Commit Graph

389 Commits

Author SHA1 Message Date
Matthias
a0f9c1bf7b Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias
7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00
Matthias
78ba2d3fc7 Add underwaterplot calculation to btanalysis 2022-01-01 14:39:58 +01:00
Matthias
9becd20f20 Improve "Missing data" messages 2022-01-01 10:37:58 +01:00
Matthias
bd98637ae9 Fail gracefully from plot-profit when no data is provided
closes #6132
2021-12-30 10:14:45 +01:00
Matthias
ad5c8f601c Simplify datahandler classes by exploiting commonalities 2021-12-02 20:19:22 +01:00
Matthias
0375a08302 use to_hdf instead of HDFStore 2021-12-01 20:32:23 +01:00
Matthias
e0fd880c11 Improve some more pct formattings 2021-11-11 16:12:23 +01:00
Matthias
6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Matthias
71ff214adf Support "initial_call" for download-data of new pairs 2021-09-07 07:14:40 +02:00
Masoud Azizi
40ad451019 Download-data log process added
Download-data log process added

pytest assert solved
2021-08-20 14:52:56 +00:00
slowy07
f24a951ec5 fix: typo spelling grammar 2021-08-16 19:16:24 +07:00
Matthias
e9ef9a6d28 Use .view() to convert dates to enums
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
Matthias
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian
49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
George Muravei-Alkhavoi
ab786abf7f Fix intendation. 2021-07-19 00:47:51 +03:00
George Muravei-Alkhavoi
f705293353 Dataprovider caching and trimming to timerange of historical informative. 2021-07-19 00:25:24 +03:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
aayush-jain18
d294ef10d7 unexpected docstring params 2021-06-25 23:56:16 +05:30
aayush-jain18
a46f60bd94 spell corrections 2021-06-25 22:10:04 +05:30
Matthias
9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias
a7bd8b0aa5 Fix exception in plotting when no trades where generated
as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias
96ea10e562 Fix circular import in hyperopt 2021-05-21 08:52:56 +02:00
Matthias
f398888865 Refactor preprocessed trimming to seperate method 2021-05-21 08:26:19 +02:00
Brook Miles
db17b1a851 fix indentation 2021-05-15 20:20:36 +09:00
Brook Miles
88da1f109b fix #4412 download-data does not stop downloading at the specified TIMERANGE end date 2021-05-15 20:15:19 +09:00
Matthias
92186d89a2 Add some changes to strategytemplate 2021-05-09 09:56:36 +02:00
Rokas Kupstys
8d8c782bd0 Slice dataframe in backtesting, preventing access to rows past current time. 2021-05-08 18:40:49 +03:00
Rokas Kupstys
1b01ad6f85 Make exchange parameter optional and do not use it as parameter in backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4b6cd69c81 Add test for no-exchange dataprovider 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
fd3afdc230 plot-profit should use absolute values 2021-04-25 10:10:09 +02:00
Matthias
e855530483 hdf5 handler should include the end-date 2021-04-24 20:26:37 +02:00
Matthias
406c1267a2 Remove superfluss space 2021-04-22 20:01:08 +02:00
Rokas Kupstys
09efa7b06b Add --new-pairs-days parameter for download-data command.
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
Matthias
9b23be4021 Return a copy from current_whitelist
this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
Matthias
50fcb3f330 Reduce verbosity of missing data if less than 1% of data is missing 2021-03-30 07:26:39 +02:00
Matthias
89bbfd2324 Remove candle_count from dataframe before backtesting
closes #3754
2021-03-29 20:26:54 +02:00
Matthias
53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +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
2c80388b40 Fix valueerror in case of empty array files 2021-02-01 06:28:49 +01:00
Matthias
5724371a4f Fix types for numpy 1.20.0 upgrade 2021-01-31 11:21:23 +01:00
Matthias
ea0ffbae73 use profit_ratio in calculate_cum_profit 2021-01-29 19:06:57 +01:00
Matthias
789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00