26ab108890
Fix mypy errors in develop
2019-12-15 01:10:09 +03:00
1cc174c007
Merge pull request #2624 from freqtrade/backtest_refactor
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handle and document ROI=-1
2019-12-14 23:11:36 +03:00
a48c0ad868
Use first pair of pairlist to get fee
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Use this instead of hardcoded ETH/BTC - so backtesting works with
exchanges without ETH/BTC pair
2019-12-14 12:55:02 +01:00
7c7ca1cb90
Remove min (plural) from codebase
2019-12-11 07:12:37 +01:00
de33ec4250
use sell_row.open also when the active ROI value just changed
2019-12-09 16:52:12 +01:00
45d12dbc83
Avoid a few calculations during backtesting
2019-12-07 15:28:56 +01:00
3163cbdf8a
Apply special case for negative ROI
2019-12-07 15:18:12 +01:00
3091869115
refactor get_close_rate out of get_sell_trade-entry
2019-12-07 14:30:14 +01:00
af3eea3805
Move config json validation to after strategy loading
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Otherwise attributes are mandatory in configuration
while they could be set in the strategy
2019-11-25 07:05:30 +01:00
1c57a4ac35
more replacements of ticker_interval
2019-11-12 15:13:06 +01:00
d801dec6aa
Some more places with ticker_interval gone
2019-11-12 15:13:06 +01:00
e4bdb92521
Replace some occurances of ticker_interval with timeframe
2019-11-12 15:13:06 +01:00
eb0b0350e0
Introduce remove_credentials to remove code duplication
2019-11-05 12:39:19 +01:00
1e44f93c31
Fix pandas access warning
2019-11-03 10:58:31 +01:00
33164ac78e
Refactor loading of bt data to backtesting ...
2019-10-27 09:44:56 +01:00
bd4a23beeb
Refactor start-adjust logic to timerange
2019-10-27 09:44:56 +01:00
6382a4cd04
Implement startup-period to default-strategy
2019-10-27 09:44:56 +01:00
704121c197
Move most logic to history
2019-10-27 09:44:56 +01:00
9c7696a8ce
Add required_startup to backtesting
2019-10-27 09:44:56 +01:00
2ec8376af9
Merge pull request #2342 from freqtrade/fix/negativeroi
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Don't have backtest sells outside of a candle
2019-10-08 11:19:34 +03:00
0664a8c0e6
add `--fee` to change fees to other values
2019-10-05 15:29:00 +02:00
7ea9da9605
Fix #2277
2019-10-05 10:54:28 +02:00
dc47a391da
Move ignore to corrct line for mypy 730
2019-09-30 19:32:46 +02:00
1cd8ed0c1a
Remove --refresh-pairs
2019-09-20 20:02:07 +02:00
69f29e8907
minor: Cleanup for backtesting
2019-09-18 22:57:17 +03:00
76e45883bd
Merge pull request #2253 from hroff-1902/backtesting-improve-logs
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Improve logs for backtesting
2019-09-14 11:23:46 +03:00
849d694c27
Don't inherit from object
2019-09-12 04:39:52 +03:00
9bdfaf3803
Remove quotes around the pairs
2019-09-11 23:32:08 +03:00
35580b135a
Improve backtesting logs
2019-09-10 10:42:45 +03:00
972b8a1726
Remove defaulting to test_data folder when no datadir is present
2019-09-07 21:06:20 +02:00
d9c2b7d460
fix fetching ticker_interval from strategy
2019-08-26 22:31:24 +03:00
bfc68ec792
minor cleanup in Backtesting
2019-08-25 23:36:42 +03:00
9e24992835
Remove calls to load_data using live=
2019-08-20 07:00:43 +02:00
9e8ca8d4bf
Merge pull request #2138 from freqtrade/history_docstrings
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Refactorings to history
2019-08-20 06:35:54 +02:00
09286d4918
file_dump_json accepts Path - so we should feed it that
2019-08-16 13:04:48 +02:00
51c3a31bb5
Correct imports and calls to parse_timerange
2019-08-14 10:07:32 +02:00
3d3b0938e5
Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset
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Backtest ticker interval unset
2019-08-07 14:20:36 +02:00
7e91a0f4a8
Fail gracefully if ticker-interval is not set
2019-08-06 06:45:44 +02:00
bc2e920ae2
Adjust code to verify "current" candle for buy/sells
2019-08-05 20:07:29 +02:00
5144e98a82
Merge pull request #2015 from hroff-1902/refactor/config2
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Make configuration a module
2019-07-15 19:41:57 +02:00
1bdffcc73b
make configuration a sep. module, including arguments
2019-07-12 00:49:23 +03:00
c474e2ac86
fix #2008
2019-07-10 01:53:40 +03:00
700bc087d3
Merge pull request #1952 from hroff-1902/fix/1948
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Fix #1948
2019-06-27 19:36:06 +02:00
e5a8030dd7
comment added
2019-06-27 16:42:10 +03:00
a07653a6cc
Merge branch 'develop' into fix/validate_dataframe
2019-06-24 06:21:08 +02:00
7fbdf36c64
avoid code duplication while selecting min_roi entries
2019-06-23 19:23:51 +03:00
4cbcb5f36f
Move .title to ExchangeResolver (it does not make sense to do this over
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and over again)
2019-06-22 16:52:14 +02:00
55079831a1
Don't explicitly validate backtest data (it's done while loading now).
2019-06-15 13:45:50 +02:00
1afe6c1437
Don't run validation per strategy, it's only eneded once
2019-06-14 19:37:54 +02:00
4dc3a0ca1d
Small cleanup to reduce dict lookups during backtesting/hyperopt
2019-06-10 16:20:19 +02:00
90b0f1daa8
minor optimize cleanup
2019-06-10 02:08:54 +03:00
c2f6897d8b
Move download of live data to load_data
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Avoids code duplication in backtesting and plot_dataframe
2019-05-29 20:20:20 +02:00
236c392d28
Don't load hyperopts / optimize dependency tree if that module is not
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used
2019-05-25 20:00:31 +02:00
b38c43141c
Adjust imports to new location
2019-05-25 16:53:35 +02:00
8b95e12468
log message adjusted in backtesting and hyperopt
2019-05-15 12:05:35 +03:00
bf56e25404
Merge pull request #1746 from hroff-1902/json-defaults
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Support for defaults in json schema
2019-04-24 12:20:39 +02:00
d16ccd7e37
Merge branch 'develop' into json-defaults
2019-04-24 09:51:04 +02:00
ad85ac3dde
make --refresh-pairs-cached common option for optimization; added support for it into hyperopt
2019-04-22 21:24:45 +03:00
9fbe573cca
limit usage of ccxt to freqtrade/exchange only
2019-04-09 12:27:35 +03:00
4559a38172
PoC: use defaults in json schema for some exchange options
2019-04-08 04:42:28 +03:00
8cb1024ff6
Merge branch 'develop' into ccxt-parse_timeframe
2019-04-05 23:16:27 +03:00
9dc2a30793
Merge pull request #1683 from gianlup/fix_bt_partial_data
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Fix backtest problem with partial data
2019-04-05 07:28:57 +02:00
7010c835d2
Improve commentign
2019-04-04 20:23:10 +02:00
2aa1b43f01
get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead
2019-04-04 20:56:40 +03:00
32cbb714f9
Improve commenting on backtsting and backtest_multi_tst
2019-04-04 19:44:03 +02:00
0307ba7883
Remove one branch - python does lazy evaluation
2019-04-03 20:04:04 +02:00
e085fd9e95
Disable dataprovider from hyperopt.
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Dataprovider uses weak links to initialize, which cannot be pickled, and
therefore cannot be used during hyperopt.
2019-03-25 19:49:58 +01:00
0ae81d4115
Provide dataprovider access during backtesting
2019-03-25 19:26:51 +01:00
00e6749d8b
Refactor backtest() to be a bit more concise
2019-03-23 15:00:07 +01:00
6b89e86a97
Removed Timestamp cast
2019-03-20 19:44:59 +01:00
0eff324ce0
Use dedicated index for every pair
2019-03-20 18:38:10 +01:00
e67ffd2d87
Fix issue that backtest is broken when stoploss_on_exchange is on
2019-03-06 19:55:34 +01:00
02d13645b0
Merge branch 'develop' into feat/dataprovider
2019-01-26 19:29:41 +01:00
3afe54790e
Merge pull request #1510 from gianlup/add_totprofit_to_bt
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Added total profit column to backtest result
2019-01-25 06:38:39 +01:00
d136cac181
Merge branch 'develop' into feat/dataprovider
2019-01-23 21:01:19 +01:00
896c9d34fd
Added total profit column do backtest result
2019-01-22 22:41:53 +01:00
13e2f71d30
Add flake8 plugins and implement small improvements
2019-01-22 20:01:12 +01:00
0aa0b1d4fe
Store tickers by pair / ticker_interval
2019-01-22 07:07:15 +01:00
a206777fe5
Rename refresh_tickers to refresh_latest_ohlcv
2019-01-22 07:05:09 +01:00
1340b71633
Add RunMode setting to determine bot state
2019-01-22 07:04:19 +01:00
a2c01916e1
Add type-ignores to floatfmt
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tabulate supports this:
30554300d7/tabulate.py
2019-01-17 20:28:21 +01:00
cd2bccd441
Have backtest use the same logic to get the ROI entry
2019-01-12 13:45:43 +01:00
26a77e193e
Merge pull request #1454 from freqtrade/feat/interpolate_missing
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interpolate missing candles
2019-01-04 22:33:53 +01:00
2bc76771bf
Align backtest to interface.py
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interface.py roi calculation skips on <= duration
the correct selection is therefore trade_duration > x.
2019-01-01 16:50:10 +01:00
fae875f588
Implement missing_data_fillup to tests and operations
2018-12-31 19:15:49 +01:00
8b9cc45f41
move test for data completeness
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should be done before analyzing strategy
2018-12-31 15:09:50 +01:00
429f846ad1
Switch load_data to kwargs
2018-12-15 20:31:05 +01:00
6c02cc5993
Adjust test to pathlib
2018-12-15 14:14:38 +01:00
21aba1620c
Replace calls to load_data
2018-12-15 14:10:33 +01:00
432cc00283
Adjust imports to data.history
2018-12-14 06:32:49 +01:00
7a533de1a8
Use list ticker history for backtesting
2018-12-12 19:17:09 +01:00
3ac2106a16
Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen
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fix backtesting not respecting max_open_trades
2018-11-30 19:17:09 +01:00
21a093bcdb
extract resolvers to IResolvers and it's own package
2018-11-24 20:00:02 +01:00
93429a58b2
remove TODO
2018-11-09 07:13:20 +01:00
66487f2a13
require start/end-date argument in backtest
2018-11-09 07:13:20 +01:00
e94da7ca41
inverse backtest logic to loop over time - not pairs (more realistic)
2018-11-09 07:12:41 +01:00
95d271ca5d
Fix ROI close-rate calculation to work with fees - adjust tests
2018-11-01 13:14:59 +01:00
8c93760a6d
simplify some code
2018-10-30 20:23:31 +01:00
f96f0cdea7
Add additional comment
2018-10-30 20:02:31 +01:00
98050ff594
use all min_roi entries
2018-10-29 19:27:23 +01:00
233c442af9
Adjust backtest so sell uses stop-loss or roi value as closerate
2018-10-29 19:27:23 +01:00
fb52d32296
Add validate_backtest_data function
2018-10-18 19:42:54 +02:00
d7459bbbf3
refactor get_timeframe out of backtesting class
2018-10-17 19:59:33 +02:00
8a3272e7c5
don't copy tickerdata_to_dataframe into backtesting
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it's used only once, so this does not make sense and hides the origin of
the function
2018-10-17 19:47:19 +02:00
6e66763e5f
Only load strategy once during backtesting
2018-09-27 19:23:55 +02:00
567211e9f9
don't print "NAN" lines in "left_open_trades"
2018-09-20 20:35:26 +02:00
6d1c82a5fa
Remove last refreence to `get_candle_history`
2018-08-19 19:50:14 +02:00
3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
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Allow multi strategy backtest without data reload
2018-08-02 12:35:47 +03:00
a741f1144a
missing __init__.py
2018-08-02 08:58:04 +00:00
40ee86b357
Adapt after rebase
2018-07-31 21:08:03 +02:00
76fbb89a03
use print for backtest results to avoid odd newline-handling
2018-07-31 21:04:03 +02:00
c648e2acfc
Adjust documentation to strategy table
2018-07-31 21:04:03 +02:00
028589abd2
Add strategy summary table
2018-07-31 21:04:03 +02:00
5125076f5d
Fix typo
2018-07-31 21:04:03 +02:00
a57a2f4a75
Store backtest-result in different vars
2018-07-31 21:04:03 +02:00
bd3563df67
Add test for new functionality
2018-07-31 21:04:03 +02:00
644f729aea
Refactor strategy loading to __init__
2018-07-31 21:04:03 +02:00
5f2e92ec5c
Refactor backtesting
2018-07-31 21:04:03 +02:00
65aaa3dffd
Extract backtest strategy setting
2018-07-31 21:04:03 +02:00
56046b3cb3
Add strategylist option to backtesting
2018-07-31 21:04:03 +02:00
787d6042de
Switch from pair(str) to metadata(dict)
2018-07-29 20:56:23 +02:00
df8700ead0
Adapt after merge from develop
2018-07-29 20:55:37 +02:00
2e6e5029ba
fix mypy and tests
2018-07-29 20:55:06 +02:00
4b38c8b11d
use pandas own min and max for column sorting
2018-07-25 17:04:25 +03:00
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
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Record sell reason
2018-07-24 09:09:45 +03:00
4fb9823cfb
fix rebase problem
2018-07-19 19:50:06 +02:00
760c79c5e9
Use `.center()` to output trades header line
2018-07-19 19:39:08 +02:00
a452864b41
Use namedtuple for sell_return
2018-07-19 19:39:08 +02:00
506aa0e3d3
Add print_sales table and test
2018-07-19 19:34:14 +02:00
2a61629014
Export sell_reason from backtest
2018-07-19 19:29:31 +02:00
cbffd3650b
add sell_reason to backtesting
2018-07-19 19:29:31 +02:00
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
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replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
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Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
aa69177436
Properly check emptyness and adjust floatfmt
2018-07-19 13:14:21 +02:00
79b1030435
output duration in a more readable way
2018-07-18 20:08:55 +02:00
f9f6a3bd04
cast to int to keep exports constant
2018-07-18 09:29:51 +02:00
8e4d2abd4e
Fix typo
2018-07-18 09:10:17 +02:00
08237abe20
Fix wrong backtest duration
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identified in #1038
2018-07-18 09:06:12 +02:00
c82276ecbe
add --disable-max-market-positions
2018-07-17 21:05:03 +02:00
e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
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allow backtest ploting
2018-06-29 19:44:06 +02:00
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
0440a19171
export open/close rate for backtesting too
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preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
c73b9f5c77
avoid calling exchange.get_fee inside loop
2018-06-22 21:04:07 +03:00
251f7db3ca
require exchange object to delete pairs
2018-06-17 23:38:07 +02:00
21edcbdc27
Refactor exchange to class
2018-06-17 23:38:07 +02:00
ae94ab17f4
Merge branch 'develop' into feature-unlimited-stake_amount
2018-06-17 02:23:40 +03:00
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
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Display open trades after backtest period
2018-06-16 12:49:08 +02:00
c0289ad844
use list comprehension to build list
2018-06-13 19:53:12 +02:00
e600be4f56
Reduce force-sell verbosity
2018-06-13 19:44:00 +02:00
6357812743
fix backtest report able
2018-06-13 06:57:49 +02:00
e3ced7c15e
extract export from backtest function
2018-06-12 22:29:30 +02:00
bfde33c945
Use timestamp() instead of strftime
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this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
335d1fbbbc
Check if no backtest data is found and fail gracefully
2018-06-11 19:50:43 +02:00
12e455cbf5
add buy/sell index to backtest result
2018-06-10 20:52:42 +02:00
27ee8f7360
make flake happy
2018-06-10 13:55:48 +02:00
1cd7ac55a8
Added "left open trades" report
2018-06-10 13:45:16 +02:00
b81588307f
Add "open_at_end" parameter
2018-06-10 13:37:53 +02:00
31025216f9
fix type of open/close timestmap
2018-06-10 13:32:07 +02:00
322a528c12
fix bug with backtestResult
2018-06-10 13:25:16 +02:00
9c57d3aa8b
add BacktestresultTuple
2018-06-10 13:15:46 +02:00
c1b2e06eda
simplify return from _get_sell_trade_entry
2018-06-10 09:07:04 +02:00
3094acc7fb
update comment
2018-06-10 08:58:28 +02:00
24a875ed46
remove experimental parameters - they are read by analyze.py anyway
2018-06-09 21:44:57 +02:00
5623ea3ac6
Add forcesell at end of backtest period
2018-06-09 21:44:20 +02:00
b4138f29c8
Merge with develop
2018-06-08 00:29:44 +03:00
b4ae5a36a8
use .copy() to avoid Pandas mistake. drop first row because of shifting
2018-06-07 17:29:40 +03:00
7f8e0ba25f
use buy/sell signal from previous candle, not current to avoid seeing to the future
2018-06-07 17:28:40 +03:00
7a34578b4d
refactor timerange to named tuple
2018-06-05 23:34:26 +02:00
87f750da35
Merge with develop
2018-06-04 01:50:10 +03:00
e3227a741c
add --export-filename for backtesting
2018-06-03 19:36:53 +02:00
50fc5f91ca
Merge branch 'develop' into mypy_typecheck
2018-06-03 10:35:56 +02:00
2791d543ea
Make backtesting report markdown shareable
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Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste
Example:
2018-06-02 19:52:16 +02:00
f88729f0e8
add ignore comment
2018-06-02 14:14:28 +02:00
0007002c80
fix test failure
2018-06-02 14:07:54 +02:00
0a595190a3
fix last typechecks
2018-06-02 13:59:35 +02:00
d9e951447f
remove _init function in backtesting (and according test)
2018-06-02 13:54:22 +02:00
4a322abd4d
Typecheck improvements
2018-06-02 13:44:05 +02:00
3427c7eb54
Use constants
2018-05-25 17:04:08 +03:00
9be98cd8f7
Add ability to set unlimited stake_amount
2018-05-23 13:15:03 +03:00
306885e174
Merge branch 'develop' into feat/objectify-ccxt
2018-05-02 22:49:55 +02:00
a140748b5a
Merge branch 'feat/objectify-ccxt' into cxxt_obj_sellfix
2018-04-21 22:39:22 +02:00
403f59ef45
use native python logger
2018-04-21 20:47:06 +02:00
ce90ee4ac2
have backtesting use fee_open and fee_close
2018-04-21 20:05:49 +02:00
94287d66a8
Flake8 fixes
2018-04-12 18:16:27 +02:00
1678518cd4
Add dry_run=True to config during backtesting
2018-04-12 18:16:26 +02:00
e42403fecc
Change date to timestamp conversion method in backtesting
2018-04-12 18:07:44 +02:00
1f75636e56
[1/3] Add support for multiple exchanges with ccxt (objectified version) ( #585 )
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* remove obsolete helper functions and make _state a public member.
* remove function assertions
* revert worker() changes
* Update pytest from 3.4.2 to 3.5.0
* Adapt exchange functions to ccxt API
Remove get_market_summaries and get_wallet_health, add exception handling
* Add NetworkException
* Change pair format in constants.py
* Add tests for exchange functions that comply with ccxt
* Remove bittrex tests
* Remove Bittrex and Interface classes
* Add retrier decorator
* Remove cache from get_ticker
* Remove unused and duplicate imports
* Add keyword arguments for get_fee
* Implement 'get_pair_detail_url'
* Change get_ticker_history format to ccxt format
* Fix exchange urls dict, don't need to initialize exchanges
* Add "Using Exchange ..." logging line
2018-04-06 10:57:08 +03:00
fee8d0a2e1
refactor get_timeframe
2018-03-29 20:16:25 +02:00
85a81b18a3
Merge pull request #586 from xmatthias/obj_backtest_pr2
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fix backtest --export format
2018-03-27 12:43:52 +03:00
hroff-1902
hroff-1902
Matthias
Misagh
Gianluca Puglia
Janne Sinivirta
creslin
Michael Egger
Anton
Anton
Raymond Luo
gcarq
enenn
