76a02ff70a
fix indentations
2021-03-26 18:49:17 +03:00
2bed41da5d
Add days breakdown table to backtesting
2021-03-26 18:40:50 +03:00
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
cd8d9f2930
Merge pull request #4534 from rokups/patch-1
...
Provide access to strategy instance from hyperopt class.
2021-03-13 17:14:47 +01:00
5e872273d1
Provide access to strategy instance from hyperopt class.
2021-03-13 15:13:42 +02:00
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
...
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
4b550dab17
Always reset fake-databases
...
Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
0b81b58d28
Use pandas.values.tolist instead of itertuples
...
speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
4532222010
Fixed line length in HyperOpt for new name
...
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
345f7404e9
Add strategy name to HyperOpt results filename
...
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
731ab5d2a7
Fix too long line errors
2021-03-05 19:22:57 +01:00
bc05d03126
Make best / worst day absolute
2021-03-05 19:21:09 +01:00
0968ecc1af
added "Median profit" column to hyperopt -> export-csv
2021-03-04 17:27:04 +01:00
078b77d41b
Fix crash when using unlimited stake and no trades are made
2021-03-02 16:12:22 +01:00
55a315be14
fix: avg_stake_amount should not be `NaN` if df is empty
2021-03-02 13:38:55 +01:00
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
9cb37409fd
Explicitly convert starting-balance to float
2021-02-28 09:56:29 +01:00
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
53a57f2c81
Change some types
...
Fix types of new model object
2021-02-27 09:33:00 +01:00
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
...
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
f04f07299c
Improve backtesting metrics
2021-02-27 09:33:00 +01:00
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
f367375e5b
ABS drawdown should show wallet high and low values
2021-02-27 09:33:00 +01:00
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
b5177eadab
Extract close method for exchange
2021-02-27 09:32:59 +01:00
4ce4eadc23
remove only ccxt objects when hyperopting
2021-02-27 09:32:59 +01:00
9361aa1c95
Add wallets to backtesting
2021-02-27 09:32:59 +01:00
11b20d6932
Add config to hyperopt_loss_function documentation
2021-02-17 07:04:29 +01:00
eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data
...
pass data and config to loss function
2021-02-16 20:06:50 +01:00
009a447d8a
Adjust documentation for new parameter in loss functions
2021-02-16 19:51:09 +01:00
3e06cd8b3a
pass data and config to loss function
2021-02-16 10:11:33 +01:00
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
e7acee7904
Improve coin value output by rounding coin specific
2021-02-13 16:05:56 +01:00
072abde9b7
Introduce round_coin_value to simplify coin rounding
2021-02-13 16:05:35 +01:00
c659150d9f
Also print trade_duration in seconds to json
2021-01-25 19:42:34 +01:00
62e43539c9
Limit max_open_trades to maximum available pairs
...
closes #4008
2021-01-24 19:59:54 +01:00
rextea
Matthias
Rokas Kupstys
Patrick Weber
raoulus
Joe Schr
Florian Merz
Florian Reitmeir