Matthias
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63f114395a
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is_short should be a boolean
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2022-12-26 14:02:47 +01:00 |
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Matthias
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d48a9ae96d
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Add leverage to backtest results
closes #7574
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2022-11-06 09:40:44 +01:00 |
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Matthias
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8c2e473ee5
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Fix test warning
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2022-09-27 08:53:29 +00:00 |
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Matthias
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43e847ff2f
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Update to pandas 1.5.0 syntax, avoiding warnings
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2022-09-27 08:02:51 +00:00 |
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Matthias
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0b806af487
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Add orders column to btresult
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2022-06-06 10:59:10 +02:00 |
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Matthias
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79107fd062
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Add minimal order object serialization
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2022-06-05 22:12:27 +02:00 |
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Matthias
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a3d9384bc0
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Remove clean-dry-run code
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2022-05-19 06:56:34 +02:00 |
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Matthias
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c6c569b772
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chore: split BTAnalyais to metrics
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2022-04-30 14:47:27 +02:00 |
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Matthias
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fbd142844f
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Refactor bt-caching stuff to it's own module
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2022-04-29 19:37:13 +02:00 |
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Matthias
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4143ebbeae
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Add CAGR calculation to backtesting
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2022-04-25 10:51:11 +02:00 |
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Matthias
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f89b64c972
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Improve test by having multistrat.meta file available
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2022-04-13 07:09:26 +02:00 |
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Matthias
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4ac54a76af
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Add strategy as mandatory argument
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2022-04-13 06:47:39 +02:00 |
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Matthias
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d9039152ba
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Add "get backtest historic results" endpoint
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2022-04-11 19:44:47 +02:00 |
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Matthias
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95f69a8c3b
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Remove some outdated TODO's
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2022-04-10 09:53:33 +02:00 |
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Matthias
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543aa74278
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update sell_reason to exit_reason
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2022-04-02 20:04:29 +02:00 |
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Matthias
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f090dcc597
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Merge branch 'develop' into feat/short
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2022-01-22 17:56:01 +01:00 |
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Matthias
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bb1d8fb54f
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Improve message when no hyperopt fie is found
closes #6266
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2022-01-21 15:24:26 +01:00 |
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Matthias
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d319204dea
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Add note about legacy metadata format
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2022-01-19 20:08:09 +01:00 |
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Rokas Kupstys
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5fffc5033a
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Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
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2022-01-19 11:44:35 +02:00 |
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Rokas Kupstys
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16861db653
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Implement previous backtest result reuse when config and strategy did not change.
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2022-01-15 17:30:40 +02:00 |
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Matthias
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522496d9e2
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Add Compatibility code for BT_DATA_COLUMNS
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2022-01-07 17:17:35 +01:00 |
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Matthias
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46809f08fe
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Merge branch 'develop' into feat/short
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2022-01-07 10:13:16 +01:00 |
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Matthias
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d64f9030c1
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Remove now unused codesegment
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2022-01-07 08:04:01 +01:00 |
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Matthias
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b3a4ecaf77
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Remove old backtest format support
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2022-01-06 19:49:25 +01:00 |
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Matthias
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a0f9c1bf7b
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Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
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2022-01-06 13:51:15 +01:00 |
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Matthias
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4e2b9203d7
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Remove no longer used BT_DATA_COLUMNS_MID
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2022-01-05 20:40:59 +01:00 |
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Sam Germain
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501f473164
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Merge branch 'develop' into feat/short
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2022-01-04 22:47:33 -06:00 |
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Matthias
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7a2b50ce8b
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Update drawdown calculation to account drawdown
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2022-01-04 17:07:31 +01:00 |
|
Matthias
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ddfbe55e7c
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Merge branch 'develop' into feat/short
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2022-01-01 19:16:49 +01:00 |
|
Matthias
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78ba2d3fc7
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Add underwaterplot calculation to btanalysis
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2022-01-01 14:39:58 +01:00 |
|
Matthias
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bd98637ae9
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Fail gracefully from plot-profit when no data is provided
closes #6132
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2021-12-30 10:14:45 +01:00 |
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Matthias
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c26c0b6822
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Merge branch 'feat/short' into short_buy_tag_compat
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2021-11-21 19:31:59 +01:00 |
|
Matthias
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36deced00b
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Remove more buy_tag references
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2021-11-21 09:55:10 +01:00 |
|
Matthias
|
0a50017c84
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Add long/short support to backtesting
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2021-11-18 20:34:59 +01:00 |
|
Matthias
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2a678bdbb4
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Update buy_tag column to long_tag
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2021-09-26 08:37:44 +02:00 |
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slowy07
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f24a951ec5
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fix: typo spelling grammar
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2021-08-16 19:16:24 +07:00 |
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kevinjulian
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49886874aa
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rename to buy_tag
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2021-07-21 20:05:35 +07:00 |
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kevinjulian
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cbfedf8b29
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fix backtest testcase
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2021-07-20 23:25:00 +07:00 |
|
Matthias
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a7bd8b0aa5
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Fix exception in plotting when no trades where generated
as seen in #4981
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2021-05-22 17:03:16 +02:00 |
|
Matthias
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fd3afdc230
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plot-profit should use absolute values
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2021-04-25 10:10:09 +02:00 |
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Matthias
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53a57f2c81
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Change some types
Fix types of new model object
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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aed23d55c2
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Add starting balance to profit cumsum calculation
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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0d2f877e77
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Use absolute drawdown calc
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2021-02-27 09:32:59 +01:00 |
|
Florian Reitmeir
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5c263c7ffd
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add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
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2021-02-14 19:41:12 +01:00 |
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Matthias
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5724371a4f
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Fix types for numpy 1.20.0 upgrade
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2021-01-31 11:21:23 +01:00 |
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Matthias
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ea0ffbae73
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use profit_ratio in calculate_cum_profit
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2021-01-29 19:06:57 +01:00 |
|
Matthias
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789a980a30
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Fix tests for new export format
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2021-01-24 19:42:32 +01:00 |
|
Matthias
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deb8432d33
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Streamline trade to dataframe conversion
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2021-01-24 08:58:41 +01:00 |
|
Matthias
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0d4cf32086
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Slightly adapt to pandas incompatibility
|
2020-12-28 09:50:48 +01:00 |
|
Matthias
|
8cdc795a44
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Rename persistence.init to init_db
|
2020-10-16 08:15:18 +02:00 |
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