Commit Graph

131 Commits

Author SHA1 Message Date
Matthias e2cd23b1d2 Remove deprecated pandas option 2023-04-10 16:33:56 +02:00
Matthias d45599ca3b Fix some type errors 2023-03-15 21:09:25 +01:00
Matthias 764001a4c2 Don't reuse variable 2023-03-01 20:32:32 +01:00
Matthias 8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +01:00
Antonio Della Fortuna b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Antonio Della Fortuna f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Antonio Della Fortuna 5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias 63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Matthias d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias 8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias 43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias 0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Matthias 79107fd062 Add minimal order object serialization 2022-06-05 22:12:27 +02:00
Matthias a3d9384bc0 Remove clean-dry-run code 2022-05-19 06:56:34 +02:00
Matthias c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias f89b64c972 Improve test by having multistrat.meta file available 2022-04-13 07:09:26 +02:00
Matthias 4ac54a76af Add strategy as mandatory argument 2022-04-13 06:47:39 +02:00
Matthias d9039152ba Add "get backtest historic results" endpoint 2022-04-11 19:44:47 +02:00
Matthias 95f69a8c3b Remove some outdated TODO's 2022-04-10 09:53:33 +02:00
Matthias 543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +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 #6266
2022-01-21 15:24:26 +01:00
Matthias d319204dea Add note about legacy metadata format 2022-01-19 20:08:09 +01:00
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
Rokas Kupstys 16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
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 d64f9030c1 Remove now unused codesegment 2022-01-07 08:04:01 +01:00
Matthias b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias a0f9c1bf7b Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias 4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Sam Germain 501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Matthias 7a2b50ce8b Update drawdown calculation to account drawdown 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 #6132
2021-12-30 10:14:45 +01:00
Matthias c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias 36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias 0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias 2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
slowy07 f24a951ec5 fix: typo spelling grammar 2021-08-16 19:16:24 +07:00
kevinjulian 49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
Matthias a7bd8b0aa5 Fix exception in plotting when no trades where generated
as seen in #4981
2021-05-22 17:03:16 +02:00
Matthias fd3afdc230 plot-profit should use absolute values 2021-04-25 10:10:09 +02:00
Matthias 53a57f2c81 Change some types
Fix types of new model object
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