Matthias
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bb51da8297
|
Fix slow backtest due to protections
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2020-12-07 11:39:01 +01:00 |
|
Matthias
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75a5161650
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Support multis-strategy backtests with protections
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2020-12-07 11:39:01 +01:00 |
|
Matthias
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a3f9cd2c26
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Only load protections when necessary
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2020-12-07 11:39:01 +01:00 |
|
Matthias
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e2d15f4082
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Add parameter to enable protections for backtesting
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2020-12-07 11:39:01 +01:00 |
|
Matthias
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32189d27c8
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Disable output from plugins in backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
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9f34aebdaa
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Allow closing trades without message
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2020-12-07 11:39:01 +01:00 |
|
Matthias
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b606936eb7
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Make changes to backtesting to incorporate protections
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2020-12-07 11:39:01 +01:00 |
|
Matthias
|
e73203acb8
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FIx bug with dmmp
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2020-11-01 10:51:07 +01:00 |
|
Matthias
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cf2ae788d7
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Convert backtesting rows to Tuples for performance gains
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2020-10-18 17:16:57 +02:00 |
|
Matthias
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5d3a67d324
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Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
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2020-10-18 16:38:16 +02:00 |
|
Matthias
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b80a219d03
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Improve typehints for backtesting
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2020-10-18 16:35:23 +02:00 |
|
Matthias
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2591a34db4
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Don't use arrow objects for backtesting
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2020-10-18 16:18:52 +02:00 |
|
Matthias
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23278e52db
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remove obsolete logging statements
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2020-10-08 20:22:59 +02:00 |
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Matthias
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e8f2c09f08
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Extract handling of left open trades to seperate method
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2020-10-08 20:11:45 +02:00 |
|
Matthias
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52502193c4
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Backtesting should not double-loop for sell signals
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2020-10-07 20:59:05 +02:00 |
|
Matthias
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253b7b763e
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Apply isort to freqtrade codebase
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2020-09-28 19:40:46 +02:00 |
|
Matthias
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bb27b236ce
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Remove unused arguments
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2020-09-26 14:55:12 +02:00 |
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Matthias
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ff3e2641ae
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generate_backtest_stats must take config options from the strategy
config
as a strategy can override certain options.
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2020-09-25 20:47:37 +02:00 |
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Matthias
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284d39930f
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Allow using pairlists through dataprovider in backtesting
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2020-08-30 10:07:28 +02:00 |
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Matthias
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3d515ed5bf
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Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
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2020-08-19 06:39:47 +02:00 |
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Matthias
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87e4a82041
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Merge branch 'develop' into bt_add_maxdrawdown
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2020-08-09 08:34:36 +02:00 |
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Matthias
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2afe1d5b11
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Add link to full sample
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2020-08-08 17:30:31 +02:00 |
|
Matthias
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dd430455e4
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Enable dataprovier for hyperopt
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2020-08-08 17:04:32 +02:00 |
|
Matthias
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c1191400a4
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Allow 0 fee value by correctly checking for None
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2020-07-15 19:20:20 +02:00 |
|
Matthias
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0d15a87af8
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Remove old store_backtest method
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2020-07-03 20:21:32 +02:00 |
|
Matthias
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7727292861
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Rename duration to trade_duration
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2020-07-03 06:58:27 +02:00 |
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Matthias
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f368aabcc7
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Add amount to backtest-result
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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6e94734678
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Add fee to backtestresult
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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075eb0a161
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Fix sequence of saving
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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0fa56be9d2
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remove openIndex and closeIndex from backtest-report
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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b068e7c564
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Rename open_time and close_time to *date
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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415853583b
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Save backtest-stats
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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fbddfaeacf
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Introduce DatetimePrintFormat
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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cbcf3dbb43
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Add more metrics to summarytable
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2020-07-03 06:58:27 +02:00 |
|
hroff-1902
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02c0488d45
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Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
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2020-06-29 21:53:33 +03:00 |
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Matthias
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72ae4b1500
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Load pairlist after strategy to use strategy-config
fail in certain conditions when using strategy-list
Fix #3363
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2020-06-07 16:15:26 +02:00 |
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hroff-1902
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64881a94e2
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Merge branch 'develop' into timeframe
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2020-06-02 15:56:34 +03:00 |
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Matthias
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cadc50ce9b
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Replace more occurances of ticker_interval with timeframe
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2020-06-01 20:49:40 +02:00 |
|
Matthias
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091693308a
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Correctly call show_backtest_results
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2020-06-01 09:25:26 +02:00 |
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Matthias
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fb8a85da01
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Disallow VolumePairList from backtesting for now
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2020-04-27 07:56:17 +02:00 |
|
Matthias
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8987859044
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Enable pairlist parsing for backtesting and hyperopt
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2020-04-25 15:37:13 +02:00 |
|
Matthias
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de47186263
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Use .loc for assignments
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2020-04-02 19:31:48 +02:00 |
|
Matthias
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e95665ceca
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Make backtestresult storing independent from printing
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2020-03-15 15:36:23 +01:00 |
|
Matthias
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a13d581658
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Move backtest-result visualization out of backtesting class
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2020-03-15 15:17:53 +01:00 |
|
Matthias
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6106d59e1a
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Move store_backtest_results to optimize_reports
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2020-03-15 15:17:35 +01:00 |
|
Matthias
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328dbd3930
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Remove unnecessary parameter to generate_text_table_sell_reason
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2020-03-15 15:04:48 +01:00 |
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Matthias
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0f1640bed4
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convert exportfilename to Path when config parsing
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2020-03-15 09:39:45 +01:00 |
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hroff-1902
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ebb0187f40
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dataframe -> df_analyzed in backtesting and edge
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2020-03-13 03:54:56 +03:00 |
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hroff-1902
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3208faf7ed
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Do not use ticker where it's not a ticker
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2020-03-08 20:47:02 +03:00 |
|
Fredrik81
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55d471190a
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Changed table style of backtesting and alignment of headers
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2020-02-27 13:28:28 +01:00 |
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Matthias
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d65a06947d
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Merge branch 'develop' into data_handler
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2020-02-09 15:16:43 +01:00 |
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Yazeed Al Oyoun
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5b00eaa42d
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Updated Strategy Summary table to match other backtesting tables (#2864)
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2020-02-06 06:58:58 +01:00 |
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hroff-1902
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d457d43999
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Merge pull request #2833 from hroff-1902/type-hints
Add some type hints
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2020-02-03 23:24:26 +03:00 |
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hroff-1902
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f3d500085c
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Add some type hints
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2020-02-02 07:00:40 +03:00 |
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Yazeed Al Oyoun
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e2b3907df5
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more consistent backtesting tables and labels
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2020-01-31 04:39:18 +01:00 |
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Matthias
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1b9af9d2d8
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Merge branch 'develop' into data_handler
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2020-01-26 20:31:13 +01:00 |
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Matthias
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bd4dd8403b
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Fix type-errors with stake_amount
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2020-01-25 12:49:37 +01:00 |
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hroff-1902
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f4c7edf551
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No args for backtest(), use arguments
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2020-01-25 12:49:37 +01:00 |
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Matthias
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fc2970f41b
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Merge branch 'develop' into data_handler
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2020-01-21 06:58:48 +01:00 |
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Tejesh
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f73f0b1653
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Update comments on backtesting
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2020-01-15 19:29:00 +05:30 |
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Matthias
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c475729c13
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Extract edge reporting to optimize_reports
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2020-01-09 06:52:34 +01:00 |
|
Matthias
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904e1647e1
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Extract generate_text_table_strategy to seperate module
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2020-01-02 09:31:53 +01:00 |
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Matthias
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caec345c0b
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Extract generate_text_table_sell_reason from backtesting class
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2020-01-02 09:31:53 +01:00 |
|
Matthias
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18a53f4467
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Extract generate_text_table from backtesting class
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2020-01-02 09:31:47 +01:00 |
|
Matthias
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699c0d6bc3
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Merge branch 'develop' into data_handler
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2019-12-30 19:40:43 +01:00 |
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Matthias
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1ffda29fd2
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Adjust improts to new exception location
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2019-12-30 15:02:17 +01:00 |
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Matthias
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f4a532ef6d
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Pass format to load_data
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2019-12-28 14:57:39 +01:00 |
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Matthias
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416517b0c9
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Move trim_dataframe from history to converter
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2019-12-28 11:01:41 +01:00 |
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hroff-1902
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6db75bc244
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Merge pull request #2706 from freqtrade/data_dir
Convert datadir within config to Path
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2019-12-28 05:14:48 +03:00 |
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Matthias
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e5aed098b5
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Enhance backtest results with sell reason profit / loss table
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2019-12-25 09:39:29 +01:00 |
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Matthias
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c6b9c8eca0
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Forgot to save
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2019-12-23 19:32:31 +01:00 |
|
Matthias
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c6d2233978
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Convert StrategyLoader to static loader
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2019-12-23 10:23:48 +01:00 |
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Matthias
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560acb7cea
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Convert ExchangeResolver to static loader class
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2019-12-23 10:03:18 +01:00 |
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hroff-1902
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cf4c3642ce
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Minor improvements in data.history
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2019-12-18 01:06:03 +03:00 |
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Matthias
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a2964afd42
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Rename profit_percent to profit_ratio to be consistent
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2019-12-17 08:53:30 +01:00 |
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hroff-1902
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26ab108890
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Fix mypy errors in develop
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2019-12-15 01:10:09 +03:00 |
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hroff-1902
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1cc174c007
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Merge pull request #2624 from freqtrade/backtest_refactor
handle and document ROI=-1
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2019-12-14 23:11:36 +03:00 |
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Matthias
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a48c0ad868
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Use first pair of pairlist to get fee
Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
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2019-12-14 12:55:02 +01:00 |
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Matthias
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7c7ca1cb90
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Remove min (plural) from codebase
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2019-12-11 07:12:37 +01:00 |
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Matthias
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de33ec4250
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use sell_row.open also when the active ROI value just changed
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2019-12-09 16:52:12 +01:00 |
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Matthias
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45d12dbc83
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Avoid a few calculations during backtesting
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2019-12-07 15:28:56 +01:00 |
|
Matthias
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3163cbdf8a
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Apply special case for negative ROI
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2019-12-07 15:18:12 +01:00 |
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Matthias
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3091869115
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refactor get_close_rate out of get_sell_trade-entry
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2019-12-07 14:30:14 +01:00 |
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Matthias
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af3eea3805
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Move config json validation to after strategy loading
Otherwise attributes are mandatory in configuration
while they could be set in the strategy
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2019-11-25 07:05:30 +01:00 |
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Matthias
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1c57a4ac35
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more replacements of ticker_interval
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2019-11-12 15:13:06 +01:00 |
|
Matthias
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d801dec6aa
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Some more places with ticker_interval gone
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2019-11-12 15:13:06 +01:00 |
|
Matthias
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e4bdb92521
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Replace some occurances of ticker_interval with timeframe
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2019-11-12 15:13:06 +01:00 |
|
Matthias
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eb0b0350e0
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Introduce remove_credentials to remove code duplication
|
2019-11-05 12:39:19 +01:00 |
|
Matthias
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1e44f93c31
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Fix pandas access warning
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2019-11-03 10:58:31 +01:00 |
|
Matthias
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33164ac78e
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Refactor loading of bt data to backtesting ...
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2019-10-27 09:44:56 +01:00 |
|
Matthias
|
bd4a23beeb
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Refactor start-adjust logic to timerange
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2019-10-27 09:44:56 +01:00 |
|
Matthias
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6382a4cd04
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Implement startup-period to default-strategy
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
704121c197
|
Move most logic to history
|
2019-10-27 09:44:56 +01:00 |
|
Matthias
|
9c7696a8ce
|
Add required_startup to backtesting
|
2019-10-27 09:44:56 +01:00 |
|
hroff-1902
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2ec8376af9
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Merge pull request #2342 from freqtrade/fix/negativeroi
Don't have backtest sells outside of a candle
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2019-10-08 11:19:34 +03:00 |
|
Matthias
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0664a8c0e6
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add --fee to change fees to other values
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2019-10-05 15:29:00 +02:00 |
|
Matthias
|
7ea9da9605
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Fix #2277
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2019-10-05 10:54:28 +02:00 |
|
Matthias
|
dc47a391da
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Move ignore to corrct line for mypy 730
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2019-09-30 19:32:46 +02:00 |
|
Matthias
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1cd8ed0c1a
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Remove --refresh-pairs
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2019-09-20 20:02:07 +02:00 |
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hroff-1902
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69f29e8907
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minor: Cleanup for backtesting
|
2019-09-18 22:57:17 +03:00 |
|