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277 Commits

Author SHA1 Message Date
hroff-1902 9fbe573cca limit usage of ccxt to freqtrade/exchange only 2019-04-09 12:27:35 +03:00
hroff-1902 4559a38172 PoC: use defaults in json schema for some exchange options 2019-04-08 04:42:28 +03:00
hroff-1902 8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe 2019-04-05 23:16:27 +03:00
Misagh 9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data 
Fix backtest problem with partial data
 2019-04-05 07:28:57 +02:00
Matthias 7010c835d2 Improve commentign 2019-04-04 20:23:10 +02:00
hroff-1902 2aa1b43f01 get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead 2019-04-04 20:56:40 +03:00
Matthias 32cbb714f9 Improve commenting on backtsting and backtest_multi_tst 2019-04-04 19:44:03 +02:00
Matthias 0307ba7883 Remove one branch - python does lazy evaluation 2019-04-03 20:04:04 +02:00
Matthias e085fd9e95 Disable dataprovider from hyperopt. 
Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
 2019-03-25 19:49:58 +01:00
Matthias 0ae81d4115 Provide dataprovider access during backtesting 2019-03-25 19:26:51 +01:00
Matthias 00e6749d8b Refactor backtest() to be a bit more concise 2019-03-23 15:00:07 +01:00
Gianluca Puglia 6b89e86a97 Removed Timestamp cast 2019-03-20 19:44:59 +01:00
Gianluca Puglia 0eff324ce0 Use dedicated index for every pair 2019-03-20 18:38:10 +01:00
Matthias e67ffd2d87 Fix issue that backtest is broken when stoploss_on_exchange is on 2019-03-06 19:55:34 +01:00
Matthias 02d13645b0 Merge branch 'develop' into feat/dataprovider 2019-01-26 19:29:41 +01:00
Matthias 3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt 
Added total profit column to backtest result
 2019-01-25 06:38:39 +01:00
Matthias d136cac181 Merge branch 'develop' into feat/dataprovider 2019-01-23 21:01:19 +01:00
Gianluca Puglia 896c9d34fd Added total profit column do backtest result 2019-01-22 22:41:53 +01:00
Matthias 13e2f71d30 Add flake8 plugins and implement small improvements 2019-01-22 20:01:12 +01:00
Matthias 0aa0b1d4fe Store tickers by pair / ticker_interval 2019-01-22 07:07:15 +01:00
Matthias a206777fe5 Rename refresh_tickers to refresh_latest_ohlcv 2019-01-22 07:05:09 +01:00
Matthias 1340b71633 Add RunMode setting to determine bot state 2019-01-22 07:04:19 +01:00
Matthias a2c01916e1 Add type-ignores to floatfmt 
tabulate supports this:
30554300d7/tabulate.py?at=master&fileviewer=file-view-default#tabulate.py-1291:1294
 2019-01-17 20:28:21 +01:00
Matthias cd2bccd441 Have backtest use the same logic to get the ROI entry 2019-01-12 13:45:43 +01:00
Misagh 26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing 
interpolate missing candles
 2019-01-04 22:33:53 +01:00
Matthias 2bc76771bf Align backtest to interface.py 
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
 2019-01-01 16:50:10 +01:00
Matthias fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias 8b9cc45f41 move test for data completeness 
should be done before analyzing strategy
 2018-12-31 15:09:50 +01:00
Matthias 429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias 6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias 21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias 432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias 7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias 3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen 
fix backtesting not respecting max_open_trades
 2018-11-30 19:17:09 +01:00
Matthias 21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias 93429a58b2 remove TODO 2018-11-09 07:13:20 +01:00
Matthias 66487f2a13 require start/end-date argument in backtest 2018-11-09 07:13:20 +01:00
Matthias e94da7ca41 inverse backtest logic to loop over time - not pairs (more realistic) 2018-11-09 07:12:41 +01:00
Matthias 95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias 8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias 98050ff594 use all min_roi entries 2018-10-29 19:27:23 +01:00
Matthias 233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
Matthias fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
Matthias d7459bbbf3 refactor get_timeframe out of backtesting class 2018-10-17 19:59:33 +02:00
Matthias 8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting 
it's used only once, so this does not make sense and hides the origin of
the function
 2018-10-17 19:47:19 +02:00
Matthias 6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
Matthias 567211e9f9 don't print "NAN" lines in "left_open_trades" 2018-09-20 20:35:26 +02:00
Matthias 6d1c82a5fa Remove last refreence to `get_candle_history` 2018-08-19 19:50:14 +02:00
Janne Sinivirta 3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat 
Allow multi strategy backtest without data reload
 2018-08-02 12:35:47 +03:00
creslin a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
Matthias 40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias 76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias 028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias 5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias 644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias 5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias 65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias 56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias 787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
xmatthias 2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Janne Sinivirta 4b38c8b11d use pandas own min and max for column sorting 2018-07-25 17:04:25 +03:00
Janne Sinivirta 0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason 
Record sell reason
 2018-07-24 09:09:45 +03:00
Matthias 4fb9823cfb fix rebase problem 2018-07-19 19:50:06 +02:00
Matthias 760c79c5e9 Use `.center()` to output trades header line 2018-07-19 19:39:08 +02:00
Matthias a452864b41 Use namedtuple for sell_return 2018-07-19 19:39:08 +02:00
Matthias 506aa0e3d3 Add print_sales table and test 2018-07-19 19:34:14 +02:00
Matthias 2a61629014 Export sell_reason from backtest 2018-07-19 19:29:31 +02:00
Matthias cbffd3650b add sell_reason to backtesting 2018-07-19 19:29:31 +02:00
Janne Sinivirta 0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment 
replace --realistic with 2 separate flags
 2018-07-19 17:33:19 +03:00
Janne Sinivirta 6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration 
Fix backtest duration calculation
 2018-07-19 17:32:11 +03:00
Matthias aa69177436 Properly check emptyness and adjust floatfmt 2018-07-19 13:14:21 +02:00
Matthias 79b1030435 output duration in a more readable way 2018-07-18 20:08:55 +02:00
Matthias f9f6a3bd04
cast to int to keep exports constant 2018-07-18 09:29:51 +02:00
Matthias 8e4d2abd4e
Fix typo 2018-07-18 09:10:17 +02:00
Matthias 08237abe20
Fix wrong backtest duration 
identified in #1038
 2018-07-18 09:06:12 +02:00
Matthias c82276ecbe add --disable-max-market-positions 2018-07-17 21:05:03 +02:00
Matthias e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta 85e6c9585a remove pass-through methods from Analyze 2018-07-16 08:23:39 +03:00
Janne Sinivirta a74147c472 move strategy initialization outside Analyze 2018-07-16 08:23:39 +03:00
Matthias 06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit 
Add cumulative profit to backtest result table
 2018-07-11 07:21:28 +03:00
Matthias 8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias 1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Michael Egger 6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot 
allow backtest ploting
 2018-06-29 19:44:06 +02:00
xmatthias e70cb963f7 document what to do with exported backtest results 2018-06-24 17:00:00 +02:00
Anton f82b809fcf Merge with develop 2018-06-23 16:50:27 +03:00
xmatthias 0440a19171 export open/close rate for backtesting too 
preparation to allow plotting of backtest results
 2018-06-23 14:19:50 +02:00
Janne Sinivirta c73b9f5c77 avoid calling exchange.get_fee inside loop 2018-06-22 21:04:07 +03:00
xmatthias 251f7db3ca require exchange object to delete pairs 2018-06-17 23:38:07 +02:00
xmatthias 21edcbdc27 Refactor exchange to class 2018-06-17 23:38:07 +02:00
Anton ae94ab17f4 Merge branch 'develop' into feature-unlimited-stake_amount 2018-06-17 02:23:40 +03:00
Matthias a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest 
Display open trades after backtest period
 2018-06-16 12:49:08 +02:00