Matthias
|
0d2f877e77
|
Use absolute drawdown calc
|
2021-02-27 09:32:59 +01:00 |
Florian Reitmeir
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5c263c7ffd
|
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
|
2021-02-14 19:41:12 +01:00 |
|
Matthias
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2c80388b40
|
Fix valueerror in case of empty array files
|
2021-02-01 06:28:49 +01:00 |
|
Matthias
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5724371a4f
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Fix types for numpy 1.20.0 upgrade
|
2021-01-31 11:21:23 +01:00 |
|
Matthias
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ea0ffbae73
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use profit_ratio in calculate_cum_profit
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2021-01-29 19:06:57 +01:00 |
|
Matthias
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789a980a30
|
Fix tests for new export format
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2021-01-24 19:42:32 +01:00 |
|
Matthias
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deb8432d33
|
Streamline trade to dataframe conversion
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2021-01-24 08:58:41 +01:00 |
|
Matthias
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0d4cf32086
|
Slightly adapt to pandas incompatibility
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2020-12-28 09:50:48 +01:00 |
|
Matthias
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ceb50a7807
|
use exception handler when downloading data
closes #3992
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2020-11-25 07:57:27 +01:00 |
|
Matthias
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e8e3ca0c3c
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Catch ValueError from trade_conversion
closes #3967
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2020-11-21 10:57:19 +01:00 |
|
Matthias
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83861fabde
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Fix #3967, move TradeList type to constants
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2020-11-21 10:52:15 +01:00 |
|
Matthias
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52c9a2c37f
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Convert np to None when loading hdf5 trades to allow duplicate detection
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2020-11-19 07:31:54 +01:00 |
|
Matthias
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887d78171c
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Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
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2020-11-02 16:40:43 +01:00 |
Matthias Spiller
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78874fa865
|
informative_pairs does not honor dataformat
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2020-10-31 10:53:51 +00:00 |
|
Matthias
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adffd402ea
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Replace some pointless occurances of arrow
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2020-10-20 20:11:38 +02:00 |
|
Matthias
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8cdc795a44
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Rename persistence.init to init_db
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2020-10-16 08:15:18 +02:00 |
|
Matthias
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6977ffdbf9
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Merge branch 'develop' into isort_config
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2020-09-28 20:21:55 +02:00 |
|
Matthias
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253b7b763e
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Apply isort to freqtrade codebase
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2020-09-28 19:40:46 +02:00 |
|
Matthias
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6e70ae6e95
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Improve code quality
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2020-09-27 19:40:55 +02:00 |
|
Matthias
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3cb1a9a5a9
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Support loading results from a specific hyperopt history file
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2020-09-27 17:03:30 +02:00 |
|
Matthias
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c42a924df8
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Load latest file
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2020-09-27 16:50:42 +02:00 |
|
Matthias
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77d0189695
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Remove not needed argument in update_trade_state
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2020-09-19 09:37:11 +02:00 |
|
Matthias
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38c52c7eee
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Merge pull request #3626 from freqtrade/feat/hdf5
Introduce HDF5 Datahandler
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2020-08-31 16:10:24 +02:00 |
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Matthias
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284d39930f
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Allow using pairlists through dataprovider in backtesting
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2020-08-30 10:07:28 +02:00 |
|
Matthias
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309ea1246a
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Update config to use single quotes
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2020-08-26 20:52:09 +02:00 |
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Matthias
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4eb17b4daf
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Remove unneeded function
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2020-08-18 15:20:37 +02:00 |
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Matthias
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87e4a82041
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Merge branch 'develop' into bt_add_maxdrawdown
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2020-08-09 08:34:36 +02:00 |
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Matthias
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bad89307dd
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Fix mypy error
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2020-07-25 17:19:41 +02:00 |
|
Matthias
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119bf2a8ea
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Document hdf5 dataformat
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2020-07-25 17:06:58 +02:00 |
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Matthias
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0a28818b46
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Add some tests for hdf5
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2020-07-24 19:37:37 +02:00 |
|
Matthias
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861e7099cc
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Rename hdf5handler to hdf5DataHandler
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2020-07-24 19:23:37 +02:00 |
|
Matthias
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3171ad33b7
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Add blosc compression
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2020-07-24 17:44:29 +02:00 |
|
Matthias
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0f08addfbe
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Don't store empty arrays
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2020-07-24 17:37:07 +02:00 |
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Matthias
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31df42e737
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Implement get_available_data
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2020-07-24 17:31:43 +02:00 |
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Matthias
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d4540c846a
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Add trades_load method
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2020-07-23 19:33:23 +02:00 |
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Matthias
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55591e287c
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First version of hdf5handler - no proper support for trades yet
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2020-07-23 19:33:23 +02:00 |
|
Matthias
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b035d9e267
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Update return type comment
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2020-07-12 10:23:09 +02:00 |
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Matthias
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d4fc52d2d5
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Add tests for ohlcv_get_available_data
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2020-07-12 09:56:46 +02:00 |
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Matthias
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422825ea1b
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Add ohlcv_get_available_data to find available data
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2020-07-12 09:50:53 +02:00 |
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Matthias
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d56f9655e2
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Update notebook with new statistics example
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2020-07-03 07:20:43 +02:00 |
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Matthias
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d999fa2a7e
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Test autogetting result filename
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2020-07-03 06:58:27 +02:00 |
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Matthias
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7c5587aeaa
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exportfilename can be a file or directory
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2020-07-03 06:58:27 +02:00 |
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Matthias
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2ed808da1f
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Extract .last_result.json to constant
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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afefe92523
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Add multi-strategy loading logic
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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c13ec4a1d4
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implement fallback loading for load_backtest_data
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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04eaf2c39c
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Add test for get_last_backtest_Result
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2020-07-03 06:58:27 +02:00 |
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Matthias
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7727292861
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Rename duration to trade_duration
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2020-07-03 06:58:27 +02:00 |
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Matthias
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af9a9592b7
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Remove unnecessary statement
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2020-07-03 06:58:27 +02:00 |
|
Matthias
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dacb40a976
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Add get_latest_backtest_filename
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2020-07-03 06:58:27 +02:00 |
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Matthias
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b068e7c564
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Rename open_time and close_time to *date
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2020-07-03 06:58:27 +02:00 |
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Matthias
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415853583b
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Save backtest-stats
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2020-07-03 06:58:27 +02:00 |
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Matthias
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5fce7f3b22
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Add market Change
closes #2524 and #3518
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2020-07-03 06:58:27 +02:00 |
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Matthias
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c2a6f70b4c
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Merge branch 'develop' into keep_dataframe_noapi
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2020-06-30 07:46:52 +02:00 |
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Matthias
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bf61bc9d83
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Introduce ExchangeError
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2020-06-28 16:01:40 +02:00 |
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Matthias
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676006b99c
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--dl-trades should also support increasing download span
(by downloading the whole dataset again to avoid missing data in the
middle).
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2020-06-24 17:40:23 +02:00 |
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Matthias
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ab9382434f
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Add test for get_analyzed_dataframe
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2020-06-18 06:50:06 +02:00 |
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Matthias
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8166b37253
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Explicitly check if dp is available
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2020-06-18 06:50:06 +02:00 |
|
Matthias
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9794914838
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store dataframe updated as tuple
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2020-06-18 06:50:05 +02:00 |
|
Matthias
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fd97ad9b76
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Cache analyzed dataframe
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2020-06-18 06:50:05 +02:00 |
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Matthias
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a3506f4d8e
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Merge branch 'develop' into timeframe
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2020-06-15 06:35:55 +02:00 |
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Matthias
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3f9ab0846d
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Rename profitperc to profit_percent
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2020-06-07 15:39:59 +02:00 |
hroff-1902
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f4c2bb1346
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Fix crash in #3404
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2020-06-02 19:37:08 +03:00 |
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Matthias
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f9bb1a7f22
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Update more occurances of ticker_interval
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2020-06-02 10:02:55 +02:00 |
|
Matthias
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cadc50ce9b
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Replace more occurances of ticker_interval with timeframe
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2020-06-01 20:49:40 +02:00 |
|
Matthias
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16cd1f06b2
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Rename get_order_book to fetch_l2_order_book (aligning to ccxt)
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2020-05-26 20:27:35 +02:00 |
|
Matthias
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046202fdda
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Fix typing circular dependency
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2020-05-22 20:56:34 +02:00 |
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Matthias
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1a984ac677
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Explicitly raise ValueError if trades are empty
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2020-05-21 07:12:53 +02:00 |
|
hroff-1902
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115586a50f
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Introduce freqtrade.typing
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2020-05-18 21:59:50 +03:00 |
|
hroff-1902
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627c5059f0
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Move create_pair_list to pairlistmanager
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2020-05-18 13:54:21 +03:00 |
|
hroff-1902
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5f2a871637
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Add missing module
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2020-05-16 17:15:58 +03:00 |
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hroff-1902
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e7c11ed2cf
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Fix fetching timeframe (failed in backtesting)
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2020-05-16 12:27:56 +03:00 |
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hroff-1902
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f8b01f5a43
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Make flake happy
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2020-05-16 12:27:56 +03:00 |
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hroff-1902
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035a12ce61
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Move _create_pair_whitelist to dataprovider
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2020-05-16 12:27:56 +03:00 |
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hroff-1902
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bf25746965
|
Introduce datatype for informative pairs
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2020-05-16 12:27:56 +03:00 |
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hroff-1902
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aae096c6ae
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Handle fetching ticker for non-existing pair safe way
|
2020-05-14 13:36:48 +03:00 |
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hroff-1902
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3079e18239
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Merge branch 'develop' into dataprovider-add-ticker
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2020-05-14 13:22:52 +03:00 |
hroff-1902
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b4d2433fc1
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Merge pull request #3267 from GrilledChickenThighs/develop
Method for accessing current pairlist inside strategy.
|
2020-05-13 21:29:39 +03:00 |
|
Matthias
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d86855f2f3
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Merge pull request #3129 from freqtrade/trades_to_list
convert dl-trades datadownload to list
|
2020-05-13 09:41:26 +02:00 |
Paul D. Mendes
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9fbe135790
|
attached pairlist manager onto dataprovider init for unified access to dynamic whitelist
|
2020-05-11 20:17:03 +04:00 |
|
Paul D. Mendes
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bc9efc31ad
|
Added Method for accessing current pair list on initialization for dynamic informative pairs
moved import into function to avoid circular import with hyperopt
|
2020-05-11 19:45:15 +04:00 |
|
hroff-1902
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63b55658ac
|
Add ticker to dataprovider
|
2020-05-01 05:11:30 +03:00 |
|
Matthias
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7aba9bc62a
|
Update freqtrade/data/converter.py
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-04-17 06:22:25 +02:00 |
|
hroff-1902
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f2b1802666
|
Merge pull request #3137 from freqtrade/fix_maxdrawdown
[minor] Fix maxdrawdown
|
2020-04-14 16:03:25 +03:00 |
|
Matthias
|
ddf37ef059
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Add test to demonstrate that the dataframe is not changed
|
2020-04-14 08:02:42 +02:00 |
|
Matthias
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4ee0cbb575
|
Reset index to correctly gather index
|
2020-04-12 10:40:02 +02:00 |
orehunt
|
20abb379aa
|
trim trades to the available ohlcv data before plotting profits
|
2020-04-06 15:54:17 +02:00 |
|
Matthias
|
41d5c40f10
|
Correctly test drawdown plot
|
2020-04-05 14:44:44 +02:00 |
|
Matthias
|
e204170eb6
|
Fix max_drawdown bug finding low before high!
|
2020-04-05 14:29:40 +02:00 |
|
Matthias
|
9d7ad23d42
|
Fix test leakage
|
2020-04-02 08:20:50 +02:00 |
|
Matthias
|
eab6c9c5f2
|
Fix message
|
2020-04-01 20:50:00 +02:00 |
|
Matthias
|
0d51383b57
|
Format logmessages correctly
|
2020-04-01 20:31:21 +02:00 |
|
Matthias
|
ba03d96961
|
Test 5s offset on since
|
2020-04-01 20:04:36 +02:00 |
|
Matthias
|
ff9caf790b
|
remove trade duplicates in datahandler
|
2020-04-01 19:45:46 +02:00 |
|
Matthias
|
0506caf986
|
Implement trades_remove_dulicates
|
2020-04-01 19:45:38 +02:00 |
|
Matthias
|
bac0eaab03
|
fix convert to ohlcv
|
2020-04-01 19:45:35 +02:00 |
|
Matthias
|
d76bb1ccf4
|
Use List of Lists instead of list of Dicts for trades data
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
1659ddcc5d
|
Add conversion function from fetch_trades to list
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
3e1bef888a
|
Fix flake8 error
|
2020-03-18 19:40:13 +01:00 |
Fredrik81
|
0920d6fce4
|
Update freqtrade/data/btanalysis.py
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-03-18 11:01:09 +01:00 |
|
Fredrik81
|
8c33e07dc6
|
Update based on comments
|
2020-03-15 21:20:32 +01:00 |