Matthias
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f4149ee462
|
Force ROI to be within candle
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2022-02-05 16:28:21 +01:00 |
|
Matthias
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44e616c264
|
Add unfilledtimeout to required props for backtesting
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2022-02-05 16:28:21 +01:00 |
|
Matthias
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49cecf1cb2
|
Small cosmetic fix
|
2022-02-05 16:28:21 +01:00 |
|
Rokas Kupstys
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9140679bf4
|
Backtest order timeout continued.
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2022-02-05 16:28:21 +01:00 |
|
Rokas Kupstys
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15698dd1ca
|
Fix errors so it runs, implement timeout handling.
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2022-02-05 16:28:21 +01:00 |
|
Matthias
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f7a1cabe23
|
Add first version to fill orders "later" in backtesting
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2022-02-05 16:28:21 +01:00 |
|
Matthias
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c12e5a3b6c
|
Initial idea backtesting order timeout
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2022-02-05 16:28:21 +01:00 |
|
Sam Germain
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8b57827676
|
exchange.get_max_pair_stake_amount hard set leverage to 0
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2022-02-04 14:26:15 -06:00 |
|
Sam Germain
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dc6cb445fd
|
Merge branch 'feat/short' into max-amount
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2022-02-04 04:42:38 -06:00 |
|
Sam Germain
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3ee2b7978c
|
wallets.validate_stake_amount added param max_stake_available
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2022-02-03 20:33:16 -06:00 |
|
Sam Germain
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7465037906
|
freqtradebot.execute_entry test for too high stake amount
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2022-02-03 20:33:16 -06:00 |
|
Sam Germain
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8c680d75b9
|
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
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2022-02-03 20:33:16 -06:00 |
|
Sam Germain
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6b6b35ac1c
|
check for max stake limit in freqtradebot and backtesting
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2022-02-03 20:33:04 -06:00 |
|
Sam Germain
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edc0e9c75f
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backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
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2022-02-03 17:48:34 -06:00 |
|
Sam Germain
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977f87659c
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edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
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2022-02-03 17:48:33 -06:00 |
|
Sam Germain
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73d10b5c02
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backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
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2022-02-03 17:48:33 -06:00 |
|
Matthias
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a4e1aaa9bd
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Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
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2022-02-02 19:52:10 +01:00 |
|
Matthias
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463714832d
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Merge branch 'develop' into feat/short
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2022-01-29 14:19:30 +01:00 |
|
Matthias
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5d0c2bcb44
|
Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
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2022-01-28 07:25:10 +01:00 |
|
Matthias
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82e193d9f0
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Merge pull request #6260 from stash86/pos_adjust
Add max_buy_position_adjustment as attribute
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2022-01-27 20:13:51 +01:00 |
|
Matthias
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002226f5fd
|
Update setting to max_entry_position_adjustment
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2022-01-27 16:57:50 +01:00 |
|
Matthias
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12c79967f5
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Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
Pass dimensions to generate_estimator
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2022-01-25 19:37:22 +01:00 |
|
Italo
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30b27ae736
|
explicit dtype
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2022-01-25 12:29:55 +00:00 |
|
Italo
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f7a5b2cb71
|
explicit dimensions, added **kwargs, updated docs
|
2022-01-25 11:43:40 +00:00 |
|
Stefano Ariestasia
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0fa7986369
|
Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-25 10:30:18 +09:00 |
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Matthias
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e252830229
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Add entry_tag to "entry" callbacks
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2022-01-24 07:02:01 +01:00 |
|
Reigo Reinmets
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451eca51c8
|
Optimise the multiple usages of the same timestamp.
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2022-01-23 20:58:25 +02:00 |
|
Reigo Reinmets
|
e67a54f7a9
|
Fix missing order time info in backtesting.
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2022-01-23 20:52:35 +02:00 |
|
Matthias
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7429f535c1
|
Imrpove code by reusing available properties
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2022-01-23 18:59:09 +01:00 |
|
Matthias
|
ad28543d4d
|
Update kraken calculation
|
2022-01-22 19:46:11 +01:00 |
|
Matthias
|
a0c0c4dcbe
|
Update funding_fee formula to correctly calculate fees for long trades
|
2022-01-22 19:46:10 +01:00 |
|
Matthias
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f26cd19146
|
Merge index and mark rates as part of dataload
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2022-01-22 19:45:46 +01:00 |
|
Matthias
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84c6d92d4c
|
calculate_funding_fees is actually a public exchange interface (used in backtesting).
|
2022-01-22 19:45:46 +01:00 |
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Matthias
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e9e7fd749b
|
Support funding-fees while running backtest
|
2022-01-22 19:45:43 +01:00 |
|
Matthias
|
f090dcc597
|
Merge branch 'develop' into feat/short
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2022-01-22 17:56:01 +01:00 |
|
Matthias
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01b331ee42
|
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
set stoploss at trade creation
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2022-01-22 16:17:47 +01:00 |
|
Italo
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82f0d4d056
|
set stoploss at trade creation
|
2022-01-22 14:03:12 +00:00 |
|
Stefano Ariestasia
|
fe5f61694b
|
Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-22 21:25:16 +09:00 |
|
Matthias
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bb1d8fb54f
|
Improve message when no hyperopt fie is found
closes #6266
|
2022-01-21 15:24:26 +01:00 |
|
Stefano Ariestasia
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f3a152a5a2
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Merge branch 'freqtrade:develop' into pos_adjust
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2022-01-21 17:11:36 +09:00 |
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Matthias
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a6c7f45545
|
Update webserver backtseting to reuse prior results
|
2022-01-20 06:51:48 +01:00 |
|
Stefano Ariestasia
|
62ea1a445e
|
add lines to show_config message
|
2022-01-20 10:03:26 +09:00 |
|
Rokas Kupstys
|
5fffc5033a
|
Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
|
2022-01-19 11:44:35 +02:00 |
|
Italo
|
a4dbdb549d
|
added type spec
|
2022-01-19 01:37:47 +00:00 |
|
Italo
|
407c20412d
|
Pass dimensions to generate_estimator
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
|
2022-01-19 01:07:41 +00:00 |
|
Matthias
|
2bcfc0c90c
|
Add warning about cache problems
|
2022-01-16 18:01:05 +01:00 |
|
Matthias
|
5bb48eaed0
|
Replace Nan with 0 or None in backtesting
part of #6224
|
2022-01-16 14:49:29 +01:00 |
|
Rokas Kupstys
|
062d00e8f2
|
Fix @informative decorator failing with edge.
|
2022-01-15 17:31:16 +02:00 |
|
Rokas Kupstys
|
2b7405470a
|
Fix timerange check.
|
2022-01-15 17:30:40 +02:00 |
|
Rokas Kupstys
|
16861db653
|
Implement previous backtest result reuse when config and strategy did not change.
|
2022-01-15 17:30:40 +02:00 |
|
Reigo Reinmets
|
13bc5c5d8f
|
Fine, this does look better.
|
2022-01-13 20:24:21 +02:00 |
|
Reigo Reinmets
|
678be0b773
|
Slightly move code.
|
2022-01-13 20:16:45 +02:00 |
|
Reigo Reinmets
|
3b7167ab07
|
Fix backtesting missing filled amounts in orders.
|
2022-01-10 20:30:40 +02:00 |
|
Reigo Reinmets
|
0bca07a32a
|
Added min_stake, max_stake. Removed pair as its included in trade.
|
2022-01-08 17:20:02 +02:00 |
|
Reigo Reinmets
|
8e424f7c73
|
Merge branch 'freqtrade:develop' into dca
|
2022-01-08 14:57:15 +02:00 |
|
Matthias
|
dad080f56f
|
Merge branch 'develop' into feat/short
|
2022-01-08 10:45:15 +01:00 |
|
Matthias
|
04976658da
|
Fix crash when using backtesting-show on a old backtestresult
|
2022-01-07 17:34:47 +01:00 |
|
Rokas Kupstys
|
11ace0f867
|
Instead of clearing processed dict, store df_analyzed (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
|
2022-01-07 12:07:49 +02:00 |
|
Matthias
|
46809f08fe
|
Merge branch 'develop' into feat/short
|
2022-01-07 10:13:16 +01:00 |
|
Matthias
|
e540959c27
|
Remove btdata from generate_strategy_stats
|
2022-01-07 09:27:07 +01:00 |
|
Matthias
|
1203d08d1e
|
generate_pair_metrics does not need processed dict
|
2022-01-07 09:27:07 +01:00 |
|
Matthias
|
addba6597a
|
Merge pull request #6165 from freqtrade/drawdown_fixes
Improved drawdown calculation
|
2022-01-06 09:56:05 +01:00 |
|
Matthias
|
2a2392fd73
|
Update parameter name in docstring
|
2022-01-06 09:15:30 +01:00 |
|
Matthias
|
a9a6cf13f8
|
Add exit_tag to detail-sells
closes #6159
|
2022-01-06 08:22:15 +01:00 |
|
Matthias
|
6abd6bceb9
|
Avoid recalculating statistics for comparison line
|
2022-01-05 20:16:48 +01:00 |
|
Sam Germain
|
501f473164
|
Merge branch 'develop' into feat/short
|
2022-01-04 22:47:33 -06:00 |
|
Matthias
|
8373a4e713
|
Small Adjustments to improve compatibility
|
2022-01-04 19:17:08 +01:00 |
|
Matthias
|
4d9b4ddc28
|
Update hyperopt-tools to use account drawdown
|
2022-01-04 17:43:39 +01:00 |
|
Matthias
|
09fae25c94
|
Fix some tests after drawdown calculation change
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
|
7a2b50ce8b
|
Update drawdown calculation to account drawdown
|
2022-01-04 17:07:31 +01:00 |
|
Matthias
|
42579c0268
|
Drop hyperopt results legacy mode
|
2022-01-04 17:06:40 +01:00 |
|
Matthias
|
711a6a6dbc
|
Merge branch 'develop' into pr/xataxxx/6079
|
2022-01-02 22:21:41 +01:00 |
|
Matthias
|
209ecc8732
|
Fix typo in bt_progress
|
2022-01-02 19:38:03 +01:00 |
|
Matthias
|
ddfbe55e7c
|
Merge branch 'develop' into feat/short
|
2022-01-01 19:16:49 +01:00 |
|
Matthias
|
670aed06bf
|
Remove loop for hyperopt.
|
2021-12-31 17:35:08 +01:00 |
|
Rokas Kupstys
|
a715083fc0
|
Reduce memory usage by not holding on to no longer needed data.
|
2021-12-31 12:10:01 +02:00 |
|
Wade Dyck
|
3d9360bb8c
|
When backtesting, pass the candle_type to load_data.
|
2021-12-27 11:46:05 -07:00 |
|
Reigo Reinmets
|
817a65b656
|
This is not needed since backtesting does not have open orders.
|
2021-12-26 20:01:48 +02:00 |
|
Reigo Reinmets
|
de79d25caf
|
Refactoring to use strategy based configuration
|
2021-12-24 12:38:43 +02:00 |
|
Reigo Reinmets
|
db2f0660fa
|
Some more compatibility fixes.
|
2021-12-18 11:15:59 +02:00 |
|
Reigo Reinmets
|
30673f84f9
|
Flake8 compatibility
|
2021-12-18 11:00:25 +02:00 |
|
Reigo Reinmets
|
d10fb95fce
|
Fix typo
|
2021-12-17 22:27:10 +02:00 |
|
Reigo Reinmets
|
f11a40f144
|
Improve documentation on adjust_trade_position and position_adjustment_enable
|
2021-12-11 17:14:04 +02:00 |
|
Reigo Reinmets
|
f97662e816
|
Add position_adjustment_enable config keyword to enable it.
|
2021-12-11 00:28:12 +02:00 |
|
Reigo Reinmets
|
1e3fc5e984
|
Slight code touchup
|
2021-12-10 22:48:00 +02:00 |
|
Reigo Reinmets
|
c179951cca
|
Expect stake_amount, not actual amount of pair from strategy for DCA.
|
2021-12-10 20:42:24 +02:00 |
|
Reigo Reinmets
|
b2c2852f86
|
Initial backtesting support. This does make it rather slow.
|
2021-12-09 23:21:35 +02:00 |
|
Matthias
|
edd80c3006
|
Merge branch 'develop' into feat/short
|
2021-12-09 06:34:07 +01:00 |
|
Matthias
|
c981cc335d
|
Remove wrong comment
|
2021-12-04 14:51:55 +01:00 |
|
Matthias
|
68ac8008ec
|
Call custom_exit_price only for sell_signal and custom_sell
|
2021-12-04 14:14:22 +01:00 |
|
Matthias
|
86910b58dc
|
Bracket entry/exit prices to low/high of the candle
|
2021-12-03 17:44:53 +01:00 |
|
Matthias
|
d1209fe415
|
Merge branch 'develop' into pr/GluTbl/5756
|
2021-12-03 17:37:44 +01:00 |
|
Matthias
|
2f17fa2765
|
Update more to use candleType
|
2021-12-03 14:15:35 +01:00 |
|
Matthias
|
5493212672
|
More candletype changes
|
2021-12-03 13:04:31 +01:00 |
|
Matthias
|
77443d5abc
|
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
|
2021-12-01 19:49:40 +01:00 |
|
Matthias
|
67f3570bf3
|
Merge branch 'develop' into feat/short
|
2021-12-01 07:21:36 +01:00 |
|
Matthias
|
a2a974fc6d
|
correctly apply leverage to backtesting
|
2021-11-30 20:32:34 +01:00 |
|
Matthias
|
6ca6f62509
|
Remove duplicate code in optimize_reports
|
2021-11-27 09:39:10 +01:00 |
|
Matthias
|
450293878f
|
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
|
2021-11-26 07:48:24 +01:00 |
|
Matthias
|
897788de17
|
Reformulate exception to be "nicer"
|
2021-11-26 07:02:50 +01:00 |
|