creslinux
e39ae45d2f
Some reason did not push this...
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vector calcs redone.
2018-07-26 18:40:45 +00:00
creslinux
3184c85dca
default settings to trigger low, take stop
2018-07-17 21:33:11 +00:00
creslinux
8cea0517eb
Added stop_stops
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stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.
This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
2018-07-17 11:22:38 +00:00
creslinux
ed4bf32f2a
Fixed Stop closing in Index 0
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when buy opening on Index 1
2018-07-17 10:59:17 +00:00
creslinux
baaf0a5b21
Handle when 0 trades are found in any pairs being tested.
2018-07-17 08:12:21 +00:00
creslinux
a313917347
Handle a buy on the last candle
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We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
creslinux
357c8c0ba0
sensible defaults
2018-07-16 18:32:41 +00:00
creslinux
8d5da4e6ad
changed defaults
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Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
creslinux
ec1960530b
Added Show trades option
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If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
creslinux
99d16e82c0
disable time calcs output on vector displaying in debug. Excessive.
2018-07-16 16:30:11 +00:00
creslinux
885a653439
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
creslinux
059aceb582
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux
0f3339f74f
use ujson to load ticker files 30% faster from disk.
2018-07-16 16:09:42 +00:00
creslinux
4a39a754f4
Fixed: self.use_backslap = Bool on line97
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If self.use_backslap = True Backslap executes
If self.use_backslap = False Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux
5aaf454f12
GAS trades verified from candle data to excel by hand
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All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux
fb0edd71ff
in tech test
2018-07-16 14:16:35 +00:00
creslinux
eed29a6b8a
update
2018-07-16 13:16:18 +00:00
creslinux
7174f27eb8
Rewrite to used algned numpy/dataframes
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updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
creslinux
a8b62a21cc
hmm
2018-07-15 17:03:47 +00:00
creslinux
4e68362d46
Works with reporting output
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Bugs
Calculating % prof ok, but abs wrong
BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
creslinux
71c3106f8f
Added ABS and Fees
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Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
creslinux
07175ebc5a
up
2018-07-14 23:45:06 +00:00
creslinux
90e3c38757
First cut, Bslap
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science project replacement for freqtrade backtest analysis
- appprox 300-500x quicker to execute
- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price
Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
Matthias
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
Janne Sinivirta
1f16ff268f
Merge pull request #1010 from jblestang/refactoring_create_trade_function
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Refactoring Create Trade
2018-07-11 07:23:03 +03:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Jean-Baptiste LE STANG
773fb5953b
Reafcotring Create Trade
2018-07-10 15:10:56 +02:00
Matthias
750d737b7d
Add tests for change to open_rate
2018-07-08 20:18:34 +02:00
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
38487644f0
fix tests for backtest-result output table
2018-07-08 19:55:16 +02:00
Matthias
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
Janne Sinivirta
8fb146ba6a
Merge pull request #992 from freqtrade/backtest_optimize
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reduce calculation effort by removing a call to calc_profit_percent
2018-07-08 17:41:50 +03:00
Janne Sinivirta
6926e468a4
Merge pull request #984 from freqtrade/test_backtest_results
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Test backtest results
2018-07-08 17:40:12 +03:00
Matthias
8dd6e29426
don't flag data as outdated which isn't
2018-07-08 13:34:47 +02:00
Matthias
3e03a208f1
reduce calculation effort (slightly!)
2018-07-07 20:17:53 +02:00
Matthias
9906da46f6
move comment to correct place
2018-07-06 20:00:54 +02:00
Matthias
54976fa103
Add more tests to validate buy/sell rows
2018-07-06 19:56:16 +02:00
Matthias
c35d1b9c9d
Add test which checks the backtest result
2018-07-05 23:22:35 +02:00
Samuel Husso
e808b3a2a1
rpc: get rid of extra else and fix mypy warning
2018-07-05 10:47:08 -05:00
Samuel Husso
df68b0990f
rpc: fstrings
2018-07-05 10:11:29 -05:00
Samuel Husso
adbffc69e1
telegram: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
a2063ede55
persistence: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
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Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
Janne Sinivirta
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
Janne Sinivirta
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
Janne Sinivirta
9dbe0f50a3
fix tests after changing the dumping and pickling dataframe in hyperopt
2018-07-03 22:09:59 +03:00
