d610b6305d
Improve /balance output by removing trailing zeros
2022-02-19 16:40:30 +01:00
a9eb8ce1bf
added todos back in
2022-02-16 05:47:41 -06:00
88459acbeb
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-02-15 19:10:49 +00:00
64b98989d2
Update open candle ROI condition
2022-02-15 19:25:32 +01:00
30f6dbfc40
Attempt fix for #6261
2022-02-14 20:02:38 +01:00
19783e0d39
edited todos
2022-02-14 09:02:55 -06:00
fc2d3649a1
edited todos
2022-02-12 16:23:14 -06:00
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
6a59103869
update wallets in backtesting to ensure a fresh wallet is used
...
closes #6388
2022-02-10 19:40:36 +01:00
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
...
Backtest order timeout
2022-02-09 07:12:35 +01:00
dcf8ad36f9
Backtesting should not allow unrealistic (automatic-filling) orders.
2022-02-08 19:12:01 +01:00
b192c82731
Only call "custom_exit_price" for limit orders
2022-02-08 07:10:54 +01:00
036c2888b4
Track timedout entry/exit orders
2022-02-07 18:49:30 +01:00
4bce64b427
commented method deletition
2022-02-07 14:12:07 +01:00
7811a36ae9
max_drawdown_abs calc fix & .DS_Store deletition
2022-02-07 07:44:13 +01:00
8cdb6e0774
DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
2022-02-07 06:31:16 +01:00
2893d0b50d
proper var name
2022-02-07 06:22:27 +01:00
7d3b80fbde
isort fix and leftover cleaning
2022-02-06 21:09:40 +01:00
d03378b1df
Update hyperopt.py
2022-02-06 15:32:59 +00:00
6b5f63d4d6
change profit_ratio by profit_abs
2022-02-06 16:28:01 +01:00
0b01fcf047
Add ProfitDrawdownHyperoptLoss method
2022-02-06 15:40:54 +01:00
644442e2f9
Track timedout orders
2022-02-06 13:37:31 +01:00
17d748dd4c
Improve handling of left_open_trades
2022-02-06 13:19:00 +01:00
adf8f6b2d5
Update hyperopt.py
2022-02-06 10:33:49 +00:00
6c1729e20b
ignore warnings
2022-02-06 01:07:30 +00:00
e0d42ad9a7
Update backtesting.py
2022-02-05 18:29:48 -06:00
6a4cae1f8c
Update hyperopt.py
2022-02-06 00:17:48 +00:00
992eac9efa
Update hyperopt.py
2022-02-05 17:36:19 +00:00
9bf86bbe27
Extract backtesting row validation to separate function
2022-02-05 16:28:47 +01:00
58fad72778
Update wallets when necessary
...
closes #6321
2022-02-05 16:28:47 +01:00
4ea79a32e4
Use Order object for ft_timeout check
2022-02-05 16:28:47 +01:00
1e603985c5
Extract backtesting order cancelling
2022-02-05 16:28:47 +01:00
6637dacd7f
Extract protections in backtesting
2022-02-05 16:28:47 +01:00
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
090554f197
Try fill backtest order imediately for adjusted order
2022-02-05 16:28:21 +01:00
f4149ee462
Force ROI to be within candle
2022-02-05 16:28:21 +01:00
44e616c264
Add unfilledtimeout to required props for backtesting
2022-02-05 16:28:21 +01:00
49cecf1cb2
Small cosmetic fix
2022-02-05 16:28:21 +01:00
9140679bf4
Backtest order timeout continued.
2022-02-05 16:28:21 +01:00
15698dd1ca
Fix errors so it runs, implement timeout handling.
2022-02-05 16:28:21 +01:00
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
c12e5a3b6c
Initial idea backtesting order timeout
2022-02-05 16:28:21 +01:00
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
3ee2b7978c
wallets.validate_stake_amount added param max_stake_available
2022-02-03 20:33:16 -06:00
7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_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
edc0e9c75f
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
2022-02-03 17:48:34 -06:00
977f87659c
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
2022-02-03 17:48:33 -06:00
73d10b5c02
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
2022-02-03 17:48:33 -06:00
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
...
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
328b969801
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop
2022-02-01 01:06:57 +00:00
463714832d
Merge branch 'develop' into feat/short
2022-01-29 14:19:30 +01:00
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
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
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Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
002226f5fd
Update setting to max_entry_position_adjustment
2022-01-27 16:57:50 +01:00
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
...
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
30b27ae736
explicit dtype
2022-01-25 12:29:55 +00:00
f7a5b2cb71
explicit dimensions, added **kwargs, updated docs
2022-01-25 11:43:40 +00:00
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-25 10:30:18 +09:00
a7ea06791a
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-01-24 21:46:33 +00:00
e252830229
Add entry_tag to "entry" callbacks
2022-01-24 07:02:01 +01:00
a2fb241a3b
increase initial points to 64
2022-01-24 01:35:42 +00:00
451eca51c8
Optimise the multiple usages of the same timestamp.
2022-01-23 20:58:25 +02:00
e67a54f7a9
Fix missing order time info in backtesting.
2022-01-23 20:52:35 +02:00
7429f535c1
Imrpove code by reusing available properties
2022-01-23 18:59:09 +01:00
ad28543d4d
Update kraken calculation
2022-01-22 19:46:11 +01:00
a0c0c4dcbe
Update funding_fee formula to correctly calculate fees for long trades
2022-01-22 19:46:10 +01:00
f26cd19146
Merge index and mark rates as part of dataload
2022-01-22 19:45:46 +01:00
84c6d92d4c
calculate_funding_fees is actually a public exchange interface (used in backtesting).
2022-01-22 19:45:46 +01:00
e9e7fd749b
Support funding-fees while running backtest
2022-01-22 19:45:43 +01:00
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
eacd1b0752
Merge branch 'plot_hyperopt_stats' into develop
2022-01-22 15:39:39 +00:00
01b331ee42
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
...
set stoploss at trade creation
2022-01-22 16:17:47 +01:00
0ce6c150ff
set stoploss at trade creation
2022-01-22 14:06:45 +00:00
82f0d4d056
set stoploss at trade creation
2022-01-22 14:03:12 +00:00
fe5f61694b
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-22 21:25:16 +09:00
bb1d8fb54f
Improve message when no hyperopt fie is found
...
closes #6266
2022-01-21 15:24:26 +01:00
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-21 17:11:36 +09:00
34d19dc108
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-01-20 11:37:54 +00:00
a6c7f45545
Update webserver backtseting to reuse prior results
2022-01-20 06:51:48 +01:00
62ea1a445e
add lines to show_config message
2022-01-20 10:03:26 +09:00
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
16a516a882
added plot functionality
2022-01-19 01:50:15 +00:00
a4dbdb549d
added type spec
2022-01-19 01:37:47 +00:00
407c20412d
Pass dimensions to generate_estimator
...
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
2bcfc0c90c
Add warning about cache problems
2022-01-16 18:01:05 +01:00
5bb48eaed0
Replace Nan with 0 or None in backtesting
...
part of #6224
2022-01-16 14:49:29 +01:00
062d00e8f2
Fix @informative decorator failing with edge.
2022-01-15 17:31:16 +02:00
2b7405470a
Fix timerange check.
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
13bc5c5d8f
Fine, this does look better.
2022-01-13 20:24:21 +02:00
678be0b773
Slightly move code.
2022-01-13 20:16:45 +02:00
3b7167ab07
Fix backtesting missing filled amounts in orders.
2022-01-10 20:30:40 +02:00
0bca07a32a
Added min_stake, max_stake. Removed pair as its included in trade.
2022-01-08 17:20:02 +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
04976658da
Fix crash when using backtesting-show on a old backtestresult
2022-01-07 17:34:47 +01:00
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
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
addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
...
Improved drawdown calculation
2022-01-06 09:56:05 +01:00
2a2392fd73
Update parameter name in docstring
2022-01-06 09:15:30 +01:00
a9a6cf13f8
Add exit_tag to detail-sells
...
closes #6159
2022-01-06 08:22:15 +01:00
6abd6bceb9
Avoid recalculating statistics for comparison line
2022-01-05 20:16:48 +01:00
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
8373a4e713
Small Adjustments to improve compatibility
2022-01-04 19:17:08 +01:00
4d9b4ddc28
Update hyperopt-tools to use account drawdown
2022-01-04 17:43:39 +01:00
09fae25c94
Fix some tests after drawdown calculation change
2022-01-04 17:07:31 +01:00
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
42579c0268
Drop hyperopt results legacy mode
2022-01-04 17:06:40 +01:00
711a6a6dbc
Merge branch 'develop' into pr/xataxxx/6079
2022-01-02 22:21:41 +01:00
209ecc8732
Fix typo in bt_progress
2022-01-02 19:38:03 +01:00
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
670aed06bf
Remove loop for hyperopt.
2021-12-31 17:35:08 +01:00
a715083fc0
Reduce memory usage by not holding on to no longer needed data.
2021-12-31 12:10:01 +02:00
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
d10fb95fce
Fix typo
2021-12-17 22:27:10 +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
6ca6f62509
Remove duplicate code in optimize_reports
2021-11-27 09:39:10 +01:00
450293878f
Merge pull request #5964 from stash86/fix-docs
...
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
...
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
...
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
192ac88314
Update optimize-reports to enter_tag wording
2021-11-21 10:20:09 +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
5a8824171c
Add short/long metrics to backtest result
2021-11-18 20:42:43 +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
8638e6fe47
Simplify tradingmode parsing
2021-11-18 19:58:44 +01:00
e0fd880c11
Improve some more pct formattings
2021-11-11 16:12:23 +01:00
4eb9038358
Some more fixes to % formatting
2021-11-11 15:06:16 +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
ae2343db93
Update optimize_reports
...
Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
2021-11-04 10:25:13 -04:00
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
d60001e886
Stoploss cannot be below candle low
...
fix #5816
2021-10-30 16:14:13 +02:00
f472709438
Add option to show sorted pairlist
...
Allows easy copy/pasting of the pairlist to a configuration
2021-10-30 10:50:40 +02:00
6f1e719216
Merge branch 'develop' into pr/cryptomeisternox/5150
2021-10-30 10:26:05 +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
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
...
Clean up file handles
2021-10-25 19:49:07 +02:00
88b96d5d1b
Update hyperopt_loss_calmar.py
2021-10-25 00:45:10 -05:00
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
df033d92ef
Improve performance of decimalspace.py
...
decimalspace.py is heavily used in the hyperoptimization. The following
benchmark code runs an optimization which is taken from optimizing a
real strategy (wtc).
The optimized version takes on my machine approx. 11/12s compared to the
original 32s. Results are equivalent in both cases.
```
import freqtrade.optimize.space
import numpy as np
import skopt
import timeit
def init():
Decimal = freqtrade.optimize.space.decimalspace.SKDecimal
Integer = skopt.space.space.Integer
dimensions = [Decimal(low=-1.0,
high=1.0,
decimals=4,
prior='uniform',
transform='identity')] * 20
return skopt.Optimizer(
dimensions,
base_estimator="ET",
acq_optimizer="auto",
n_initial_points=5,
acq_optimizer_kwargs={'n_jobs': 96},
random_state=0,
model_queue_size=10,
)
def test():
opt = init()
actual = opt.ask(n_points=2)
expected = [[
0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399,
0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575,
0.6108, 0.4514, 0.5982, 0.3506
], [
0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771,
-0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372,
-0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036
]]
absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual)))
assert absdiff < 1e-5
def time():
opt = init()
print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals()))
if __name__ == "__main__":
test()
time()
```
2021-10-24 18:14:24 +02:00
22dd2ca003
Fix mypy type errors
2021-10-24 15:18:29 +02:00
17432b2823
Improve some stylings
2021-10-24 09:15:05 +02:00
dffb4c5d53
Merge branch 'develop' into pr/TreborNamor/5607
2021-10-24 08:55:10 +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
96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary
...
Add days breakdown table to backtesting
2021-10-21 13:56:30 +02:00
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
fa028c2134
Support day/week/month breakdowns
2021-10-21 06:58:40 +02:00
7197f4ce77
Don't show daily % profit (it's wrong)
2021-10-20 20:01:31 +02:00
de5497c766
backtest_days cannot be below 1
2021-10-20 19:39:37 +02:00
905f3a1a50
Removed exit_tag from Trade objects.
2021-10-20 17:58:50 +03:00
3fffc315ac
Merge branch 'develop' into feat/short
2021-10-20 08:11:53 -06:00
5454460227
Revert initial_points to 30
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closes #5760
2021-10-20 07:46:15 +02:00
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
5ecdd1d112
Merge branch 'develop' into freqtrade-development
2021-10-19 00:00:15 +03:00
69a59cdf37
Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
2021-10-18 23:56:41 +03:00
7d8cd736b8
Support days-breakdown also for hyperopt results
2021-10-17 16:49:39 +02:00
47bba331c1
Merge branch 'develop' into pr/rextea/4606
2021-10-17 16:29:31 +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
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Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
bd488cc086
Merge branch 'develop' into feat/short
2021-10-13 17:56:40 -06:00
0bb7ea10ab
Fixed minor header for backtesting
2021-10-14 01:34:30 +03:00
ed39b8dab0
fixed profit total calculation
2021-10-14 01:18:16 +03:00
aed919a05f
Simplify "no-space-configured" error handling by moving it to hyperopt_auto
2021-10-13 19:54:35 +02:00
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
80b71790bc
Added some bigfixes for sell_tag
2021-10-13 01:22:53 +03:00
b898f86364
Added sell_tag and buy/sell telegram performance functions
2021-10-13 00:02:28 +03:00
30bc96cf3f
simplify expression
2021-10-09 06:36:23 +05:30
46c320513a
use profit_abs
2021-10-07 08:07:07 +05:30
6ba46b38bd
fix formatting
2021-10-06 13:46:05 +05:30
c0d01dbc26
add max_drawdown loss
2021-10-06 13:24:27 +05:30
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
df45f467c6
Adding ability to ignore unparameterized spaces
2021-09-30 01:11:02 -07:00
ca973c05d1
Merge branch 'freqtrade:develop' into develop
2021-09-28 10:16:36 -05:00
626a40252d
resolved mypy error
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error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:33:29 -05:00
c3414c3b78
resolved mypy error
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error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
2021-09-27 17:32:49 -05:00
5726886b06
Reduce backtest-noise from "pandas slice" warning
2021-09-27 20:52:19 +02:00
bdca3e2343
Merge branch 'freqtrade:develop' into develop
2021-09-26 15:37:09 -05:00
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
24baad7884
Add Calmar Ratio Daily
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This hyper opt loss calculates the daily Calmar ratio.
2021-09-25 16:28:36 -05:00
3b99c84b0a
resolved the total profit issue
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I resolved the total profit issue and locally ran flak8 and isort
2021-09-23 21:31:33 -05:00
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
c6b684603c
removed trade_count inside if statement
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i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
2021-09-22 09:21:43 -05:00
b946f8e7f1
I sorted imports with isort
2021-09-22 09:18:17 -05:00
3834bb86ff
updated line 42
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I removed the minus sign on max drawdown.
2021-09-21 20:25:17 -05:00
3845d55186
a new hyperopt loss created that uses calmar ratio
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This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
2021-09-21 20:04:23 -05:00
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.
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Fix not being able to have informative dataframe of a pair in whitelist.
2021-09-18 10:48:53 +03:00
853c3a4433
Merge pull request #5587 from raph92/patch-3
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Update prepare_trials_columns() return type
2021-09-18 08:08:18 +02:00
4b2c1a9b8e
Remove trailing whitespace
2021-09-17 14:39:15 -04:00
e715f2a253
Update formatting
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Line 302 was too long
2021-09-17 14:23:26 -04:00
9525a5b96c
Add type to "trials" parameter
2021-09-17 14:10:37 -04:00
4d558879e9
Merge branch 'feat/short' into pr/samgermain/5378
2021-09-17 19:33:35 +02:00
124e97f3b9
Remove ununsed variables from export_csv_file
2021-09-17 11:57:36 -04:00
3a98fb72a4
Update prepare_trials_columns() return type
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Was returning str, updated to pd.DataFrame
2021-09-17 11:42:33 -04:00
d680fdf33a
Merge branch 'develop' into feat/short
2021-09-17 11:16:37 +02:00
994c3c3a4c
Add some errorhandling for custom estimator
2021-09-16 07:13:25 +02:00
c0811ae896
Add possibility to override estimator from within hyperopt
2021-09-15 21:36:53 +02:00
57ea0c322f
Rename indicator_space to buy_indicator_space
2021-09-15 20:20:31 +02:00
d77ab337bf
merged with develop
2021-09-14 18:26:46 -06:00
315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt
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Remove legacy hyperopt
2021-09-14 19:20:58 +02:00
Matthias
Sam Germain
Italo
zx
Rokas Kupstys
Stefano Ariestasia
Reigo Reinmets
Italo
Wade Dyck
raphael
Robert Roman
Simon Ebner
Simon Ebner
theluxaz
GluTbl
sid
Scott Lyons