Commit Graph

78 Commits

Author SHA1 Message Date
Matthias
4254d86658 Move test-backtestfiles to separate directory 2022-04-11 20:32:02 +02:00
Matthias
baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Matthias
54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias
543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias
dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias
08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias
85767d0d70 Add timedout_*_orders to tests 2022-02-07 19:33:22 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Rokas Kupstys
16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias
2ca90577a6 Update strategy-comparison test 2022-01-05 20:29:40 +01:00
Matthias
2ecaf9f8b4 Update backtest-result test-files to latest format 2022-01-05 20:26:24 +01:00
Matthias
09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias
0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias
ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Matthias
20904f1ca4 Add tests for new command 2021-10-30 19:43:42 +02:00
Matthias
72ecb45d86 Add test for backtest_show logic 2021-10-30 16:53:48 +02:00
Sam Germain
aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Matthias
e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias
7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias
c791b95405 Use new TestStrategy (V3) by default in tests 2021-09-21 20:24:08 +02:00
Matthias
6d96b11279 Rename DefaultStrategy 2021-08-26 07:25:53 +02:00
Matthias
89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias
08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +02:00
Matthias
a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias
916ece6a29 More realistic testcase for results 2021-05-23 09:15:36 +02:00
Rokas Kupstys
25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys
e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Matthias
5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +02:00
Matthias
7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias
852f125347 Fix tests 2021-05-02 09:46:27 +02:00
Matthias
545cba7fd8 Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias
b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias
f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +01:00
Matthias
72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias
712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias
8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias
48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias
0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias
378a252ad1 Fix #4161 - by not using the problematic method for windows 2021-01-08 13:46:43 +01:00
Matthias
effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias
9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias
bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias
ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias
378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias
4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00