7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
6b6b35ac1c
check for max stake limit in freqtradebot and backtesting
2022-02-03 20:33:04 -06:00
30519aa3be
Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs
2022-02-01 13:05:40 -06:00
463714832d
Merge branch 'develop' into feat/short
2022-01-29 14:19:30 +01:00
4b9d55dbe2
Add test for backtest dataprovider
...
(should cache the correct candle)
2022-01-27 18:59:23 +01:00
88ccfedd32
Improve wording of "no history found" error
2022-01-26 06:53:00 +01:00
6492e1cd76
Investigate random test failure
2022-01-23 17:42:18 +01:00
bf0b95b3d8
Improve backtest tests
2022-01-22 19:46:11 +01:00
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
314a544881
Add Failing test for get_strategy_run_id
...
Fails because max_open_trades is "inf"
emulates behaviour of `max_open_trades=-1` when loading the
configuration)
2022-01-22 08:09:08 +01:00
bb1d8fb54f
Improve message when no hyperopt fie is found
...
closes #6266
2022-01-21 15:24:26 +01:00
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
5bb48eaed0
Replace Nan with 0 or None in backtesting
...
part of #6224
2022-01-16 14:49:29 +01:00
9becce9897
Update failing test
2022-01-15 17:30:40 +02:00
526ed7fa9a
Add test_backtest_start_multi_strat_caching test flexing backtest result caching.
2022-01-15 17:30:40 +02:00
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
8e424f7c73
Merge branch 'freqtrade:develop' into dca
2022-01-08 14:57:15 +02:00
dad080f56f
Merge branch 'develop' into feat/short
2022-01-08 10:45:15 +01:00
827b8d3e4c
Don't use test_datadir as userdata dir
...
use tmpdir
2022-01-07 20:00:20 +01:00
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
e540959c27
Remove btdata from generate_strategy_stats
2022-01-07 09:27:07 +01:00
1203d08d1e
generate_pair_metrics does not need processed dict
2022-01-07 09:27:07 +01:00
4e2b9203d7
Remove no longer used BT_DATA_COLUMNS_MID
2022-01-05 20:40:59 +01:00
2ca90577a6
Update strategy-comparison test
2022-01-05 20:29:40 +01:00
2ecaf9f8b4
Update backtest-result test-files to latest format
2022-01-05 20:26:24 +01:00
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
09fae25c94
Fix some tests after drawdown calculation change
2022-01-04 17:07:31 +01:00
937f5e3d0f
No longer use legacy mode for tests
2022-01-04 17:06:40 +01:00
7ea5b0e359
Simplify hyperopt test setup
2022-01-04 17:06:40 +01:00
fac6956eeb
Fix test failure after merge
2022-01-02 22:25:40 +01:00
711a6a6dbc
Merge branch 'develop' into pr/xataxxx/6079
2022-01-02 22:21:41 +01:00
33ab3c1bea
Removed some todo-lev comments
2022-01-01 14:10:24 -06:00
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
a715083fc0
Reduce memory usage by not holding on to no longer needed data.
2021-12-31 12:10:01 +02:00
b1b2eebd11
Change sequence of ROI/sell signal to favor sell-signal
2021-12-30 20:00:58 +01:00
aa54592ec7
Merge branch 'freqtrade:develop' into dca
2021-12-25 21:06:26 +02:00
6fdad8c6bd
Prevent exception, ensure deletion occurs
2021-12-25 14:03:44 +01:00
356b2d3d91
Reestablish backward compatibility
2021-12-25 13:47:28 +01:00
b1feb69ca9
Use Pathlib to delete testfile
2021-12-25 10:30:59 +01:00
ea79eb55e9
Remove this test change from DCA branch.
2021-12-25 10:43:25 +02:00
d11a8928d4
Fix test not running when user_data contains historical data.
2021-12-25 10:39:27 +02:00
de79d25caf
Refactoring to use strategy based configuration
2021-12-24 12:38:43 +02:00
0c4664e8f4
Lock file is not always left behind so handle it.
2021-12-23 17:39:43 +02:00
bc60139ae3
I really should make this flake8 / isort check automatic before commit.
2021-12-23 16:40:47 +02:00
8393c99b62
Whoops, missing a line.
2021-12-23 16:25:27 +02:00
8bf1001b33
Fix test failing when user_data already contains data...
2021-12-23 12:41:37 +02:00
db2f0660fa
Some more compatibility fixes.
2021-12-18 11:15:59 +02:00
30673f84f9
Flake8 compatibility
2021-12-18 11:00:25 +02:00
1017b68af9
Fix some unit-tests. Use common trade entry code.
2021-12-13 02:27:09 +02:00
f97662e816
Add position_adjustment_enable config keyword to enable it.
2021-12-11 00:28:12 +02:00
22cda87211
Update some tests after merge
2021-12-02 19:05:06 +01:00
f4d0abc51a
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 07:09:37 +01:00
77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
...
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
67f3570bf3
Merge branch 'develop' into feat/short
2021-12-01 07:21:36 +01:00
8b2fbb6432
Add leveraged backtest detail test
2021-11-30 20:42:18 +01:00
134b129d9d
get_analyzed_df does not need a "candle_type" argument
2021-11-28 19:14:58 +01:00
897788de17
Reformulate exception to be "nicer"
2021-11-26 07:02:50 +01:00
5307d2bf3b
Trimming the sentence
2021-11-25 17:04:04 +09:00
c23d90e2b8
Update test_backtesting.py
2021-11-25 16:56:56 +09:00
0c629fc951
Update test_backtesting.py
2021-11-25 16:03:29 +09:00
920151934a
Added candle_type to a lot of methods, wrote some tests
2021-11-21 17:48:14 -06:00
c26c0b6822
Merge branch 'feat/short' into short_buy_tag_compat
2021-11-21 19:31:59 +01:00
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
0a50017c84
Add long/short support to backtesting
2021-11-18 20:34:59 +01:00
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
39bb34cdb3
Fix test loading bug
2021-11-11 16:34:40 +01:00
ebc38159b8
Merge branch 'develop' into feat/short
2021-11-06 15:24:52 +01:00
431b96de98
Merge branch 'develop' into pr/theluxaz/5710
2021-11-03 19:43:36 +01:00
4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
...
Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
c094ac5762
Merge branch 'develop' into feat/short
2021-10-30 19:45:19 +02:00
20904f1ca4
Add tests for new command
2021-10-30 19:43:42 +02:00
72ecb45d86
Add test for backtest_show logic
2021-10-30 16:53:48 +02:00
459a2239ce
Fix candle ranges in backtesting test
2021-10-30 16:13:04 +02:00
6cf140f8fb
FIx testcases
2021-10-30 16:07:10 +02:00
201fe108bc
Merge pull request #5607 from TreborNamor/develop
...
a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
5cdae2ce3f
Remove CalmarDaily hyperopt loss
2021-10-29 06:53:40 +02:00
f7926083ca
Clean up unclosed file handles
...
Close all file handles that are left dangling to avoid warnings such as
```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
2021-10-24 23:15:05 +02:00
5f309627ea
Update tests for Calmar ratio
2021-10-24 09:01:13 +02:00
aed22f7dad
Merge branch 'develop' into feat/short
2021-10-22 11:45:27 -06:00
78724e304e
Merge branch 'develop' into pr/theluxaz/5710
2021-10-21 17:46:39 +02:00
0e085298e9
Fixed test failures.
2021-10-21 17:25:38 +03:00
e458c9867a
Styling fixes
2021-10-21 07:45:15 +02:00
7b5346b984
Add test for breakdown-stats
2021-10-21 07:11:39 +02:00
1267374c8a
Small fixes to tests
2021-10-20 19:21:38 +02:00
69fdb8edfa
Merge branch 'develop' into feat/short
2021-10-17 10:40:08 +02:00
0e7d903a6f
Merge pull request #5644 from slyons/develop
...
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
fe8374f2a4
Test for non-failing missing hyperopt space
2021-10-14 07:06:51 +02:00
bd488cc086
Merge branch 'develop' into feat/short
2021-10-13 17:56:40 -06:00
45b7a0c837
Add Test and docs for MaxDrawDownHyperOptLoss
2021-10-07 07:12:45 +02:00
d3f7207fe6
Merge branch 'develop' into feat/short
2021-10-03 02:12:25 -06:00
3b5cc5f015
Improve dates used for hyperopt tests
2021-10-02 15:37:01 +02:00
77388eb423
Improve generate_test_data to make it easier to use
2021-10-02 15:23:48 +02:00
5fdeca812d
Combine most hyperopt-loss tests to one
2021-10-02 14:30:24 +02:00
4fd00db630
Use "combined" enter_tag column
2021-09-26 15:22:37 +02:00
2a678bdbb4
Update buy_tag column to long_tag
2021-09-26 08:37:44 +02:00
0e13d57e57
Update advise_* methods to entry/exit
2021-09-22 20:42:31 +02:00
c791b95405
Use new TestStrategy (V3) by default in tests
2021-09-21 20:24:08 +02:00
4d558879e9
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-17 19:33:35 +02:00
994c3c3a4c
Add some errorhandling for custom estimator
2021-09-16 07:13:25 +02:00
3675df8344
Update documentation regarding Legacy Hyperopt
2021-09-12 08:18:17 +02:00
fd6bf591f8
Update some tests to remove explicit hyperopt interface
2021-09-12 08:18:13 +02:00
49350f2a8e
Fix backtesting test
2021-09-05 08:36:22 +02:00
2e50948699
Fix some tests
2021-09-04 20:23:51 +02:00
ca44d2e092
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-04 19:54:34 +02:00
5184cc7749
Merge branch 'develop' into feat/short
2021-09-02 07:03:14 +02:00
b0c4f079c2
Merge branch 'develop' into feat/backtest_detail
2021-08-31 20:16:42 +02:00
2ce458810b
rename default_hyperopt_loss file
2021-08-26 19:39:57 +02:00
07d71f014f
Rename defaultStrategy file
2021-08-26 19:38:41 +02:00
6d96b11279
Rename DefaultStrategy
2021-08-26 07:25:53 +02:00
df1c0540ab
Rename Hyperopt Test Class
2021-08-26 07:20:05 +02:00
fbf8eb4526
Rename test-legacy strategy
2021-08-26 07:04:33 +02:00
053d6d8ee1
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-25 20:34:52 +02:00
e1c3b7fd8c
Merge branch 'develop' into feat/short
2021-08-25 20:31:40 +02:00
4b36276e4f
Improve has_space test
2021-08-25 19:54:26 +02:00
11bd8e912e
Fix some tests
2021-08-24 06:52:28 +02:00
7a977a8eaf
Merge branch 'feat/short' into pr/samgermain/5378
2021-08-24 06:28:16 +02:00
957551ea97
Merge branch 'develop' into feat/short
2021-08-24 06:25:06 +02:00
faf5cfa66d
Update some tests for updated backtest interface
2021-08-23 21:35:28 +02:00
317a454c0e
Removed shorting from tests/optimize/hyperopts/default_hyperopt.py and created another tests/optimize/hyperopts/short_hyperopt.py with long and shorting
2021-08-23 00:24:49 -06:00
092780df9d
condensed strategy methods down to 2
2021-08-18 16:52:34 -06:00
d4a7d2d444
Added short and exit_short to strategy
2021-08-18 16:52:20 -06:00
e2d5299116
Name changes for strategy
2021-08-18 13:22:54 -06:00
fa4ec9f83e
Add explicit test for get_sell_trade_entry
2021-08-15 14:52:24 +02:00
3406b889b6
First test
2021-08-14 17:06:28 +02:00
f6267c7514
Fix buy_tag not being saved to trade object.
...
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
...
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
039d6384ed
Stream hyperopt-result in small batches
...
Avoiding memory-exhaustion on huge hyperopt results
closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
3f160c7144
Cache dataframe before cutting the first candle
...
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
cf27968b97
Properly preserve trade's low during backtesting
2021-08-09 19:38:56 +02:00
895b912c71
Fix recently introduced lookahead bias in backtesting
...
closes #5388
2021-08-09 14:54:47 +02:00
a5f796bc97
refactor ohlcvdata_to_dataframe to advise_all_indicators
2021-08-09 14:53:18 +02:00
f17942b68f
Fix random test failure
2021-08-09 11:18:18 +02:00
47f641d12f
Remove hyperopt-pickle result support
2021-08-09 07:04:18 +02:00
6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
...
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
b9356a5564
Autopep8 formatting
2021-08-06 16:35:39 -06:00
b73768acd1
Fix bug in property overwriting prevention
2021-08-04 20:21:56 +02:00
3c41223333
Add test for protections-hyperopt
2021-08-04 20:01:28 +02:00
091bf7c4d2
Output protection space
2021-08-04 06:50:14 +02:00
6abd352c0f
Add test for backtesting dataframe cache
2021-07-31 08:44:09 +02:00
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
...
Add buy signal name
2021-07-30 08:23:11 +02:00
0fcbe097c0
remove blankspace
2021-07-23 21:06:38 +07:00
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
66a7070170
run linter
2021-07-20 23:56:03 +07:00
5d04d6ffa7
fix edge testcase
2021-07-20 23:40:32 +07:00
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name
2021-07-20 19:19:46 +07:00
ed30c023cd
fix some testcase
2021-07-20 19:08:14 +07:00
365479f5e0
Remove startup-candles after populating buy/sell signals
...
closes #5242
2021-07-18 11:06:41 +02:00
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
...
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
7ea0a74c53
Default to proposed stake
2021-07-11 14:11:41 +02:00
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
...
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
dc8abd77df
Fix import order
2021-07-03 15:45:00 +02:00
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
...
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
3503fdb4ec
Improve tests for newly added methods
2021-07-03 08:38:55 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
ef14359d31
Add some tests for paramfile writing
2021-06-29 06:50:47 +02:00
e97de4643f
Move tests to hyperopttools test file
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
0235868c66
Update tests for new config structure
2021-06-26 16:39:01 +02:00
6d5fc96714
Implement most pessimistic handling of trailing stoploss.
2021-06-15 09:05:36 +03:00
cf7394d01c
Export backtesting results by default
...
closes #4977
2021-06-14 19:57:24 +02:00
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
89b9915c12
Update imports for SellType in tests
2021-06-08 21:07:16 +02:00
08f96df3ac
Don't write to testdir, but to tempdir
2021-05-30 08:43:14 +02:00
8a56af9192
Update onlyprofit loss should use absolute profit
...
closes #4934
2021-05-28 08:38:46 +02:00
a89364aa98
Merge branch 'develop' into pr/Antreasgr/4838
2021-05-27 14:59:39 +02:00
3014bc3467
Don't use Sum sign in hyperopt to avoid compatibility problems
2021-05-27 14:22:11 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
916ece6a29
More realistic testcase for results
2021-05-23 09:15:36 +02:00
25cc4eae96
Fix tests that broke after table formatting changed.
2021-05-22 15:25:37 +02:00
e1dc1357ce
Add drawdown column to strategy summary table.
2021-05-21 11:36:23 +03:00
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
...
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
2565f91bc2
Adjust tests to reflect new stoploss behaviour
2021-05-18 19:33:17 +02:00
6aa574fa2b
Convert ROI result to proper json object
...
closes #4952
2021-05-17 20:58:50 +02:00
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
...
Two fixes
2021-05-15 15:11:07 +02:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
5f5597b93f
Better test hyperopt writing and reading
2021-05-12 19:06:09 +02:00
06bf1aa274
Store epochs as json per line
2021-05-12 05:58:25 +02:00
7398ea88e0
Change optimize_reports to convert dates to string earlier
2021-05-11 20:37:49 +02:00
513be11fd9
Fix hyperopt output
...
closes #4892
2021-05-07 20:23:11 +02:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
d069ad43d8
Small reformatting in hyperopt
2021-05-02 11:01:26 +02:00
46f0f66039
Keep dimensions stored in hyperopt class
...
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
ced5cc7ce2
Don't recalculate min/max date - they won't change between epochs
2021-05-02 09:46:27 +02:00
97478abb9d
Move format explanation string to HyperoptTools
2021-05-02 09:46:27 +02:00
4c00d4496d
Update tests to reflect new backtest returns
2021-05-02 09:46:27 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
e2e1d34828
Extract stake_currency param from hyperopt-explanationstring
2021-05-02 09:46:27 +02:00
852f125347
Fix tests
2021-05-02 09:46:27 +02:00
Sam Germain
Matthias
Rokas Kupstys
Reigo Reinmets
Stefano Ariestasia
Simon Ebner
theluxaz
kevinjulian
barbarius