Matthias
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de5497c766
|
backtest_days cannot be below 1
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2021-10-20 19:39:37 +02:00 |
|
theluxaz
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905f3a1a50
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Removed exit_tag from Trade objects.
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2021-10-20 17:58:50 +03:00 |
|
Matthias
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5454460227
|
Revert initial_points to 30
closes #5760
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2021-10-20 07:46:15 +02:00 |
|
theluxaz
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1fdc4425dd
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Changed exit_tag to be represented as sell_reason
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2021-10-20 01:26:15 +03:00 |
|
GluTbl
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00406ea7d5
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Update backtesting.py
Support for custom entry-prices and exit-prices during backtesting.
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2021-10-19 17:15:45 +05:30 |
|
theluxaz
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5ecdd1d112
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Merge branch 'develop' into freqtrade-development
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2021-10-19 00:00:15 +03:00 |
|
theluxaz
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69a59cdf37
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Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions
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2021-10-18 23:56:41 +03:00 |
|
Matthias
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7d8cd736b8
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Support days-breakdown also for hyperopt results
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2021-10-17 16:49:39 +02:00 |
|
Matthias
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47bba331c1
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Merge branch 'develop' into pr/rextea/4606
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2021-10-17 16:29:31 +02:00 |
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Matthias
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0e7d903a6f
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Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
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2021-10-14 08:07:07 +02:00 |
|
theluxaz
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0bb7ea10ab
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Fixed minor header for backtesting
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2021-10-14 01:34:30 +03:00 |
|
theluxaz
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ed39b8dab0
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fixed profit total calculation
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2021-10-14 01:18:16 +03:00 |
|
Matthias
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aed919a05f
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Simplify "no-space-configured" error handling by moving it to hyperopt_auto
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2021-10-13 19:54:35 +02:00 |
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theluxaz
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b151cf032b
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Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main
# Conflicts:
# freqtrade/freqtradebot.py
# freqtrade/optimize/backtesting.py
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2021-10-13 02:01:26 +03:00 |
|
theluxaz
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80b71790bc
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Added some bigfixes for sell_tag
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2021-10-13 01:22:53 +03:00 |
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theluxaz
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b898f86364
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Added sell_tag and buy/sell telegram performance functions
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2021-10-13 00:02:28 +03:00 |
|
sid
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30bc96cf3f
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simplify expression
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2021-10-09 06:36:23 +05:30 |
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sid
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46c320513a
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use profit_abs
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2021-10-07 08:07:07 +05:30 |
|
sid
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6ba46b38bd
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fix formatting
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2021-10-06 13:46:05 +05:30 |
|
sid
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c0d01dbc26
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add max_drawdown loss
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2021-10-06 13:24:27 +05:30 |
|
Scott Lyons
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df45f467c6
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Adding ability to ignore unparameterized spaces
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2021-09-30 01:11:02 -07:00 |
|
Robert Roman
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ca973c05d1
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Merge branch 'freqtrade:develop' into develop
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2021-09-28 10:16:36 -05:00 |
|
Robert Roman
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626a40252d
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resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:33:29 -05:00 |
|
Robert Roman
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c3414c3b78
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resolved mypy error
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
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2021-09-27 17:32:49 -05:00 |
|
Matthias
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5726886b06
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Reduce backtest-noise from "pandas slice" warning
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2021-09-27 20:52:19 +02:00 |
|
Robert Roman
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bdca3e2343
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Merge branch 'freqtrade:develop' into develop
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2021-09-26 15:37:09 -05:00 |
|
Matthias
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6319c104fe
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Fix unreliable backtest-result when using webserver mode
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2021-09-26 15:07:48 +02:00 |
|
Robert Roman
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24baad7884
|
Add Calmar Ratio Daily
This hyper opt loss calculates the daily Calmar ratio.
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2021-09-25 16:28:36 -05:00 |
|
Robert Roman
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3b99c84b0a
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resolved the total profit issue
I resolved the total profit issue and locally ran flak8 and isort
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2021-09-23 21:31:33 -05:00 |
|
Robert Roman
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c6b684603c
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removed trade_count inside if statement
i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.
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2021-09-22 09:21:43 -05:00 |
|
Robert Roman
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b946f8e7f1
|
I sorted imports with isort
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2021-09-22 09:18:17 -05:00 |
|
Robert Roman
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3834bb86ff
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updated line 42
I removed the minus sign on max drawdown.
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2021-09-21 20:25:17 -05:00 |
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Robert Roman
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3845d55186
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a new hyperopt loss created that uses calmar ratio
This is a new hyperopt loss file that uses the Calmar Ratio.
Calmar Ratio = average annual rate of return / maximum drawdown
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2021-09-21 20:04:23 -05:00 |
|
Rokas Kupstys
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5dc78a0c66
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[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.
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2021-09-18 10:48:53 +03:00 |
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Rokas Kupstys
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dfa61b7ad2
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[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.
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2021-09-18 10:48:53 +03:00 |
|
Matthias
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853c3a4433
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Merge pull request #5587 from raph92/patch-3
Update prepare_trials_columns() return type
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2021-09-18 08:08:18 +02:00 |
|
raphael
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4b2c1a9b8e
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Remove trailing whitespace
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2021-09-17 14:39:15 -04:00 |
|
raphael
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e715f2a253
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Update formatting
Line 302 was too long
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2021-09-17 14:23:26 -04:00 |
|
raphael
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9525a5b96c
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Add type to "trials" parameter
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2021-09-17 14:10:37 -04:00 |
|
raphael
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124e97f3b9
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Remove ununsed variables from export_csv_file
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2021-09-17 11:57:36 -04:00 |
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raphael
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3a98fb72a4
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Update prepare_trials_columns() return type
Was returning str, updated to pd.DataFrame
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2021-09-17 11:42:33 -04:00 |
|
Matthias
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994c3c3a4c
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Add some errorhandling for custom estimator
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2021-09-16 07:13:25 +02:00 |
|
Matthias
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c0811ae896
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Add possibility to override estimator from within hyperopt
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2021-09-15 21:36:53 +02:00 |
|
Matthias
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57ea0c322f
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Rename indicator_space to buy_indicator_space
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2021-09-15 20:20:31 +02:00 |
|
Matthias
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315ea1e116
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Merge pull request #5566 from freqtrade/remove_hyperopt
Remove legacy hyperopt
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2021-09-14 19:20:58 +02:00 |
|
Matthias
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a12c3ecc9b
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Remove credentials whenever dry-run is set from within the exchange
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2021-09-13 20:27:32 +02:00 |
|
Matthias
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fd6bf591f8
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Update some tests to remove explicit hyperopt interface
|
2021-09-12 08:18:13 +02:00 |
|
Matthias
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dad4a49e81
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Remove legacy hyperopt interface from hyperopt.py
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2021-09-12 08:18:13 +02:00 |
|
Matthias
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b0c4f079c2
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Merge branch 'develop' into feat/backtest_detail
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2021-08-31 20:16:42 +02:00 |
|
Matthias
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2ce458810b
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rename default_hyperopt_loss file
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2021-08-26 19:39:57 +02:00 |
|
Matthias
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7fb570cc58
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hyperopt Fallback methods should not be used.
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2021-08-25 20:28:55 +02:00 |
|
Matthias
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23d21d8ace
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Fix wrong message if protection-space is missing
closes #5480
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2021-08-25 19:57:10 +02:00 |
|
Matthias
|
fa4ec9f83e
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Add explicit test for get_sell_trade_entry
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2021-08-15 14:52:24 +02:00 |
|
Matthias
|
8405ccc15e
|
Seperate detail data loading from regular backest-data loading
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2021-08-14 16:33:01 +02:00 |
|
Matthias
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88172fab82
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Allow "detailed" backtesting timeframe to look into the candle
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2021-08-14 16:04:23 +02:00 |
|
Matthias
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bdbac37be7
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Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest
Fix buy_tag not being saved to trade object.
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2021-08-12 06:36:33 +02:00 |
|
Rokas Kupstys
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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 |
|
ipqhjjybj
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65d025923d
|
add code
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2021-08-11 14:35:16 +08:00 |
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Matthias
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0b6aedbc4c
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Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
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2021-08-10 19:54:02 +02:00 |
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Matthias
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039d6384ed
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Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results
closes #5305
closes #5149
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2021-08-10 10:12:57 +02:00 |
|
Matthias
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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 |
|
Matthias
|
5bfb9edf02
|
Only query date once from list
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2021-08-09 15:42:17 +02:00 |
|
Matthias
|
895b912c71
|
Fix recently introduced lookahead bias in backtesting
closes #5388
|
2021-08-09 14:54:47 +02:00 |
|
Matthias
|
a5f796bc97
|
refactor ohlcvdata_to_dataframe to advise_all_indicators
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2021-08-09 14:53:18 +02:00 |
|
Matthias
|
f17942b68f
|
Fix random test failure
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2021-08-09 11:18:18 +02:00 |
|
Matthias
|
47f641d12f
|
Remove hyperopt-pickle result support
|
2021-08-09 07:04:18 +02:00 |
|
Matthias
|
3bd0c3d009
|
Remove legacy code from export to csv
|
2021-08-08 11:02:54 +02:00 |
|
Matthias
|
faf16a64e5
|
Remove legacy hyperopt file support
|
2021-08-08 10:22:45 +02:00 |
|
Matthias
|
0ae4eccea5
|
Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code
|
2021-08-08 10:06:35 +02:00 |
|
Matthias
|
6532aba765
|
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
|
2021-08-07 09:42:05 +02:00 |
|
Sam Germain
|
b9356a5564
|
Autopep8 formatting
|
2021-08-06 16:35:39 -06:00 |
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Matthias
|
a6454cfc39
|
Autoenable protections when protection-space is selected
|
2021-08-04 07:17:29 +02:00 |
|
Matthias
|
091bf7c4d2
|
Output protection space
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
544e0da6c2
|
Add protection parameter space
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
800b2eeaf0
|
Load protections as part of backtest()
this enables different values in hyperopt per epoch
|
2021-08-04 06:50:14 +02:00 |
|
Matthias
|
dfc17f2bd1
|
Fix ci failure
|
2021-08-03 07:21:11 +02:00 |
|
Matthias
|
4ab03f7e37
|
Don't load fallback methods for autohyperopt
|
2021-08-02 21:17:56 +02:00 |
|
Matthias
|
e70a742005
|
Reorder space methods in hyperopt
|
2021-08-02 21:12:10 +02:00 |
|
Matthias
|
056bc93bc6
|
backtesting needs startup_candle_count
fixes informative-pair loading being different between --strategy-list and
--strategy.
|
2021-08-01 19:17:52 +02:00 |
|
Matthias
|
1ccc89d1e9
|
Store fully analyzed dataframe
|
2021-07-31 10:00:24 +02:00 |
|
Matthias
|
b1cbc75e93
|
Properly cache pair dataframe in backtesting (without startup-range).
|
2021-07-31 08:45:04 +02:00 |
|
Matthias
|
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 |
|
kevinjulian
|
aea5da0c73
|
changes testcase
|
2021-07-23 11:42:43 +07:00 |
|
kevinjulian
|
f5a660f845
|
caps BUY_TAG_IDX
|
2021-07-21 20:19:56 +07:00 |
|
kevinjulian
|
49886874aa
|
rename to buy_tag
|
2021-07-21 20:05:35 +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
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2021-07-20 19:19:46 +07:00 |
|
kevinjulian
|
ed30c023cd
|
fix some testcase
|
2021-07-20 19:08:14 +07:00 |
|
kevinjulian
|
9e63bdbac9
|
feat: add buy signal name
|
2021-07-20 04:58:20 +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
|
38296e8689
|
Merge pull request #5189 from rokups/rk/custom-stake
Implement strategy-controlled stake sizes
|
2021-07-11 19:45:43 +02:00 |
|
Matthias
|
7ea0a74c53
|
Default to proposed stake
|
2021-07-11 14:11:41 +02:00 |
|
Rokas Kupstys
|
0e4466ca1e
|
Implement strategy-controlled stake sizes. Expose self.wallet to a strategy.
|
2021-07-11 12:38:58 +03:00 |
|
Matthias
|
ad26b0dad0
|
Don't void backtest object when not necessary
|
2021-07-10 10:59:00 +02:00 |
|
Matthias
|
6129c5ca9e
|
Fix deprecation warnings from pandas 1.3.0
closes #5251
|
2021-07-09 20:46:38 +02:00 |
|
Matthias
|
2f33b97b95
|
Validate startup candles for backtesting correctly
closes #5250
|
2021-07-09 07:20:43 +02:00 |
|
octaviusgus
|
d1104bd434
|
fix daily profit data and daily profit curve example
|
2021-07-06 22:47:39 +02:00 |
|
Matthias
|
005da97183
|
extract backtesting abort functionality
|
2021-07-06 19:48:28 +02:00 |
|