Matthias
|
8c46d19071
|
Fix backtesting bug
balance was never released on cancelled trades
|
2022-06-18 16:27:54 +02:00 |
|
Matthias
|
017fd03180
|
Fix but with late entries in backtesting
|
2022-06-18 09:05:22 +02:00 |
|
Matthias
|
3c62df6b86
|
Ensure the same timestamp is used for backtest and signal export
|
2022-06-15 06:53:52 +02:00 |
|
Matthias
|
7eacb847b0
|
Fix backtesting bug when order is not replaced
|
2022-06-08 20:21:45 +02:00 |
|
Matthias
|
f709222943
|
Properly close out orders in backtesting
|
2022-06-05 22:12:27 +02:00 |
|
Matthias
|
a790bad1e4
|
Add entry_tag to leverage callback
closes #6929
|
2022-06-05 10:24:54 +02:00 |
|
Matthias
|
34a44b9dd2
|
Fix backtesting bug when canceling orders
closes #6911
|
2022-05-31 20:32:41 +02:00 |
|
Matthias
|
66edbcd3d5
|
Fix slight backtesting bug in edge-case scenarios
|
2022-05-31 20:08:34 +02:00 |
|
robcaulk
|
7523ed825e
|
automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
|
2022-05-31 18:42:27 +02:00 |
|
Matthias
|
eaa656f859
|
Hyperoptable parameters can be instance attributes
|
2022-05-30 07:07:47 +02:00 |
|
Matthias
|
1ee08d22d2
|
Delay parameter init
closes #6894
|
2022-05-29 16:39:52 +02:00 |
|
Matthias
|
3e66275c98
|
Refactor bot_start to separate function
to be reused further ...
|
2022-05-25 20:01:21 +02:00 |
|
Matthias
|
d6773bc32c
|
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
|
2022-05-24 19:41:59 +02:00 |
|
Matthias
|
a8ee77cd5e
|
Simplify backtesting typechecking
|
2022-05-24 19:13:35 +02:00 |
|
Matthias
|
23e089061b
|
Merge pull request #6870 from freqtrade/should_exit_list
Should exit list
|
2022-05-24 06:57:50 +02:00 |
|
Matthias
|
0a713faca8
|
Fix some type errors
|
2022-05-24 06:54:16 +02:00 |
|
robcaulk
|
e1c068ca66
|
add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
|
2022-05-23 12:07:09 +02:00 |
|
Matthias
|
bdb904e714
|
Should_exit should return all sell signals
|
2022-05-22 10:17:49 +02:00 |
|
Matthias
|
f006978caf
|
Be more explicit in default value
|
2022-05-21 17:35:49 +02:00 |
|
Matthias
|
2df42a3035
|
Move "funding fillup" logic to exchange class
|
2022-05-21 08:50:39 +02:00 |
|
Matthias
|
6bd5535d6c
|
Use exchange method to combine funding and mark candles
|
2022-05-21 08:31:34 +02:00 |
|
froggleston
|
c499a92f57
|
Remove surplus mark columns, and make fillna on funding rate only
|
2022-05-20 11:48:53 +01:00 |
|
froggleston
|
363098d32d
|
Fix reversed makr/funding_rate columns
|
2022-05-18 12:56:43 +01:00 |
|
froggleston
|
736f9f4972
|
Fix docs and add outer join support for merging funding rates across full timerange
|
2022-05-18 12:47:37 +01:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
2b61aa282a
|
Removed None in dict.get()
https://stackoverflow.com/a/12631641
Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
|
2022-05-18 03:41:10 +05:30 |
|
froggleston
|
37e4ede65c
|
Fix flake issues
|
2022-05-17 22:32:17 +01:00 |
|
froggleston
|
bb758da940
|
Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not
|
2022-05-17 22:05:33 +01:00 |
|
eSeR1805
|
34684ec86a
|
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting
|
2022-05-17 14:09:57 +03:00 |
|
eSeR1805
|
6e8f24f6a7
|
BT: track canceled/replaced orders also.
|
2022-05-17 14:07:02 +03:00 |
|
Matthias
|
6fd003c655
|
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
BT: Reporting canceled trade entries
|
2022-05-17 07:05:26 +02:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
7cd0f8a7b1
|
Merge branch 'develop' into patch-10
|
2022-05-17 08:07:13 +05:30 |
|
eSeR1805
|
fb7c0792c0
|
Track trade entries canceled by user.
|
2022-05-17 01:41:01 +03:00 |
|
robcaulk
|
aae233bd6c
|
try passing the check tests
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b03c7b514d
|
optional style for interfacing freqai with backtesting
|
2022-05-15 17:42:15 +02:00 |
|
Matthias
|
a0b25938f4
|
Fix exit_reason assignment in backtesting
|
2022-05-15 17:41:59 +02:00 |
|
robcaulk
|
764f9449b4
|
fix logger, debug some flake8 appeasements
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
fc837c4daa
|
add freqao backend machinery, user interface, documentation
|
2022-05-15 17:38:58 +02:00 |
|
Matthias
|
18fd3bb333
|
Update stoploss handling for entry-order adjustment
|
2022-05-15 15:45:39 +02:00 |
|
eSeR1805
|
1c20fb7638
|
Refresh open_rate and stoploss on order replacement.
|
2022-05-14 16:37:04 +03:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
64670726a6
|
flake8 fix
|
2022-05-13 21:52:26 +05:30 |
|
மனோஜ்குமார் பழனிச்சாமி
|
71a80cab3a
|
fixed variable naming style
|
2022-05-13 21:19:40 +05:30 |
|
Matthias
|
277e07589e
|
update/fix some comments and docs
|
2022-05-07 17:47:37 +02:00 |
|
Matthias
|
d11c44940e
|
Slightly reword docs
remove some Note-boxes - people tend to skip these.
|
2022-05-06 06:42:01 +02:00 |
|
Matthias
|
2d9be6dace
|
move open_rate updating to close_bt_order
|
2022-05-05 19:50:16 +02:00 |
|
eSeR1805
|
2bed0eab0c
|
BT: Update trade open_rate on first filled order.
|
2022-05-05 12:19:05 +03:00 |
|
eSeR1805
|
04c51d2d1a
|
Merge branch 'develop' into feat_readjust_entry
|
2022-05-01 21:42:15 +03:00 |
|
eSeR1805
|
4e43194dfe
|
BT: Refactor open order management.
|
2022-05-01 18:06:20 +03:00 |
|
Matthias
|
995c48b642
|
Merge branch 'develop' into pairlocks_direction
|
2022-05-01 14:59:04 +02:00 |
|
eSeR1805
|
9d205132d0
|
Revert unintended comment change.
|
2022-05-01 12:10:11 +03:00 |
|
eSeR1805
|
8c19953cdd
|
Quick exit when order should be maintained.
|
2022-05-01 12:08:19 +03:00 |
|
Matthias
|
4580127fa8
|
Small refactor
|
2022-04-30 14:51:57 +02:00 |
|
eSeR1805
|
3be2afdd88
|
Merge branch 'develop' into feat_readjust_entry
|
2022-04-30 13:39:23 +03:00 |
|
eSeR1805
|
ad0c5d9440
|
Refactor entry adjustment for backtesting.
|
2022-04-30 13:38:17 +03:00 |
|
Sam Germain
|
4a6f1e90c3
|
Merge branch 'develop' into bot-start
|
2022-04-29 22:23:42 -06:00 |
|
Matthias
|
fbd142844f
|
Refactor bt-caching stuff to it's own module
|
2022-04-29 19:37:13 +02:00 |
|
eSeR1805
|
eb23170c43
|
Merge branch 'develop' into feat_readjust_entry
|
2022-04-28 23:06:52 +03:00 |
|
Matthias
|
d1a61f9c61
|
Don't start futures backtest if leverage-tiers don't contain pair
|
2022-04-28 20:05:19 +02:00 |
|
Matthias
|
30c9dc6975
|
Fix exit-signa being assigned when tag is set but no signal is present.
|
2022-04-27 13:53:11 +02:00 |
|
Rokas Kupstys
|
6d99222320
|
Add 'exit_tag' parameter to 'custom_exit_price' callback.
|
2022-04-26 10:01:51 +03:00 |
|
Sam Germain
|
4fd904e0a9
|
added bot_start to backtesting
|
2022-04-25 17:48:57 -06:00 |
|
froggleston
|
431c539cbd
|
Fix isort import order
|
2022-04-25 10:42:24 +01:00 |
|
froggleston
|
580da21dda
|
Move df append to pd concat
|
2022-04-25 10:31:19 +01:00 |
|
Matthias
|
737bdfe844
|
Use "side" parameter when calling Pairlocks
|
2022-04-24 14:33:24 +02:00 |
|
Matthias
|
7c79d937e0
|
Properly type "side" parameter
|
2022-04-24 14:33:24 +02:00 |
|
Matthias
|
9e199165b4
|
Update protection-interface to support per-side locks
|
2022-04-24 14:33:24 +02:00 |
|
Matthias
|
25c6c5e326
|
Update backtest sell terminology to exit
|
2022-04-24 14:30:50 +02:00 |
|
Matthias
|
3c17409bd7
|
Update buy to entry in backtesting
|
2022-04-24 14:28:15 +02:00 |
|
Matthias
|
580a2c6545
|
Don't repeat backtest-storing
|
2022-04-23 09:23:53 +02:00 |
|
Matthias
|
dff9d52b30
|
Remove hints on no longer used option, add very primitive test
|
2022-04-23 08:51:52 +02:00 |
|
froggleston
|
767592a1d6
|
Add signals enum to 'export' cli option
|
2022-04-22 18:46:12 +01:00 |
|
froggleston
|
f92997d378
|
Move signal candle generation into separate function
|
2022-04-20 14:05:33 +01:00 |
|
eSeR1805
|
d24ee9032a
|
Update usage in backtest. No functional update.
|
2022-04-18 21:21:38 +03:00 |
|
froggleston
|
34fb8dacd7
|
Fix isort complaints
|
2022-04-16 17:03:24 +01:00 |
|
froggleston
|
b738c4e695
|
Fix flake8 complaints
|
2022-04-16 16:49:20 +01:00 |
|
froggleston
|
7210a11730
|
Fix flake8 complaints
|
2022-04-16 16:37:06 +01:00 |
|
froggleston
|
a63affc5f1
|
Fix flake8 complaints
|
2022-04-16 16:32:04 +01:00 |
|
froggleston
|
b1bcf9f33c
|
Fix backtest_enable typo
|
2022-04-16 14:58:17 +01:00 |
|
froggleston
|
8990ba2709
|
Fix store signal candles
|
2022-04-16 14:49:53 +01:00 |
|
froggleston
|
21734c5de7
|
Add pickle import
|
2022-04-16 14:46:30 +01:00 |
|
froggleston
|
26ba899d7d
|
Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST
|
2022-04-16 14:37:36 +01:00 |
|
Robert Davey
|
afd3a32883
|
Merge branch 'develop' into v3_fixes
|
2022-04-16 14:23:13 +01:00 |
|
eSeR1805
|
bf5799ef9e
|
Add new functionality to backtesting.
|
2022-04-16 15:07:18 +03:00 |
|
Matthias
|
68fe7476c9
|
Update more terminology to forceexit
|
2022-04-10 15:56:29 +02:00 |
|
Matthias
|
8e98a2ff9f
|
api - provide assset_currency via API
|
2022-04-09 16:42:18 +02:00 |
|
Matthias
|
ea1c55b161
|
Update backtesting to use row instead of sell_row
|
2022-04-07 19:43:34 +02:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
7e97e58820
|
renamed enter-side
|
2022-04-06 06:32:13 +05:30 |
|
Matthias
|
6d9218cb34
|
sell_signal -> exit_signal
|
2022-04-04 17:11:11 +02:00 |
|
Matthias
|
1917527179
|
custom_sell -> custom_exit
|
2022-04-04 17:04:43 +02:00 |
|
Matthias
|
54ad130bb9
|
Update force_sell to force_exit
|
2022-04-04 16:59:27 +02:00 |
|
Matthias
|
33841da382
|
Slightly imporve Typing by reusing long/short type
|
2022-04-04 16:51:57 +02:00 |
|
Matthias
|
f8783c908e
|
Add side to custom_entry_price
|
2022-04-04 16:48:27 +02:00 |
|
Matthias
|
543aa74278
|
update sell_reason to exit_reason
|
2022-04-02 20:04:29 +02:00 |
|
Matthias
|
b0fab3ad50
|
Properly handle empty dataframes after trimming
closes #6629
|
2022-04-02 16:16:29 +02:00 |
|
adriance
|
d6082c33a7
|
fix type error
|
2022-03-28 21:29:50 +08:00 |
|
adriance
|
a0971a3e2c
|
fix using future data to fill when use timeout
|
2022-03-28 21:00:05 +08:00 |
|
Matthias
|
6f1b14c013
|
Update buy_timeout and sell_timeout methods
|
2022-03-25 19:57:06 +01:00 |
|
Matthias
|
743a7b7849
|
Merge branch 'develop' into feat/short
|
2022-03-25 10:04:18 +01:00 |
|
Matthias
|
a004bcf00f
|
Small refactor to backtesting
|
2022-03-25 08:03:32 +01:00 |
|
Matthias
|
dcfa3e8648
|
Update SellType to ExitType
|
2022-03-25 06:55:37 +01:00 |
|
Matthias
|
c07883b1f9
|
Move ExitCheckTuple to enums
|
2022-03-25 06:50:18 +01:00 |
|