hippocritical
5edcf4c2ef
first version of the backtest lookahead bias tester.
...
Putting this out there so matthias can comment on if he doesnt like something.
Plan:
- make variables adaptive like timerange and max_try_signals
- create a proper list of results at the end of a --strategy-list run
- output to specified .csv-file ('cause I am using that currently myself for the grafana server and so others can have a list of that too for later use or sharing things)
- tests
- docs
Current command which is tested with is as follows:
backtest_lookahead_bias_checker
--config=user_data/configs_backtest/config_baseline.json
--config=user_data/pairlists/binance_spot/USDT/monthly/monthly_90_USDT_0,01_minprice_20220901.json
--strategy-list=A1
--timeframe=5m
2023-03-12 20:13:05 +01:00
hippocritical
9ae6ded1cf
Merge branch 'freqtrade:develop' into backtest_bias_tester
2023-03-12 14:39:50 +01:00
Matthias
8726a4645d
Don't use deprecated Type construct
2023-03-11 15:15:32 +01:00
Matthias
59d2ff3ffa
Simplify handle_cancel_exit
2023-03-11 15:15:10 +01:00
Matthias
39c651e40c
Remove pointless reset of close_profit
2023-03-11 15:15:02 +01:00
Matthias
a76ca771f8
telegram: Fix sending telegram message with exception
2023-03-10 18:09:05 +01:00
hippocritical
e0d8ce877a
Merge branch 'freqtrade:develop' into backtest_bias_tester
2023-03-10 12:41:41 +01:00
Matthias
5b2a291109
Merge pull request #8273 from freqtrade/stop_from_open_lev
...
Stop from open lev
2023-03-09 19:44:16 +01:00
Matthias
d3a3ddbc61
Check if exchang provides bid/ask via fetch_tickers - and fail with spread filter if it doesn't.
...
closes #8286
2023-03-09 19:42:43 +01:00
robcaulk
d10ee0979a
ensure training_features_list is updated properly
2023-03-08 19:37:11 +01:00
Matthias
0318486bee
Update stoploss_from_open documentation for leverage adjustment
2023-03-08 19:35:26 +01:00
Robert Caulk
85e345fc48
Update BaseReinforcementLearningModel.py
2023-03-08 19:29:39 +01:00
robcaulk
29d337fa02
ensure ohlc is dropped from both train and predict
2023-03-08 11:26:28 +01:00
robcaulk
d9dc831772
allow user to drop ohlc from features in RL
2023-03-07 11:33:54 +01:00
Matthias
69e5377f3d
Merge pull request #8280 from freqtrade/dependabot/pip/develop/sqlalchemy-2.0.5.post1
...
Bump sqlalchemy from 2.0.4 to 2.0.5.post1
2023-03-06 08:20:17 +01:00
Matthias
d779d60812
Expose total_profit_ratio through API
2023-03-06 07:10:02 +01:00
Matthias
c4a80e33ea
Fix missing newline in telegram /status
2023-03-06 07:01:25 +01:00
Matthias
cab1b750b3
Improve test accuracy
2023-03-06 06:39:05 +01:00
Matthias
9d285e3dc0
Add total_profit_ratio to telegram output
...
part of #8234
2023-03-06 06:39:05 +01:00
Matthias
fff08f737f
/status msg - improve formatting further
2023-03-06 06:39:05 +01:00
Matthias
ca789b3282
/status - whitespace
2023-03-06 06:39:05 +01:00
Matthias
11eea9b4e1
Fix formatting for /status Realized profit
2023-03-06 06:39:05 +01:00
Matthias
de015a2d7e
Improve telegram message formatting
2023-03-06 06:39:05 +01:00
Matthias
25fd4a04d6
Update sqlalchemy QueryPropertyDescriptor to match latest version
2023-03-06 06:34:37 +01:00
hippocritical
4411ab112a
Merge branch 'freqtrade:develop' into backtest_bias_tester
2023-03-05 12:30:13 +01:00
Matthias
9444bbb6f3
/maxentries should be in single tics.
2023-03-04 20:09:39 +01:00
Matthias
7c0c98a368
Properly format first entry value, too.
2023-03-04 20:08:20 +01:00
Matthias
60e651b481
Updat bybit ohlcv data to v5
2023-03-04 19:49:37 +01:00
Matthias
548db18857
Improve wording on partial exit notifications
2023-03-04 19:27:55 +01:00
Matthias
aec11618ce
Telegram improved formatting
2023-03-04 18:28:15 +01:00
Matthias
f0cbb4f949
Expose relative realized profit
2023-03-04 18:20:31 +01:00
Matthias
027e023443
Stop from open with leverage
2023-03-04 18:02:47 +01:00
hippocritical
d92971cca1
Merge branch 'freqtrade:develop' into strategy_utils
2023-03-03 18:56:00 +01:00
hippocritical
87b7513401
fixed --strategy-list
...
moved ast comments to requirements.txt >=1.0.0 (since that is the first version that adds the comments unparsing)
2023-03-03 18:53:09 +01:00
Matthias
c03c3a5706
improve order REPR display
2023-03-03 18:12:41 +01:00
Matthias
6e9ff5fdd8
Merge pull request #8202 from freqtrade/remove-populate-any-indicators
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remove populate_any_indicators
2023-03-03 06:33:25 +01:00
Matthias
022f85095e
Show Number of exits
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part of #8234
2023-03-03 06:31:40 +01:00
Matthias
103bd9e2f2
keep Trade.session private
2023-03-02 07:26:50 +01:00
Matthias
b980f45b2b
Fix test mypy errors
2023-03-02 06:23:01 +01:00
Matthias
f0f72fdd33
Don't define "mapped" on LocalTrade class
2023-03-01 20:32:32 +01:00
Matthias
388dfec50b
Remove last type error
2023-03-01 20:32:32 +01:00
Matthias
874413ccc5
Fix some style violations
2023-03-01 20:32:32 +01:00
Matthias
4a35d32b6a
Improve trade stop types
2023-03-01 20:32:32 +01:00
Matthias
a1166b1077
allow null fee on calc_base_close
2023-03-01 20:32:32 +01:00
Matthias
e5c9cde36f
Update trades_proxy typing
2023-03-01 20:32:32 +01:00
Matthias
b5f55c9b14
Improve type safety in backtesting
2023-03-01 20:32:32 +01:00
Matthias
7c09c01788
Add some more typehints
2023-03-01 20:32:32 +01:00
Matthias
0f914cf2bd
Use Mapped for LocalTrade
...
this won't initialize sqlalchemy, as the base class is not inheriting from sqlalchemy.
2023-03-01 20:32:32 +01:00
Matthias
d175ab495b
Move SessionType to base module
2023-03-01 20:32:32 +01:00
Matthias
764001a4c2
Don't reuse variable
2023-03-01 20:32:32 +01:00
