Matthias
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f96f0cdea7
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Add additional comment
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2018-10-30 20:02:31 +01:00 |
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Matthias
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98050ff594
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use all min_roi entries
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2018-10-29 19:27:23 +01:00 |
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Matthias
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233c442af9
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Adjust backtest so sell uses stop-loss or roi value as closerate
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2018-10-29 19:27:23 +01:00 |
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Matthias
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db9a85f4a2
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Merge pull request #1282 from freqtrade/feat/add_missingdata_warning
Show warning if part of backtest data is missing
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2018-10-27 11:16:10 -04:00 |
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Matthias
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3c6d10f03e
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Print missing value count too
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2018-10-18 20:05:57 +02:00 |
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Matthias
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bc356c4d65
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Return true/false for validation function
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2018-10-18 19:48:54 +02:00 |
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Matthias
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fb52d32296
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Add validate_backtest_data function
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2018-10-18 19:42:54 +02:00 |
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Matthias
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d7459bbbf3
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refactor get_timeframe out of backtesting class
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2018-10-17 19:59:33 +02:00 |
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Matthias
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8a3272e7c5
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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
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2018-10-17 19:47:19 +02:00 |
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Matthias
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631ba464f3
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Show warning if part of backtest data is missing
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2018-10-14 14:40:03 +02:00 |
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Matthias
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84622dc84b
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Move test for strategy out of constructor
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2018-09-29 14:23:53 +02:00 |
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Matthias
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1b290ffb5d
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Update hyperopt to show errors if non-supported variables are used
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2018-09-29 13:49:38 +02:00 |
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Matthias
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6e66763e5f
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Only load strategy once during backtesting
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2018-09-27 19:23:55 +02:00 |
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Matthias
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567211e9f9
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don't print "NAN" lines in "left_open_trades"
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2018-09-20 20:35:26 +02:00 |
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Matthias
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54ddd908e6
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Merge branch 'develop' into ccxt-async
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2018-08-29 19:43:09 +02:00 |
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Matthias
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a077955efa
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update json.load to json_load - followup to #1142
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2018-08-19 19:58:07 +02:00 |
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Matthias
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6d1c82a5fa
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Remove last refreence to get_candle_history
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2018-08-19 19:50:14 +02:00 |
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Matthias
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2b37c1ff0e
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Merge branch 'develop' into ujson-loader
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2018-08-12 13:11:40 +02:00 |
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Matthias
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7d72e364aa
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Remove broken ujson loading - replace with variable-based fix
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2018-08-12 13:08:10 +02:00 |
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Matthias
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a852d2ff32
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default since_ms to 30 days if no timerange is given
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2018-08-10 11:15:02 +02:00 |
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Matthias
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a107c4c7b4
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Download using asyncio
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2018-08-10 11:08:28 +02:00 |
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Matthias
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74d6816a1a
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Fix some comments
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2018-08-10 11:00:07 +02:00 |
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Janne Sinivirta
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3a5b435dfa
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Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
Allow multi strategy backtest without data reload
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2018-08-02 12:35:47 +03:00 |
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creslin
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a741f1144a
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missing __init__.py
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2018-08-02 08:58:04 +00:00 |
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Matthias
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40ee86b357
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Adapt after rebase
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2018-07-31 21:08:03 +02:00 |
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Matthias
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76fbb89a03
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use print for backtest results to avoid odd newline-handling
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2018-07-31 21:04:03 +02:00 |
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Matthias
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c648e2acfc
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Adjust documentation to strategy table
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2018-07-31 21:04:03 +02:00 |
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Matthias
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028589abd2
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Add strategy summary table
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2018-07-31 21:04:03 +02:00 |
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Matthias
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5125076f5d
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Fix typo
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2018-07-31 21:04:03 +02:00 |
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Matthias
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a57a2f4a75
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Store backtest-result in different vars
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2018-07-31 21:04:03 +02:00 |
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Matthias
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bd3563df67
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Add test for new functionality
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2018-07-31 21:04:03 +02:00 |
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Matthias
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644f729aea
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Refactor strategy loading to __init__
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2018-07-31 21:04:03 +02:00 |
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Matthias
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5f2e92ec5c
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Refactor backtesting
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2018-07-31 21:04:03 +02:00 |
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Matthias
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65aaa3dffd
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Extract backtest strategy setting
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2018-07-31 21:04:03 +02:00 |
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Matthias
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56046b3cb3
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Add strategylist option to backtesting
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2018-07-31 21:04:03 +02:00 |
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Matthias
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787d6042de
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Switch from pair(str) to metadata(dict)
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2018-07-29 20:56:23 +02:00 |
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Matthias
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5fbce13830
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update hyperopt to use new methods
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2018-07-29 20:55:40 +02:00 |
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Matthias
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98665dcef4
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revert inadvertent wihtespace changes
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2018-07-29 20:55:37 +02:00 |
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Matthias
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df8700ead0
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Adapt after merge from develop
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2018-07-29 20:55:37 +02:00 |
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Gert Wohlgemuth
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0dcaa82c3b
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fixed test?
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2018-07-29 20:55:06 +02:00 |
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Gert Wohlgemuth
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3dd7d209e9
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more test fixes
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2018-07-29 20:55:06 +02:00 |
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Gert Wohlgemuth
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abc55a6e6b
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fixing? hyperopt
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2018-07-29 20:55:06 +02:00 |
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xmatthias
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2e6e5029ba
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fix mypy and tests
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2018-07-29 20:55:06 +02:00 |
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Matthias
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7f27beff4b
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Revert "backtesting: try to load data with ujson if it exists"
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2018-07-29 13:23:11 +02:00 |
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Samuel Husso
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cb2fff8909
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mypy doesn't handle common idiomacy so disable the line (see the open issue more details)
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2018-07-28 22:06:26 +03:00 |
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Samuel Husso
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cdd8cc551c
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backtesting: try to load data with ujson if it exists
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2018-07-28 21:56:11 +03:00 |
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Janne Sinivirta
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4b38c8b11d
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use pandas own min and max for column sorting
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2018-07-25 17:04:25 +03:00 |
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Janne Sinivirta
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0b3190552e
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Merge pull request #1018 from freqtrade/feat/sell_reason
Record sell reason
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2018-07-24 09:09:45 +03:00 |
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Matthias
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4fb9823cfb
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fix rebase problem
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2018-07-19 19:50:06 +02:00 |
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Matthias
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760c79c5e9
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Use .center() to output trades header line
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2018-07-19 19:39:08 +02:00 |
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Matthias
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a452864b41
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Use namedtuple for sell_return
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2018-07-19 19:39:08 +02:00 |
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Matthias
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506aa0e3d3
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Add print_sales table and test
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2018-07-19 19:34:14 +02:00 |
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Matthias
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2a61629014
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Export sell_reason from backtest
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2018-07-19 19:29:31 +02:00 |
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Matthias
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cbffd3650b
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add sell_reason to backtesting
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2018-07-19 19:29:31 +02:00 |
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Janne Sinivirta
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0cc1b66ae7
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Merge pull request #1037 from freqtrade/fix/backtest-comment
replace --realistic with 2 separate flags
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2018-07-19 17:33:19 +03:00 |
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Janne Sinivirta
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6070d819b8
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Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
Fix backtest duration calculation
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2018-07-19 17:32:11 +03:00 |
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Matthias
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8f254031c6
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Add short form for parameters, change default for hyperopt
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2018-07-19 13:19:36 +02:00 |
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Matthias
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aa69177436
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Properly check emptyness and adjust floatfmt
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2018-07-19 13:14:21 +02:00 |
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Matthias
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79b1030435
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output duration in a more readable way
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2018-07-18 20:08:55 +02:00 |
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Matthias
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f9f6a3bd04
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cast to int to keep exports constant
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2018-07-18 09:29:51 +02:00 |
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Matthias
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8e4d2abd4e
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Fix typo
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2018-07-18 09:10:17 +02:00 |
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Matthias
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08237abe20
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Fix wrong backtest duration
identified in #1038
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2018-07-18 09:06:12 +02:00 |
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Matthias
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c82276ecbe
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add --disable-max-market-positions
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2018-07-17 21:05:03 +02:00 |
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Matthias
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e17618407b
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Rename --realistic-simulation to --enable-position-stacking
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2018-07-17 20:26:59 +02:00 |
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Janne Sinivirta
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aeb4102bcb
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refactor Analyze class methods to base Strategy class
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2018-07-16 08:23:39 +03:00 |
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Janne Sinivirta
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85e6c9585a
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remove pass-through methods from Analyze
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2018-07-16 08:23:39 +03:00 |
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Janne Sinivirta
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a74147c472
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move strategy initialization outside Analyze
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2018-07-16 08:23:39 +03:00 |
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Matthias
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06c9494a46
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add missing s to Backtest cum results
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2018-07-11 14:50:04 +02:00 |
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Janne Sinivirta
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aa2366346a
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Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
Add cumulative profit to backtest result table
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2018-07-11 07:21:28 +03:00 |
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Matthias
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8b06000f0f
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Use open-rates for backtesting
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2018-07-08 20:03:11 +02:00 |
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Matthias
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efaa8f16e7
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Improve formattiong of table
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2018-07-08 20:01:33 +02:00 |
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Matthias
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1a24afef77
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add cumsum to backtest-results
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2018-07-08 19:55:04 +02:00 |
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Samuel Husso
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7dca3c6d03
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freqtradebot,main,hyperopt: fstrings in use
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2018-07-05 10:11:29 -05:00 |
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Samuel Husso
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03c112a601
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config, optimize: fstrings in use
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2018-07-05 10:11:29 -05:00 |
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Samuel Husso
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d8d0579c5a
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Merge pull request #930 from freqtrade/skopt
Replace Hyperopt with scikit-optimize
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2018-07-04 13:51:14 -05:00 |
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Janne Sinivirta
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bf4d0a9b70
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sort imports
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2018-07-04 10:31:35 +03:00 |
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Janne Sinivirta
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96bb2efe69
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use joblib.dump and load for trials
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2018-07-03 23:08:29 +03:00 |
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Janne Sinivirta
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c4a8435e00
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change pickle file name to better suit it's current purpose
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2018-07-03 22:17:43 +03:00 |
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Janne Sinivirta
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3a7056ea1b
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run at least one epoch
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2018-07-03 21:55:22 +03:00 |
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Janne Sinivirta
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2cde540645
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remove dead code
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2018-07-03 21:50:45 +03:00 |
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Janne Sinivirta
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ef59f9ad24
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sort imports in hyperopt.py
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2018-07-03 21:50:24 +03:00 |
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Janne Sinivirta
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ee4754cfb9
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avoid re-serialization of whole dataframe
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2018-07-03 14:49:58 +03:00 |
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Janne Sinivirta
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2713fdb860
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use cpu count explicitly in job count
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2018-07-03 11:46:56 +03:00 |
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Janne Sinivirta
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79aab4cce2
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use fstring
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2018-07-03 11:44:54 +03:00 |
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Janne Sinivirta
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fa8fc3e4ce
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handle the case where we have zero buys
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2018-07-02 11:46:55 +03:00 |
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Janne Sinivirta
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aec3f582e1
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Merge branch 'develop' into skopt
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2018-07-02 11:27:27 +03:00 |
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Janne Sinivirta
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0ce08932ed
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mypy fixes
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2018-06-30 09:54:31 +03:00 |
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Michael Egger
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6dd5f85fb6
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Merge pull request #954 from freqtrade/feat/allow_backtest_plot
allow backtest ploting
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2018-06-29 19:44:06 +02:00 |
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Janne Sinivirta
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0bddc58ec4
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extract loading previous results to a method
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2018-06-25 11:38:14 +03:00 |
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xmatthias
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e70cb963f7
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document what to do with exported backtest results
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2018-06-24 17:00:00 +02:00 |
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Janne Sinivirta
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118a43cbb8
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fixing tests for hyperopt
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2018-06-24 15:27:53 +03:00 |
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Anton
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f82b809fcf
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Merge with develop
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2018-06-23 16:50:27 +03:00 |
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Janne Sinivirta
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642ad02316
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remove unused import
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2018-06-23 15:56:38 +03:00 |
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Janne Sinivirta
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ab9e2fcea0
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fix guard names to match search space
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2018-06-23 15:47:19 +03:00 |
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Janne Sinivirta
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136456afc0
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add three triggers to hyperopting
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2018-06-23 15:44:51 +03:00 |
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xmatthias
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0440a19171
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export open/close rate for backtesting too
preparation to allow plotting of backtest results
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2018-06-23 14:19:50 +02:00 |
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Janne Sinivirta
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e8f2e6956d
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to avoid pickle problems, get rid of reference to exchange after initialization
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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a525cba8e9
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switch signal handler to try catch. fix pickling and formatting output
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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8272120c3a
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convert stoploss and ROI search spaces to skopt format
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2018-06-23 14:37:36 +03:00 |
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Janne Sinivirta
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8fee2e2409
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move result logging out from optimizer
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2018-06-23 14:37:36 +03:00 |
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