Matthias
67cf22f85c
Make best / worst day absolute
2021-03-20 18:46:57 +02:00
Matthias
af501a4cc6
Fix crash when using unlimited stake and no trades are made
2021-03-20 18:46:57 +02:00
Joe Schr
440c8a91c6
fix: avg_stake_amount should not be NaN if df is empty
2021-03-20 18:46:57 +02:00
Matthias
635bf3a8ee
Explicitly convert starting-balance to float
2021-03-20 18:46:57 +02:00
Matthias
7c68f87c85
Small stylistic fixes
2021-03-20 18:46:57 +02:00
Matthias
bce85742ba
Simplify wallet code
2021-03-20 18:46:57 +02:00
Matthias
369ede1af9
Improve handling of backtesting params
2021-03-20 18:46:57 +02:00
Matthias
9bea9a849a
Add test for backtesting _enter_trade
2021-03-20 18:46:57 +02:00
Matthias
7f3b6c9349
Change some types
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Fix types of new model object
2021-03-20 18:46:57 +02:00
Matthias
87d8b2f93d
2 levels of Trade models, one with and one without sqlalchemy
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Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-03-20 18:46:57 +02:00
Matthias
0746a0edc7
Fix some type errors
2021-03-20 18:46:57 +02:00
Matthias
c2ee9160ca
Check min-trade-stake in backtesting
2021-03-20 18:46:57 +02:00
Matthias
8f2477ced9
Improve backtesting metrics
2021-03-20 18:46:57 +02:00
Matthias
32707a6ba1
Improve performance by updating wallets only when necessary
2021-03-20 18:46:57 +02:00
Matthias
f7307fe40f
ABS drawdown should show wallet high and low values
2021-03-20 18:46:57 +02:00
Matthias
2e6bb6c01a
Use absolute drawdown calc
2021-03-20 18:46:57 +02:00
Matthias
2bbaeeb1b0
Shorten debug log
2021-03-20 18:46:57 +02:00
Matthias
8f03ce377b
Add trade-volume metric
2021-03-20 18:46:57 +02:00
Matthias
78708de740
Backtest-reports should calculate total gains based on starting capital
2021-03-20 18:46:57 +02:00
Matthias
7cf61975fa
Allow dynamic stake for backtesting and hyperopt
2021-03-20 18:46:57 +02:00
Matthias
bd8ecc4256
Enable compounding for backtesting
2021-03-20 18:46:57 +02:00
Matthias
0d664e553a
Improve Wallet logging disabling for backtesting
2021-03-20 18:46:57 +02:00
Matthias
22412a1974
use get_all_locks to get locks for backtest result
2021-03-20 18:46:57 +02:00
Matthias
987f984c0f
Use sell-reason value in backtesting, not the enum object
2021-03-20 18:46:57 +02:00
Matthias
f56e63895d
Extract close method for exchange
2021-03-20 18:46:57 +02:00
Matthias
b89744753e
remove only ccxt objects when hyperopting
2021-03-20 18:46:57 +02:00
Matthias
2e421ebe29
Add wallets to backtesting
2021-03-20 18:46:57 +02:00
Patrick Weber
5d01d202ad
Fixed line length in HyperOpt for new name
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Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-20 18:46:57 +02:00
Patrick Weber
dd19f99a0a
Add strategy name to HyperOpt results filename
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This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-20 18:46:57 +02:00
Matthias
c32f9706ff
Fix too long line errors
2021-03-20 18:46:57 +02:00
raoulus
adf040ab97
added "Median profit" column to hyperopt -> export-csv
2021-03-20 18:46:57 +02:00
Matthias
c2a2719466
Fix mypy errors introduced by Arrow update
2021-03-20 18:46:57 +02:00
Matthias
11b20d6932
Add config to hyperopt_loss_function documentation
2021-02-17 07:04:29 +01:00
Matthias
eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data
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pass data and config to loss function
2021-02-16 20:06:50 +01:00
Matthias
009a447d8a
Adjust documentation for new parameter in loss functions
2021-02-16 19:51:09 +01:00
Florian Merz
3e06cd8b3a
pass data and config to loss function
2021-02-16 10:11:33 +01:00
Florian Reitmeir
5c263c7ffd
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
2021-02-14 19:41:12 +01:00
Matthias
e7acee7904
Improve coin value output by rounding coin specific
2021-02-13 16:05:56 +01:00
Matthias
072abde9b7
Introduce round_coin_value to simplify coin rounding
2021-02-13 16:05:35 +01:00
Matthias
c659150d9f
Also print trade_duration in seconds to json
2021-01-25 19:42:34 +01:00
Matthias
62e43539c9
Limit max_open_trades to maximum available pairs
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closes #4008
2021-01-24 19:59:54 +01:00
Matthias
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
Matthias
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
Matthias
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
Matthias
48977493bb
Backtesting does not need to convert to BacktestResult object
2021-01-24 08:58:41 +01:00
Matthias
7c80eeea95
Add use_custom_stoploss to optimize_report
2021-01-19 22:51:12 +01:00
Matthias
0b65fe6afe
Capture backtest start / end time
2021-01-14 19:09:25 +01:00
Matthias
9147106259
call bot_loop_start() in backtesting to allow setup-code to run
2021-01-14 19:09:25 +01:00
Matthias
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
Matthias
9d4cdcad10
Extract backtesting of one strategy
2021-01-14 19:04:42 +01:00
