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
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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
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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
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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
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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
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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
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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
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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
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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
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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 )
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* 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
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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
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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
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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
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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
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins
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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
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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
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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
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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
hroff-1902
067267f4cf
Log messages improved (plural/singular)
2019-11-23 12:20:41 +03:00
hroff-1902
99db53417c
Tests adjusted
2019-11-23 12:00:43 +03:00
hroff-1902
175591e524
Fix test
2019-11-23 04:03:47 +03:00
hroff-1902
e7ddd81251
Merge branch 'develop' into hyperopt-trailing-space
2019-11-23 03:42:58 +03:00
Matthias
084efc98d7
Address test-failures due to file moves
2019-11-21 06:32:45 +01:00
Matthias
9b050523e9
Merge pull request #2397 from freqtrade/feat/new_args_system
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require subcommand for all actions
2019-11-14 06:28:42 +01:00
hroff-1902
f9a92c2879
Adjust test
2019-11-13 23:32:37 +03:00
hroff-1902
ab194c7d75
Add test
2019-11-13 23:09:05 +03:00
Matthias
c449e39280
Replace more occurances of ticker_interval
2019-11-12 15:13:06 +01:00
Matthias
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
hroff-1902
d3a3765819
Fix test
2019-11-08 03:48:08 +03:00
hroff-1902
f90676cfc5
Add trailing stoploss hyperspace
2019-11-08 03:07:43 +03:00
Matthias
ca77dbe8da
Fix UnicodeError in hyperopt output
2019-11-06 19:33:15 +01:00
Matthias
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
Matthias
6f01d7f8ea
Merge branch 'develop' into feat/new_args_system
2019-11-03 10:09:49 +01:00
Matthias
80ad37ad93
Updated plot_indicators test
2019-11-02 14:17:15 +01:00
