Commit Graph

557 Commits

Author SHA1 Message Date
Matthias 6a59103869 update wallets in backtesting to ensure a fresh wallet is used
closes #6388
2022-02-10 19:40:36 +01:00
Matthias dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias 036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
Matthias 644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias 17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Matthias 9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias 58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias 4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias 1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias 6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias 7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias 090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias 44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias 49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys 9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys 15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Matthias a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Matthias 5d0c2bcb44 Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias 002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Stefano Ariestasia 0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Matthias e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Reigo Reinmets 451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias 7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Italo 82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Stefano Ariestasia f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
Matthias a6c7f45545 Update webserver backtseting to reuse prior results 2022-01-20 06:51:48 +01:00
Stefano Ariestasia 62ea1a445e add lines to show_config message 2022-01-20 10:03:26 +09:00
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
Matthias 2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Rokas Kupstys 2b7405470a Fix timerange check. 2022-01-15 17:30:40 +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
Reigo Reinmets 13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets 678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Reigo Reinmets 3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets 0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00
Reigo Reinmets 8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Rokas Kupstys 11ace0f867 Instead of clearing `processed` dict, store `df_analyzed` (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
2022-01-07 12:07:49 +02:00
Matthias a9a6cf13f8 Add exit_tag to detail-sells
closes #6159
2022-01-06 08:22:15 +01:00
Matthias 711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Rokas Kupstys a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Reigo Reinmets 817a65b656 This is not needed since backtesting does not have open orders. 2021-12-26 20:01:48 +02:00
Reigo Reinmets de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +02:00
Reigo Reinmets db2f0660fa Some more compatibility fixes. 2021-12-18 11:15:59 +02:00
Reigo Reinmets 30673f84f9 Flake8 compatibility 2021-12-18 11:00:25 +02:00
Reigo Reinmets f11a40f144 Improve documentation on adjust_trade_position and position_adjustment_enable 2021-12-11 17:14:04 +02:00