Commit Graph

1802 Commits

Author SHA1 Message Date
Matthias 811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
Improve backtest detail speed
2023-01-09 18:21:54 +01:00
root 7bf531c8b8 isort fix 2023-01-07 09:50:05 +09:00
Stefano Ariestasia c1042996db flake8 fix 2023-01-07 09:46:46 +09:00
Stefano Ariestasia 6198b21001 update calmar loss 2023-01-07 09:30:16 +09:00
Stefano Ariestasia d3b1aa7f01 update sortino calc 2023-01-07 09:19:06 +09:00
Stefano Ariestasia 157bf962f7 add missing imports 2023-01-07 09:14:56 +09:00
Stefano Ariestasia 86ba7dae92 change sharpe hyperopt loss 2023-01-07 08:56:40 +09:00
Matthias 92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Matthias 8e5b4750d6 Continue in "regular backtest" case (no detail-data available).
link to #7967
2023-01-04 18:08:45 +01:00
Matthias 02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
Stefano Ariestasia 6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias 7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
Matthias 2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias 79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias 8c014bd365 Export trade-counts to csv
closes #7789
2022-11-25 16:57:45 +01:00
Matthias 8ee8b6e943 Improve hyperopt list output
closes  #7789
2022-11-25 16:31:21 +01:00
Robert Caulk cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Matthias 0a702cdd26 Ensure more methods are typechecked 2022-11-14 20:56:35 +01:00
Matthias 0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias 884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Matthias ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Matthias 0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
Wagner Costa Santos 6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Wagner Costa Santos 52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
Matthias c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias 6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias 8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias 0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
Matthias 05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Matthias c8e6dad9cd use exit_reason to determine left open trades 2022-10-15 12:00:20 +02:00
Matthias 9d4ba767c4 Update usages of search_all_objects 2022-10-14 14:50:52 +00:00
Wagner Costa Santos 02fc59d473 Merge branch 'develop' into backtest_live_models 2022-10-13 15:52:19 -03:00
Matthias f019471051 Don't round prices if no custom prices have been used
closes #7573
2022-10-13 19:51:42 +02:00
Wagner Costa Santos 3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
Marek Cieplucha 3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias a6296be2f5 Update market_change datatype 2022-10-04 10:27:04 +00:00
Matthias 016e438468 Calculate market-change in hyperopt
closes #7532
2022-10-04 08:37:07 +00:00
Matthias 2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
Producerpairlist
2022-09-30 06:54:15 +02:00
Wagner Costa Santos 6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Matthias 30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Wagner Costa Santos 3c002ff752 Merge branch 'develop' into backtest_live_models 2022-09-27 10:27:47 -03:00
Matthias 8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias 43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Wagner Costa Santos 182d9e5426 Merge branch 'develop' into backtest_live_models 2022-09-26 17:23:44 -03:00