Commit Graph

106 Commits

Author SHA1 Message Date
Janne Sinivirta b4ae5a36a8 use .copy() to avoid Pandas mistake. drop first row because of shifting 2018-06-07 17:29:40 +03:00
Janne Sinivirta 7f8e0ba25f use buy/sell signal from previous candle, not current to avoid seeing to the future 2018-06-07 17:28:40 +03:00
xmatthias 7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
xmatthias e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias 50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Raymond Luo 2791d543ea Make backtesting report markdown shareable
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
2018-06-02 19:52:16 +02:00
xmatthias f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias 0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias 0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias 4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
gcarq 306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
Matthias Voppichler a140748b5a Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix 2018-04-21 22:39:22 +02:00
gcarq 403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
Matthias Voppichler ce90ee4ac2 have backtesting use fee_open and fee_close 2018-04-21 20:05:49 +02:00
enenn 94287d66a8 Flake8 fixes 2018-04-12 18:16:27 +02:00
enenn 1678518cd4 Add dry_run=True to config during backtesting 2018-04-12 18:16:26 +02:00
enenn e42403fecc Change date to timestamp conversion method in backtesting 2018-04-12 18:07:44 +02:00
enenn 1f75636e56 [1/3] Add support for multiple exchanges with ccxt (objectified version) (#585)
* remove obsolete helper functions and make _state a public member.

* remove function assertions

* revert worker() changes

* Update pytest from 3.4.2 to 3.5.0

* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling

* Add NetworkException

* Change pair format in constants.py

* Add tests for exchange functions that comply with ccxt

* Remove bittrex tests

* Remove Bittrex and Interface classes

* Add retrier decorator

* Remove cache from get_ticker

* Remove unused and duplicate imports

* Add keyword arguments for get_fee

* Implement 'get_pair_detail_url'

* Change get_ticker_history format to ccxt format

* Fix exchange urls dict, don't need to initialize exchanges

* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
gcarq fee8d0a2e1 refactor get_timeframe 2018-03-29 20:16:25 +02:00
Janne Sinivirta 85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
fix backtest --export format
2018-03-27 12:43:52 +03:00
Matthias Voppichler a182cab27f fix backtest --export format
reverts regression introduced in c623564
2018-03-26 20:28:51 +02:00
gcarq f374a062e1 remove freqtrade/logger.py 2018-03-25 21:43:00 +02:00
gcarq fa7f74b4bc use native python logger 2018-03-25 21:43:00 +02:00
gcarq 3f8d7dae39 make name a required argument and add fallback to getEffectiveLevel 2018-03-25 21:42:03 +02:00
Matthias Voppichler 85af68d807 ccxt - make backtesting work 2018-03-24 19:45:23 +01:00
Samuel Husso eb4ac73b78 remove last bittrex references so that bot is runnable 2018-03-22 08:29:52 +02:00
gcarq d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
gcarq 5327533188 optimize: set correct typehints 2018-03-20 19:48:03 +01:00
gcarq a6a38735b1 backtesting: only respect max_open_trades with realistic_simulation 2018-03-20 19:38:33 +01:00
gcarq 93931eb32b fix typo in _generate_text_table 2018-03-19 23:05:12 +01:00
Gerald Lonlas de468c6fc8 Fix wrong realistic_simulation implementation in Hyperopt 2018-03-04 02:31:25 -08:00
Gerald Lonlas 6fcc173489 Merge commit '35c51c73f713bfdb81bd84721f3dceab0c19e819' into feature/objectify 2018-03-04 01:33:39 -08:00
Gerald Lonlas 722ed48d9d Merge commit 'e3d222912dfd775b7456a44d6d6055430711f251' into feature/objectify 2018-03-04 00:51:22 -08:00
Gerald Lonlas 38510d4b03 Merge commit '1134c81aad049d4357c8f299ffc801218f3d9574' into feature/objectify 2018-03-03 17:26:06 -08:00
Gerald Lonlas 84759073d9 Refactor Configuration() to apply common configurations all the time and to remove show_info 2018-03-03 13:43:14 -08:00
Gerald Lonlas 0632cf0f44 Merge commit 'aa7aeb046ef72412cadd094666efc8e4c503ef2d' into feature/objectify 2018-03-02 23:28:36 -08:00
Gerald Lonlas bbb1a31fda Merge commit 'c5400b6c37c7de64a86c9db39a4d0fa9169b35f6' into feature/objectify 2018-03-03 10:01:06 +08:00
Gerald Lonlas d274f13480 Remove Memory profiler in Backtesting 2018-03-03 09:33:54 +08:00
Gerald Lonlas 8bd0f4d0d7 Remove ugly pprints 2018-03-03 09:33:54 +08:00
Gerald Lonlas 6ef7b7d93d Complete Backtesting and Hyperopt unit tests 2018-03-03 09:33:54 +08:00
Gerald Lonlas 1d251d6151 Move Backtesting to a class and add unit tests 2018-03-03 09:33:54 +08:00
Janne Sinivirta fac122891f remove stoploss parameter from backtest, it is loaded from strategy 2018-02-17 11:14:03 +02:00
Janne Sinivirta f64c8cc9ce realistic should be False by default and enabled with a --realistic-simulation flag 2018-02-15 13:11:17 +02:00
Janne Sinivirta 2dd2f31431 remove repeated condition 2018-02-11 14:31:37 +02:00
Janne Sinivirta dc105d5eae better names for row variables 2018-02-11 14:24:19 +02:00
Janne Sinivirta c62356438a loop over arrays instead of dataframes 2018-02-11 14:18:57 +02:00
kryofly 12a19e400f tests: more backtesting testing (#496)
* 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
Janne Sinivirta a28ffcbcf7 remove slow unnecessary table scan 2018-02-06 21:21:47 +02:00
Janne Sinivirta a071571eac switch to faster short circuiting condition 2018-02-06 12:13:12 +02:00