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Author SHA1 Message Date
Matthias
804d99cce9 Move backtesting api to it's own file 2021-07-06 19:48:28 +02:00
Matthias
8566306010 Add test for start_websever 2021-07-06 19:48:28 +02:00
Matthias
134c61126e Properly track bt progress ... 2021-07-06 19:48:28 +02:00
Matthias
03140a0ecb Run webserver in main thread when using webserver mode 2021-07-06 19:48:28 +02:00
Matthias
37b15e830a Add trade count to progress 2021-07-06 19:48:28 +02:00
Matthias
048008756f Add progress tracking for backtesting 2021-07-06 19:48:28 +02:00
Matthias
06b6726029 Support compounding key 2021-07-06 19:48:28 +02:00
Matthias
f96d7dfe6d Allow backtesting to reuse data 
Allow activating / deactivating protections dynamically
 2021-07-06 19:48:28 +02:00
Matthias
edb8c4f0e5 Fix tests for webserver mode 2021-07-06 19:48:28 +02:00
Matthias
5c18c8726d Implement backtesting with fastapi 2021-07-06 19:48:28 +02:00
Matthias
df55259737 Add start_trading endpoint 2021-07-06 19:48:28 +02:00
Matthias
02b84bd018 Introduce webserver mode for fastapi 2021-07-06 19:48:28 +02:00
Matthias
800e314bfd Store backtesting results in backtest instance 2021-07-06 19:48:28 +02:00
Matthias
97e8ec91f0 Save configuration file paths 2021-07-06 19:48:28 +02:00
Matthias
ef137546fe Add webserver entrypoint 2021-07-06 19:48:28 +02:00
Matthias
dec523eef0 Display verison of installed FreqUI 2021-07-06 07:20:05 +02:00
Matthias
baf6bca34e
Merge pull request #5240 from freqtrade/dependabot/pip/develop/pandas-1.3.0 
Bump pandas from 1.2.5 to 1.3.0
 2021-07-05 19:56:03 +02:00
Matthias
10998eb0fa Remove further usages of int(int_timestamp) 2021-07-05 19:51:14 +02:00
Matthias
1682578a39
Merge pull request #5234 from nightshift2k/fixups/pairlists 
fixup pairlist filters, change  float_timestamp to int_timestamp
 2021-07-05 19:45:35 +02:00
nightshift2k
5626ca5a06 removed unnecessary casting to int() 2021-07-05 10:39:22 +02:00
Matthias
70a41a0f67
Merge pull request #5239 from freqtrade/dependabot/pip/develop/python-telegram-bot-13.7 
Bump python-telegram-bot from 13.6 to 13.7
 2021-07-05 07:06:28 +02:00
Matthias
eb3ead4930
Merge pull request #5229 from kevinjulian/telegram-balance 
compact low balance currencies
 2021-07-05 06:56:35 +02:00
dependabot[bot]
ac7598ff14
Bump python-telegram-bot from 13.6 to 13.7 
Bumps [python-telegram-bot](https://github.com/python-telegram-bot/python-telegram-bot) from 13.6 to 13.7.
- [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/v13.6...v13.7)

---
updated-dependencies:
- dependency-name: python-telegram-bot
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:31:00 +00:00
dependabot[bot]
0c8afea382
Bump pandas from 1.2.5 to 1.3.0 
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.5 to 1.3.0.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.5...v1.3.0)

---
updated-dependencies:
- dependency-name: pandas
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 04:30:54 +00:00
Matthias
94ec9d2366
Merge pull request #5237 from freqtrade/dependabot/pip/develop/sqlalchemy-1.4.20 
Bump sqlalchemy from 1.4.19 to 1.4.20
 2021-07-05 06:29:58 +02:00
Matthias
6c789e4130
Merge pull request #5236 from freqtrade/dependabot/pip/develop/ccxt-1.52.40 
Bump ccxt from 1.52.4 to 1.52.40
 2021-07-05 06:29:39 +02:00
Matthias
1e696c4a20
Merge pull request #5235 from freqtrade/dependabot/pip/develop/plotly-5.1.0 
Bump plotly from 5.0.0 to 5.1.0
 2021-07-05 06:29:19 +02:00
Matthias
d146697297
Merge pull request #5238 from freqtrade/dependabot/pip/develop/fastapi-0.66.0 
Bump fastapi from 0.65.2 to 0.66.0
 2021-07-05 06:28:56 +02:00
dependabot[bot]
d1555a1095
Bump fastapi from 0.65.2 to 0.66.0 
Bumps [fastapi](https://github.com/tiangolo/fastapi) from 0.65.2 to 0.66.0.
- [Release notes](https://github.com/tiangolo/fastapi/releases)
- [Commits](https://github.com/tiangolo/fastapi/compare/0.65.2...0.66.0)

---
updated-dependencies:
- dependency-name: fastapi
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:28 +00:00
dependabot[bot]
7ae5f47242
Bump sqlalchemy from 1.4.19 to 1.4.20 
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 1.4.19 to 1.4.20.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/master/CHANGES)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:24 +00:00
dependabot[bot]
2f97846bd8
Bump ccxt from 1.52.4 to 1.52.40 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.52.4 to 1.52.40.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/exchanges.cfg)
- [Commits](https://github.com/ccxt/ccxt/compare/1.52.4...1.52.40)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:18 +00:00
dependabot[bot]
0d787fde58
Bump plotly from 5.0.0 to 5.1.0 
Bumps [plotly](https://github.com/plotly/plotly.py) from 5.0.0 to 5.1.0.
- [Release notes](https://github.com/plotly/plotly.py/releases)
- [Changelog](https://github.com/plotly/plotly.py/blob/master/CHANGELOG.md)
- [Commits](https://github.com/plotly/plotly.py/compare/v5.0.0...v5.1.0)

---
updated-dependencies:
- dependency-name: plotly
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
 2021-07-05 03:01:11 +00:00
nightshift2k
7ac55e5415 AgeFilter, RangeStabilityFilter, VolatilityFilter 
changed `float_timestamp` to `int_timestamp`
 2021-07-04 21:08:42 +02:00
Matthias
d758b0ccab
Merge pull request #5232 from octaviusgus/patch-1 
Daily profit plotting / equity curve
 2021-07-04 20:00:44 +02:00
Matthias
c5489d530a Reexport File to docs to have this available as documentation too 2021-07-04 19:50:44 +02:00
kevinjulian
c3cf71bba8 sort import 2021-07-04 22:04:39 +07:00
kevinjulian
9e548657e0 fix testcase 2021-07-04 21:08:46 +07:00
octaviusgus
558bcc7959 Jupyter notebook snippet: Plotting daily profit / equity line 2021-07-04 15:56:55 +02:00
octaviusgus
4aa2ae37bd
add daily_profit_list 
added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook

```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)

from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd

# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"

stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]

equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
    equity_daily.append(equity)
    equity += float(dp)

dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])

df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})

fig = px.line(df, x="dates", y="equity_daily")
fig.show()

```
 2021-07-04 14:38:17 +02:00
Matthias
791dfd9ba3 Fix some doc typos 2021-07-04 14:02:11 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile 
automatic Hyperopt paramfile
 2021-07-04 13:56:52 +02:00
Matthias
77293b1f1e Remove Zero duration Trades 
after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
 2021-07-04 10:50:10 +02:00
Matthias
a4096318e0 Provide full backtest-statistics to Hyperopt loss functions 
closes #5223
 2021-07-04 10:15:19 +02:00
kevinjulian
7efa228d73 add dust balance 2021-07-04 03:08:29 +07:00
kevinjulian
dbdd7f38a8 add plural 2021-07-04 02:56:05 +07:00
kevinjulian
b722e12350 compact low balance currencies 2021-07-04 02:44:48 +07:00
Matthias
e9dbd57da4
Merge pull request #5221 from rokups/patch-2 
Add range property to CategoricalParameter.
 2021-07-03 16:00:24 +02:00
Matthias
dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Rokas Kupstys
3686efa08a Add range property to CategoricalParameter and DecimalParameter, add their tests. 
At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
 2021-07-03 16:02:45 +03:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2 
Trailing stoploss in backtesting v2
 2021-07-03 08:39:30 +02:00