a6a38735b1
backtesting: only respect max_open_trades with realistic_simulation
2018-03-20 19:38:33 +01:00
93931eb32b
fix typo in _generate_text_table
2018-03-19 23:05:12 +01:00
de468c6fc8
Fix wrong realistic_simulation implementation in Hyperopt
2018-03-04 02:31:25 -08:00
6fcc173489
Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify
2018-03-04 01:33:39 -08:00
722ed48d9d
Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify
2018-03-04 00:51:22 -08:00
38510d4b03
Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify
2018-03-03 17:26:06 -08:00
84759073d9
Refactor Configuration() to apply common configurations all the time and to remove show_info
2018-03-03 13:43:14 -08:00
0632cf0f44
Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify
2018-03-02 23:28:36 -08:00
bbb1a31fda
Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify
2018-03-03 10:01:06 +08:00
d274f13480
Remove Memory profiler in Backtesting
2018-03-03 09:33:54 +08:00
8bd0f4d0d7
Remove ugly pprints
2018-03-03 09:33:54 +08:00
6ef7b7d93d
Complete Backtesting and Hyperopt unit tests
2018-03-03 09:33:54 +08:00
1d251d6151
Move Backtesting to a class and add unit tests
2018-03-03 09:33:54 +08:00
fac122891f
remove stoploss parameter from backtest, it is loaded from strategy
2018-02-17 11:14:03 +02:00
f64c8cc9ce
realistic should be False by default and enabled with a --realistic-simulation flag
2018-02-15 13:11:17 +02:00
2dd2f31431
remove repeated condition
2018-02-11 14:31:37 +02:00
dc105d5eae
better names for row variables
2018-02-11 14:24:19 +02:00
c62356438a
loop over arrays instead of dataframes
2018-02-11 14:18:57 +02:00
12a19e400f
tests: more backtesting testing ( #496 )
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* tests: more backtesting testing
* tests: hyperopt
* tests: document kludge
* tests: improve test_dataframe_correct_length
* tests: remove remarks
2018-02-08 21:49:43 +02:00
a28ffcbcf7
remove slow unnecessary table scan
2018-02-06 21:21:47 +02:00
a071571eac
switch to faster short circuiting condition
2018-02-06 12:13:12 +02:00
5cf2dd79f2
don't reset index if not needed
2018-02-06 11:34:01 +02:00
cf7c6d2e9c
switch to properly using dates as indexes, makes date based searching and slicing a lot faster
2018-02-06 11:34:00 +02:00
8c7b29734e
use date info to calculate trade durations
2018-02-06 11:34:00 +02:00
0a42a0e814
Merge pull request #479 from gcarq/fix/issue-478
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Fix Backtesting / Hyperopt ticker_interval download
2018-01-31 17:15:47 +02:00
07b7828f39
Fixing bug in backtesting causing to much sells
2018-01-31 07:59:45 +01:00
d313eb812d
Forgot one args.ticker_interval
2018-01-29 23:07:54 -08:00
524290d678
Fix backtesting ticker interval download
2018-01-29 22:51:29 -08:00
94172091ae
Refactoring the sell conditions evaluation to share the function with backtesting
2018-01-29 10:10:19 +01:00
a7a7c37121
add day counter to timeframe
2018-01-26 18:32:45 +02:00
b7e297ebda
remove unused loop variable
2018-01-26 11:50:00 +02:00
eac6e05392
Fix error when config does not have stoploss
2018-01-22 20:51:39 -08:00
c46d78b4b9
Decouple strategy from analyse.py
2018-01-22 20:51:39 -08:00
ad2a5f1717
Remove optimize.load_data() that is called twice
2018-01-20 15:35:13 -08:00
36797cda30
Merge branch 'develop' into support_multiple_ticker
2018-01-20 19:25:47 +01:00
4a9e1cb345
Merge branch 'develop' into backtest-export
2018-01-19 07:02:38 +01:00
7b292d5ca3
backtesting takes its ticker_interval from the config file, else from the command line options
2018-01-17 13:52:14 +01:00
0e58ab7e01
more advanced use of --timerange
2018-01-16 00:15:49 +01:00
71bb348698
rename --timeperiod to --timerange
2018-01-15 21:49:06 +01:00
d4008374f6
backtest export: include enter,exit dates
2018-01-12 22:12:00 +01:00
153e11f045
Merge branch 'develop' into timeperiod
2018-01-11 19:45:47 +01:00
4781a23809
Merge branch 'develop' into backtest-export
2018-01-11 19:40:42 +01:00
ed47ee4e29
backtest export json2
2018-01-11 19:14:11 +01:00
27769f0301
uncomplex backtest
2018-01-11 17:45:41 +01:00
86db6c9084
sort imports
2018-01-11 07:08:56 +02:00
1b6b0ad9d2
autopep8
2018-01-11 06:50:36 +02:00
b0f3fd7ffb
timeperiod argument to backtesting and hyperopt
2018-01-10 23:48:59 +01:00
feca87345f
refactor
2018-01-10 23:00:40 +01:00
60ed4b9d1e
--datadir <path> argument
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This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
2018-01-06 23:24:35 +01:00
41933c31ca
Merge pull request #315 from kryofly/tests_jan05
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tests cover more backtesting
2018-01-06 09:26:20 +02:00
79fcd0b06c
tests cover more backtesting
2018-01-05 10:44:10 +01:00
7fd6d089c0
Fix Backtesting header alignment
2018-01-04 23:14:10 -08:00
90017998fc
Use named argument for backtest()
2018-01-04 22:27:55 -08:00
ea6a1c629d
fixing pep8 compliance
2018-01-03 11:50:30 +01:00
eb53a796e2
pep8 compliance
2018-01-03 11:35:54 +01:00
45f2d01895
- add a profit/loss counter
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- the use of the sell_signal is conditional now (taken from the config)
2018-01-03 11:19:46 +01:00
c176ace889
Adding sell_profit_only and stoploss in hyperopt
2018-01-03 10:56:18 +01:00
fed3024302
rewrite get_timeframe in backtesting
2018-01-02 21:54:31 +02:00
dc2f048c98
make tuples smaller in backtesting loops
2018-01-02 21:52:47 +02:00
82e9ed2ac2
shorten table title to match table length
2018-01-02 17:53:47 +02:00
ae52880f81
improve backtesting result formatting
2018-01-02 17:39:02 +02:00
7b0beb0afa
cleanups
2017-12-28 06:36:18 +02:00
de33d69eed
Lint fixes ( #236 )
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* correct docstring
* add type annotation to trade_count_lock
* fix indentations
* allow globals in hyperopt.py
* fix import order
* simplify asserts
* use proper variable name
* simplify condition
* fix path operation that fails on windows
2017-12-25 12:07:50 +01:00
1058820e1b
just pass stake_amount instead of the whole config
2017-12-23 19:00:49 +02:00
d258118b0a
Fix the fee calculation, backtesting, and hyperopt fee calculation and avg_profit
2017-12-20 20:18:41 -08:00
c8fb6c4661
More lint fixes ( #198 )
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* autopep fixes
* remove unused imports
* fix plot_dataframe.py lint warnings
* make pep8 error fails the build
* two more line breakings
* matplotlib.use() must be called before pyplot import
2017-12-18 17:36:00 +01:00
d613d63fdc
Fix the fee calculation
2017-12-17 23:01:34 -08:00
80ef2cfed4
Merge pull request #193 from gcarq/feature/ci-enforce-pep8
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CI: enforce PEP8 conform code
2017-12-17 07:42:23 +02:00
512fcdbcb1
Allow user to update testdata files with parameter --refresh-pairs-cached ( #174 )
2017-12-16 15:42:28 +01:00
95fe0f4dec
fix pep8 warnings
2017-12-16 03:39:47 +01:00
18f01113c2
use the CLI arguments as the ticker interval
2017-12-09 11:51:53 +01:00
f7def09dec
fix for the ticker interval set by default to 5
2017-12-09 11:39:26 +01:00
e27a6a7a91
add mongodb support for hyperopt parallelization
2017-11-25 02:04:37 +01:00
5bf583cba4
remove unused imports
2017-11-25 01:23:18 +01:00
9ff1f05e66
add --epochs to hyperopt subcommand
2017-11-25 01:12:44 +01:00
b9c4eafd96
integrate hyperopt and implement subcommand
2017-11-25 01:04:11 +01:00
3b37f77a4d
move backtesting to freqtrade.optimize.backtesting
2017-11-24 23:58:35 +01:00
gcarq
Gerald Lonlas
Janne Sinivirta
kryofly
Jean-Baptiste LE STANG
kryofly
toto