904f094b80
Don't reassign method, but implement it properly
2022-05-24 06:59:54 +02:00
eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
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Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
a3d9384bc0
Remove clean-dry-run code
2022-05-19 06:56:34 +02:00
37e4ede65c
Fix flake issues
2022-05-17 22:32:17 +01:00
bb758da940
Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not
2022-05-17 22:05:33 +01:00
76637d3939
Simplify timeframe-transition
2022-05-16 20:10:52 +02:00
2e65a1793d
Add fallback to load 1M files as well as 1Mo files
2022-05-16 19:48:27 +02:00
a1048fb619
Store monthly candles as "Mo"
2022-05-16 19:39:43 +02:00
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
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Add relative drawdown
2022-05-02 21:09:14 +02:00
1e2523af61
Fix some assumptions on the data
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available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
2a6efab8a2
Don't use deprecated abstractclassmethod decorator
2022-05-02 06:24:52 +00:00
f9244aad92
Fix on max drawdown formula to match tests
2022-05-01 12:25:53 -03:00
53a2f55cf0
Merge branch 'develop' into pr/nicolaspapp/6715
2022-05-01 10:03:10 +02:00
8b5d454b50
Fix subtle bug in trades download
2022-04-30 17:44:57 +02:00
e49b3ef051
Improve message formatting
2022-04-30 17:35:11 +02:00
f6a7e6b785
Add prepend option to download-data
2022-04-30 17:32:50 +02:00
11d447cd5a
Add support for download-data "until"
2022-04-30 15:42:41 +02:00
c6c569b772
chore: split BTAnalyais to metrics
2022-04-30 14:47:27 +02:00
4262f84744
Merge branch 'develop' into pr/nicolaspapp/6715
2022-04-30 14:22:18 +02:00
fbd142844f
Refactor bt-caching stuff to it's own module
2022-04-29 19:37:13 +02:00
4143ebbeae
Add CAGR calculation to backtesting
2022-04-25 10:51:11 +02:00
e8aec967dd
Update on note
2022-04-24 17:42:52 -03:00
086cc6be93
Correction on tests
2022-04-24 17:37:09 -03:00
0f943c482b
PEP8 code compliance
2022-04-23 13:15:14 -03:00
f89b64c972
Improve test by having multistrat.meta file available
2022-04-13 07:09:26 +02:00
4ac54a76af
Add strategy as mandatory argument
2022-04-13 06:47:39 +02:00
c8e4687833
Plots and hyperopt
2022-04-11 16:41:48 -03:00
d9039152ba
Add "get backtest historic results" endpoint
2022-04-11 19:44:47 +02:00
178240aa6c
Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown
2022-04-11 14:42:10 -03:00
47a6ef4f00
Max relative drawdown
2022-04-10 12:53:47 -03:00
cd2e49bb60
Simplify downloading futures data code
2022-04-10 09:53:33 +02:00
95f69a8c3b
Remove some outdated TODO's
2022-04-10 09:53:33 +02:00
543aa74278
update sell_reason to exit_reason
2022-04-02 20:04:29 +02:00
30cff1bd2c
Update hdf5 to not raise naturalNaming warnings
2022-03-27 16:39:34 +02:00
fa3c00c673
Remove some default arguments in history_utils
2022-03-22 07:20:21 +01:00
9bcc79e118
Use parsed TradingMode from config
2022-03-03 07:06:13 +01:00
c5cf73e67b
hdf5 datahandler should also create directory
2022-03-02 19:41:14 +01:00
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
64d0c75bbb
Fix deprecation warnings
2022-02-01 19:11:51 +01:00
ab932d8398
Properly detect default candle type
2022-01-29 14:31:58 +01:00
88ccfedd32
Improve wording of "no history found" error
2022-01-26 06:53:00 +01:00
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
bb1d8fb54f
Improve message when no hyperopt fie is found
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closes #6266
2022-01-21 15:24:26 +01:00
d319204dea
Add note about legacy metadata format
2022-01-19 20:08:09 +01:00
5fffc5033a
Rework backtesting --no-cahche to --cache=[none, day, week, month].
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Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
2fb9e7940a
Improve "missing data" message
2022-01-08 14:39:09 +01:00
522496d9e2
Add Compatibility code for BT_DATA_COLUMNS
2022-01-07 17:17:35 +01:00
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
d64f9030c1
Remove now unused codesegment
2022-01-07 08:04:01 +01:00
b3a4ecaf77
Remove old backtest format support
2022-01-06 19:49:25 +01:00
a0f9c1bf7b
Avoid failure when calculating max-drawdown
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occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
4e2b9203d7
Remove no longer used BT_DATA_COLUMNS_MID
2022-01-05 20:40:59 +01:00
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
78ba2d3fc7
Add underwaterplot calculation to btanalysis
2022-01-01 14:39:58 +01:00
9becd20f20
Improve "Missing data" messages
2022-01-01 10:37:58 +01:00
bd98637ae9
Fail gracefully from plot-profit when no data is provided
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closes #6132
2021-12-30 10:14:45 +01:00
1871165d21
Merge pull request #6127 from wadedyck/download_data_futures_fix
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Download data futures fix
2021-12-29 19:08:38 +01:00
5743b3a0b7
When getting analyzed dataframes, use candle_type_def in the pair_key as that's how they're cached.
2021-12-27 13:29:25 -07:00
5b3f907b0c
Fixes a download_data bug when in futures mode.
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When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
ddce28c12d
Update data downloading to include funding_fee downloads
2021-12-18 15:32:02 +01:00
2679744228
Explicit test for candletype get_default
2021-12-08 16:20:26 +01:00
35afc7b478
Fix wrong tradingMOde comparison
2021-12-08 16:07:27 +01:00
9b9d61c6d6
Remove SPOT_ candletype
2021-12-08 14:38:09 +01:00
d89cbda7b8
Use `candle_type_def` where possible
2021-12-08 14:15:54 +01:00
222c293602
Add "defaultCandletype"
2021-12-08 13:17:20 +01:00
dda7283f3e
Remove unnecessary default parameters
2021-12-08 11:32:58 +01:00
ac2fb08aea
Small updates while reviewing
2021-12-07 20:21:49 +01:00
f1c5a4d065
Use pair-reconstruction method wherever possible
2021-12-07 20:12:44 +01:00
b4d27973b1
Update ohlcv_get_pairs test
2021-12-07 19:57:18 +01:00
9d79501c13
Add candletypes argument for convert-data
2021-12-05 10:26:00 +01:00
a80c3f6a1b
Use exchange-dependant timeframe/candletype to get mark/index candles
2021-12-05 10:01:44 +01:00
69f371bf63
Update download-data to download necessary data for futures
2021-12-03 14:43:49 +01:00
2f17fa2765
Update more to use candleType
2021-12-03 14:15:35 +01:00
5493212672
More candletype changes
2021-12-03 13:04:31 +01:00
f33643cacf
Add candletype from string
2021-12-03 12:46:18 +01:00
f9cf59bb4d
Candle_type to enum
2021-12-03 12:32:12 +01:00
a87e256737
Add candleType enum
2021-12-03 12:12:33 +01:00
b578e31255
Align tests to have futures data in futures/ directory
2021-12-03 07:20:43 +01:00
7baf11a497
Futures candles should go into a subdirectory
2021-12-03 07:04:53 +01:00
fae7167bf3
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 20:25:30 +01:00
fb1599d21b
Merge branch 'develop' into feat/short
2021-12-02 20:20:35 +01:00
ad5c8f601c
Simplify datahandler classes by exploiting commonalities
2021-12-02 20:19:22 +01:00
f4d0abc51a
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 07:09:37 +01:00
f71b7a4e76
Merge branch 'develop' into feat/short
2021-12-02 06:53:15 +01:00
0375a08302
use to_hdf instead of HDFStore
2021-12-01 20:32:23 +01:00
cb4efa6d56
Revert unnecessary formatting changes
2021-11-28 15:53:13 +01:00
0d6c933935
Improve and fix pair detection from available data
2021-11-28 15:25:57 +01:00
7faa7539b4
Further enhance pair retrieval
2021-11-28 15:03:55 +01:00
8d70672bee
Enhance Regex to work for mark candles
2021-11-28 14:37:54 +01:00
c096c7f5cb
Add explicit tests for ohlcv regex
2021-11-28 14:34:46 +01:00
392128013f
Updated ohlcv_get_available_data to recognize swap and futures pairs
2021-11-27 03:11:44 -06:00
8761649fd7
Added candle_type in doc strings
2021-11-27 02:55:42 -06:00
920151934a
Added candle_type to a lot of methods, wrote some tests
2021-11-21 17:48:14 -06:00
e2f98a8dab
replaced candle_type: Optional[str] = '' with candle_type: str = ''
2021-11-21 17:48:14 -06:00
64a6abc541
Added candle type to ohlcv_get_available_data
2021-11-21 17:48:14 -06:00
b4029533ec
removed candle type from idatahandler.py
2021-11-21 17:48:14 -06:00
843ca22a56
mark price test ohlcv_get_pairs
2021-11-21 17:48:14 -06:00
Matthias
froggleston
Nicolas Papp
Rokas Kupstys
Sam Germain
Wade Dyck