3d9360bb8c
When backtesting, pass the candle_type to load_data.
2021-12-27 11:46:05 -07:00
817a65b656
This is not needed since backtesting does not have open orders.
2021-12-26 20:01:48 +02:00
de79d25caf
Refactoring to use strategy based configuration
2021-12-24 12:38:43 +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
f11a40f144
Improve documentation on adjust_trade_position and position_adjustment_enable
2021-12-11 17:14:04 +02:00
f97662e816
Add position_adjustment_enable config keyword to enable it.
2021-12-11 00:28:12 +02:00
1e3fc5e984
Slight code touchup
2021-12-10 22:48:00 +02:00
c179951cca
Expect stake_amount, not actual amount of pair from strategy for DCA.
2021-12-10 20:42:24 +02:00
b2c2852f86
Initial backtesting support. This does make it rather slow.
2021-12-09 23:21:35 +02:00
edd80c3006
Merge branch 'develop' into feat/short
2021-12-09 06:34:07 +01:00
c981cc335d
Remove wrong comment
2021-12-04 14:51:55 +01:00
68ac8008ec
Call custom_exit_price only for sell_signal and custom_sell
2021-12-04 14:14:22 +01:00
86910b58dc
Bracket entry/exit prices to low/high of the candle
2021-12-03 17:44:53 +01:00
d1209fe415
Merge branch 'develop' into pr/GluTbl/5756
2021-12-03 17:37:44 +01:00
2f17fa2765
Update more to use candleType
2021-12-03 14:15:35 +01:00
5493212672
More candletype changes
2021-12-03 13:04:31 +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
a2a974fc6d
correctly apply leverage to backtesting
2021-11-30 20:32:34 +01:00
450293878f
Merge pull request #5964 from stash86/fix-docs
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Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
897788de17
Reformulate exception to be "nicer"
2021-11-26 07:02:50 +01:00
cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
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Short buy tag compat
2021-11-26 06:29:56 +01:00
5307d2bf3b
Trimming the sentence
2021-11-25 17:04:04 +09:00
0d1e84cf55
Add more words
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Because apparently, we get at least 1 question about this everyday in Discord
2021-11-25 16:00:10 +09:00
ce0593c0e1
Merge branch 'develop' into feat/short
2021-11-23 07:35:26 +01:00
78a00f2518
Use market data to get base and quote currencies in @informative() decorator.
2021-11-22 09:27:45 +02:00
c26c0b6822
Merge branch 'feat/short' into short_buy_tag_compat
2021-11-21 19:31:59 +01:00
aad37bb8f3
Merge pull request #5924 from freqtrade/feat/leverage
...
call leverage methods
2021-11-21 19:30:27 +01:00
63d94aa585
short should be allowed for all non-spot modes
2021-11-21 19:29:08 +01:00
fb519a5b39
Add comment with reasoning to ignore leverage in min_amount calculation
2021-11-21 10:28:40 +01:00
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
6247608cc6
top/bottom cap leverage
2021-11-19 07:11:19 +01:00
021d1b518c
Call "leverage" to determine leverage to be used.
2021-11-18 20:55:45 +01:00
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
8638e6fe47
Simplify tradingmode parsing
2021-11-18 19:58:44 +01:00
23a566b478
validate_stake_amount should not be a private method
2021-11-10 06:38:24 +01:00
e4cca63163
Align sell_reason assignment location
...
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
2021-11-08 19:32:13 +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
d60001e886
Stoploss cannot be below candle low
...
fix #5816
2021-10-30 16:14:13 +02:00
17432b2823
Improve some stylings
2021-10-24 09:15:05 +02:00
0e085298e9
Fixed test failures.
2021-10-21 17:25:38 +03:00
905f3a1a50
Removed exit_tag from Trade objects.
2021-10-20 17:58:50 +03:00
1fdc4425dd
Changed exit_tag to be represented as sell_reason
2021-10-20 01:26:15 +03:00
00406ea7d5
Update backtesting.py
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Support for custom entry-prices and exit-prices during backtesting.
2021-10-19 17:15:45 +05:30
69a59cdf37
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
2021-10-18 23:56:41 +03:00
b151cf032b
Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
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# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
2021-10-13 02:01:26 +03:00
b898f86364
Added sell_tag and buy/sell telegram performance functions
2021-10-13 00:02:28 +03:00
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
5726886b06
Reduce backtest-noise from "pandas slice" warning
2021-09-27 20:52:19 +02:00
a926f54a25
Add "side" parameter to custom_stake_amount
2021-09-26 19:35:54 +02:00
84e013de2d
Update confirm_trade_entry to support "side" parameter
2021-09-26 19:33:22 +02:00
4d49f1a0c7
Reset columns by dropping instead of resetting
2021-09-26 15:39:34 +02:00
4fd00db630
Use "combined" enter_tag column
2021-09-26 15:22:37 +02:00
6319c104fe
Fix unreliable backtest-result when using webserver mode
2021-09-26 15:07:48 +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
4c6b1cd55b
Add very simple short logic to test-strategy
2021-09-22 20:36:03 +02:00
778f0d9d0a
Merged feat/short into lev-strat
2021-09-19 17:44:12 -06:00
5dc78a0c66
[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
2021-09-18 10:48:53 +03:00
dfa61b7ad2
[SQUASH] Fix informatives for each pair not being created because dataprovider was not available.
...
Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
4d558879e9
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-17 19:33:35 +02:00
5225bd4a5b
Merge branch 'develop' into feat/short
2021-09-13 14:02:23 -06:00
a12c3ecc9b
Remove credentials whenever dry-run is set from within the exchange
2021-09-13 20:27:32 +02:00
695a8fc73b
comment updates, formatting, TODOs
2021-09-08 03:09:39 -06:00
68b75af08e
Fix bug with inversed sell signals in backtesting
2021-09-05 08:59:18 +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
cb4889398b
Fix backtesting bug
2021-08-25 07:03:48 +02:00
6524edbb4e
Simplify should_exit interface
2021-08-24 20:47:54 +02:00
b40f985b13
Add short-exit logic to backtesting
2021-08-24 20:02:40 +02:00
eb71ee847c
Rename backtest index constants
2021-08-24 06:56:06 +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
7373b39015
Initial support for backtesting with short
2021-08-23 21:16:26 +02:00
3e8164bfca
Use proper exchange name in backtesting
2021-08-23 21:13:47 +02:00
a5be535cc9
strategy interface: removed some changes
2021-08-21 17:06:04 -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
8405ccc15e
Seperate detail data loading from regular backest-data loading
2021-08-14 16:33:01 +02:00
88172fab82
Allow "detailed" backtesting timeframe to look into the candle
2021-08-14 16:04:23 +02:00
bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
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Fix buy_tag not being saved to trade object.
2021-08-12 06:36:33 +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
65d025923d
add code
2021-08-11 14:35:16 +08:00
3f160c7144
Cache dataframe before cutting the first candle
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This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
5bfb9edf02
Only query date once from list
2021-08-09 15:42:17 +02:00
895b912c71
Fix recently introduced lookahead bias in backtesting
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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
800b2eeaf0
Load protections as part of backtest()
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this enables different values in hyperopt per epoch
2021-08-04 06:50:14 +02:00
056bc93bc6
backtesting needs startup_candle_count
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fixes informative-pair loading being different between --strategy-list and
--strategy.
2021-08-01 19:17:52 +02:00
1ccc89d1e9
Store fully analyzed dataframe
2021-07-31 10:00:24 +02:00
b1cbc75e93
Properly cache pair dataframe in backtesting (without startup-range).
2021-07-31 08:45:04 +02:00
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
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Add buy signal name
2021-07-30 08:23:11 +02:00
aea5da0c73
changes testcase
2021-07-23 11:42:43 +07:00
f5a660f845
caps BUY_TAG_IDX
2021-07-21 20:19:56 +07:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +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
9e63bdbac9
feat: add buy signal name
2021-07-20 04:58:20 +07:00
365479f5e0
Remove startup-candles after populating buy/sell signals
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closes #5242
2021-07-18 11:06:41 +02:00
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
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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
0e4466ca1e
Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.
2021-07-11 12:38:58 +03:00
2f33b97b95
Validate startup candles for backtesting correctly
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closes #5250
2021-07-09 07:20:43 +02:00
005da97183
extract backtesting abort functionality
2021-07-06 19:48:28 +02:00
830b2548bc
Add backtest stopping
2021-07-06 19:48:28 +02:00
134c61126e
Properly track bt progress ...
2021-07-06 19:48:28 +02:00
048008756f
Add progress tracking for backtesting
2021-07-06 19:48:28 +02:00
800e314bfd
Store backtesting results in backtest instance
2021-07-06 19:48:28 +02:00
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +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
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
e1010ff592
Don't load protections from config if strategy defines a property
2021-06-18 19:55:53 +02:00
b38ab84a13
Add documentation mention about new behaviour
2021-06-17 06:48:41 +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
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
7f125315b0
Track Rejected Trades
...
closes #3423
2021-05-23 09:42:05 +02:00
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
c2b9da68e1
fix indent
2021-05-20 11:56:11 +07:00
48210170e7
wrap with is not empty
2021-05-20 11:49:25 +07:00
082fb11bbe
Avoid having error `cannot set a frame with no defined index and a scalar`
2021-05-20 01:54:48 +07:00
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
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prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
29fed37df3
Fix exception when few pairs with no data do not result in aborting backtest.
...
Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.
Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.
Exception:
```
Traceback (most recent call last):
File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
return_code = args['func'](args)
File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
backtesting.start()
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
results = self.backtest(
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
data: Dict = self._get_ohlcv_as_lists(processed)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
iloc._setitem_with_indexer(indexer, value, self.name)
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
2eac23a15f
if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit`
2021-05-15 15:38:51 +09:00
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
f1eb653545
Fix strategy protections not being loaded in backtesting.
2021-05-08 10:29:47 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
6fb4d83ab3
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
d34da3f981
Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
...
This reverts commit 595b8735f8
2021-05-08 10:29:47 +03:00
554f5f14b6
Raise exception if no data is left
2021-05-07 06:41:15 +02:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
f2e182002d
Simplify calling backtesting by returning the proper result
2021-05-02 09:46:27 +02:00
7c8a367442
Update docs to not promote stoploss / take-profit
2021-04-28 20:36:06 +02:00
2061162d79
Convert trade-opendate to python datetime
2021-04-26 20:01:13 +02:00
98f6fce2ec
Use correct sell reason in case of custom sell reason.
2021-04-25 09:48:40 +03:00
595b8735f8
Add dataframe parameter to custom_stoploss() and custom_sell() methods.
2021-04-25 09:48:40 +03:00
1aad128d85
Support returning a string from custom_sell() and have it recorded as custom sell reason.
2021-04-25 09:48:40 +03:00
88f26971fa
Use defaultdict for backtesting
2021-04-24 19:15:09 +02:00
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
...
Fix wallet unlimited
2021-04-24 15:54:06 +02:00
df16fbd742
Add "dataload complete" message to backtest + hyperopt
2021-04-23 19:22:41 +02:00
d8c8a8d8c2
Remvoe pointless arguments from get_trade_stake_amount
2021-04-21 20:01:10 +02:00
cfa9315e2a
Prevent out of candle ROI sells
2021-04-20 20:29:53 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
...
closes #3754
2021-03-29 20:26:54 +02:00
292ea8c1d0
Update backtesting.py
2021-03-25 09:34:33 +01:00
0ca95aa0c2
Change rate to acctual close rate
2021-03-25 10:25:25 +02:00
ec15610bff
Fix isort issue
2021-03-24 19:21:07 +01:00
f51f4b1817
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:35:46 +02:00
dc4ea604dd
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:19:16 +02:00
eb5d69dcd4
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:12:08 +02:00
6856963aef
Add confirm_trade_exit and confirm_trade_entry to backtesting
2021-03-23 10:09:41 +02:00
b57c150654
Final balance should include forcesold pairs
2021-03-14 09:48:40 +01:00
d1acc8092c
Improve backtest performance
2021-03-13 10:17:14 +01:00
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
...
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
4b550dab17
Always reset fake-databases
...
Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
0b81b58d28
Use pandas.values.tolist instead of itertuples
...
speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
2083cf6ddf
Fix mypy errors introduced by Arrow update
2021-03-01 08:57:57 +01:00
b2e9295d7f
Small stylistic fixes
2021-02-27 19:57:42 +01:00
324b9dbdff
Simplify wallet code
2021-02-27 10:33:25 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
53a57f2c81
Change some types
...
Fix types of new model object
2021-02-27 09:33:00 +01:00
03eb23a4ce
2 levels of Trade models, one with and one without sqlalchemy
...
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
394a6bbf2a
Fix some type errors
2021-02-27 09:33:00 +01:00
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
7913166453
Improve performance by updating wallets only when necessary
2021-02-27 09:33:00 +01:00
74fc4bdab5
Shorten debug log
2021-02-27 09:32:59 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
0faa6f84dc
Improve Wallet logging disabling for backtesting
2021-02-27 09:32:59 +01:00
081b9be45c
use get_all_locks to get locks for backtest result
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
9361aa1c95
Add wallets to backtesting
2021-02-27 09:32:59 +01:00
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
48977493bb
Backtesting does not need to convert to BacktestResult object
2021-01-24 08:58:41 +01:00
0b65fe6afe
Capture backtest start / end time
2021-01-14 19:09:25 +01:00
9147106259
call bot_loop_start() in backtesting to allow setup-code to run
2021-01-14 19:09:25 +01:00
baa1142afa
Use preprocessed to get min/max date in hyperopt
2021-01-14 19:09:21 +01:00
9d4cdcad10
Extract backtesting of one strategy
2021-01-14 19:04:42 +01:00
f3de0dd3eb
Fix support for protections in hyperopt
...
closes #4208
2021-01-14 06:53:40 +01:00
f11fd2fee1
Sort imports
2020-12-23 17:00:02 +01:00
67193bca3d
Move pairlists to be a plugin submodule
2020-12-23 16:54:35 +01:00
266031a6be
Disallow PerformanceFilter for backtesting
...
closes #4072
2020-12-16 19:24:47 +01:00
f047297995
Improve wording, fix bug
2020-12-07 15:48:06 +01:00
5849d07497
Export locks as part of backtesting
2020-12-07 11:39:01 +01:00
bb51da8297
Fix slow backtest due to protections
2020-12-07 11:39:01 +01:00
75a5161650
Support multis-strategy backtests with protections
2020-12-07 11:39:01 +01:00
a3f9cd2c26
Only load protections when necessary
2020-12-07 11:39:01 +01:00
e2d15f4082
Add parameter to enable protections for backtesting
2020-12-07 11:39:01 +01:00
32189d27c8
Disable output from plugins in backtesting
2020-12-07 11:39:01 +01:00
9f34aebdaa
Allow closing trades without message
2020-12-07 11:39:01 +01:00
b606936eb7
Make changes to backtesting to incorporate protections
2020-12-07 11:39:01 +01:00
e73203acb8
FIx bug with dmmp
2020-11-01 10:51:07 +01:00
cf2ae788d7
Convert backtesting rows to Tuples for performance gains
2020-10-18 17:16:57 +02:00
5d3a67d324
Don't debug-log during backtesting.
...
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
b80a219d03
Improve typehints for backtesting
2020-10-18 16:35:23 +02:00
2591a34db4
Don't use arrow objects for backtesting
2020-10-18 16:18:52 +02:00
23278e52db
remove obsolete logging statements
2020-10-08 20:22:59 +02:00
e8f2c09f08
Extract handling of left open trades to seperate method
2020-10-08 20:11:45 +02:00
52502193c4
Backtesting should not double-loop for sell signals
2020-10-07 20:59:05 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
bb27b236ce
Remove unused arguments
2020-09-26 14:55:12 +02:00
ff3e2641ae
generate_backtest_stats must take config options from the strategy
...
config
as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
284d39930f
Allow using pairlists through dataprovider in backtesting
2020-08-30 10:07:28 +02:00
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
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Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
2afe1d5b11
Add link to full sample
2020-08-08 17:30:31 +02:00
dd430455e4
Enable dataprovier for hyperopt
2020-08-08 17:04:32 +02:00
c1191400a4
Allow 0 fee value by correctly checking for None
2020-07-15 19:20:20 +02:00
0d15a87af8
Remove old store_backtest method
2020-07-03 20:21:32 +02:00
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
f368aabcc7
Add amount to backtest-result
2020-07-03 06:58:27 +02:00
6e94734678
Add fee to backtestresult
2020-07-03 06:58:27 +02:00
075eb0a161
Fix sequence of saving
2020-07-03 06:58:27 +02:00
0fa56be9d2
remove openIndex and closeIndex from backtest-report
2020-07-03 06:58:27 +02:00
b068e7c564
Rename open_time and close_time to *date
2020-07-03 06:58:27 +02:00
415853583b
Save backtest-stats
2020-07-03 06:58:27 +02:00
fbddfaeacf
Introduce DatetimePrintFormat
2020-07-03 06:58:27 +02:00
cbcf3dbb43
Add more metrics to summarytable
2020-07-03 06:58:27 +02:00
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
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Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
72ae4b1500
Load pairlist after strategy to use strategy-config
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fail in certain conditions when using strategy-list
Fix #3363
2020-06-07 16:15:26 +02:00
64881a94e2
Merge branch 'develop' into timeframe
2020-06-02 15:56:34 +03:00
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
091693308a
Correctly call show_backtest_results
2020-06-01 09:25:26 +02:00
fb8a85da01
Disallow VolumePairList from backtesting for now
2020-04-27 07:56:17 +02:00
8987859044
Enable pairlist parsing for backtesting and hyperopt
2020-04-25 15:37:13 +02:00
de47186263
Use .loc for assignments
2020-04-02 19:31:48 +02:00
e95665ceca
Make backtestresult storing independent from printing
2020-03-15 15:36:23 +01:00
a13d581658
Move backtest-result visualization out of backtesting class
2020-03-15 15:17:53 +01:00
6106d59e1a
Move store_backtest_results to optimize_reports
2020-03-15 15:17:35 +01:00
328dbd3930
Remove unnecessary parameter to generate_text_table_sell_reason
2020-03-15 15:04:48 +01:00
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
ebb0187f40
dataframe -> df_analyzed in backtesting and edge
2020-03-13 03:54:56 +03:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
55d471190a
Changed table style of backtesting and alignment of headers
2020-02-27 13:28:28 +01:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
d457d43999
Merge pull request #2833 from hroff-1902/type-hints
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Add some type hints
2020-02-03 23:24:26 +03:00
Wade Dyck
Reigo Reinmets
Matthias
Stefano Ariestasia
Rokas Kupstys
theluxaz
GluTbl
Sam Germain
ipqhjjybj
kevinjulian
aayush-jain18
Kamontat Chantrachirathumrong
Brook Miles
rextea
hroff-1902
hroff-1902
Fredrik81
Yazeed Al Oyoun