Commit Graph

485 Commits

Author SHA1 Message Date
froggleston bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
Matthias 76637d3939 Simplify timeframe-transition 2022-05-16 20:10:52 +02:00
Matthias 2e65a1793d Add fallback to load 1M files as well as 1Mo files 2022-05-16 19:48:27 +02:00
Matthias a1048fb619 Store monthly candles as "Mo" 2022-05-16 19:39:43 +02:00
Matthias 88c8fe5570 Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
Add relative drawdown
2022-05-02 21:09:14 +02:00
Matthias 1e2523af61 Fix some assumptions on the data
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
Matthias 2a6efab8a2 Don't use deprecated abstractclassmethod decorator 2022-05-02 06:24:52 +00:00
Nicolas Papp f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
Matthias 53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias 8b5d454b50 Fix subtle bug in trades download 2022-04-30 17:44:57 +02:00
Matthias e49b3ef051 Improve message formatting 2022-04-30 17:35:11 +02:00
Matthias f6a7e6b785 Add prepend option to download-data 2022-04-30 17:32:50 +02:00
Matthias 11d447cd5a Add support for download-data "until" 2022-04-30 15:42:41 +02:00
Matthias c6c569b772 chore: split BTAnalyais to metrics 2022-04-30 14:47:27 +02:00
Matthias 4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Nicolas Papp e8aec967dd Update on note 2022-04-24 17:42:52 -03:00
Nicolas Papp 086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Nicolas Papp 0f943c482b PEP8 code compliance 2022-04-23 13:15:14 -03:00
Matthias f89b64c972 Improve test by having multistrat.meta file available 2022-04-13 07:09:26 +02:00
Matthias 4ac54a76af Add strategy as mandatory argument 2022-04-13 06:47:39 +02:00
Nicolas Papp c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias d9039152ba Add "get backtest historic results" endpoint 2022-04-11 19:44:47 +02:00
Nicolas Papp 178240aa6c Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown 2022-04-11 14:42:10 -03:00
Nicolas Papp 47a6ef4f00 Max relative drawdown 2022-04-10 12:53:47 -03:00
Matthias cd2e49bb60 Simplify downloading futures data code 2022-04-10 09:53:33 +02:00
Matthias 95f69a8c3b Remove some outdated TODO's 2022-04-10 09:53:33 +02:00
Matthias 543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias 30cff1bd2c Update hdf5 to not raise naturalNaming warnings 2022-03-27 16:39:34 +02:00
Matthias fa3c00c673 Remove some default arguments in history_utils 2022-03-22 07:20:21 +01:00
Matthias 9bcc79e118 Use parsed TradingMode from config 2022-03-03 07:06:13 +01:00
Matthias c5cf73e67b hdf5 datahandler should also create directory 2022-03-02 19:41:14 +01:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias 64d0c75bbb Fix deprecation warnings 2022-02-01 19:11:51 +01:00
Matthias ab932d8398 Properly detect default candle type 2022-01-29 14:31:58 +01:00
Matthias 88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias bb1d8fb54f Improve message when no hyperopt fie is found
closes #6266
2022-01-21 15:24:26 +01:00
Matthias d319204dea Add note about legacy metadata format 2022-01-19 20:08:09 +01:00
Rokas Kupstys 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
Rokas Kupstys 16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Matthias 2fb9e7940a Improve "missing data" message 2022-01-08 14:39:09 +01:00
Matthias 522496d9e2 Add Compatibility code for BT_DATA_COLUMNS 2022-01-07 17:17:35 +01:00
Matthias 46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias d64f9030c1 Remove now unused codesegment 2022-01-07 08:04:01 +01:00
Matthias b3a4ecaf77 Remove old backtest format support 2022-01-06 19:49:25 +01:00
Matthias a0f9c1bf7b Avoid failure when calculating max-drawdown
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias 4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Sam Germain 501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00