Commit Graph

1742 Commits

Author SHA1 Message Date
Matthias
f991109b0a Add sell-reason to sell-tree 2018-07-19 13:29:42 +02:00
Matthias
6bb7167b56 Add sellType enum 2018-07-19 13:25:48 +02:00
Matthias
c0a7725c1f Add stoploss offset 2018-07-19 13:22:44 +02:00
Matthias
8f254031c6 Add short form for parameters, change default for hyperopt 2018-07-19 13:19:36 +02:00
Matthias
aa69177436 Properly check emptyness and adjust floatfmt 2018-07-19 13:14:21 +02:00
Matthias
64f933477d
Merge pull request #1007 from freqtrade/remove-analyze
Remove Analyze
2018-07-19 10:12:36 +02:00
Matthias
75c0a476f8 Test setting verbosity in commandline 2018-07-18 23:40:04 +02:00
Matthias
1ab7f5fb6d add tests for more debug levels 2018-07-18 22:53:44 +02:00
Matthias
789b98015f Allow different loglevels 2018-07-18 22:52:57 +02:00
Matthias
7134c15e86
Merge pull request #1024 from freqtrade/feature/webhook
Feature/webhook
2018-07-18 20:39:57 +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
Luis Felipe Diaz Chica
ee8e890f50 Add docs to get_trade_stake_amount function 2018-07-18 01:36:39 -05:00
creslinux
3184c85dca default settings to trigger low, take stop 2018-07-17 21:33:11 +00:00
Matthias
3df79b8542 fix hanging intend 2018-07-17 21:12:05 +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
85fd4dd3ff rename analyze.py to exchange_helpers.py 2018-07-17 21:26:52 +03:00
creslinux
8cea0517eb Added stop_stops
stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.

This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
2018-07-17 11:22:38 +00:00
creslinux
ed4bf32f2a Fixed Stop closing in Index 0
when buy opening on Index 1
2018-07-17 10:59:17 +00:00
Janne Sinivirta
e11ec28962 remove leftover commented-out code 2018-07-17 11:13:35 +03:00
creslinux
baaf0a5b21 Handle when 0 trades are found in any pairs being tested. 2018-07-17 08:12:21 +00:00
Janne Sinivirta
084264669f fix the last failing unit test 2018-07-17 11:02:07 +03:00
Janne Sinivirta
dbc3874b4f __init__ must return None to please mypy 2018-07-17 10:47:15 +03:00
Janne Sinivirta
78af4bc785 move and fix tests from Analyze to interface of strategy 2018-07-17 10:23:04 +03:00
creslinux
a313917347 Handle a buy on the last candle
We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
creslinux
357c8c0ba0 sensible defaults 2018-07-16 18:32:41 +00:00
creslinux
8d5da4e6ad changed defaults
Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
creslinux
ec1960530b Added Show trades option
If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
creslinux
99d16e82c0 disable time calcs output on vector displaying in debug. Excessive. 2018-07-16 16:30:11 +00:00
creslinux
885a653439 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
creslinux
059aceb582 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux
0f3339f74f use ujson to load ticker files 30% faster from disk. 2018-07-16 16:09:42 +00:00
creslinux
4a39a754f4 Fixed: self.use_backslap = Bool on line97
If self.use_backslap = True   Backslap executes
If self.use_backslap = False  Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux
5aaf454f12 GAS trades verified from candle data to excel by hand
All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux
fb0edd71ff in tech test 2018-07-16 14:16:35 +00:00
creslinux
eed29a6b8a update 2018-07-16 13:16:18 +00:00
creslinux
7174f27eb8 Rewrite to used algned numpy/dataframes
updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
Samuel Husso
a3466f4b42
Merge pull request #1031 from freqtrade/feat/update_configdict
Update config dict with attributes loaded from strategy
2018-07-16 10:00:46 +03:00
Samuel Husso
050afe2bc0
Merge pull request #979 from creslinux/Check_timeframes
Handle if ticker_interval in config.json is not supported on exchange.
2018-07-16 09:57:46 +03:00
Janne Sinivirta
5c87c420c7 restore one analyze test 2018-07-16 08:59:14 +03:00
Janne Sinivirta
aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta
f6b8c2b40f move parse_ticker_dataframe outside Analyze 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
creslinux
a8b62a21cc hmm 2018-07-15 17:03:47 +00:00
creslinux
4e68362d46 Works with reporting output
Bugs
Calculating % prof ok, but abs wrong

BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
creslinux
71c3106f8f Added ABS and Fees
Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
  its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
Matthias
158226012a consistent use of the config dict within the test 2018-07-15 09:08:14 +02:00
Matthias
b4ba641131 Update config dict with attributes loaded from strategy 2018-07-15 09:01:08 +02:00
creslinux
07175ebc5a up 2018-07-14 23:45:06 +00:00
creslinux
90e3c38757 First cut, Bslap
science project replacement for freqtrade backtest analysis

- appprox 300-500x quicker to execute

- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price

Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
Matthias
278e7159bc adjust webhook tests 2018-07-14 13:32:35 +02:00
Matthias
1284627219 move url to private class level 2018-07-14 13:32:35 +02:00
Matthias
120fc29643 use dict comprehension 2018-07-14 13:32:35 +02:00
Matthias
6336d8a0e2 remove copy leftover 2018-07-14 13:32:35 +02:00
Matthias
ee2f6ccbe9 Add test for enable_webhook 2018-07-14 13:32:35 +02:00
Matthias
144d308e5e Allow enabling of webhook 2018-07-14 13:32:35 +02:00
Matthias
a4643066a8 allow more flexibility in webhook 2018-07-14 13:32:35 +02:00
Matthias
25250f7c10 don't hardcode post parameters 2018-07-14 13:32:35 +02:00
Matthias
fa8512789f add tests for webhook 2018-07-14 13:32:35 +02:00
Matthias
ae22af1ea3 fix typo 2018-07-14 13:32:35 +02:00
Matthias
6e16c1d80d add webhook test file 2018-07-14 13:32:35 +02:00
Samuel Husso
fa8b349200 rpc: dont re-use variables with different types 2018-07-14 08:02:39 +03:00
gcarq
cb8cd21e22 add tests for telegram.send_msg 2018-07-12 17:50:11 +02:00
gcarq
a559e22f16 remove duplicate send_msg invocation 2018-07-12 17:29:02 +02:00
gcarq
7eaeb8d146 status: return arrow object instead humanized str 2018-07-12 17:27:40 +02:00
gcarq
0920fb6120 use more granular msg dict for buy/sell notifications 2018-07-12 17:16:31 +02:00
gcarq
4cb1aa1d97 use dict as argument for rpc.send_msg 2018-07-12 17:12:42 +02:00
gcarq
96a405feb7 implement name property in abstract class 2018-07-12 17:11:31 +02:00
gcarq
112998c205 refactor _rpc_balance 2018-07-12 17:11:31 +02:00
gcarq
f1a370b3b9 return dict from _rpc_status and handle rendering in module impl 2018-07-12 17:10:04 +02:00
gcarq
29670b9814 remove markdown formatting from exception string 2018-07-12 17:07:19 +02:00
gcarq
df8ba28ce5 convert start, stop and reload_conf to return a dict 2018-07-12 17:07:19 +02:00
Matthias
06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta
1f16ff268f
Merge pull request #1010 from jblestang/refactoring_create_trade_function
Refactoring Create Trade
2018-07-11 07:23:03 +03:00
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
Jean-Baptiste LE STANG
773fb5953b Reafcotring Create Trade 2018-07-10 15:10:56 +02:00
Matthias
85c60519b0 Fix test crash 2018-07-09 22:11:12 +02:00
Matthias
750d737b7d Add tests for change to open_rate 2018-07-08 20:18:34 +02:00
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
38487644f0 fix tests for backtest-result output table 2018-07-08 19:55:16 +02:00
Matthias
1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta
8fb146ba6a
Merge pull request #992 from freqtrade/backtest_optimize
reduce calculation effort by removing a call to calc_profit_percent
2018-07-08 17:41:50 +03:00
Janne Sinivirta
6926e468a4
Merge pull request #984 from freqtrade/test_backtest_results
Test backtest results
2018-07-08 17:40:12 +03:00
Matthias
8dd6e29426 don't flag data as outdated which isn't 2018-07-08 13:34:47 +02:00
Matthias
3e03a208f1 reduce calculation effort (slightly!) 2018-07-07 20:17:53 +02:00
Matthias
570d27a0c4 Add testcase where ticker_interval is not in the configuration 2018-07-07 15:30:29 +02:00
Matthias
3f6e9cd28f Add tests for validate_timeframes 2018-07-07 14:42:53 +02:00
Matthias
af17cef002 fix existing tests to work with validate_timeframes 2018-07-07 14:41:42 +02:00
Matthias
9906da46f6 move comment to correct place 2018-07-06 20:00:54 +02:00
Matthias
54976fa103 Add more tests to validate buy/sell rows 2018-07-06 19:56:16 +02:00
Gert Wohlgemuth
1897a1cb6a fixed mypy issues, seriosuly... 2018-07-05 16:10:38 -07:00
Gert Wohlgemuth
58879ff012 fixed braket 2018-07-05 15:01:53 -07:00
Gert Wohlgemuth
e1f5745f59
Update resolver.py 2018-07-05 14:50:23 -07:00
Gert Wohlgemuth
1c48902e64
Merge branch 'develop' into BASE64 2018-07-05 14:40:04 -07:00
Gert Wohlgemuth
8bbee4038b integrated BASE64 encoded strategy loading 2018-07-05 14:30:24 -07:00
Matthias
c35d1b9c9d Add test which checks the backtest result 2018-07-05 23:22:35 +02:00
Samuel Husso
e808b3a2a1 rpc: get rid of extra else and fix mypy warning 2018-07-05 10:47:08 -05:00
Samuel Husso
df68b0990f rpc: fstrings 2018-07-05 10:11:29 -05:00
Samuel Husso
adbffc69e1 telegram: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso
a2063ede55 persistence: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso
7dca3c6d03 freqtradebot,main,hyperopt: fstrings in use 2018-07-05 10:11:29 -05:00
Samuel Husso
03c112a601 config, optimize: fstrings in use 2018-07-05 10:11:29 -05:00
creslinux
5ab644dea6 flake 8 fix 2018-07-05 12:05:31 +00:00
creslinux
966668f48a Handle if ticker_interval in config.json is not supported on exchange.
Returns.

Tested positive and negative data.
The ticker list in constants.py may be obsolete now, im not sure.

 raise OperationalException(f'Invalid ticker {timeframe}, this Exchange supports {timeframes}')
freqtrade.OperationalException: Invalid ticker 14m, this Exchange supports {'1m': '1m', '3m': '3m', '5m': '5m', '15m': '15m', '30m': '30m', '1h': '1h', '2h': '2h', '4h': '4h', '6h': '6h', '8h': '8h', '12h': '12h', '1d': '1d', '3d': '3d', '1w': '1w', '1M': '1M'}
2018-07-05 11:57:59 +00:00
Samuel Husso
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
Janne Sinivirta
bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Janne Sinivirta
96bb2efe69 use joblib.dump and load for trials 2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00 change pickle file name to better suit it's current purpose 2018-07-03 22:17:43 +03:00
Janne Sinivirta
9dbe0f50a3 fix tests after changing the dumping and pickling dataframe in hyperopt 2018-07-03 22:09:59 +03:00
Janne Sinivirta
3a7056ea1b run at least one epoch 2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645 remove dead code 2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24 sort imports in hyperopt.py 2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9 avoid re-serialization of whole dataframe 2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860 use cpu count explicitly in job count 2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2 use fstring 2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce handle the case where we have zero buys 2018-07-02 11:46:55 +03:00
Janne Sinivirta
aec3f582e1 Merge branch 'develop' into skopt 2018-07-02 11:27:27 +03:00
xmatthias
3c5be55eb9 remove unnecessary variable 2018-07-01 20:17:30 +02:00
xmatthias
782570e71e Address PR comment 2018-07-01 20:03:07 +02:00
Matthias
ed2a1becef
Merge branch 'develop' into feat/stop_loss 2018-07-01 20:01:02 +02:00
xmatthias
937644a04b change while-loop to enumerate - add intensified test for this scenario 2018-07-01 19:55:51 +02:00
xmatthias
e39d88ef65 Address some PR comments 2018-07-01 19:54:26 +02:00
Michael Egger
f91263c8ef
Merge pull request #966 from freqtrade/feat/revamp_exchangetest
Rewrite standard ccxt exception handling
2018-07-01 19:47:57 +02:00
Michael Egger
e2127f5af1
Merge pull request #969 from xmatthias/split_unfilled
separating unfulfilled timeouts for buy and sell
2018-07-01 19:47:24 +02:00
xmatthias
2dc881558d address PR comments 2018-07-01 19:41:19 +02:00
xmatthias
c66f858b98 rename innerfun to mock_ccxt_fun 2018-07-01 19:37:55 +02:00
Michael Egger
8023fdf923
Merge pull request #971 from freqtrade/fix/nonmocked_markets
Add get_markets mock to new tests
2018-07-01 15:11:22 +02:00
Michael Egger
2cee8e52c1
Merge pull request #965 from freqtrade/fix/fix_959
catch crash with cobinhood
2018-07-01 14:28:01 +02:00
xmatthias
9e3e900f78 Add get_markets mock to new tests 2018-06-30 17:49:46 +02:00
Nullart
98108a78f1 separating unfulfilled timeouts for buy and sell 2018-06-30 13:44:42 +02:00
Janne Sinivirta
0ce08932ed mypy fixes 2018-06-30 09:54:31 +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
cf6b1a637a increase exchange code coverage 2018-06-28 22:32:28 +02:00
xmatthias
dcdc18a338 rename test-function 2018-06-28 22:18:38 +02:00
xmatthias
15c7854e7f add test for exchange_has 2018-06-28 22:11:45 +02:00
xmatthias
fe8a21681e add test for Not supported 2018-06-28 21:56:37 +02:00
xmatthias
ebbfc720b2 increase test coverage 2018-06-28 21:51:59 +02:00
xmatthias
8ec9a09749 Standardize retrier exception testing 2018-06-28 21:22:43 +02:00
xmatthias
2d4ce593b5 catch crash with cobinhood
fixes #959
2018-06-28 19:53:51 +02:00
xmatthias
d5ad066f8d support multiple db transitions by keeping the backup-table dynamic 2018-06-27 20:15:25 +02:00
xmatthias
860b270e30 update db migrate script to work for more changes 2018-06-27 19:49:08 +02:00
xmatthias
8ecdae67e1 add mypy ignore (and comment as to why) 2018-06-27 06:57:41 +02:00
xmatthias
78e6c9fdf6 add tests for trailing stoploss 2018-06-27 06:52:31 +02:00
xmatthias
c997aa9864 move initial logic to persistence 2018-06-27 06:38:49 +02:00
xmatthias
a91d75b3b2 Add test for adjust_stop-loss 2018-06-27 06:23:49 +02:00
xmatthias
e9d5bceeb9 cleanly check if stop_loss is initialized 2018-06-27 00:18:50 +02:00
xmatthias
88b898cce4 add test for moving stoploss 2018-06-27 00:18:30 +02:00
xmatthias
8bec505bbe add test for trailing_stoploss 2018-06-26 23:40:36 +02:00
xmatthias
a3708bc56e add missing test 2018-06-26 23:40:20 +02:00
xmatthias
da5be9fbd0 add stop_loss based on work from @berlinguyinca 2018-06-26 23:06:27 +02:00
xmatthias
5015bc9bb0 slight update to persistence 2018-06-26 22:41:28 +02:00
xmatthias
243c36b39b get persistence.py for stop_loss 2018-06-26 20:49:07 +02:00
Janne Sinivirta
2b6407e598 remove unused tests from hyperopt 2018-06-25 11:38:42 +03:00
Janne Sinivirta
0bddc58ec4 extract loading previous results to a method 2018-06-25 11:38:14 +03:00
xmatthias
43f1a1d264 rework download_backtest script 2018-06-24 19:52:12 +02:00
xmatthias
e70cb963f7 document what to do with exported backtest results 2018-06-24 17:00:00 +02:00
Janne Sinivirta
118a43cbb8 fixing tests for hyperopt 2018-06-24 15:27:53 +03:00
Samuel Husso
3384679bad bump develop to 0.17.1 2018-06-23 09:38:20 -05:00
Michael Egger
beb15532f7
Merge pull request #950 from freqtrade/fix-filenotfounderror
StrategyResolver: Don't fail if user_data isn't present
2018-06-23 16:07:52 +02:00
Anton
f82b809fcf Merge with develop 2018-06-23 16:50:27 +03:00
Janne Sinivirta
642ad02316 remove unused import 2018-06-23 15:56:38 +03:00
Janne Sinivirta
ab9e2fcea0 fix guard names to match search space 2018-06-23 15:47:19 +03:00
Janne Sinivirta
136456afc0 add three triggers to hyperopting 2018-06-23 15:44:51 +03:00
gcarq
4ea5fcc661 resolver: don't fail if user_data can't be found 2018-06-23 14:42:22 +02:00
gcarq
9c66c25890 resolver: use current folder instead of script folder to find user_data 2018-06-23 14:34:36 +02:00
xmatthias
0440a19171 export open/close rate for backtesting too
preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
gcarq
0b3e4f6bcd remove dead code 2018-06-23 13:50:49 +02:00
gcarq
295dfe2652 persistence: remove obsolete global _CONF variable 2018-06-23 13:50:22 +02:00
Michael Egger
df9015a7f1
Merge pull request #942 from xmatthias/feat/buy_on_sell_first
Introduce ignore_roi_if_buy_signal parameter to avoid sell/buy scenarios
2018-06-23 13:42:03 +02:00
Janne Sinivirta
e8f2e6956d to avoid pickle problems, get rid of reference to exchange after initialization 2018-06-23 14:37:36 +03:00
Janne Sinivirta
a525cba8e9 switch signal handler to try catch. fix pickling and formatting output 2018-06-23 14:37:36 +03:00
Janne Sinivirta
8272120c3a convert stoploss and ROI search spaces to skopt format 2018-06-23 14:37:36 +03:00
Janne Sinivirta
8fee2e2409 move result logging out from optimizer 2018-06-23 14:37:36 +03:00
Janne Sinivirta
c415014153 use multiple jobs in acq 2018-06-23 14:37:36 +03:00
Janne Sinivirta
964cbdc262 increase initial sampling points 2018-06-23 14:37:36 +03:00
Janne Sinivirta
a46badd5c0 reuse pool workers 2018-06-23 14:37:36 +03:00
Janne Sinivirta
0cb1aedf5b problem with pickling 2018-06-23 14:37:36 +03:00
Janne Sinivirta
b485e6e0ba start small 2018-06-23 14:37:36 +03:00
gcarq
810d7de869 tests: add dir() assertion 2018-06-23 14:37:36 +03:00
gcarq
398b21a11d implement test for import_strategy 2018-06-23 14:37:36 +03:00
gcarq
78f50a1471 move logic from hyperopt to freqtrade.strategy 2018-06-23 14:37:36 +03:00
gcarq
5aae215c94 wrap strategies with HyperoptStrategy for module lookups with pickle 2018-06-23 14:37:36 +03:00
Janne Sinivirta
01d45bee76 fix flake8 2018-06-23 14:37:36 +03:00
Janne Sinivirta
c1691f21f3 check that we set fee on backtesting init 2018-06-23 14:37:36 +03:00
Janne Sinivirta
a68c90c512 avoid calling exchange.get_fee inside loop 2018-06-23 14:37:36 +03:00
xmatthias
fc219b4e94 move experimental eval below stop_loss_reached to improve performance 2018-06-23 13:10:08 +02:00
gcarq
818a6b12ed tests: add dir() assertion 2018-06-23 11:57:26 +02:00
gcarq
4bd61df3a7 implement test for import_strategy 2018-06-23 11:14:31 +02:00
gcarq
c40e6a12d1 move logic from hyperopt to freqtrade.strategy 2018-06-23 11:13:49 +02:00
gcarq
3360bf4001 wrap strategies with HyperoptStrategy for module lookups with pickle 2018-06-23 10:42:33 +02:00
Janne Sinivirta
9a07d57ed7 fix flake8 2018-06-23 07:58:25 +03:00
xmatthias
2be7b3d9eb fix mocked bid-value to match limt_buy_order config 2018-06-22 21:24:21 +02:00
xmatthias
e2a2a0be9b extract stop_loss_reached to allow check before ignore_roi_if_buy_signal 2018-06-22 21:21:34 +02:00
Janne Sinivirta
f7e5d2c3a5 check that we set fee on backtesting init 2018-06-22 21:55:09 +03:00
xmatthias
cbfee51f32 introduce experimental variable and fix test naming 2018-06-22 20:51:21 +02:00
xmatthias
8a44dff595 don't sell if buy is still active 2018-06-22 20:23:23 +02:00
Janne Sinivirta
c73b9f5c77 avoid calling exchange.get_fee inside loop 2018-06-22 21:04:07 +03:00
Janne Sinivirta
5fcdd3831c
Merge pull request #928 from freqtrade/feat/objectify_exchange
Objectify exchange
2018-06-22 06:36:14 +03:00
xmatthias
7f927b4d7a Squashed commit of the following:
commit 435f299bcf
Author: Gert Wohlgemuth <berlinguyinca@gmail.com>
Date:   Wed Jun 20 01:57:28 2018 -0700

    improve readability of outdated history code
2018-06-21 20:47:53 +02:00
xmatthias
f7b46d5404 update docstring 2018-06-18 22:34:28 +02:00
xmatthias
896afe7118 convert get_name and get_id to properties 2018-06-18 22:20:50 +02:00
xmatthias
ef53134499 lowercase variables 2018-06-18 22:09:46 +02:00
xmatthias
c31519fdb2 lowercase _api object 2018-06-18 22:07:15 +02:00
xmatthias
162f948729 add test for non-configured exchange 2018-06-18 19:56:23 +02:00
xmatthias
ae4c4e77bf standardize exception tests - add one more 2018-06-18 19:46:42 +02:00
xmatthias
695beecf14 add test for get_markets 2018-06-18 19:36:36 +02:00
xmatthias
520c7feeab Add test for fetch_tickers 2018-06-17 23:38:07 +02:00
xmatthias
1e3d722bc2 add test for get_trades 2018-06-17 23:38:07 +02:00
xmatthias
c9f8dfc6c5 increase get_fee coverage 2018-06-17 23:38:07 +02:00
xmatthias
d156de39f1 Increase test-coverage 2018-06-17 23:38:07 +02:00
xmatthias
2b099a89e4 fix styling issues 2018-06-17 23:38:07 +02:00
xmatthias
6e6ec969eb cleanup mockings 2018-06-17 23:38:07 +02:00
xmatthias
e194af8d25 Streamline validate_pair patching 2018-06-17 23:38:07 +02:00
xmatthias
ace5198475 fix optimize tests 2018-06-17 23:38:07 +02:00
xmatthias
52d36c33cf fix optimie test 2018-06-17 23:38:07 +02:00
xmatthias
251f7db3ca require exchange object to delete pairs 2018-06-17 23:38:07 +02:00
xmatthias
c83e8b7cb5 fix rpc_test 2018-06-17 23:38:07 +02:00
xmatthias
64e09f74a1 fix rpc tests 2018-06-17 23:38:07 +02:00
xmatthias
63b568989a Fix rpc for exchange objectify 2018-06-17 23:38:07 +02:00
xmatthias
975b42caa3 fix tests for exchange objectify 2018-06-17 23:38:07 +02:00
xmatthias
75d02df60d add exchange to call get_singal 2018-06-17 23:38:07 +02:00
xmatthias
082b6077e9 Fix tests analyze 2018-06-17 23:38:07 +02:00
xmatthias
e8ab76f55b fix small in tests 2018-06-17 23:38:07 +02:00
xmatthias
495f15f13c fix exchange tests 2018-06-17 23:38:07 +02:00
xmatthias
68f6423d39 fix most tests 2018-06-17 23:38:07 +02:00
xmatthias
67d345bc08 fix tests for objectify exchange 2018-06-17 23:38:07 +02:00
xmatthias
a159db6863 get_exchange 2018-06-17 23:38:07 +02:00
xmatthias
dea26fadfe move init_ccxt to class 2018-06-17 23:38:07 +02:00
xmatthias
21edcbdc27 Refactor exchange to class 2018-06-17 23:38:07 +02:00
Janne Sinivirta
c608f1e21e
Merge pull request #923 from freqtrade/fix_test_hyperopt
fix hyperopt test when no config.json exists
2018-06-17 16:07:57 +03:00
Michael Egger
5ce2071279
Merge pull request #925 from freqtrade/increase_test_cov_configuration
increase test-coverate for configuration
2018-06-17 13:19:16 +02:00
Anton
ae94ab17f4 Merge branch 'develop' into feature-unlimited-stake_amount 2018-06-17 02:23:40 +03:00
Anton
eb909068c5 Add minimal pair stake amount check 2018-06-17 02:23:12 +03:00
xmatthias
972736f0ab increase test-coverate for configureation 2018-06-16 20:55:35 +02:00
xmatthias
7564f7e526 fix hyperopt test when no config.json exists 2018-06-16 13:49:03 +02:00
xmatthias
fa00157d12 Fix fiat_convert missing mockups 2018-06-16 13:42:25 +02:00
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
Janne Sinivirta
0c85febe76 remove all mongodb related code 2018-06-16 09:09:28 +03:00
Janne Sinivirta
c1f8f641e6 remove use of hyperopt_conf.py 2018-06-16 09:09:28 +03:00
xmatthias
c0289ad844 use list comprehension to build list 2018-06-13 19:53:12 +02:00
xmatthias
e600be4f56 Reduce force-sell verbosity 2018-06-13 19:44:00 +02:00
gcarq
d684ff5715 drop zlma implementation 2018-06-13 16:20:13 +02:00
ran
6edb25f5c2 fixed heikenashi calculation 2018-06-13 16:17:42 +02:00
ran
e6e5c5daf0 added zlma 2018-06-13 16:16:02 +02:00
ran
61f92b7460 bugfix 2018-06-13 16:13:36 +02:00
gcarq
46080f5168 define _rpc_reload_conf as private method 2018-06-13 15:29:27 +02:00
gcarq
e14c9e2090 fix potential cleanup issue 2018-06-13 12:21:54 +02:00
gcarq
83eb7a0a9d adjust logging a bit and add some comments 2018-06-13 12:21:54 +02:00
gcarq
6c1bb7983b rpc: make freqtrade a private variable 2018-06-13 12:21:54 +02:00
gcarq
34e10a145c remove Telegram.is_enabled() because RPCManager manages lifecycles 2018-06-13 12:21:54 +02:00
gcarq
3787dad212 don't import python-telegram-bot at runtime if disabled in config 2018-06-13 12:21:54 +02:00
gcarq
4048859912 rpc: remove tuple return madness 2018-06-13 12:21:54 +02:00
gcarq
cddb062db5 save rpc instances only in registered_modules, add some abstract methods 2018-06-13 12:21:54 +02:00
xmatthias
6357812743 fix backtest report able 2018-06-13 06:57:49 +02:00
xmatthias
0f117d480e improve backtesting-tests
* assert length of result specifically
* add assert for "open_at_end"
2018-06-13 06:42:24 +02:00
xmatthias
8d8e6dcffc Add test for extracted backtest_results test 2018-06-13 06:31:42 +02:00
xmatthias
e3ced7c15e extract export from backtest function 2018-06-12 22:29:30 +02:00
xmatthias
bfde33c945 Use timestamp() instead of strftime
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
Michael Egger
59a4dffc56
Merge pull request #901 from freqtrade/fix/backtest_abort_no_data
Check if no backtest data is found and fail gracefully
2018-06-12 02:54:58 +02:00
Anton
708320318c Check minimal amount 2018-06-12 01:05:43 +03:00
xmatthias
a0f735d4f2 reduce test-noise 2018-06-11 21:02:24 +02:00
xmatthias
335d1fbbbc Check if no backtest data is found and fail gracefully 2018-06-11 19:50:43 +02:00
Anton
90025d0ac4 Fix check 2018-06-11 16:38:10 +03:00
Anton
ce663f6af5 Merge with develop 2018-06-11 16:25:05 +03:00
Anton
3676015184 Fix check 2018-06-11 16:21:57 +03:00
Janne Sinivirta
c46e50864b
Merge pull request #886 from freqtrade/feature/reload-conf
Reload bot config without restarting
2018-06-11 10:47:00 +03:00
xmatthias
12e455cbf5 add buy/sell index to backtest result 2018-06-10 20:52:42 +02:00
xmatthias
a9f3744f1b fix backtest test 2018-06-10 19:46:52 +02:00
xmatthias
9cc087c788 update hyperopt tests to support new structure 2018-06-10 13:56:23 +02:00
xmatthias
4710210cff fix hyperopt to use new backtesting result tuple 2018-06-10 13:56:10 +02:00
xmatthias
27ee8f7360 make flake happy 2018-06-10 13:55:48 +02:00
xmatthias
1cd7ac55a8 Added "left open trades" report 2018-06-10 13:45:16 +02:00
xmatthias
b81588307f Add "open_at_end" parameter 2018-06-10 13:37:53 +02:00
xmatthias
31025216f9 fix type of open/close timestmap 2018-06-10 13:32:07 +02:00
xmatthias
aff1ede46b Fix last backtesting test 2018-06-10 13:25:52 +02:00
xmatthias
322a528c12 fix bug with backtestResult 2018-06-10 13:25:16 +02:00
xmatthias
17c0ceec04 adjust tests for backtestresult type 2018-06-10 13:22:24 +02:00
xmatthias
c9476fade8 adjust tests for forcesell 2018-06-10 13:20:41 +02:00
xmatthias
7b5a2946e5 adjust for forcesell backtesting 2018-06-10 13:19:32 +02:00
xmatthias
9c57d3aa8b add BacktestresultTuple 2018-06-10 13:15:46 +02:00
xmatthias
c1b2e06eda simplify return from _get_sell_trade_entry 2018-06-10 09:07:04 +02:00
xmatthias
3094acc7fb update comment 2018-06-10 08:58:28 +02:00
xmatthias
24a875ed46 remove experimental parameters - they are read by analyze.py anyway 2018-06-09 21:44:57 +02:00
xmatthias
5623ea3ac6 Add forcesell at end of backtest period 2018-06-09 21:44:20 +02:00
Janne Sinivirta
8db3dfa8c6
Merge pull request #880 from freqtrade/fix/636
Fixes issue 636
2018-06-09 08:59:12 +03:00
Samuel Husso
38c32f0e10 flake8 fix 2018-06-09 08:40:32 +03:00
Samuel Husso
62b4efb881 freqtradebot: fstrings in use 2018-06-09 08:27:39 +03:00
Samuel Husso
b5c200f6c4 Fiat_converter: fstrings into use 2018-06-09 08:27:39 +03:00
Samuel Husso
18e3090379 Exchange: f-strings into use 2018-06-09 08:27:39 +03:00
Samuel Husso
1e1be6bc3f arguments,configuration: fstring in use 2018-06-09 08:24:45 +03:00
gcarq
61da7f63b2 Merge branch 'develop' of freqtrade into feature/reload-conf 2018-06-09 04:30:23 +02:00
gcarq
0b5d21f32a implement bot reconfiguration and expose it to telegram 2018-06-09 04:29:48 +02:00
gcarq
74db82d759 main: don't touch freqbot state in cleanup()
cleanup() should be only called after the main loop has been exited.
At that point the state shouldn't be modified.
2018-06-09 01:19:42 +02:00
gcarq
5851cc70a7 Merge branch 'develop' of freqtrade into fix/636 2018-06-09 00:37:46 +02:00
Michael Egger
faeda0e70c
Merge pull request #878 from freqtrade/fix_timeframe_issue
fix windows-specific init issue with named tuple
2018-06-08 22:44:06 +02:00
Michael Egger
73c5f0ec90
Merge pull request #872 from freqtrade/feature/improve-error-handling
improve error handling
2018-06-08 22:43:37 +02:00
Michael Egger
66f6e71e7e
Merge pull request #827 from freqtrade/fix/pylint_and_coverage
Increase code coverage and improve Pylint
2018-06-08 22:32:04 +02:00
xmatthias
8effc5f929 fix windows-specific init issue with named tuple 2018-06-08 19:46:07 +02:00
Samuel Husso
980172a55a
Merge pull request #865 from freqtrade/partial_candle_removal
Partial candle removal
2018-06-08 18:10:21 +03:00
Gerald Lonlas
5ca84acb6d Fix Flake8 2018-06-07 23:12:03 -07:00
Gerald Lonlas
50852136ef Increase FreqtradeBot.get_real_amount() coverage 2018-06-07 22:13:50 -07:00
Gerald Lonlas
20082f52a2 Increase code coverage for FreqtradeBot.process_maybe_execute_sell() 2018-06-07 22:13:50 -07:00
Gerald Lonlas
5ec3eb76eb Cover a edge case of CryptoToFiatConverter::_find_price() 2018-06-07 22:13:50 -07:00
Gerald Lonlas
dfbc94c05b Add missing test for CryptoToFiatConverter::convert_amount() 2018-06-07 22:13:50 -07:00
Gerald Lonlas
81ce7d720d Add missing unit test for Arguments::testdata_dl_options() 2018-06-07 22:13:50 -07:00
Gerald Lonlas
1db0f2bd55 Increase pylint to 10 for freqtrade/arguments.py 2018-06-07 22:13:50 -07:00
gcarq
10e12ec1b9 fix flake8 warning 2018-06-08 02:37:12 +02:00
gcarq
61b2373dd1 flush db connection after forcesell 2018-06-08 02:35:10 +02:00
gcarq
7f881cce85 add additional None check for trade.open_order_id 2018-06-08 02:34:44 +02:00
gcarq
95d6c9c678 adapt tests 2018-06-08 02:01:38 +02:00
gcarq
a2a1a517da fix flake8 warning 2018-06-08 02:01:18 +02:00
gcarq
27f83b511f raise OperationalException if config is missing 2018-06-08 02:00:42 +02:00
Anton
b1b87731b1 Support case when _get_trade_stake_amount returns None 2018-06-08 00:54:46 +03:00
Anton
b4138f29c8 Merge with develop 2018-06-08 00:29:44 +03:00
gcarq
dd3a53fb5f fix tests for main.py 2018-06-07 22:28:21 +02:00
Matthias
d23bcc435a
Merge pull request #864 from freqtrade/feature/overhaul-db-handling
Allow custom sqlite database path
2018-06-07 22:18:10 +02:00
gcarq
d41f71bc34 handle sqlalchemy NoSuchModuleError 2018-06-07 21:35:57 +02:00
xmatthias
f5fe9a4b1c fix rpc tests (add a test with multiple trades
without this, sum/percentage cannot be properly tested.
2018-06-07 20:52:03 +02:00
xmatthias
0e699b87af don't sum percentage, but use mean instead (aligned to backtesting) 2018-06-07 20:43:28 +02:00
gcarq
3f5efef6e5 tests: add proper asserts 2018-06-07 20:41:52 +02:00
gcarq
d4f8704a4c arguments: implement tests for db_url 2018-06-07 20:30:13 +02:00
gcarq
526cb1ea20 fix db-url handling if passed via CLI args 2018-06-07 20:15:31 +02:00
Janne Sinivirta
f5b47fbd86 flake8 fixes 2018-06-07 20:23:09 +03:00
Janne Sinivirta
3cee04fb8c bot should not repaint: do not include last partial candle in analysis 2018-06-07 20:23:09 +03:00
gcarq
ac602ed5a9 persistence: adapt checks to detect in-memory db 2018-06-07 19:10:26 +02:00
Samuel Husso
ad510b8b5f
Merge pull request #855 from freqtrade/fix-look-ahead
Avoid look-ahead in backtesting
2018-06-07 20:00:46 +03:00
gcarq
17742df591 Merge branch 'develop' of freqtrade into feature/overhaul-db-handling 2018-06-07 17:33:37 +02:00
gcarq
5b1ff6675f define constants.DEFAULT_DB_DRYRUN_URL and fix StaticPool conditions 2018-06-07 17:29:43 +02:00
Michael Egger
867145cd09
Merge pull request #859 from freqtrade/readd_ticker_caching
Re-add ticker caching for rpc operations
2018-06-07 17:15:59 +02:00
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
gcarq
c3d0980763 test_persistence: fix reference before assignment 2018-06-07 06:06:21 +02:00
gcarq
4ee5271de7 fix failing dynamic-whitelist test 2018-06-07 05:50:07 +02:00
gcarq
a29ac44d64 adapt tests 2018-06-07 05:27:55 +02:00
gcarq
e2aa78c11b remove obsolete param 2018-06-07 05:27:27 +02:00
gcarq
58a6f21705 remove dry_run_db and replace it with db_url in config 2018-06-07 05:26:39 +02:00
gcarq
8583e89550 persistence: simplify init and pass db_url via config dict 2018-06-07 05:25:53 +02:00
xmatthias
7714490530 Test keyerror exception 2018-06-06 21:24:57 +02:00
xmatthias
4a17671f45 improve log message 2018-06-06 20:30:42 +02:00
xmatthias
a901f21bcd test ticker caching 2018-06-06 20:24:47 +02:00
xmatthias
e690003621 reinstate caching for get_ticker 2018-06-06 20:18:16 +02:00
xmatthias
cac6e0d715 Add docstring to TimeRange class 2018-06-06 00:10:18 +02:00
xmatthias
f37c5b70ba Fix tests - read optional argument 2018-06-05 23:53:49 +02:00
xmatthias
270ccbb0da fix args test 2018-06-05 23:41:50 +02:00
xmatthias
7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
Anton
12d8a8b1a3 Fix review comments 2018-06-06 00:14:28 +03:00
Gerald Lonlas
c29c13dfd7 Fix a typo in Arguments() comment 2018-06-04 22:42:24 -07:00
Gerald Lonlas
947462e134 Add back 'import os' in Arguments() 2018-06-04 21:29:53 -07:00
Gerald Lonlas
3778bcda24 Ok! you won Flake8 2018-06-04 21:18:03 -07:00
Gerald Lonlas
662436acd2 Fix typo in Argument() 2018-06-04 21:18:03 -07:00
Gerald Lonlas
5683f9e10e Remove hardcoded backtest-result.json in Plot scripts 2018-06-04 21:17:20 -07:00
Matthias
15fb81da92
Merge pull request #844 from creslinux/Constants_usdt
To be able to start with USDT in fiat_display_currency in config.json
2018-06-04 21:56:34 +02:00
creslinux
a44978a068 Per steer from project core member, add other valid coinmarketcap
listed crypto base currencies that are valid during conversion lookup

Here is the test of USDT working:
https://api.coinmarketcap.com/v2/ticker/1027/?convert=USDT&limit=10

CMK page lists: "BTC", "ETH" "XRP", "LTC", and "BCH" as valid.
2018-06-04 21:48:15 +03:00
creslinux
7c8bf95f8f To be able to start bot with USDT in fiat_display_currency in config.json
There are use case that build the base pair to consider price of whitelist pairs.
On Binance this is USDT not USD.
2018-06-04 16:45:47 +03:00
Janne Sinivirta
7df77b1b28 match timeframes to arguments 2018-06-04 16:35:34 +03:00
Janne Sinivirta
0f3dc821f2 add missing timeframes to allowed values 2018-06-04 15:08:45 +03:00
Janne Sinivirta
5ff405b0b0 allow defining of timeframes to download 2018-06-04 15:08:45 +03:00
Janne Sinivirta
639b6bc4f6 set and create default datadir based on used exchange 2018-06-04 14:27:42 +03:00
Janne Sinivirta
6891054b84 use folder user_data/data/exchangename by default and pick pairs.json from that folder by default 2018-06-04 12:37:06 +03:00
Janne Sinivirta
e10279b7b4 show default exchange in download_backtest_data.py 2018-06-04 11:50:33 +03:00
Janne Sinivirta
a0c79bd727 make --pairs-file required 2018-06-04 11:47:27 +03:00
Anton
3030bf9778 Fix types 2018-06-04 01:52:54 +03:00
Anton
87f750da35 Merge with develop 2018-06-04 01:50:10 +03:00
Anton
daa9c0c026 Fix review comments 2018-06-04 01:48:26 +03:00
xmatthias
e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
Gerald Lonlas
43696eff5c Add __main__.py to improve how to launch the bot 2018-06-03 08:57:13 -07:00
Janne Sinivirta
20815771ab
Merge pull request #817 from gcarq/feature/gdax
Enable Backtesting with GDAX and allow trading with EUR/USD
2018-06-03 17:49:20 +03:00
xmatthias
3a158faa30 Refactor fiat-list to constants 2018-06-03 13:47:36 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Gerald Lonlas
e8a59f4c20 Add a test to check the behavior when converting two FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas
638d98735f Allow fiat_convert to use same symbol for Crypto and FIAT 2018-06-03 00:13:48 -07:00
Gerald Lonlas
c9e49ed7b4 Sort ticker_history
CCXT does not sort the ticker history from exchanges.
Bittrex and Binance are sorted ASC (oldest first, newest last) when
GDAX is sorted DESC (newest first, oldest last).

Because of that the get_ticker_history() fall in a very long loop
when the tickers are sorted DESC. Means it downloads more than
needed.

This commit enable exhanges like GDAX and unify the ticker_history
list across all exchanges.
2018-06-03 00:13:48 -07:00
Gerald Lonlas
acbfe91f13 Allow EUR / USD as stake_currency
It will enable to trade with FIAT on exhanges like GDAX or Kraken.
2018-06-03 00:13:48 -07:00
Janne Sinivirta
7edafbb772
Merge pull request #823 from creslinux/timerange_unixtime_argument
Timerange unixtime argument
2018-06-03 07:22:41 +03:00
Janne Sinivirta
a657e3d24a
Merge pull request #826 from gcarq/fix/hyperopt-stake_currency
Fix stake_currency returned by Hyperopt  …
2018-06-03 07:19:24 +03:00
Janne Sinivirta
2cd8782a88
Merge pull request #825 from gcarq/fix/hyperopt-in-progress
Fix the in-progress dot that does not show up during a Hyperopt run
2018-06-03 07:16:39 +03:00
Gerald Lonlas
fe8ff1b929 Fix stake_currency return by Hyperopt
Hyperopt had BTC hard coded in the result. This commit  will display
the real stake_currency used.

If you used `"stake_currency": "USDT",` in your config file.
Before this commit you saw a message like:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 BTC (0.0027Σ%). Avg duration 142.5 mins."

Now with the commit, we fix the wrong BTC currency:
"2 trades. Avg profit  0.13%. Total profit  0.00002651 USDT (0.0027Σ%). Avg duration 142.5 mins."
2018-06-02 14:07:31 -07:00
Gerald Lonlas
127cf5d619 Backtesting: Add the Interval required when data is missing
Change the message:
"No data for pair ETH/BTC, use --refresh-pairs-cached to download the data"
for:
"No data for pair: "ETH/BTC", Interval: 5m. Use --refresh-pairs-cached to download the data"

The message structure is unified with the download message:
"Download the pair: "ETH/BTC", Interval: 5m"
2018-06-02 13:55:05 -07:00
creslinux
94e586c049 Added unit test to check posix time arguments passed to timerange
Here is the pass report:
freqtrade_new creslin$ pytest freqtrade/tests/test_arguments.py
==================================================================== test session starts =====================================================================
platform darwin -- Python 3.6.5, pytest-3.6.0, py-1.5.3, pluggy-0.6.0
rootdir: /Users/creslin/PycharmProjects/freqtrade_new, inifile:
plugins: mock-1.10.0, cov-2.5.1
collected 19 items

freqtrade/tests/test_arguments.py ...................                                                                                                  [100%]

================================================================= 19 passed in 2.37 seconds ==================================================================
2018-06-02 22:46:54 +03:00
Gerald Lonlas
dc65753a64 Fix the in-progress dot that does not show up during a Hyperopt run 2018-06-02 12:35:07 -07:00
creslin
43ba02afc6 Per feed back, kept the stype as date.
Use a tuple to keep as epoch int or process via arrow to timestamp.

I'll look at the test file also.
2018-06-02 21:59:18 +03:00
xmatthias
9537f17dd4 Fix test 2018-06-02 20:06:29 +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
creslin
6ca375a397 Extend timerange to accept unix timestamps.
This gives greater granularity over backtest, parsing tickerfiles.

Example runs using date and unix time below.

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=20180528-20180529
2018-06-02 18:44:58,829 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:44:58,830 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --timerange detected: 20180528-20180529 ...
2018-06-02 18:44:58,831 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
1  BTC_USDT   ETC_USD        0.965        -2.942         -4.070         -1.163      -1.128585  05-28 00:00  05-29 00:00      335.19
0  BTC_USDT   SNT_USD        0.943        -2.942         -5.857         -3.004      -2.915585  05-28 00:00  05-29 00:00      496.01
3  BTC_USDT  DASH_USD        0.902        -2.942         -9.034         -6.277      -6.092432  05-28 00:00  05-29 00:00      751.41
2  BTC_USDT   MTH_USD        0.954        -2.942         -9.290         -6.541      -6.348708  05-28 00:00  05-29 00:00       23.00
4  BTC_USDT   TRX_USD        0.951        -2.942        -13.647        -11.029     -10.704957  05-28 00:00  05-29 00:00    14544.57

Process finished with exit code 0

/usr/local/Cellar/python3/3.6.2/Frameworks/Python.framework/Versions/3.6/bin/python3.6 /Users/creslin/PycharmProjects/freqtrade/scripts/report_correlation.py --timerange=1527595200-1527618600
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Log level set to INFO
2018-06-02 18:47:40,382 - freqtrade.configuration - INFO - Using max_open_trades: 200 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --timerange detected: 1527595200-1527618600 ...
2018-06-02 18:47:40,383 - freqtrade.configuration - INFO - Parameter --datadir detected: freqtrade/tests/testdata ...
   BasePair      Pair  Correlation  BTC % Change  Pair % USD Ch  Pair % BTC Ch  Gain % on BTC        Start         Stop  BTC Volume
0  BTC_USDT   SNT_USD        0.680           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    68866.30
1  BTC_USDT   ETC_USD        0.857           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30   227514.17
2  BTC_USDT   MTH_USD        0.790           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    12103.96
3  BTC_USDT  DASH_USD        0.862           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30    72982.78
4  BTC_USDT   TRX_USD        0.178           NaN            NaN            NaN            NaN  05-29 12:00  05-29 18:30  1258316.95

Process finished with exit code 0
2018-06-02 19:45:08 +03:00
Matthias
81bb128cf7
Merge pull request #822 from gcarq/fix/misleading_log
change misleading logging for datadir
2018-06-02 14:50:27 +02:00
xmatthias
a8bf5092e8 add ignore explanation 2018-06-02 14:18:57 +02:00
xmatthias
f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias
3447e4bb97 comment on ignore hint 2018-06-02 14:13:17 +02:00
xmatthias
884395415f remove type:ignore 2018-06-02 14:10:15 +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
32300f6d5f don't initialize with None where it's not necessary 2018-06-02 13:55:06 +02:00
xmatthias
d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias
6fc21e30e5 remove unused import 2018-06-02 13:52:55 +02:00
xmatthias
6106822d10 typing 2018-06-02 13:44:41 +02:00