Commit Graph

1951 Commits

Author SHA1 Message Date
misagh 866da8aaa1 reinitializing Edge calculated data in case of inability to download
backtesting data
2018-11-07 19:24:53 +01:00
misagh 3330d327ed removing reserve keyword “filter”: replaced by “adjust” 2018-11-07 19:03:08 +01:00
misagh 7b80985533 comments on recursive function + indentation of function declaration 2018-11-07 19:00:18 +01:00
misagh 934dd97eb2 adding init for edge test folder 2018-11-07 18:54:21 +01:00
misagh 96a43327ca _pair_info moved to class header for reusibility 2018-11-07 18:52:15 +01:00
misagh 6d63de1932 removing unnecessary lib 2018-11-07 18:15:04 +01:00
misagh 553e5656ac forcestoploss refactored 2018-11-07 18:12:46 +01:00
misagh 6838ae0591 conflict resolved => new backtest low and high params 2018-11-07 17:56:21 +01:00
Matthias 8044846d37 Fix some refactoring problems 2018-11-07 07:05:40 +01:00
Stephen Dade 477515c4b5 Now using resolver for custom hyperopts 2018-11-07 06:58:20 +01:00
Stephen Dade e0f420983e Updated logger in custom_hyperopt 2018-11-07 06:55:28 +01:00
Stephen Dade 469db0d434 Decoupled custom hyperopts from hyperopt.py 2018-11-07 06:26:16 +01:00
misagh 1b457e902c config initializer refactored 2018-11-06 19:45:41 +01:00
misagh bcecaa69d4 removing global variable modification 2018-11-06 19:41:46 +01:00
Matthias e0489878d8
Merge pull request #1306 from xmatthias/feat/functional_tests
Funcional tests / backtest stoploss alignment
2018-11-06 19:25:31 +01:00
misagh 133ba5d6a1 moving stop loss range to init as it doesn’t need to be called on each
iteration
2018-11-06 19:16:20 +01:00
misagh 5c38b92a75 simplifying calculations to be more readable 2018-11-06 19:05:42 +01:00
misagh ed24d96a79 some formatting for flake8 2018-11-04 18:57:57 +01:00
misagh 8ea9b3746b passing pair to get_trade_stake_amount 2018-11-04 18:51:54 +01:00
misagh 714ac6dd08 Merge branch 'develop' into money_mgt 2018-11-04 18:49:21 +01:00
misagh 120655d262 fixing tests for namedtuple 2018-11-04 18:43:57 +01:00
misagh 14bfd4b7ee using named tuples for keeping pairs data 2018-11-04 18:11:58 +01:00
Matthias 7e5fd82f25
Merge pull request #1269 from freqtrade/feat/force_buy
add /forcebuy to telgram handler
2018-11-04 09:25:13 +01:00
misagh d7821acbf0 refreshing pairs on each iteration 2018-11-03 14:33:17 +01:00
misagh b6d4e11e88 added minimum win rate to config 2018-11-03 14:31:34 +01:00
misagh ece1c8a702 flake8 again and again and again and again
https://www.youtube.com/watch?v=MuSK3pDDYD4
2018-11-02 20:12:48 +01:00
misagh d1ba994e54 expectancy test completed 2018-11-02 20:07:45 +01:00
misagh 237233c300 renaming tests 2018-11-02 19:59:06 +01:00
misagh 2ef2754ffd flake8 happiness satisfied 2018-11-02 19:55:41 +01:00
misagh 3eeaa50fe5 stoploss and sell signal tests done 2018-11-02 19:54:32 +01:00
misagh bb791eac7e backtesting remove from import + whitespace removed 2018-11-02 19:19:28 +01:00
misagh 333d505b66 OHLC validation corrected 2018-11-02 19:01:37 +01:00
misagh 080ecae332 whitelist conflict resolved with develop branch 2018-11-02 18:59:31 +01:00
misagh 05b8010460 removing unnecessary test cases 2018-11-02 18:10:03 +01:00
misagh 2f6aafe66c Edge calculation refactored: removing redundant calculations 2018-11-02 18:07:38 +01:00
Matthias 9cadb188d7
Merge pull request #1276 from freqtrade/fix/1272
solve /balance crashes
2018-11-02 16:05:42 +01:00
Matthias 8316acfa78 Add column description to test-cases 2018-11-01 13:16:10 +01:00
Matthias 95d271ca5d Fix ROI close-rate calculation to work with fees - adjust tests 2018-11-01 13:14:59 +01:00
Matthias c21b45647d Fix smoe comments in persistence 2018-11-01 13:05:57 +01:00
Matthias a321d0a820 Short descriptors 2018-10-30 20:49:12 +01:00
Matthias daa9863d0b Try adding headers 2018-10-30 20:45:32 +01:00
Matthias 79d1d63e6f Align data (by halfing all data) 2018-10-30 20:42:34 +01:00
Matthias 8c93760a6d simplify some code 2018-10-30 20:23:31 +01:00
Matthias fe2c158e59 Adjust sell-rate to new backtesting (respects roi/stoploss) 2018-10-30 20:13:56 +01:00
Matthias f96f0cdea7 Add additional comment 2018-10-30 20:02:31 +01:00
Matthias 9e921d4410 refactor General bt-utils out of detailed backtest file 2018-10-30 20:02:01 +01:00
Matthias e442e22a20 refactorign 2018-10-30 19:58:06 +01:00
Matthias 9798e881cb refactor sell_r to sell_reason 2018-10-30 19:44:31 +01:00
Matthias 3679b0948a cleanup interface 2018-10-30 19:37:45 +01:00
Matthias fc3f8b436d some more cleanup 2018-10-30 19:36:19 +01:00
Matthias b383113d6c Test open / close time - small refactorings 2018-10-30 19:33:32 +01:00
Matthias 9065e79f53 Cleanup and add some comments on what's happening in the sample snippets 2018-10-29 20:33:27 +01:00
Matthias 6096f3ca47 Simplify functional tests 2018-10-29 20:17:15 +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 a0e8bfbd77 shift buy-signal to one earlier (backtest shifts it forward to avoid
lookahead)
2018-10-29 19:27:23 +01:00
Matthias 409465ac8e adapt functional tests for new version after rebase 2018-10-29 19:27:23 +01:00
Matthias 30a6e684a6 update with new comments and new data for tc5 2018-10-29 19:27:23 +01:00
Matthias b8f78cb187 Refactor tests, implement @creslinux's data 2018-10-29 19:27:23 +01:00
Matthias e0fda7a5dd Add tests validating backtest details 2018-10-29 19:27:23 +01:00
Matthias 2f55cbde35 fix #1298 2018-10-29 19:23:56 +01:00
Matthias 1121ec0724 don't have nb_assets as parameter - it's a config setting as any other 2018-10-28 14:43:35 +01:00
Matthias 551dc79cf7 Don't overwrite pair_whitelist in config dict
Doing that will result in an empty whitelist after a short Exchange
downtime
2018-10-28 13:15:49 +01:00
Matthias db9a85f4a2
Merge pull request #1282 from freqtrade/feat/add_missingdata_warning
Show warning if part of backtest data is missing
2018-10-27 11:16:10 -04:00
Matthias 7e1a30f9bf
Merge pull request #1287 from freqtrade/backtest_data_validation
Backtest data validation
2018-10-26 07:21:24 -04:00
misagh 426db72126 removing test line 2018-10-25 17:24:33 +02:00
misagh dfeabcf7e5 Edge tests template refactored to be more readable 2018-10-25 16:59:05 +02:00
misagh c5474794d1 1) open_trade_index refactored 2) sell index is shifted by 1 2018-10-25 16:57:49 +02:00
misagh 25daf3a0f7 Merge branch 'develop' into money_mgt 2018-10-23 19:33:13 +02:00
misagh 67ace0a76c trade open time bug resolved (was behind of the market) 2018-10-23 19:32:20 +02:00
Matthias 677a9e56af remove skipped test (refresh_whitelist is tested in test_acl_pair) 2018-10-21 09:23:07 +02:00
Matthias 202b1d1f0b fix #1289 - we should not modify decimal context 2018-10-21 09:21:32 +02:00
Matthias 3c6d10f03e Print missing value count too 2018-10-18 20:05:57 +02:00
Matthias bc356c4d65 Return true/false for validation function 2018-10-18 19:48:54 +02:00
Matthias 518dcf5209 Cleanup some tests 8m is not a valid ticker value
not in constants.TICKER_INTERVAL_MINUTES map
2018-10-18 19:43:04 +02:00
Matthias fb52d32296 Add validate_backtest_data function 2018-10-18 19:42:54 +02:00
misagh 57bc4a866a average trade duration added 2018-10-18 11:09:10 +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
Samuel Husso ca2ffaa201
Merge pull request #1275 from freqtrade/telegram_enable_stopped
Enable analytical telegram commands when stopped
2018-10-16 19:48:23 +03:00
Matthias 631ba464f3 Show warning if part of backtest data is missing 2018-10-14 14:40:03 +02:00
misagh 6aa9cd1060 removing outliers per pair and not across all pairs 2018-10-12 19:37:23 +02:00
Matthias 138c8152c2 remove unused import 2018-10-10 22:03:54 +02:00
Matthias 701978a4b1 Add test for dust hiding 2018-10-10 22:01:22 +02:00
Matthias 3628659810 Add tests to check if no failure occurs when pair is not available 2018-10-10 21:50:59 +02:00
Matthias 792d2dbe32 Hide "dust" from /balance 2018-10-10 21:29:40 +02:00
Matthias a4d2bb6f29 Fix "No market symbol" exception in telegram calls 2018-10-10 21:28:48 +02:00
Matthias 3e8e8a55fa Enable analytical telegram commands when stopped 2018-10-10 20:58:21 +02:00
Matthias 3de3c246b4 add warning-message when forcebuy_enable is true 2018-10-10 20:23:25 +02:00
Matthias 6ff4c9b888 Update docs for /forcesell 2018-10-10 20:08:29 +02:00
Samuel Husso 8cf435f0ba
Merge pull request #1267 from freqtrade/telegram_fix
flush session for /forcesell all
2018-10-10 08:44:44 +03:00
Samuel Husso 5b7279793c
Merge pull request #1268 from freqtrade/tests_as_packages
convert tests to packages
2018-10-10 08:43:48 +03:00
Matthias a541d0a931 convert tests to packages
source: https://docs.pytest.org/en/latest/goodpractices.html

If you need to have test modules with the same name, you might add __init__.py files to your tests folder and subfolders, changing them to packages:
2018-10-09 21:13:43 +02:00
Matthias 44c275c801 flush session for /forcesell all 2018-10-09 21:08:56 +02:00
Matthias 8c6d7c48ad Add tests for /forcebuy 2018-10-09 20:04:53 +02:00
Matthias fbe69cee3f Add /forcebuy to telegram 2018-10-09 19:25:43 +02:00
Matthias 5029003957 Allow passing price to buy function 2018-10-09 07:06:11 +02:00
Matthias a20ceb9e31 Add reload_conf to telegram help 2018-10-08 19:43:37 +02:00
Matthias 1d38c35e6a Fix typo / word repetition 2018-10-06 09:27:49 +02:00
misagh 6d4f68fcdb unnecessary variables removed 2018-10-05 17:25:56 +02:00
misagh 9e44b260e2 BacktestResult removed as it is not used 2018-10-05 17:19:20 +02:00
misagh bd25212bd6 test case added: edge calculate function 2018-10-05 17:07:20 +02:00
misagh 36d928d411 unnecessary if removed 2018-10-05 17:06:17 +02:00
Matthias 3973d3697c deprecate ccxt_rate_limt 2018-10-04 20:35:28 +02:00
Matthias 37088cfb39 add to constants 2018-10-04 20:34:48 +02:00
Matthias e7d5cf9d9d Allow loading of any additional configuration to ccxt
seperated by async and non-async
2018-10-04 20:16:43 +02:00
misagh d3078d7564 test case added: edge stop loss for pair 2018-10-04 18:51:59 +02:00
misagh 77cac9e562 autopep8 applied 2018-10-04 18:07:47 +02:00
misagh 06d75a8bad test cases added: force_stoploss by Edge 2018-10-04 18:05:46 +02:00
misagh b57d9edda8 Edge test expectancy function (round 1) 2018-10-03 14:23:10 +02:00
misagh 6f79b55845 - function renamed to be more readable
- expectancy bug resolved
2018-10-03 14:22:27 +02:00
misagh a46b3ec9e7 first test completed 2018-10-03 10:37:36 +02:00
misagh de20e142a0 added 9 use cased for testing Edge 2018-10-02 18:05:24 +02:00
misagh a364a1e40d Edge package test cases drafted 2018-10-02 16:32:57 +02:00
misagh 697493bd01 test cases for Edge package drafted 2018-10-02 16:07:33 +02:00
misagh 23f8980973 edge config added to CONF_SCHEMA and config_full.json.example 2018-10-02 12:42:59 +02:00
misagh 8741a63783 return type of stake_amount set to float 2018-10-02 12:20:48 +02:00
misagh 26b3c3f7a8 removing unnecessary typing 2018-10-02 12:20:30 +02:00
misagh 3b57aef168 config name refactored 2018-10-02 12:16:09 +02:00
misagh 9c4fdc1bc5 initializing Edge in Freqtradebot only if it is enabled 2018-10-02 12:15:54 +02:00
misagh d634a03455 adding DataFrame type 2018-10-02 11:55:14 +02:00
misagh e4fc298bd6 typo corrected 2018-10-02 11:53:59 +02:00
misagh 11c3b3fdb9 trade_df unnecessary type removed 2018-10-02 11:53:16 +02:00
misagh a6c2e40bd4 moving time range to initializer as we have to calculate it once 2018-10-02 11:49:49 +02:00
Samuel Husso 4a9ed02b9b develop to version 0.17.3 2018-10-02 09:18:54 +03:00
misagh f306abb3ee No need for Exchange class in Edge 2018-10-01 17:52:07 +02:00
misagh 8b3631d1ac make “if condition” more readable 2018-10-01 17:49:27 +02:00
misagh 2056b6f5f1 no need to initialize a variable with None 2018-10-01 17:35:27 +02:00
misagh ad666ac65c autopep8 corrected 2018-10-01 17:33:18 +02:00
misagh f72fb0ad04 exchange “None” condition removed as Edge is after Exchange anyway 2018-10-01 17:29:33 +02:00
misagh 114fd7feef declaring local variables. using get for configuration 2018-10-01 17:21:40 +02:00
misagh aa1948750f removing unnecessary constructor docstring 2018-10-01 17:11:48 +02:00
Matthias 3af3094a56
Merge pull request #1247 from freqtrade/fix_hyperopt_pickle
Fix hyperopt pickle
2018-09-30 16:51:33 +02:00
Matthias 84622dc84b Move test for strategy out of constructor 2018-09-29 14:23:53 +02:00
Matthias 1b290ffb5d Update hyperopt to show errors if non-supported variables are used 2018-09-29 13:49:38 +02:00
Matthias 334e7553e1 Fix hyperopt not working after update of scikit-learn to 0.20.0 2018-09-29 13:49:27 +02:00
Matthias f4585a2745 Patch exchange to not cause network delays during tests 2018-09-29 13:35:48 +02:00
Matthias 448f3a7197
Merge pull request #1241 from freqtrade/fix/loadstrategyonce
Only load strategy once during backtesting
2018-09-29 09:12:41 +02:00
misagh cff83d3e6f bloody autopep8 again 2018-09-28 16:46:42 +02:00
misagh c8d06e2b0e filter pairs according to expectancy + bug at the end of array resolved 2018-09-28 16:40:34 +02:00
misagh f15825e3a7 long line broken to two 2018-09-28 14:28:05 +02:00
misagh 96a0fc88cb Moving Edge before refresh_pairs
see comments on edge (line 129)
2018-09-28 14:19:22 +02:00
Matthias 6e66763e5f Only load strategy once during backtesting 2018-09-27 19:23:55 +02:00
misagh d6415f3499 Merge branch 'develop' into money_mgt 2018-09-27 14:54:18 +02:00
Matthias 89b515be60
Merge pull request #1220 from freqtrade/fix/plot_dataframe
Fix plot dataframe
2018-09-27 12:40:34 +02:00
Matthias 4ad3e96a2f
Merge pull request #1225 from freqtrade/test_acl_improvement
Remove direct call to pytest fixture to elliminate pytest warning
2018-09-27 12:39:56 +02:00
Matthias 3893b638fe
Merge pull request #1213 from freqtrade/fix_mac_install
Fix mac install documentation
2018-09-27 12:39:42 +02:00
misagh 21f5a94eca using autopep8 for formatting file 2018-09-27 12:23:46 +02:00
Matthias 5dac3b5664
Merge pull request #1238 from freqtrade/fix/buyexception
Fix exception when order cannot be found
2018-09-26 19:26:17 +02:00
misagh 25d6ed319a whitespace removed 2018-09-26 17:09:20 +02:00