Matthias
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971d5b2ecc
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Merge pull request #5002 from freqtrade/track_rejected_trades
Track rejected trades
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2021-05-23 14:56:50 +01:00 |
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Matthias
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3f956441fc
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Properly format % of zero_duration_trades
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2021-05-23 15:53:54 +02:00 |
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Matthias
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a39860e0de
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Add tests for rejected signals
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2021-05-23 14:15:02 +02:00 |
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Matthias
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7f125315b0
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Track Rejected Trades
closes #3423
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2021-05-23 09:42:05 +02:00 |
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Rokas Kupstys
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db985cbc2e
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Fix hyperopt-show failing to display old results with missing new fields.
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2021-05-23 09:45:26 +03:00 |
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Rokas Kupstys
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25cc4eae96
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Fix tests that broke after table formatting changed.
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2021-05-22 15:25:37 +02:00 |
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Rokas Kupstys
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981b2df7ca
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Include win:loss ratio in results tables.
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2021-05-21 12:18:08 +03:00 |
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Rokas Kupstys
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debd98ad9a
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Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.
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2021-05-21 11:36:23 +03:00 |
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Rokas Kupstys
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e1dc1357ce
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Add drawdown column to strategy summary table.
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2021-05-21 11:36:23 +03:00 |
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Rokas Kupstys
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edcfa94093
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Include zero duration trades in backtesting report.
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2021-05-21 11:36:23 +03:00 |
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Matthias
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7398ea88e0
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Change optimize_reports to convert dates to string earlier
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2021-05-11 20:37:49 +02:00 |
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Matthias
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4f529fe424
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Don't use Arrow to get min/max backtest dates
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2021-05-06 19:43:14 +02:00 |
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Matthias
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420e75af65
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Extract show_backtest_result for one strategy
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2021-05-02 09:46:27 +02:00 |
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Matthias
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f2e182002d
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Simplify calling backtesting by returning the proper result
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2021-05-02 09:46:27 +02:00 |
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Matthias
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545cba7fd8
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Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
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2021-05-02 09:46:27 +02:00 |
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Matthias
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9994fce577
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Extract generation of report for one strategy to it's own method
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2021-05-02 09:46:27 +02:00 |
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Matthias
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b125c975c7
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Rename strategy_comparison method
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2021-05-02 09:46:27 +02:00 |
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rextea
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9e56f6d4eb
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Sort pair lists by total profit
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2021-04-04 01:19:38 +03:00 |
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rextea
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76a02ff70a
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fix indentations
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2021-03-26 18:49:17 +03:00 |
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rextea
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2bed41da5d
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Add days breakdown table to backtesting
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2021-03-26 18:40:50 +03:00 |
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Matthias
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bc05d03126
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Make best / worst day absolute
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2021-03-05 19:21:09 +01:00 |
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Matthias
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078b77d41b
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Fix crash when using unlimited stake and no trades are made
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2021-03-02 16:12:22 +01:00 |
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Joe Schr
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55a315be14
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fix: avg_stake_amount should not be NaN if df is empty
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2021-03-02 13:38:55 +01:00 |
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Matthias
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9cb37409fd
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Explicitly convert starting-balance to float
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2021-02-28 09:56:29 +01:00 |
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Matthias
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394a6bbf2a
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Fix some type errors
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2021-02-27 09:33:00 +01:00 |
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Matthias
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f04f07299c
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Improve backtesting metrics
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2021-02-27 09:33:00 +01:00 |
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Matthias
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f367375e5b
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ABS drawdown should show wallet high and low values
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2021-02-27 09:33:00 +01:00 |
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Matthias
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0d2f877e77
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Use absolute drawdown calc
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2021-02-27 09:32:59 +01:00 |
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Matthias
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72f21fc5ec
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Add trade-volume metric
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2021-02-27 09:32:59 +01:00 |
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Matthias
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35e6a9ab3a
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Backtest-reports should calculate total gains based on starting capital
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2021-02-27 09:32:59 +01:00 |
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Matthias
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712d503e6c
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Use sell-reason value in backtesting, not the enum object
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2021-02-27 09:32:59 +01:00 |
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Florian Reitmeir
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5c263c7ffd
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add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
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2021-02-14 19:41:12 +01:00 |
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Matthias
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e7acee7904
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Improve coin value output by rounding coin specific
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2021-02-13 16:05:56 +01:00 |
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Matthias
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072abde9b7
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Introduce round_coin_value to simplify coin rounding
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2021-02-13 16:05:35 +01:00 |
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Matthias
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62e43539c9
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Limit max_open_trades to maximum available pairs
closes #4008
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2021-01-24 19:59:54 +01:00 |
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Matthias
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8ee264bc59
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Don't use profit_percent for backtesting results anymore
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2021-01-24 08:58:41 +01:00 |
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Matthias
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48977493bb
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Backtesting does not need to convert to BacktestResult object
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2021-01-24 08:58:41 +01:00 |
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Matthias
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7c80eeea95
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Add use_custom_stoploss to optimize_report
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2021-01-19 22:51:12 +01:00 |
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Matthias
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0b65fe6afe
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Capture backtest start / end time
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2021-01-14 19:09:25 +01:00 |
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Matthias
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63a579dbab
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Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
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2021-01-11 19:30:25 +01:00 |
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Matthias
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5849d07497
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Export locks as part of backtesting
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2020-12-07 11:39:01 +01:00 |
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Matthias
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e40d97e05e
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Small formatting improvements
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2020-11-28 17:52:29 +01:00 |
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Matthias
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5d3f59df90
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Add best / worst trade
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2020-11-28 17:45:56 +01:00 |
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Matthias
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a00f852cf9
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Add best / worst pair to summary statistics
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2020-11-28 17:37:10 +01:00 |
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Matthias
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a47d8dbe56
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Small refactor, avoiding duplicate calculation of profits
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2020-11-28 11:35:29 +01:00 |
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Matthias
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730c9ce471
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Add Max_open_trades to summary metrics
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2020-11-24 06:57:26 +01:00 |
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Matthias
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ecddaa663b
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Convert timestamp to int_timestamp for all arrow occurances
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2020-10-13 06:24:01 +02:00 |
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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 |
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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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378f03a5b1
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Add relevant parameters to stored backtest result
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2020-09-25 06:37:40 +02:00 |
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Matthias
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ec01f20bf8
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Add ratio to sell reason stats
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2020-09-16 20:27:28 +02:00 |
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Matthias
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d8a6410fd1
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Fix small bug when using max-open-trades -1 in backtesting
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2020-08-23 09:00:57 +02:00 |
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Matthias
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4f1179d85c
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Test for empty case
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2020-08-20 20:11:58 +02:00 |
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Matthias
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f5a9001dc0
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Handle backtest results without any trades
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2020-08-20 19:51:36 +02:00 |
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Matthias
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9982ad2f36
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Add profit to backtest summary output
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2020-08-18 16:59:24 +02:00 |
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Matthias
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668d167adc
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Add docstring to store_backtest_stats
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2020-08-18 16:15:24 +02:00 |
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Matthias
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4eb17b4daf
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Remove unneeded function
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2020-08-18 15:20:37 +02:00 |
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Matthias
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fca41a44bb
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Also logg timeframe
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2020-08-08 20:20:58 +02:00 |
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Matthias
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aab5596fa6
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Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
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2020-07-27 07:20:40 +02:00 |
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Matthias
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977a6d4e9c
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Add profit_total to results line
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2020-07-26 16:10:48 +02:00 |
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Matthias
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454046f745
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Add stake_currency and max_opeN_trades to backtest result
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2020-07-26 15:55:54 +02:00 |
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Matthias
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8d0f338bf2
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Timestamps should be in ms
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2020-07-26 15:23:21 +02:00 |
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Matthias
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9ed5fed887
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Fix output format to be of an identical type
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2020-07-26 15:17:54 +02:00 |
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Matthias
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902e8fa62f
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Fix wrong spelling in one subcomponent
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2020-07-26 14:39:00 +02:00 |
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Matthias
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bdf611352e
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Update summary-metrics output
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2020-07-14 19:34:01 +02:00 |
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Matthias
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1fc4451d2f
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Avoid \ linebreak
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2020-07-03 20:32:04 +02:00 |
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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 |
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Matthias
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987188e41f
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Add avgduration for winners and losers
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2020-07-03 19:58:02 +02:00 |
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Matthias
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8e0ff4bd86
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Add Win / draw / losing days
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2020-07-03 19:45:45 +02:00 |
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Matthias
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42868ad24a
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Add best / worst day to statistics
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2020-07-03 19:30:29 +02:00 |
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Matthias
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7c5587aeaa
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exportfilename can be a file or directory
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2020-07-03 06:58:27 +02:00 |
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Matthias
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2ed808da1f
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Extract .last_result.json to constant
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2020-07-03 06:58:27 +02:00 |
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Matthias
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59e0ca0aaa
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Add pairlist to backtest-result
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2020-07-03 06:58:27 +02:00 |
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Matthias
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c13ec4a1d4
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implement fallback loading for load_backtest_data
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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 |
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Matthias
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03ab61959b
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Add test for generate_backtest_stats
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2020-07-03 06:58:27 +02:00 |
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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 |
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Matthias
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04cbc2cde5
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Shorten variable
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2020-07-03 06:58:27 +02:00 |
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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 |
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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 |
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Matthias
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81c8e8677d
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use 0 as profit mean, not nan
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2020-07-03 06:58:27 +02:00 |
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Matthias
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480c5117f1
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Handle empty return strings
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2020-07-03 06:58:27 +02:00 |
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Matthias
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5fce7f3b22
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Add market Change
closes #2524 and #3518
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2020-07-03 06:58:27 +02:00 |
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Matthias
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cf044d166e
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Tests should use new Datetime format too
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2020-07-03 06:58:27 +02:00 |
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Matthias
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fbddfaeacf
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Introduce DatetimePrintFormat
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2020-07-03 06:58:27 +02:00 |
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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 |
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Matthias
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6922fbc3aa
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Add max_drawdown error handler
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2020-07-03 06:58:27 +02:00 |
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Matthias
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455b26ea48
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Add max drawdown to backtesting
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2020-07-03 06:58:27 +02:00 |
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Matthias
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a75b94f143
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use bracket notation for dataframe access
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2020-06-07 15:40:00 +02:00 |
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Matthias
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04779411f5
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Add docstring to backtest_stats
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2020-06-07 15:39:59 +02:00 |
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Matthias
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070913f327
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Rename text_table generation
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2020-06-07 11:35:02 +02:00 |
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Matthias
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499c6772d1
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Rename tabulate methods
they don't "generate" anything
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2020-06-07 11:31:33 +02:00 |
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Matthias
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a6f6724752
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Reorder functions in optimize_report
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2020-06-07 11:29:14 +02:00 |
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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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ceaf32d304
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Extract backtesting report generation from show_backtest_Results
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2020-06-01 09:24:05 +02:00 |
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Matthias
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f202e09b10
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Extract conversion to trades list to it's own function
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2020-06-01 08:57:31 +02:00 |
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Matthias
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18a5787a2c
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Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
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2020-05-27 19:17:15 +02:00 |
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Matthias
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abf79e4ab4
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Use temporary variable to clean up code
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2020-05-25 20:47:48 +02:00 |
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Matthias
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6a9a8f927e
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Rename some methods, improve some testing
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2020-05-25 20:46:31 +02:00 |
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Matthias
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462c35cf75
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Move stats generation to the top
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2020-05-25 20:22:22 +02:00 |
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Matthias
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027ea64d48
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Fix docstrings, extract strategy-list results
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2020-05-25 19:55:02 +02:00 |
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Matthias
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db257e9f7f
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Rename method to be public
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2020-05-25 19:50:23 +02:00 |
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Matthias
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18a2dad684
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Extract data generation from generate_text_table
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2020-05-25 19:35:32 +02:00 |
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Matthias
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0917b17efd
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Refactor result_line to return dict
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2020-05-25 19:21:01 +02:00 |
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Matthias
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876a9e4f44
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finish refactor of sell_reason table
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2020-05-25 07:08:15 +02:00 |
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Matthias
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d17300fd84
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Refactor sell reason stats to return a dict
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2020-05-25 07:02:24 +02:00 |
|
Matthias
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9d1ad70bb7
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Split optimize generation from printing
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2020-05-25 06:44:51 +02:00 |
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Matthias
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cf6e6488c7
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Fix filename handling with --strategy-list
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2020-04-02 17:29:18 +02:00 |
|
Matthias
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3d4664c2a6
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Remove unnecessary import
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2020-03-15 15:40:12 +01:00 |
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Matthias
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e1b08ad76c
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Add docstring to store_backtest_result
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2020-03-15 15:38:26 +01:00 |
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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 |
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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 |
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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 |
|
Fredrik81
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55d471190a
|
Changed table style of backtesting and alignment of headers
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2020-02-27 13:28:28 +01:00 |
|
Yazeed Al Oyoun
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ff819386e1
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added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
|
2020-02-07 03:51:50 +01:00 |
|
Yazeed Al Oyoun
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5b00eaa42d
|
Updated Strategy Summary table to match other backtesting tables (#2864)
|
2020-02-06 06:58:58 +01:00 |
|
Matthias
|
c396ad4daa
|
Align quotes in same area
|
2020-01-31 20:41:51 +01:00 |
|
Yazeed Al Oyoun
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907a61152c
|
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
|
2020-01-31 04:53:37 +01:00 |
|
Yazeed Al Oyoun
|
e2b3907df5
|
more consistent backtesting tables and labels
|
2020-01-31 04:39:18 +01:00 |
|
Matthias
|
7d2d0235a0
|
Fix typo in sell-reason table generation
|
2020-01-22 06:08:34 +01:00 |
|
Matthias
|
785cd2a640
|
Rename test module
|
2020-01-09 06:53:51 +01:00 |
|
Matthias
|
c475729c13
|
Extract edge reporting to optimize_reports
|
2020-01-09 06:52:34 +01:00 |
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