-profit when no data is provided
closes #6132
|
2021-12-30 10:14:45 +01:00 |
|
Sam Germain
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1a132758d0
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merged with feat/short
|
2021-09-27 23:26:20 -06:00 |
|
Matthias
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c791b95405
|
Use new TestStrategy (V3) by default in tests
|
2021-09-21 20:24:08 +02:00 |
|
Sam Germain
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043bfcd5ad
|
Fixed a lot of failing tests"
|
2021-09-19 20:24:22 -06:00 |
|
Matthias
|
6d96b11279
|
Rename DefaultStrategy
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2021-08-26 07:25:53 +02:00 |
|
Matthias
|
fd3afdc230
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plot-profit should use absolute values
|
2021-04-25 10:10:09 +02:00 |
|
Matthias
|
fc256749af
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Add test for backtesting _enter_trade
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2021-02-27 09:33:00 +01:00 |
|
Matthias
|
aed23d55c2
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Add starting balance to profit cumsum calculation
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
0d2f877e77
|
Use absolute drawdown calc
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
1a166f639d
|
Add test for calcuate_csum
|
2021-02-14 19:44:13 +01:00 |
|
Matthias
|
ea0ffbae73
|
use profit_ratio in calculate_cum_profit
|
2021-01-29 19:06:57 +01:00 |
|
Matthias
|
13ad6dd461
|
Fix documentation
|
2021-01-25 19:56:40 +01:00 |
|
Matthias
|
deb8432d33
|
Streamline trade to dataframe conversion
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
84ced92002
|
Fix mock-tests missing some fields
|
2021-01-03 06:49:07 +01:00 |
|
Matthias
|
8cdc795a44
|
Rename persistence.init to init_db
|
2020-10-16 08:15:18 +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
|
3cb1a9a5a9
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Support loading results from a specific hyperopt history file
|
2020-09-27 17:03:30 +02:00 |