Commit Graph

216 Commits

Author SHA1 Message Date
eSeR1805
0585b378b3
BT: Report canceled/replaced orders also. 2022-05-17 14:07:42 +03:00
eSeR1805
f2e2e57237
Report trade entries canceled by user. 2022-05-17 01:41:31 +03:00
Matthias
3f64c6307f Maintain compatibility with old backtest results 2022-05-02 20:01:44 +02:00
Matthias
53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias
c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias
44000ae0b3 Fix CAGR missing for old results 2022-04-25 17:37:25 +02:00
Matthias
4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Nicolas Papp
0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias
f2912f8815 Improve mypy runs 2022-04-23 11:31:12 +02:00
froggleston
b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston
aa5984930d Fix filename generation 2022-04-19 13:00:09 +01:00
froggleston
84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
froggleston
34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston
a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston
f55a9940a7 Fix line spacing 2022-04-16 16:15:04 +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
Nicolas Papp
178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Nicolas Papp
47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias
b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias
4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias
5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias
bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
Matthias
e894f620c2 Improve compatibility 2022-04-03 08:15:23 +02:00
Matthias
ec63cfd656 Add compatibility layer for backtesting results 2022-04-02 20:04:30 +02:00
Matthias
543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias
5b4f343d36 Update buy output for backtesting 2022-03-22 06:45:36 +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
036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +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
dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Matthias
04976658da Fix crash when using backtesting-show on a old backtestresult 2022-01-07 17:34:47 +01:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
e540959c27 Remove btdata from generate_strategy_stats 2022-01-07 09:27:07 +01:00
Matthias
1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias
2a2392fd73 Update parameter name in docstring 2022-01-06 09:15:30 +01:00
Matthias
6abd6bceb9 Avoid recalculating statistics for comparison line 2022-01-05 20:16:48 +01:00
Matthias
8373a4e713 Small Adjustments to improve compatibility 2022-01-04 19:17:08 +01:00
Matthias
4d9b4ddc28 Update hyperopt-tools to use account drawdown 2022-01-04 17:43:39 +01:00
Matthias
7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00
Matthias
67f3570bf3 Merge branch 'develop' into feat/short 2021-12-01 07:21:36 +01:00
Matthias
6ca6f62509 Remove duplicate code in optimize_reports 2021-11-27 09:39:10 +01:00
Matthias
c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias
192ac88314 Update optimize-reports to enter_tag wording 2021-11-21 10:20:09 +01:00
Matthias
5a8824171c Add short/long metrics to backtest result 2021-11-18 20:42:43 +01:00