Commit Graph

87 Commits

Author SHA1 Message Date
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
Matthias
f21185d1c4 Add tests for new metrics 2022-12-28 14:05:04 +01:00
Matthias
882e68c68b Rename backtest-result from new to "not new". 2022-12-26 15:33:14 +01:00
Matthias
6a15a9b412 Update backtest-result_new
fixing the calculation of profit_abs - which was incorrect previously.
2022-12-26 15:33:14 +01:00
Matthias
34951f59d2 Update failing tests 2022-09-30 06:44:19 +02:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
4aec2db14d Remove isClose from tests in favor of pytest.approx 2022-08-31 08:25:56 +00:00
Matthias
0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Nicolas Papp
f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias
5ff2261b74 Improve test to explicitly test for dates 2022-04-25 07:32:32 +02:00
Matthias
9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias
4254d86658 Move test-backtestfiles to separate directory 2022-04-11 20:32:02 +02:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias
bb1d8fb54f Improve message when no hyperopt fie is found
closes 
2022-01-21 15:24:26 +01:00
Matthias
3cdb672ac3 Improve test coverage 2022-01-16 19:11:20 +01:00
Matthias
522496d9e2 Add Compatibility code for BT_DATA_COLUMNS 2022-01-07 17:17:35 +01:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias
28011a3907 Update bt_results filename to new.json 2022-01-06 19:28:04 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias
2ecaf9f8b4 Update backtest-result test-files to latest format 2022-01-05 20:26:24 +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
ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias
78ba2d3fc7 Add underwaterplot calculation to btanalysis 2022-01-01 14:39:58 +01:00
Matthias
bd98637ae9 Fail gracefully from plot-profit when no data is provided
closes 
2021-12-30 10:14:45 +01:00
Sam Germain
1a132758d0 merged with feat/short 2021-09-27 23:26:20 -06:00
Matthias
c791b95405 Use new TestStrategy (V3) by default in tests 2021-09-21 20:24:08 +02:00
Sam Germain
043bfcd5ad Fixed a lot of failing tests" 2021-09-19 20:24:22 -06:00
Matthias
6d96b11279 Rename DefaultStrategy 2021-08-26 07:25:53 +02:00
Matthias
fd3afdc230 plot-profit should use absolute values 2021-04-25 10:10:09 +02:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias
1a166f639d Add test for calcuate_csum 2021-02-14 19:44:13 +01:00
Matthias
ea0ffbae73 use profit_ratio in calculate_cum_profit 2021-01-29 19:06:57 +01:00
Matthias
13ad6dd461 Fix documentation 2021-01-25 19:56:40 +01:00
Matthias
deb8432d33 Streamline trade to dataframe conversion 2021-01-24 08:58:41 +01:00
Matthias
84ced92002 Fix mock-tests missing some fields 2021-01-03 06:49:07 +01:00
Matthias
8cdc795a44 Rename persistence.init to init_db 2020-10-16 08:15:18 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias
15bb0af1b3 Add some test-coverage 2020-09-28 00:36:13 +02:00
Matthias
3cb1a9a5a9 Support loading results from a specific hyperopt history file 2020-09-27 17:03:30 +02:00