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Author SHA1 Message Date
Stefano Ariestasia
6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias
349d67f582
Merge pull request #7983 from stash86/bt-metrics 
Fix typo in calculate_expectancy's description
 2023-01-06 07:30:09 +01:00
Stefano Ariestasia
329d95366a
Merge branch 'freqtrade:develop' into bt-metrics 2023-01-06 08:04:00 +08:00
Matthias
787d292ba0 Move "drop_candle" decision to coroutine 2023-01-05 22:31:32 +01:00
Matthias
bdf6537c60 Remove unused (and pointless) exchange method 2023-01-05 11:45:15 +01:00
Matthias
4bac66ff0e Type ohlcv coroutine 2023-01-05 11:33:47 +01:00
Matthias
75b0a3e63d Use dedicated type for OHLCV response 2023-01-05 11:30:15 +01:00
Matthias
5257e8b3ed Fix random test failures on 3.8 2023-01-05 09:12:09 +01:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available). 
link to #7967
 2023-01-04 18:08:45 +01:00
Matthias
6470635753 In cases of no losing trade, sortino ratio can't be calculated. 
closes #7977
 2023-01-04 17:55:24 +01:00
Matthias
7a43f37eb7
Merge pull request #7972 from Undertoned/develop 
Fix Backtesting  Analysis Column Wrong
 2023-01-04 16:38:29 +01:00
Matthias
38a780ef63
Merge pull request #7973 from freqtrade/robcaulk-patch-1 
Fix file name in FreqaiExampleStrategy.py
 2023-01-04 12:51:14 +01:00
Robert Caulk
c384d1357e
Update FreqaiExampleStrategy.py 2023-01-03 21:52:16 +01:00
Matthias
6f031f005d Fix flake error 2023-01-03 20:29:08 +01:00
zhanglei14
63db1fd894 Fix Backtesting Analysis Column Wrong 2023-01-04 01:38:07 +08:00
Matthias
91d8370909
Merge pull request #7966 from freqtrade/frog-hyper-docs 
Fix ROI table comma and spacing
 2023-01-02 20:35:05 +01:00
Robert Davey
2c430c806c
Fix ROI table comma and spacing 
THanks to `@topdollar` in discord for noticing the typos.
 2023-01-02 15:54:49 +00:00
Matthias
72f9c248f5
Merge pull request #7961 from freqtrade/dependabot/pip/develop/time-machine-2.9.0 
Bump time-machine from 2.8.2 to 2.9.0
 2023-01-02 09:21:55 +01:00
Matthias
5bb1f4a845
Merge pull request #7962 from freqtrade/dependabot/pip/develop/pydantic-1.10.4 
Bump pydantic from 1.10.2 to 1.10.4
 2023-01-02 08:26:14 +01:00
Matthias
d1a0ae45e8
Merge pull request #7960 from freqtrade/dependabot/pip/develop/filelock-3.9.0 
Bump filelock from 3.8.2 to 3.9.0
 2023-01-02 08:25:11 +01:00
dependabot[bot]
724465c798
Bump pydantic from 1.10.2 to 1.10.4 
Bumps [pydantic](https://github.com/pydantic/pydantic) from 1.10.2 to 1.10.4.
- [Release notes](https://github.com/pydantic/pydantic/releases)
- [Changelog](https://github.com/pydantic/pydantic/blob/v1.10.4/HISTORY.md)
- [Commits](https://github.com/pydantic/pydantic/compare/v1.10.2...v1.10.4)

---
updated-dependencies:
- dependency-name: pydantic
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-02 03:01:07 +00:00
dependabot[bot]
488b4512e0
Bump time-machine from 2.8.2 to 2.9.0 
Bumps [time-machine](https://github.com/adamchainz/time-machine) from 2.8.2 to 2.9.0.
- [Release notes](https://github.com/adamchainz/time-machine/releases)
- [Changelog](https://github.com/adamchainz/time-machine/blob/main/HISTORY.rst)
- [Commits](https://github.com/adamchainz/time-machine/compare/2.8.2...2.9.0)

---
updated-dependencies:
- dependency-name: time-machine
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-02 03:01:00 +00:00
dependabot[bot]
d304f95c13
Bump filelock from 3.8.2 to 3.9.0 
Bumps [filelock](https://github.com/tox-dev/py-filelock) from 3.8.2 to 3.9.0.
- [Release notes](https://github.com/tox-dev/py-filelock/releases)
- [Changelog](https://github.com/tox-dev/py-filelock/blob/main/docs/changelog.rst)
- [Commits](https://github.com/tox-dev/py-filelock/compare/3.8.2...3.9.0)

---
updated-dependencies:
- dependency-name: filelock
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2023-01-02 03:00:55 +00:00
Matthias
74b924471a type ccxt_compat tests 2022-12-31 10:59:42 +01:00
Matthias
cd7bd9bf9a Update gate liquidation price link 2022-12-31 10:25:21 +01:00
Matthias
6498e352c1 Remove pointless default 2022-12-31 10:23:39 +01:00
Matthias
97e8bb09e8 Update exchange documentation with note about leverage 2022-12-31 10:17:30 +01:00
Stefano Ariestasia
5188464fc0 fix typo 2022-12-31 02:03:02 +09:00
Matthias
798438df9d Extract funding-rate call to separate method 
this will allow overwriting in subclasses.
 2022-12-30 07:32:59 +01:00
Matthias
499cc5bae1 Better visualize downloaded candletype in debug mode 2022-12-30 07:15:24 +01:00
Matthias
c78b2080cc Add exception test for interest function 2022-12-28 17:42:35 +01:00
Matthias
6ef15802eb make tables an optional dependency 
requirements will still install this though.
 2022-12-28 16:04:21 +01:00
Matthias
973cfd0182
Merge pull request #7810 from stash86/bt-metrics 
Add more calculations for backtest metrics
 2022-12-28 15:57:07 +01:00
Matthias
f0bd6b9589
Merge pull request #7939 from freqtrade/dependabot/pip/develop/tables-3.8.0 
Bump tables from 3.7.0 to 3.8.0
 2022-12-28 15:55:43 +01:00
Matthias
2805e83c9f Bump Develop version to 2023.1 2022-12-28 15:53:43 +01:00
Matthias
5cb8fe1a50 Add JOSS badge to freqtrade docs and readme.md 2022-12-28 15:40:12 +01:00
Matthias
c52910f28b Improve resiliance against invalid data 
closes #7947
 2022-12-28 15:30:57 +01:00
Matthias
6434bf6745 Document new backtesting metrics 2022-12-28 15:29:55 +01:00
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
f21185d1c4 Add tests for new metrics 2022-12-28 14:05:04 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
Matthias
4d112def17 Remove binance AD from docs page 
fixes #7921
 2022-12-28 07:10:11 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias
62c4675e29 Remove some deprecated fields from the API 2022-12-27 14:28:07 +01:00
Matthias
cb66663fd2 show max_stake_amount in API 2022-12-27 14:28:07 +01:00
Matthias
55001bf321 Keep max_stake_amount (only relevant for DCA orders). 2022-12-27 14:28:07 +01:00