Commit Graph

3933 Commits

Author SHA1 Message Date
froggleston
4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
robcaulk
81fd2e588f ensure typing, remove unsued code 2022-11-26 12:11:59 +01:00
Matthias
756921b16a Update fthypt file 2022-11-25 17:05:49 +01:00
Matthias
79c041b62d Update tests for new export format 2022-11-25 16:57:58 +01:00
Matthias
0f97ef0d7b Reset stoploss_order_id when order is canceled
closes #7766
2022-11-25 16:08:33 +01:00
Matthias
5e6cda11ef Update method name for trade fee updating 2022-11-25 14:43:56 +01:00
Timothy Pogue
bcc8063eeb Merge branch 'develop' into feat/refactor-ws 2022-11-24 13:42:57 -07:00
robcaulk
00d2a01bf0 isort 2022-11-24 18:57:01 +01:00
robcaulk
4894d772ed merge develop into feat/freqai-rl-dev 2022-11-24 18:50:11 +01:00
robcaulk
8855e36f57 reduce freqai testing time by reducing retrain frequency and number of features 2022-11-24 18:16:33 +01:00
Matthias
c963fd720b Slightly change test setup for dry_run_order_fill 2022-11-23 18:17:14 +01:00
Wagner Costa
d09157efb8 update code to use one prediction file / pair 2022-11-22 15:15:42 -03:00
Wagner Costa
91779bb28b Merge branch 'develop' into backtest_fitlivepredictions 2022-11-22 13:09:48 -03:00
Wagner Costa
c01f25ddc9 update code to freqai_backtest_live_models only from historic predictions 2022-11-22 13:09:09 -03:00
Timothy Pogue
d9d7df70bf fix tests, log unknown errors 2022-11-21 12:21:40 -07:00
Matthias
12b471c64b Prevent 2 parallel open orders through forceentry
this leads to forgetting the prior order

closes #7765
2022-11-20 09:28:14 +01:00
Wagner Costa Santos
fdc82af883 fix tests - update code to backtest with historic_predictions 2022-11-19 22:27:58 -03:00
Wagner Costa Santos
80d070e9ee update code to use historic_predictions for freqai_backtest_live_models 2022-11-19 14:15:58 -03:00
robcaulk
387c905a86 merge develop into RL 2022-11-17 21:59:07 +01:00
robcaulk
60fcd8dce2 fix skipped mac test, fix RL bug in add_state_info, fix use of __import__, revise doc 2022-11-17 21:50:02 +01:00
robcaulk
91df79ff44 merge dev into backtest-live-predictions 2022-11-17 21:20:47 +01:00
Matthias
1975e942d6 Add test for no remaining
(kucoin case - https://github.com/freqtrade/freqtrade/issues/7757).
2022-11-17 19:07:47 +00:00
Matthias
48e5a45856 rpc_test: dont replicate whole response,
updating  what's changed improves readability
2022-11-17 19:07:47 +00:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Wagner Costa Santos
3903b04d3f save_live_data_backtest - added docs and tests 2022-11-17 15:20:07 -03:00
Matthias
0a7f4fd3cc fix httpx test warning 2022-11-17 10:36:24 +00:00
Matthias
097af973d2 improve RPC testcase to cover open orders 2022-11-17 07:10:47 +01:00
Matthias
30b467906c Delist FTX, following ccxt's delisting. 2022-11-14 19:40:57 +01:00
Matthias
95fd4072fa
Merge pull request #7701 from freqtrade/add-single-precision-freqai
add option to force single precision
2022-11-14 07:02:35 +01:00
robcaulk
1e9e7887aa fix constants.py, fix freqai test 2022-11-13 15:38:35 +01:00
robcaulk
af9e400562 add test coverage, fix bug in base environment. Ensure proper fee is used. 2022-11-13 15:31:37 +01:00
Matthias
a59d61472b Add test for dataframe footprint reduction 2022-11-13 15:29:37 +01:00
robcaulk
e45d791c19 Merge remote-tracking branch 'origin/develop' into feat/freqai-rl-dev 2022-11-13 13:00:16 +01:00
Matthias
535c365b4a Disable ftx ccxt_compat tests
Their API is down due to being insolvent ...
2022-11-13 10:33:54 +01:00
robcaulk
259f87bd40 fix rl test; 2022-11-12 19:01:40 +01:00
Matthias
ee0e59157c Update join relationship of orders table to selectin
closes #6791 by slightly improving performance in this area.
2022-11-12 16:34:00 +01:00
robcaulk
6ff0e66ddf ensure strat tests are updated 2022-11-12 11:13:31 +01:00
robcaulk
7a4bb040a5 merge develop into feat/freqai-rl-dev 2022-11-12 10:54:34 +01:00
robcaulk
214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
robcaulk
9617d8143d Merge remote-tracking branch 'origin/develop' into add-single-precision-freqai 2022-11-12 10:21:38 +01:00
Robert Caulk
833578716c
Merge pull request #7644 from markdregan/multi-target-classifier
Support for multi target multi-class classification (FreqaiMultiOutputRegressor for Classification)
2022-11-11 18:48:38 +01:00
robcaulk
790ff2a84b merge develop into add-single-prec 2022-11-11 18:08:51 +01:00
robcaulk
66514e84e4 add LightGBMClassifierMultiTarget. add test 2022-11-11 17:45:53 +01:00
Matthias
0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias
3e676dbaa4 Add properties to simplify timerange handling 2022-11-10 16:33:57 +01:00
Matthias
ce3959a0c6
Merge pull request #7708 from freqtrade/improve_iteration
Improve iteration logic
2022-11-08 19:25:01 +01:00
Wagner Costa Santos
6559384286 Merge branch 'develop' into backtest_live_models 2022-11-07 15:14:10 -03:00
Matthias
5ba012c592 Disable "tick" in test_update_funding_fees_schedule
we only want to test run frequency, not time progression.
2022-11-07 07:18:09 +00:00
Matthias
2068a44fd0 Add test for new behavior 2022-11-06 11:17:25 +01:00
Matthias
d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
5bd3e54b17 Add test for detail backtesting 2022-11-05 20:01:05 +01:00
Robert Caulk
820aad670c
Merge pull request #7690 from freqtrade/track-current-candle
Track current candle in FreqAI
2022-11-05 17:35:05 +01:00
Emre
06a2957837
Merge branch 'develop' into add-single-precision-freqai 2022-11-05 19:15:12 +03:00
Matthias
29ba263c3c Update some test parameters 2022-11-05 17:02:27 +01:00
Matthias
25b8d34fe2 Update backtesting test
Had bad behavior before, and didn't properly test what it was supposed to
2022-11-05 17:02:18 +01:00
Matthias
6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
robcaulk
257c833831 add doc for single precision, dont allow half precision, add test 2022-11-04 18:10:04 +01:00
robcaulk
444a068481 merge develop into track-current-candle 2022-11-03 21:09:08 +01:00
Wagner Costa Santos
17798b3397 Merge branch 'develop' into backtest_live_models 2022-11-03 13:29:25 -03:00
robcaulk
b3b756ec14 ensure test pass 2022-11-02 20:30:04 +01:00
Matthias
09e0a8d4df
Merge pull request #7689 from freqtrade/add-pca-dbscan-tests
add integrated tests for PCA and DBSCAN
2022-11-02 19:41:37 +01:00
robcaulk
255eb71270 start tracking the current candle in FreqAI, add robustness to corr_df caching and inference timer, add test for cache corr_df 2022-11-02 19:32:22 +01:00
robcaulk
63458a6130 isort 2022-11-02 18:40:13 +01:00
robcaulk
2afa185dc6 add integrated tests for PCA and DBSCAN 2022-11-02 18:34:56 +01:00
robcaulk
162056a362 fix flake8 2022-10-31 18:23:35 +01:00
robcaulk
a49edfbaee add tests for CatboostClassifier 2022-10-30 18:08:10 +01:00
robcaulk
d1a0874683 merge develop into feat/freqai-rl-dev 2022-10-30 10:13:03 +01:00
Matthias
a323acf343 Improve ShufflePairlist to shuffle only once per candle 2022-10-30 09:46:12 +01:00
Matthias
801e91c39e
Merge pull request #7618 from wizrds/fix/docker-config-record
Update function in FreqAI interface to record FreqAI config params
2022-10-29 08:56:20 +02:00
Matthias
255f38537e Simplify stoploss behavior by combining more commonalities 2022-10-26 07:14:33 +02:00
Matthias
cf6b75a3f3 Use combined stoploss_adjust where possible 2022-10-26 07:12:42 +02:00
Matthias
f70c00dd4c Improve variance around worker timing test 2022-10-25 06:14:42 +00:00
Matthias
f93b6eec63 Improve timing for worker throttling 2022-10-24 20:09:13 +02:00
Robert Caulk
137aa1756b
Merge pull request #7593 from th0rntwig/prediction-shape
Fix constant PCA
2022-10-24 08:33:36 +02:00
Matthias
3a40ad87c6
Merge pull request #7615 from freqtrade/price_jump_warn
Add price jump warning
2022-10-24 06:27:53 +02:00
Timothy Pogue
bb06745227 fix tests 2022-10-23 12:25:39 -06:00
th0rntwig
49ff51f11f Change storage loc and fix test fail 2022-10-23 16:24:02 +02:00
Matthias
d0571464db Improve test for worker throttle 2022-10-23 14:20:59 +02:00
Timothy Pogue
c4a2ee05e7 fix freqai test 2022-10-22 09:31:55 -06:00
Matthias
547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Timothy Pogue
5ee3b8cbbb update config recording to use all configs, fix tests 2022-10-21 19:48:26 -06:00
Matthias
b715d9c521 Improve fee handling
closes #7586
2022-10-21 16:30:14 +02:00
Matthias
d1591883a6 add missing datetime conversion in fromJson 2022-10-21 07:01:47 +02:00
Matthias
bd424a877b Add Trade from_json method 2022-10-20 20:33:08 +02:00
Matthias
0aa840792b Move persistence tests to package 2022-10-20 20:05:15 +02:00
Matthias
f4814a7d59 Improve test resiliance to small roundings 2022-10-20 19:57:56 +02:00
Wagner Costa Santos
6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Matthias
60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Wagner Costa Santos
52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
Matthias
6e95b6667d Modify test ensuring we always have a 0 index 2022-10-19 11:57:05 +02:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
880ddccaa8
Merge pull request #7590 from freqtrade/list-models
List models
2022-10-17 20:40:41 +02:00
Matthias
c2914feb12 Don't fail contract size repopulation if pair is no longer available 2022-10-17 09:55:18 +00:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias
23a5a516f9
Merge pull request #7557 from freqtrade/add-metric-tracker
Add metric tracker to FreqAI
2022-10-16 18:20:07 +02:00
Evgeniy Vladimirov
82d75d8914 Fix tests that failed due to new strategy. 2022-10-16 14:59:55 +03:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00