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511 Commits

Author SHA1 Message Date
kevinjulian
66a7070170 run linter 2021-07-20 23:56:03 +07:00
kevinjulian
5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian
cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
Kevin Julian
edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian
ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
Matthias
365479f5e0 Remove startup-candles after populating buy/sell signals 
closes #5242
 2021-07-18 11:06:41 +02:00
Matthias
7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress 
Introduce webserver mode subcommand
 2021-07-18 10:48:55 +02:00
Matthias
7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Matthias
005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile 
automatic Hyperopt paramfile
 2021-07-04 13:56:52 +02:00
Matthias
dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Matthias
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2 
Trailing stoploss in backtesting v2
 2021-07-03 08:39:30 +02:00
Matthias
3503fdb4ec Improve tests for newly added methods 2021-07-03 08:38:55 +02:00
Rokas Kupstys
bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias
645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias
dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias
8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias
a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias
8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias
ef14359d31 Add some tests for paramfile writing 2021-06-29 06:50:47 +02:00
Matthias
e97de4643f Move tests to hyperopttools test file 2021-06-29 06:50:47 +02:00
Matthias
750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
barbarius
a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius
c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias
0235868c66 Update tests for new config structure 2021-06-26 16:39:01 +02:00
Rokas Kupstys
6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias
cf7394d01c Export backtesting results by default 
closes #4977
 2021-06-14 19:57:24 +02:00
Matthias
d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias
9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias
89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias
08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +02:00
Matthias
8a56af9192 Update onlyprofit loss should use absolute profit 
closes #4934
 2021-05-28 08:38:46 +02:00
Matthias
a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias
3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias
a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias
916ece6a29 More realistic testcase for results 2021-05-23 09:15:36 +02:00
Rokas Kupstys
25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys
e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Matthias
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
Matthias
7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias
2565f91bc2 Adjust tests to reflect new stoploss behaviour 2021-05-18 19:33:17 +02:00
Matthias
6aa574fa2b Convert ROI result to proper json object 
closes #4952
 2021-05-17 20:58:50 +02:00
Matthias
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes 
Two fixes
 2021-05-15 15:11:07 +02:00
Rokas Kupstys
2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Matthias
5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +02:00
Matthias
06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias
7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias
513be11fd9 Fix hyperopt output 
closes #4892
 2021-05-07 20:23:11 +02:00
Matthias
554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias
d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias
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
Matthias
ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias
97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias
4c00d4496d Update tests to reflect new backtest returns 2021-05-02 09:46:27 +02:00
Matthias
f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias
e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias
852f125347 Fix tests 2021-05-02 09:46:27 +02:00
Matthias
545cba7fd8 Refactor optimize_report 
we should not calculate non-daily statistics in the daily stats method
 2021-05-02 09:46:27 +02:00
Matthias
b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias
c45204a2c4 Fix failing mocks 2021-05-02 08:59:21 +02:00
Matthias
30da307d13 Remove encode/decode for hyperopt 2021-05-01 17:01:52 +02:00
Matthias
555262b6e1 Only calculate additional indicators if the space is selected 2021-05-01 16:40:29 +02:00
Matthias
e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias
4636b3970b Fix failed test due to exchange downtime 2021-04-25 08:25:12 +02:00
Matthias
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited 
Fix wallet unlimited
 2021-04-24 15:54:06 +02:00
Matthias
5c7f278c8a add tests for IntParameter.range 2021-04-24 07:18:35 +02:00
Matthias
92a2e254af Fix backtesting test 2021-04-21 20:17:30 +02:00
Matthias
d8c8a8d8c2 Remvoe pointless arguments from get_trade_stake_amount 2021-04-21 20:01:10 +02:00
Matthias
e820814809 Default-stoploss-hyperopt should use decimal space, nto real 2021-04-14 20:32:34 +02:00
Matthias
34e47db18d Test SKDecimal space 2021-04-09 22:15:24 +02:00
Matthias
dc406fe19f Fail in case of name and explicit space name collisions 2021-04-05 10:53:00 +02:00
Matthias
41cb2a6451 Merge branch 'develop' into pr/rokups/4596 2021-04-03 17:00:37 +02:00
Matthias
6555454bd2 Remove more ticker_interval occurances 2021-04-03 16:54:47 +02:00
Matthias
6954a1e029 MOre tests for ParameterHyperopt 2021-03-29 19:49:22 +02:00
Matthias
76ca3c219f extract result-printing from hyperopt class 2021-03-17 20:45:15 +01:00
Matthias
f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81 Change some types 
Fix types of new model object
 2021-02-27 09:33:00 +01:00
Matthias
52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias
72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias
8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias
712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias
3110d2dbb1 Add small test cases 2021-02-09 20:09:10 +01:00
Matthias
4facf662de Fix random test-failure caused by un-clean hyperopt shutdown 
pytest --random-order-seed=415781
 2021-02-01 11:00:55 +01:00
Matthias
789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00
Matthias
8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias
48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias
0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias
9147106259 call bot_loop_start() in backtesting to allow setup-code to run 2021-01-14 19:09:25 +01:00
Matthias
6d1fba1409 Remove unnecessary log output tests 2021-01-14 19:04:42 +01:00
Matthias
378a252ad1 Fix #4161 - by not using the problematic method for windows 2021-01-08 13:46:43 +01:00
Matthias
29ce323649 Fix wrong hyperoptlosstest 2021-01-03 06:49:04 +01:00
Matthias
67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias
266031a6be Disallow PerformanceFilter for backtesting 
closes #4072
 2020-12-16 19:24:47 +01:00
Matthias
effc96e92b Improve tests for backtest protections 2020-12-07 11:39:01 +01:00
Matthias
75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias
4aa6ebee04 Add more tests for #2422 2020-11-27 09:17:25 +01:00
Matthias
81d08c4def Add detailed backtest test verifying the ROI / trailing stop collision 2020-11-27 08:24:56 +01:00
Matthias
e1e2829ef3 Improve and refactor hyperopt tests 2020-10-28 14:49:25 +01:00
Matthias
23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias
8c2f763193 Add test to ensure --hyperopt-loss is mandatory 2020-10-05 20:36:16 +02:00
Matthias
fa1d1679f0 Adapt tests to work without default hyperoptloss 2020-10-05 19:33:50 +02:00
Matthias
06759234b6 Add test to verify output of roi / trailing stop hyperopt 2020-10-05 08:07:53 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
9df366d943 Apply isort to tests 2020-09-28 19:43:15 +02:00
Matthias
15bb0af1b3 Add some test-coverage 2020-09-28 00:36:13 +02:00
Matthias
f3de74f817 Mock all occurances of hyperopt.dump 2020-09-27 19:48:11 +02:00
Matthias
5769b9244f Mock test correctly 2020-09-27 19:34:47 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias
bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias
c56dd487f2 Fix test failure 2020-09-25 21:00:58 +02:00
Matthias
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
Matthias
378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias
f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Allen Day
3fe2ed0e18
zero pad in test 2020-09-07 23:38:51 +08:00
Matthias
842eff95eb Add simple verification to ensure pairlists is iitialized 2020-08-30 10:07:58 +02:00
Matthias
4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown 
Revise backtesting export format, add some metrics
 2020-08-19 06:39:47 +02:00
Matthias
4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests 
Move DefaultHyperopt to tests
 2020-08-17 06:49:55 +02:00
Matthias
b98107375e Improve formatting of result string to be a bit conciser 2020-08-14 07:31:14 +02:00
Matthias
d76ee43246 Show wins / draws / losses in hyperopt table 2020-08-14 07:14:10 +02:00
Matthias
05bd099f51 Merge branch 'develop' into pr/yazeed/3008 2020-08-14 06:58:09 +02:00
Matthias
87e4a82041 Merge branch 'develop' into bt_add_maxdrawdown 2020-08-09 08:34:36 +02:00
Matthias
d01070dba8 Increase coverage of edge_cli 2020-08-06 09:22:41 +02:00
Matthias
59370672b8 Fix more tests 2020-08-06 09:00:28 +02:00
Matthias
081625c5dc Have hyperopt tests use new hyperopt location 2020-08-06 08:51:01 +02:00
Matthias
8b6d10daf1 Move DefaultHyperopt to test folder (aligned to strategy) 2020-08-06 08:50:41 +02:00
Matthias
c1191400a4 Allow 0 fee value by correctly checking for None 2020-07-15 19:20:20 +02:00
Matthias
0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias
523437d970 Add tst for daily stats 2020-07-03 20:03:33 +02:00
Matthias
2ed808da1f Extract .last_result.json to constant 2020-07-03 06:58:27 +02:00
Matthias
59e0ca0aaa Add pairlist to backtest-result 2020-07-03 06:58:27 +02:00
Matthias
59ac4b9c9a Test writing statistics 2020-07-03 06:58:27 +02:00
Matthias
7727292861 Rename duration to trade_duration 2020-07-03 06:58:27 +02:00
Matthias
f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias
6e94734678 Add fee to backtestresult 2020-07-03 06:58:27 +02:00
Matthias
03ab61959b Add test for generate_backtest_stats 2020-07-03 06:58:27 +02:00
Matthias
0fa56be9d2 remove openIndex and closeIndex from backtest-report 2020-07-03 06:58:27 +02:00
Matthias
2881718733 Adapt tests for new column names 2020-07-03 06:58:27 +02:00
Matthias
cf044d166e Tests should use new Datetime format too 2020-07-03 06:58:27 +02:00
hroff-1902
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363 
Backtesting should load pairlists after the strategy
 2020-06-29 21:53:33 +03:00
Matthias
a3506f4d8e Merge branch 'develop' into timeframe 2020-06-15 06:35:55 +02:00
Matthias
72ae4b1500 Load pairlist after strategy to use strategy-config 
fail in certain conditions when using strategy-list

Fix #3363
 2020-06-07 16:15:26 +02:00
Matthias
54226b45b1 Add test verifying failure 2020-06-07 16:02:54 +02:00
Matthias
070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias
499c6772d1 Rename tabulate methods 
they don't "generate" anything
 2020-06-07 11:31:33 +02:00
hroff-1902
64881a94e2
Merge branch 'develop' into timeframe 2020-06-02 15:56:34 +03:00
Matthias
f9bb1a7f22 Update more occurances of ticker_interval 2020-06-02 10:02:55 +02:00
Matthias
950f358982 Replace occurances in test files 2020-06-01 20:47:27 +02:00
Matthias
009ea0639f Exchange some occurances of ticker_interval 2020-06-01 20:33:26 +02:00
Matthias
091693308a Correctly call show_backtest_results 2020-06-01 09:25:26 +02:00
Matthias
6a9a8f927e Rename some methods, improve some testing 2020-05-25 20:46:31 +02:00
Matthias
46f1470e28 Fix failing test 2020-05-25 20:00:05 +02:00
Matthias
027ea64d48 Fix docstrings, extract strategy-list results 2020-05-25 19:55:02 +02:00
Matthias
db257e9f7f Rename method to be public 2020-05-25 19:50:23 +02:00
Matthias
18a2dad684 Extract data generation from generate_text_table 2020-05-25 19:35:32 +02:00
Matthias
e1362755d2 Add test for sell_reason_stats 2020-05-25 07:14:21 +02:00
Matthias
876a9e4f44 finish refactor of sell_reason table 2020-05-25 07:08:15 +02:00
Matthias
5a9a31351a Adjust empty f-strings to be non-fstrings 2020-05-18 11:40:25 +02:00
hroff-1902
c8f3ef884b Minor: Add filterwarning for DeprecationWarning in test 2020-05-11 20:22:19 +03:00
hroff-1902
c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
Matthias
fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
Matthias
8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
Yazeed Al Oyoun
72b088d85f added test 2020-04-25 11:31:51 +02:00
Matthias
ac008a4758 Remove obsolete comment in tests 2020-04-15 06:58:54 +02:00
Matthias
cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias
3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias
fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +01:00
Matthias
328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias
0f1640bed4 convert exportfilename to Path when config parsing 2020-03-15 09:39:45 +01:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
hroff-1902
1b6e77649a Add test for hyperopt 2020-03-10 12:42:31 +03:00
hroff-1902
81b6a950ac Adjust test for backtesting 2020-03-10 12:42:11 +03:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table 
Added dynamic print table function to hyperopt
 2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Fredrik81
4aca8d7fcc PEP8 fix 2020-03-03 01:35:18 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
Fredrik81
379275e2d6 Updated tests 2020-03-01 03:24:04 +01:00
Fredrik81
267416eced Changed test for new table printing 2020-03-01 03:11:00 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss 
Sortino hyperopt loss
 2020-02-29 11:36:27 +03:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy 
Move defaultstrategy
 2020-02-20 08:52:24 +03:00
Matthias
a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias
09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
hroff-1902
4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
Matthias
81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss 
Minor: Fix tests for hyperopt_loss
 2020-02-11 07:13:29 +01:00
hroff-1902
29f7c5071b Fix usage of an item from BTContainer in tests 2020-02-11 04:17:10 +03:00
hroff-1902
d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
Matthias
83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun
6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun
aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun
ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826) 
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
 2020-02-06 06:49:08 +01:00
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
hroff-1902
52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
Matthias
785cd2a640 Rename test module 2020-01-09 06:53:51 +01:00
Matthias
c475729c13 Extract edge reporting to optimize_reports 2020-01-09 06:52:34 +01:00
Matthias
989ab646a9 Add profit % to sell_reason table 2020-01-09 06:46:39 +01:00
Matthias
8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias
10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +01:00
Matthias
904e1647e1 Extract generate_text_table_strategy to seperate module 2020-01-02 09:31:53 +01:00
Matthias
caec345c0b Extract generate_text_table_sell_reason from backtesting class 2020-01-02 09:31:53 +01:00
Matthias
18a53f4467 Extract generate_text_table from backtesting class 2020-01-02 09:31:47 +01:00
Matthias
699c0d6bc3 Merge branch 'develop' into data_handler 2019-12-30 19:40:43 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
6860491189 Rename datahandler module to history module 
Also move previous history.py into this module - so everything is
bundled
 2019-12-28 11:01:42 +01:00
Matthias
5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias
80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias
aa39f2160b Use load_data instead of a sequence of calls 
in tests which don't test this
 2019-12-28 11:01:41 +01:00
Matthias
a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias
e4f185f357 Remove 'line' from load_cached_data tests 
Users are unable to use line anyway, it's only there for tests
 2019-12-28 11:01:41 +01:00
hroff-1902
004993583b
Merge pull request #2712 from freqtrade/strategylist 
add list-strategies subcommand
 2019-12-28 12:32:06 +03:00
Matthias
e5aed098b5 Enhance backtest results with sell reason profit / loss table 2019-12-25 09:39:29 +01:00
Matthias
25e6d6a7bf Combine load_object methods into one 2019-12-24 13:54:46 +01:00
Matthias
6d5aca4f32 Convert hyperoptloss resolver to static loader 2019-12-23 10:09:08 +01:00
Matthias
248ef5a0ea Convert HyperoptResolver to static loader 2019-12-23 10:06:19 +01:00
hroff-1902
cf4c3642ce Minor improvements in data.history 2019-12-18 01:06:03 +03:00
hroff-1902
60f89c8c01 Split refresh from load_data/load_pair_history 2019-12-17 13:43:42 +03:00
hroff-1902
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor 
handle and document ROI=-1
 2019-12-14 23:11:36 +03:00
Matthias
703924d6c4
Merge pull request #2643 from freqtrade/mins 
Remove min (plural) from codebase
 2019-12-12 14:27:39 +01:00
Matthias
7c7ca1cb90 Remove min (plural) from codebase 2019-12-11 07:12:37 +01:00
hroff-1902
3252654ed3 Test adjusted 2019-12-10 14:06:17 +03:00
hroff-1902
0e4ef33d6a
Merge pull request #2581 from hroff-1902/hyperopt-list 
Add hyperopt-list and hyperopt-show commands
 2019-12-10 00:30:26 +03:00
Matthias
de33ec4250 use sell_row.open also when the active ROI value just changed 2019-12-09 16:52:12 +01:00
Matthias
1e6f9f9fe2 Add testcase for negative ROI sell using open 2019-12-07 15:18:09 +01:00
Matthias
703458f365 Add test for loading ticker-interval from strategy 2019-12-05 20:35:54 +01:00
hroff-1902
017a94adc1 Merge develop 2019-12-05 01:08:38 +03:00
hroff-1902
b20bea8492 Adjust tests 2019-12-04 23:15:19 +03:00
Matthias
054484ad73 load_pair_history should not return None, but an empty dataframe if no 
data is found
 2019-12-04 06:57:44 +01:00
hroff-1902
86342efa7a Adjust test 2019-12-01 18:34:25 +03:00
hroff-1902
05967442c3 Adjust test 2019-12-01 18:01:59 +03:00
hroff-1902
d6b587678e Adjust test 2019-12-01 17:44:14 +03:00
hroff-1902
69b0767165 Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space 2019-12-01 03:28:23 +03:00
hroff-1902
8f9b5095b5 Fix some tests 2019-11-27 22:52:43 +03:00