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252 Commits

Author SHA1 Message Date
Matthias
2bc76771bf Align backtest to interface.py 
interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
 2019-01-01 16:50:10 +01:00
Matthias
fae875f588 Implement missing_data_fillup to tests and operations 2018-12-31 19:15:49 +01:00
Matthias
8b9cc45f41 move test for data completeness 
should be done before analyzing strategy
 2018-12-31 15:09:50 +01:00
Matthias
429f846ad1 Switch load_data to kwargs 2018-12-15 20:31:05 +01:00
Matthias
6c02cc5993 Adjust test to pathlib 2018-12-15 14:14:38 +01:00
Matthias
21aba1620c Replace calls to load_data 2018-12-15 14:10:33 +01:00
Matthias
432cc00283 Adjust imports to data.history 2018-12-14 06:32:49 +01:00
Matthias
7a533de1a8 Use list ticker history for backtesting 2018-12-12 19:17:09 +01:00
Matthias
3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen 
fix backtesting not respecting max_open_trades
 2018-11-30 19:17:09 +01:00
Matthias
21a093bcdb extract resolvers to IResolvers and it's own package 2018-11-24 20:00:02 +01:00
Matthias
93429a58b2 remove TODO 2018-11-09 07:13:20 +01:00
Matthias
66487f2a13 require start/end-date argument in backtest 2018-11-09 07:13:20 +01:00
Matthias
e94da7ca41 inverse backtest logic to loop over time - not pairs (more realistic) 2018-11-09 07:12:41 +01:00
Matthias
95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias
8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias
f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias
98050ff594 use all min_roi entries 2018-10-29 19:27:23 +01:00
Matthias
233c442af9 Adjust backtest so sell uses stop-loss or roi value as closerate 2018-10-29 19:27:23 +01:00
Matthias
fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
Matthias
d7459bbbf3 refactor get_timeframe out of backtesting class 2018-10-17 19:59:33 +02:00
Matthias
8a3272e7c5 don't copy tickerdata_to_dataframe into backtesting 
it's used only once, so this does not make sense and hides the origin of
the function
 2018-10-17 19:47:19 +02:00
Matthias
6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
Matthias
567211e9f9 don't print "NAN" lines in "left_open_trades" 2018-09-20 20:35:26 +02:00
Matthias
6d1c82a5fa Remove last refreence to get_candle_history 2018-08-19 19:50:14 +02:00
Janne Sinivirta
3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat 
Allow multi strategy backtest without data reload
 2018-08-02 12:35:47 +03:00
creslin
a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
Matthias
40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias
76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias
c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias
028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias
5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias
a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias
bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias
644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias
5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias
65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias
56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias
787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias
df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
xmatthias
2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Janne Sinivirta
4b38c8b11d use pandas own min and max for column sorting 2018-07-25 17:04:25 +03:00
Janne Sinivirta
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason 
Record sell reason
 2018-07-24 09:09:45 +03:00
Matthias
4fb9823cfb fix rebase problem 2018-07-19 19:50:06 +02:00
Matthias
760c79c5e9 Use .center() to output trades header line 2018-07-19 19:39:08 +02:00
Matthias
a452864b41 Use namedtuple for sell_return 2018-07-19 19:39:08 +02:00
Matthias
506aa0e3d3 Add print_sales table and test 2018-07-19 19:34:14 +02:00
Matthias
2a61629014 Export sell_reason from backtest 2018-07-19 19:29:31 +02:00
Matthias
cbffd3650b add sell_reason to backtesting 2018-07-19 19:29:31 +02:00
Janne Sinivirta
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment 
replace --realistic with 2 separate flags
 2018-07-19 17:33:19 +03:00
Janne Sinivirta
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration 
Fix backtest duration calculation
 2018-07-19 17:32:11 +03:00
Matthias
aa69177436 Properly check emptyness and adjust floatfmt 2018-07-19 13:14:21 +02:00
Matthias
79b1030435 output duration in a more readable way 2018-07-18 20:08:55 +02:00
Matthias
f9f6a3bd04
cast to int to keep exports constant 2018-07-18 09:29:51 +02:00
Matthias
8e4d2abd4e
Fix typo 2018-07-18 09:10:17 +02:00
Matthias
08237abe20
Fix wrong backtest duration 
identified in #1038
 2018-07-18 09:06:12 +02:00
Matthias
c82276ecbe add --disable-max-market-positions 2018-07-17 21:05:03 +02:00
Matthias
e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta
aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta
85e6c9585a remove pass-through methods from Analyze 2018-07-16 08:23:39 +03:00
Janne Sinivirta
a74147c472 move strategy initialization outside Analyze 2018-07-16 08:23:39 +03:00
Matthias
06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit 
Add cumulative profit to backtest result table
 2018-07-11 07:21:28 +03:00
Matthias
8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias
1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta
bf4d0a9b70 sort imports 2018-07-04 10:31:35 +03:00
Michael Egger
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot 
allow backtest ploting
 2018-06-29 19:44:06 +02:00
xmatthias
e70cb963f7 document what to do with exported backtest results 2018-06-24 17:00:00 +02:00
Anton
f82b809fcf Merge with develop 2018-06-23 16:50:27 +03:00
xmatthias
0440a19171 export open/close rate for backtesting too 
preparation to allow plotting of backtest results
 2018-06-23 14:19:50 +02:00
Janne Sinivirta
c73b9f5c77 avoid calling exchange.get_fee inside loop 2018-06-22 21:04:07 +03:00
xmatthias
251f7db3ca require exchange object to delete pairs 2018-06-17 23:38:07 +02:00
xmatthias
21edcbdc27 Refactor exchange to class 2018-06-17 23:38:07 +02:00
Anton
ae94ab17f4 Merge branch 'develop' into feature-unlimited-stake_amount 2018-06-17 02:23:40 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest 
Display open trades after backtest period
 2018-06-16 12:49:08 +02:00
xmatthias
c0289ad844 use list comprehension to build list 2018-06-13 19:53:12 +02:00
xmatthias
e600be4f56 Reduce force-sell verbosity 2018-06-13 19:44:00 +02:00
xmatthias
6357812743 fix backtest report able 2018-06-13 06:57:49 +02:00
xmatthias
e3ced7c15e extract export from backtest function 2018-06-12 22:29:30 +02:00
xmatthias
bfde33c945 Use timestamp() instead of strftime 
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
 2018-06-12 21:12:55 +02:00
xmatthias
335d1fbbbc Check if no backtest data is found and fail gracefully 2018-06-11 19:50:43 +02:00
xmatthias
12e455cbf5 add buy/sell index to backtest result 2018-06-10 20:52:42 +02:00
xmatthias
27ee8f7360 make flake happy 2018-06-10 13:55:48 +02:00
xmatthias
1cd7ac55a8 Added "left open trades" report 2018-06-10 13:45:16 +02:00
xmatthias
b81588307f Add "open_at_end" parameter 2018-06-10 13:37:53 +02:00
xmatthias
31025216f9 fix type of open/close timestmap 2018-06-10 13:32:07 +02:00
xmatthias
322a528c12 fix bug with backtestResult 2018-06-10 13:25:16 +02:00
xmatthias
9c57d3aa8b add BacktestresultTuple 2018-06-10 13:15:46 +02:00
xmatthias
c1b2e06eda simplify return from _get_sell_trade_entry 2018-06-10 09:07:04 +02:00
xmatthias
3094acc7fb update comment 2018-06-10 08:58:28 +02:00
xmatthias
24a875ed46 remove experimental parameters - they are read by analyze.py anyway 2018-06-09 21:44:57 +02:00
xmatthias
5623ea3ac6 Add forcesell at end of backtest period 2018-06-09 21:44:20 +02:00
Anton
b4138f29c8 Merge with develop 2018-06-08 00:29:44 +03:00
Janne Sinivirta
b4ae5a36a8 use .copy() to avoid Pandas mistake. drop first row because of shifting 2018-06-07 17:29:40 +03:00
Janne Sinivirta
7f8e0ba25f use buy/sell signal from previous candle, not current to avoid seeing to the future 2018-06-07 17:28:40 +03:00
xmatthias
7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
Anton
87f750da35 Merge with develop 2018-06-04 01:50:10 +03:00
xmatthias
e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias
50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Raymond Luo
2791d543ea Make backtesting report markdown shareable 
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
 2018-06-02 19:52:16 +02:00