robcaulk
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7523ed825e
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automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
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2022-05-31 18:42:27 +02:00 |
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robcaulk
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e1c068ca66
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add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
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2022-05-23 12:07:09 +02:00 |
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robcaulk
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aae233bd6c
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try passing the check tests
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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b03c7b514d
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optional style for interfacing freqai with backtesting
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2022-05-15 17:42:15 +02:00 |
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robcaulk
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764f9449b4
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fix logger, debug some flake8 appeasements
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2022-05-15 17:41:34 +02:00 |
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robcaulk
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fc837c4daa
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add freqao backend machinery, user interface, documentation
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2022-05-15 17:38:58 +02:00 |
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Matthias
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18fd3bb333
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Update stoploss handling for entry-order adjustment
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2022-05-15 15:45:39 +02:00 |
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eSeR1805
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1c20fb7638
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Refresh open_rate and stoploss on order replacement.
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2022-05-14 16:37:04 +03:00 |
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Matthias
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277e07589e
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update/fix some comments and docs
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2022-05-07 17:47:37 +02:00 |
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Matthias
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d11c44940e
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Slightly reword docs
remove some Note-boxes - people tend to skip these.
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2022-05-06 06:42:01 +02:00 |
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Matthias
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2d9be6dace
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move open_rate updating to close_bt_order
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2022-05-05 19:50:16 +02:00 |
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eSeR1805
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2bed0eab0c
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BT: Update trade open_rate on first filled order.
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2022-05-05 12:19:05 +03:00 |
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eSeR1805
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04c51d2d1a
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Merge branch 'develop' into feat_readjust_entry
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2022-05-01 21:42:15 +03:00 |
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eSeR1805
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4e43194dfe
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BT: Refactor open order management.
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2022-05-01 18:06:20 +03:00 |
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Matthias
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995c48b642
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Merge branch 'develop' into pairlocks_direction
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2022-05-01 14:59:04 +02:00 |
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eSeR1805
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9d205132d0
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Revert unintended comment change.
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2022-05-01 12:10:11 +03:00 |
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eSeR1805
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8c19953cdd
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Quick exit when order should be maintained.
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2022-05-01 12:08:19 +03:00 |
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Matthias
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4580127fa8
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Small refactor
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2022-04-30 14:51:57 +02:00 |
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eSeR1805
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3be2afdd88
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Merge branch 'develop' into feat_readjust_entry
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2022-04-30 13:39:23 +03:00 |
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eSeR1805
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ad0c5d9440
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Refactor entry adjustment for backtesting.
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2022-04-30 13:38:17 +03:00 |
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Sam Germain
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4a6f1e90c3
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Merge branch 'develop' into bot-start
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2022-04-29 22:23:42 -06:00 |
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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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eSeR1805
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eb23170c43
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Merge branch 'develop' into feat_readjust_entry
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2022-04-28 23:06:52 +03:00 |
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Matthias
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d1a61f9c61
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Don't start futures backtest if leverage-tiers don't contain pair
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2022-04-28 20:05:19 +02:00 |
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Matthias
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30c9dc6975
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Fix exit-signa being assigned when tag is set but no signal is present.
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2022-04-27 13:53:11 +02:00 |
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Rokas Kupstys
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6d99222320
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Add 'exit_tag' parameter to 'custom_exit_price' callback.
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2022-04-26 10:01:51 +03:00 |
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Sam Germain
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4fd904e0a9
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added bot_start to backtesting
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2022-04-25 17:48:57 -06:00 |
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froggleston
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431c539cbd
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Fix isort import order
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2022-04-25 10:42:24 +01:00 |
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froggleston
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580da21dda
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Move df append to pd concat
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2022-04-25 10:31:19 +01:00 |
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Matthias
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737bdfe844
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Use "side" parameter when calling Pairlocks
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2022-04-24 14:33:24 +02:00 |
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Matthias
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7c79d937e0
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Properly type "side" parameter
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2022-04-24 14:33:24 +02:00 |
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Matthias
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9e199165b4
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Update protection-interface to support per-side locks
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2022-04-24 14:33:24 +02:00 |
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Matthias
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25c6c5e326
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Update backtest sell terminology to exit
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2022-04-24 14:30:50 +02:00 |
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Matthias
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3c17409bd7
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Update buy to entry in backtesting
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2022-04-24 14:28:15 +02:00 |
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Matthias
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580a2c6545
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Don't repeat backtest-storing
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2022-04-23 09:23:53 +02:00 |
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Matthias
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dff9d52b30
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Remove hints on no longer used option, add very primitive test
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2022-04-23 08:51:52 +02:00 |
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froggleston
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767592a1d6
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Add signals enum to 'export' cli option
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2022-04-22 18:46:12 +01:00 |
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froggleston
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f92997d378
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Move signal candle generation into separate function
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2022-04-20 14:05:33 +01:00 |
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eSeR1805
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d24ee9032a
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Update usage in backtest. No functional update.
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2022-04-18 21:21:38 +03:00 |
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froggleston
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34fb8dacd7
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Fix isort complaints
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2022-04-16 17:03:24 +01:00 |
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froggleston
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b738c4e695
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Fix flake8 complaints
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2022-04-16 16:49:20 +01:00 |
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froggleston
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7210a11730
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Fix flake8 complaints
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2022-04-16 16:37:06 +01:00 |
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froggleston
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a63affc5f1
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Fix flake8 complaints
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2022-04-16 16:32:04 +01:00 |
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froggleston
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b1bcf9f33c
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Fix backtest_enable typo
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2022-04-16 14:58:17 +01:00 |
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froggleston
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8990ba2709
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Fix store signal candles
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2022-04-16 14:49:53 +01:00 |
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froggleston
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21734c5de7
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Add pickle import
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2022-04-16 14:46:30 +01:00 |
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froggleston
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26ba899d7d
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Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST
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2022-04-16 14:37:36 +01:00 |
|
Robert Davey
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afd3a32883
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Merge branch 'develop' into v3_fixes
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2022-04-16 14:23:13 +01:00 |
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eSeR1805
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bf5799ef9e
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Add new functionality to backtesting.
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2022-04-16 15:07:18 +03:00 |
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Matthias
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68fe7476c9
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Update more terminology to forceexit
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2022-04-10 15:56:29 +02:00 |
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