Mathieu Favréaux
371ee1e457
In backtesting, ensure we don't buy the same pair again before selling ( #139 )
...
* in backtesting, ensure we don't buy before we sell
* no overlapping trades only if max_open_trades > 0
* --limit-max-trades now --realistic-simulation
2017-11-24 21:09:44 +01:00
gcarq
4a707d7452
add --limit-max-trades
2017-11-23 00:25:06 +01:00
gcarq
02ca2ed585
implement trade count lock for backtesting
2017-11-21 22:33:34 +01:00
Janne Sinivirta
d88cc084e6
align numbers in hyperopt print out ( #119 )
2017-11-20 10:22:11 +01:00
Janne Sinivirta
187fea0c28
disable bunch of meaningless pylint warnings
2017-11-18 09:45:01 +02:00
Janne Sinivirta
4e54b27398
use parentheses for multiline string instead of backslash
2017-11-18 09:44:28 +02:00
Janne Sinivirta
aced5cc3ba
rename variable to remove Mypy warning of type error
2017-11-18 09:43:42 +02:00
gcarq
bdff29a472
remove code duplicates
2017-11-17 18:17:59 +01:00
gcarq
3475a07522
fetching new testing data for oneMin and fiveMin intervals
2017-11-17 18:15:24 +01:00
gcarq
fb7ea169d4
fix some formatting issues
2017-11-17 18:13:34 +01:00
gcarq
5469293e5f
use tabulate to format backtesting result
2017-11-17 18:13:02 +01:00
gcarq
9b644b0305
add --ticker-interval
2017-11-17 18:09:55 +01:00
gcarq
bb4a9ed20f
implement backtest subcommand
2017-11-17 18:09:55 +01:00
Janne Sinivirta
d89db50465
avoid copy operation due to memory consumption
2017-11-17 12:30:54 +02:00
Janne Sinivirta
2a56031cdc
remove unnecessary line
2017-11-17 12:30:03 +02:00
Janne Sinivirta
1b6a60ecb2
refactor backtesting to avoid recalculating indicators in hyperopt
2017-11-16 20:38:46 +02:00
Janne Sinivirta
a963f1820c
rename should_sell to min_roi_reached
2017-11-16 16:53:34 +01:00
Janne Sinivirta
b9983149ef
plug sell strategy to backtesting
2017-11-16 16:53:34 +01:00
gcarq
abdddd5193
define common fixtures
2017-11-07 20:12:56 +01:00
Janne Sinivirta
0395c92260
move testdata file loading to pytest fixture
2017-11-07 19:24:51 +02:00
Janne Sinivirta
fbbde9de25
put shared fixtures to conftest.py
2017-11-07 17:29:00 +02:00
Janne Sinivirta
adfae9e75c
autoformat with autopep8
2017-11-06 19:17:23 +02:00
gcarq
264d71e29e
fix some pylint warnings
2017-11-04 18:55:41 +01:00
gcarq
a873688a44
backtesting: init Trade with Bittrex fee
2017-11-04 18:43:23 +01:00
gcarq
1e5b0e8726
adapt tests
2017-11-02 19:00:25 +01:00
gcarq
e07904d436
PEP8 linting
2017-10-31 00:36:35 +01:00
Janne Sinivirta
7190226c84
reuse same mock for get_ticker_history, just change return_value
2017-10-30 22:06:09 +02:00
Janne Sinivirta
8da55c3742
move patching of arrow.utcnow to remove 500 unnecessary mock objects
2017-10-30 19:56:53 +02:00
Janne Sinivirta
3b1dc36d8a
switch to using itertuples instead of iterrows as it's a lot faster
2017-10-29 16:28:55 +02:00
Janne Sinivirta
4edf8f2079
copy only needed columns before iterating over them
2017-10-29 16:28:55 +02:00
Janne Sinivirta
54987fd9ca
do date parsing while loading json, not later
2017-10-29 16:28:55 +02:00
Janne Sinivirta
08ca7a8166
change print to format so result can be used in hyperopt Trials
2017-10-28 15:26:22 +03:00
Samuel Husso
f43ba44b15
refactor backtesting to its own method as we use it also in hyperopt
2017-10-24 07:58:42 +03:00
Janne Sinivirta
c9741cb291
adjust roi settings for faster trades
2017-10-15 17:32:07 +03:00
xsmile
b9eb266236
Exchange refactoring
2017-10-06 12:22:04 +02:00
Janne Sinivirta
ff145b6306
use mocker for mocking to get rid of deep nesting
2017-10-01 15:40:12 +03:00
Janne Sinivirta
06ad311aa3
remove Test classes and use pytest fixtures
2017-10-01 11:02:47 +03:00
gcarq
0c517ee3b6
move project into freqtrade/
2017-09-29 19:28:32 +02:00