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1644 Commits

Author SHA1 Message Date
robcaulk 7523ed825e 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). 2022-05-31 18:42:27 +02:00
robcaulk e1c068ca66 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. 2022-05-23 12:07:09 +02:00
robcaulk aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
robcaulk 764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias 18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
eSeR1805 1c20fb7638 Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
Matthias 277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias d11c44940e Slightly reword docs 
remove some Note-boxes - people tend to skip these.
 2022-05-06 06:42:01 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 2bed0eab0c BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805 496bf84e3a Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
Matthias 88c8fe5570 Merge pull request #6715 from nicolaspapp/feat/relative-drawdown 
Add relative drawdown
 2022-05-02 21:09:14 +02:00
Matthias 3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias 1e2523af61 Fix some assumptions on the data 
available_capital is not guaranteed to be available, while dry-run-wallet is.
 2022-05-02 19:44:14 +02:00
eSeR1805 04c51d2d1a Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
eSeR1805 4e43194dfe BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805 9d205132d0 Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805 8c19953cdd Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias 53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias 4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
Matthias c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias 4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias 2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
eSeR1805 3be2afdd88 Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805 ad0c5d9440 Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
Matthias 09b74cebce Move edge bot_loop_start to edge_cli 
(otherwise it's called twice when running trade mode with edge on).
 2022-04-30 08:55:07 +02:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias 43049e0465 Evict cache if parameter file changed 
closes #6735
 2022-04-29 19:44:17 +02:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805 eb23170c43 Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias 1e83589641 Fix hyperopt 2022-04-28 06:59:03 +02:00
Matthias 30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain 4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
Matthias 44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias 246a336f56 Merge pull request #6726 from froggleston/bt_concat 
Move df append to pd concat
 2022-04-25 16:03:27 +02:00
froggleston 431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
Matthias 4444259078 Fix hyperopt-loss interface to enforce kwargs 2022-04-25 11:33:18 +02:00
froggleston 580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias 7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias 9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias 3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Nicolas Papp 0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00