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Author SHA1 Message Date
Matthias
7e7a78135e Ensure ccxt tests run without dry-run 
closes #4566
 2021-03-20 18:46:57 +02:00
Matthias
60dea622f7 Add check to ensure close_profit_abs is filled on closed trades 
Technically, this should not be possible, but #4554 shows it is.

closes #4554
 2021-03-20 18:46:57 +02:00
dependabot[bot]
1a2ae9cb15 Bump ccxt from 1.42.66 to 1.43.27 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.42.66 to 1.43.27.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.42.66...1.43.27)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
35c869784c Bump prompt-toolkit from 3.0.16 to 3.0.17 
Bumps [prompt-toolkit](https://github.com/prompt-toolkit/python-prompt-toolkit) from 3.0.16 to 3.0.17.
- [Release notes](https://github.com/prompt-toolkit/python-prompt-toolkit/releases)
- [Changelog](https://github.com/prompt-toolkit/python-prompt-toolkit/blob/master/CHANGELOG)
- [Commits](https://github.com/prompt-toolkit/python-prompt-toolkit/commits)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
7879b17f0d Bump python-telegram-bot from 13.3 to 13.4.1 
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.3 to 13.4.1.
- [Release notes](https://github.com/python-telegram-bot/python-telegram-bot/releases)
- [Changelog](https://github.com/python-telegram-bot/python-telegram-bot/blob/master/CHANGES.rst)
- [Commits](https://github.com/python-telegram-bot/python-telegram-bot/compare/v13.3...v13.4.1)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
655ee91c47 Bump mkdocs-material from 7.0.5 to 7.0.6 
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.0.5 to 7.0.6.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.0.5...7.0.6)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
Matthias
3cafade934 Update slack action 2021-03-20 18:46:57 +02:00
dependabot[bot]
0a565426c2 Bump flake8 from 3.8.4 to 3.9.0 
Bumps [flake8](https://gitlab.com/pycqa/flake8) from 3.8.4 to 3.9.0.
- [Release notes](https://gitlab.com/pycqa/flake8/tags)
- [Commits](https://gitlab.com/pycqa/flake8/compare/3.8.4...3.9.0)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
Matthias
50265cd765 Adapt hyperopt templates to be better aligned 
closes #3027
 2021-03-20 18:46:57 +02:00
Matthias
ed7f4739ad Allow custom fee to be used during dry-run 
closes #3696
 2021-03-20 18:46:57 +02:00
Matthias
a69356dc83 Fix hdf5 support on raspberry 2021-03-20 18:46:57 +02:00
Matthias
a457587123 Final balance should include forcesold pairs 2021-03-20 18:46:57 +02:00
Jackson Law
d618d4a35d fix: Use now() to match timezone of download data 2021-03-20 18:46:57 +02:00
Matthias
bf7ddd80ce Add documentation for hyperopt.strategy availability 2021-03-20 18:46:57 +02:00
Rokas Kupstys
0b62a04e65 Provide access to strategy instance from hyperopt class. 2021-03-20 18:46:57 +02:00
Matthias
b9dab81680 Improve tests for trades_proxy 2021-03-20 18:46:57 +02:00
Matthias
ace184a281 Improve backtest performance 2021-03-20 18:46:57 +02:00
Matthias
c6ff383972 Add test for uvloop fix 2021-03-20 18:46:57 +02:00
Jackson Law
22f692e53a Create event loop manually if uvloop is available 
asyncio.get_event_loop() does not call new_event_loop()
if current_thread() != main_thread()
 2021-03-20 18:46:57 +02:00
Matthias
6ec18239f8 Fix problem with FTX 
where cancelled orders are "cancelled", not "canceled"
 2021-03-20 18:46:57 +02:00
Matthias
77f0e68a9a Make stake_amount + stake_currency mandatory for backtesting 2021-03-20 18:46:57 +02:00
Matthias
e90215bf02 Fix random test failure 2021-03-20 18:46:57 +02:00
Matthias
25355e35a6 Always reset fake-databases 
Otherwise results may stick around for the next strategy
 2021-03-20 18:46:57 +02:00
Matthias
a86f60df91 Use pandas.values.tolist instead of itertuples 
speeds up backtesting
closes #4494
 2021-03-20 18:46:57 +02:00
Matthias
67cf22f85c Make best / worst day absolute 2021-03-20 18:46:57 +02:00
Matthias
af501a4cc6 Fix crash when using unlimited stake and no trades are made 2021-03-20 18:46:57 +02:00
Joe Schr
440c8a91c6 fix: avg_stake_amount should not be NaN if df is empty 2021-03-20 18:46:57 +02:00
Matthias
635bf3a8ee Explicitly convert starting-balance to float 2021-03-20 18:46:57 +02:00
Matthias
d1b196f4b5 UPdate backtesting doc for total profit calc 2021-03-20 18:46:57 +02:00
Matthias
7c68f87c85 Small stylistic fixes 2021-03-20 18:46:57 +02:00
Matthias
13cdcafad0 Improve backtest documentation 2021-03-20 18:46:57 +02:00
Matthias
bce85742ba Simplify wallet code 2021-03-20 18:46:57 +02:00
Matthias
cec07b93c3 Fix optimize_reports test 2021-03-20 18:46:57 +02:00
Matthias
bb1bdb1478 Improve test-coverage of pairlocks 2021-03-20 18:46:57 +02:00
Matthias
3bdfdaef0d Update documentation with backtesting compounding possibilities 2021-03-20 18:46:57 +02:00
Matthias
369ede1af9 Improve handling of backtesting params 2021-03-20 18:46:57 +02:00
Matthias
78c49836ff fix --stake-amount parameter 2021-03-20 18:46:57 +02:00
Matthias
f1b10bd49e Improve backtesting documentation 2021-03-20 18:46:57 +02:00
Matthias
9bea9a849a Add test for backtesting _enter_trade 2021-03-20 18:46:57 +02:00
Matthias
35215a47ab Add test for subclassing 2021-03-20 18:46:57 +02:00
Matthias
7f3b6c9349 Change some types 
Fix types of new model object
 2021-03-20 18:46:57 +02:00
Matthias
87d8b2f93d 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.
 2021-03-20 18:46:57 +02:00
Matthias
0746a0edc7 Fix some type errors 2021-03-20 18:46:57 +02:00
Matthias
c2ee9160ca Check min-trade-stake in backtesting 2021-03-20 18:46:57 +02:00
Matthias
8f2477ced9 Improve backtesting metrics 2021-03-20 18:46:57 +02:00
Matthias
32707a6ba1 Improve performance by updating wallets only when necessary 2021-03-20 18:46:57 +02:00
Matthias
8f4aad6101 Wallets should not recalculate close_profit for closed trades 2021-03-20 18:46:57 +02:00
Matthias
f7307fe40f ABS drawdown should show wallet high and low values 2021-03-20 18:46:57 +02:00
Matthias
ea56b4775f Add starting balance to profit cumsum calculation 2021-03-20 18:46:57 +02:00
Matthias
2e6bb6c01a Use absolute drawdown calc 2021-03-20 18:46:57 +02:00