Commit Graph

126 Commits

Author SHA1 Message Date
xmatthias 251f7db3ca require exchange object to delete pairs 2018-06-17 23:38:07 +02:00
xmatthias 21edcbdc27 Refactor exchange to class 2018-06-17 23:38:07 +02:00
Matthias a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
Display open trades after backtest period
2018-06-16 12:49:08 +02:00
xmatthias c0289ad844 use list comprehension to build list 2018-06-13 19:53:12 +02:00
xmatthias e600be4f56 Reduce force-sell verbosity 2018-06-13 19:44:00 +02:00
xmatthias 6357812743 fix backtest report able 2018-06-13 06:57:49 +02:00
xmatthias e3ced7c15e extract export from backtest function 2018-06-12 22:29:30 +02:00
xmatthias bfde33c945 Use timestamp() instead of strftime
this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
xmatthias 335d1fbbbc Check if no backtest data is found and fail gracefully 2018-06-11 19:50:43 +02:00
xmatthias 12e455cbf5 add buy/sell index to backtest result 2018-06-10 20:52:42 +02:00
xmatthias 27ee8f7360 make flake happy 2018-06-10 13:55:48 +02:00
xmatthias 1cd7ac55a8 Added "left open trades" report 2018-06-10 13:45:16 +02:00
xmatthias b81588307f Add "open_at_end" parameter 2018-06-10 13:37:53 +02:00
xmatthias 31025216f9 fix type of open/close timestmap 2018-06-10 13:32:07 +02:00
xmatthias 322a528c12 fix bug with backtestResult 2018-06-10 13:25:16 +02:00
xmatthias 9c57d3aa8b add BacktestresultTuple 2018-06-10 13:15:46 +02:00
xmatthias c1b2e06eda simplify return from _get_sell_trade_entry 2018-06-10 09:07:04 +02:00
xmatthias 3094acc7fb update comment 2018-06-10 08:58:28 +02:00
xmatthias 24a875ed46 remove experimental parameters - they are read by analyze.py anyway 2018-06-09 21:44:57 +02:00
xmatthias 5623ea3ac6 Add forcesell at end of backtest period 2018-06-09 21:44:20 +02:00
Janne Sinivirta b4ae5a36a8 use .copy() to avoid Pandas mistake. drop first row because of shifting 2018-06-07 17:29:40 +03:00
Janne Sinivirta 7f8e0ba25f use buy/sell signal from previous candle, not current to avoid seeing to the future 2018-06-07 17:28:40 +03:00
xmatthias 7a34578b4d refactor timerange to named tuple 2018-06-05 23:34:26 +02:00
xmatthias e3227a741c add --export-filename for backtesting 2018-06-03 19:36:53 +02:00
xmatthias 50fc5f91ca Merge branch 'develop' into mypy_typecheck 2018-06-03 10:35:56 +02:00
Raymond Luo 2791d543ea Make backtesting report markdown shareable
Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste

Example:
![Example](https://i.imgur.com/HXlNkfm.png)
2018-06-02 19:52:16 +02:00
xmatthias f88729f0e8 add ignore comment 2018-06-02 14:14:28 +02:00
xmatthias 0007002c80 fix test failure 2018-06-02 14:07:54 +02:00
xmatthias 0a595190a3 fix last typechecks 2018-06-02 13:59:35 +02:00
xmatthias d9e951447f remove _init function in backtesting (and according test) 2018-06-02 13:54:22 +02:00
xmatthias 4a322abd4d Typecheck improvements 2018-06-02 13:44:05 +02:00
gcarq 306885e174 Merge branch 'develop' into feat/objectify-ccxt 2018-05-02 22:49:55 +02:00
Matthias Voppichler a140748b5a Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix 2018-04-21 22:39:22 +02:00
gcarq 403f59ef45 use native python logger 2018-04-21 20:47:06 +02:00
Matthias Voppichler ce90ee4ac2 have backtesting use fee_open and fee_close 2018-04-21 20:05:49 +02:00
enenn 94287d66a8 Flake8 fixes 2018-04-12 18:16:27 +02:00
enenn 1678518cd4 Add dry_run=True to config during backtesting 2018-04-12 18:16:26 +02:00
enenn e42403fecc Change date to timestamp conversion method in backtesting 2018-04-12 18:07:44 +02:00
enenn 1f75636e56 [1/3] Add support for multiple exchanges with ccxt (objectified version) (#585)
* remove obsolete helper functions and make _state a public member.

* remove function assertions

* revert worker() changes

* Update pytest from 3.4.2 to 3.5.0

* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling

* Add NetworkException

* Change pair format in constants.py

* Add tests for exchange functions that comply with ccxt

* Remove bittrex tests

* Remove Bittrex and Interface classes

* Add retrier decorator

* Remove cache from get_ticker

* Remove unused and duplicate imports

* Add keyword arguments for get_fee

* Implement 'get_pair_detail_url'

* Change get_ticker_history format to ccxt format

* Fix exchange urls dict, don't need to initialize exchanges

* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
gcarq fee8d0a2e1 refactor get_timeframe 2018-03-29 20:16:25 +02:00
Janne Sinivirta 85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
fix backtest --export format
2018-03-27 12:43:52 +03:00
Matthias Voppichler a182cab27f fix backtest --export format
reverts regression introduced in c623564
2018-03-26 20:28:51 +02:00
gcarq f374a062e1 remove freqtrade/logger.py 2018-03-25 21:43:00 +02:00
gcarq fa7f74b4bc use native python logger 2018-03-25 21:43:00 +02:00
gcarq 3f8d7dae39 make name a required argument and add fallback to getEffectiveLevel 2018-03-25 21:42:03 +02:00
Matthias Voppichler 85af68d807 ccxt - make backtesting work 2018-03-24 19:45:23 +01:00
Samuel Husso eb4ac73b78 remove last bittrex references so that bot is runnable 2018-03-22 08:29:52 +02:00
gcarq d2aea7bdc1 optimize imports 2018-03-20 19:50:04 +01:00
gcarq 5327533188 optimize: set correct typehints 2018-03-20 19:48:03 +01:00
gcarq a6a38735b1 backtesting: only respect max_open_trades with realistic_simulation 2018-03-20 19:38:33 +01:00