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1328 Commits

Author SHA1 Message Date
theluxaz 0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias 96f99699e0
Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary 
Add days breakdown table to backtesting
 2021-10-21 13:56:30 +02:00
Matthias e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias 7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias fa028c2134 Support day/week/month breakdowns 2021-10-21 06:58:40 +02:00
Matthias 7197f4ce77 Don't show daily % profit (it's wrong) 2021-10-20 20:01:31 +02:00
Matthias de5497c766 backtest_days cannot be below 1 2021-10-20 19:39:37 +02:00
theluxaz 905f3a1a50 Removed exit_tag from Trade objects. 2021-10-20 17:58:50 +03:00
Sam Germain 3fffc315ac Merge branch 'develop' into feat/short 2021-10-20 08:11:53 -06:00
Matthias 5454460227 Revert initial_points to 30 
closes #5760
 2021-10-20 07:46:15 +02:00
theluxaz 1fdc4425dd Changed exit_tag to be represented as sell_reason 2021-10-20 01:26:15 +03:00
theluxaz 5ecdd1d112 Merge branch 'develop' into freqtrade-development 2021-10-19 00:00:15 +03:00
theluxaz 69a59cdf37 Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions 2021-10-18 23:56:41 +03:00
Matthias 7d8cd736b8 Support days-breakdown also for hyperopt results 2021-10-17 16:49:39 +02:00
Matthias 47bba331c1 Merge branch 'develop' into pr/rextea/4606 2021-10-17 16:29:31 +02:00
Matthias 69fdb8edfa Merge branch 'develop' into feat/short 2021-10-17 10:40:08 +02:00
Matthias 0e7d903a6f
Merge pull request #5644 from slyons/develop 
Add ability to ignore unparameterized spaces
 2021-10-14 08:07:07 +02:00
Sam Germain bd488cc086 Merge branch 'develop' into feat/short 2021-10-13 17:56:40 -06:00
theluxaz 0bb7ea10ab Fixed minor header for backtesting 2021-10-14 01:34:30 +03:00
theluxaz ed39b8dab0 fixed profit total calculation 2021-10-14 01:18:16 +03:00
Matthias aed919a05f Simplify "no-space-configured" error handling by moving it to hyperopt_auto 2021-10-13 19:54:35 +02:00
theluxaz b151cf032b Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main 
# Conflicts:
#	freqtrade/freqtradebot.py
#	freqtrade/optimize/backtesting.py
 2021-10-13 02:01:26 +03:00
theluxaz 80b71790bc Added some bigfixes for sell_tag 2021-10-13 01:22:53 +03:00
theluxaz b898f86364 Added sell_tag and buy/sell telegram performance functions 2021-10-13 00:02:28 +03:00
sid 30bc96cf3f simplify expression 2021-10-09 06:36:23 +05:30
sid 46c320513a use profit_abs 2021-10-07 08:07:07 +05:30
sid 6ba46b38bd fix formatting 2021-10-06 13:46:05 +05:30
sid c0d01dbc26 add max_drawdown loss 2021-10-06 13:24:27 +05:30
Sam Germain e8b4cf6eaa Merge branch 'develop' into feat/short 2021-10-02 03:15:12 -06:00
Scott Lyons df45f467c6
Adding ability to ignore unparameterized spaces 2021-09-30 01:11:02 -07:00
Robert Roman ca973c05d1
Merge branch 'freqtrade:develop' into develop 2021-09-28 10:16:36 -05:00
Robert Roman 626a40252d
resolved mypy error 
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
 2021-09-27 17:33:29 -05:00
Robert Roman c3414c3b78
resolved mypy error 
error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"
 2021-09-27 17:32:49 -05:00
Matthias 5726886b06 Reduce backtest-noise from "pandas slice" warning 2021-09-27 20:52:19 +02:00
Robert Roman bdca3e2343
Merge branch 'freqtrade:develop' into develop 2021-09-26 15:37:09 -05:00
Matthias a926f54a25 Add "side" parameter to custom_stake_amount 2021-09-26 19:35:54 +02:00
Matthias 84e013de2d Update confirm_trade_entry to support "side" parameter 2021-09-26 19:33:22 +02:00
Matthias 4d49f1a0c7 Reset columns by dropping instead of resetting 2021-09-26 15:39:34 +02:00
Matthias 4fd00db630 Use "combined" enter_tag column 2021-09-26 15:22:37 +02:00
Matthias 6319c104fe Fix unreliable backtest-result when using webserver mode 2021-09-26 15:07:48 +02:00
Matthias 2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Robert Roman 24baad7884
Add Calmar Ratio Daily 
This hyper opt loss calculates the daily Calmar ratio.
 2021-09-25 16:28:36 -05:00
Robert Roman 3b99c84b0a
resolved the total profit issue 
I resolved the total profit issue and locally ran flak8 and isort
 2021-09-23 21:31:33 -05:00
Matthias 0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias 4c6b1cd55b Add very simple short logic to test-strategy 2021-09-22 20:36:03 +02:00
Robert Roman c6b684603c
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.
 2021-09-22 09:21:43 -05:00
Robert Roman b946f8e7f1
I sorted imports with isort 2021-09-22 09:18:17 -05:00
Robert Roman 3834bb86ff
updated line 42 
I removed the minus sign on max drawdown.
 2021-09-21 20:25:17 -05:00
Robert Roman 3845d55186
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
 2021-09-21 20:04:23 -05:00
Sam Germain 778f0d9d0a Merged feat/short into lev-strat 2021-09-19 17:44:12 -06:00
Rokas Kupstys 5dc78a0c66 [SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists. 2021-09-18 10:48:53 +03:00
Rokas Kupstys dfa61b7ad2 [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.
 2021-09-18 10:48:53 +03:00
Matthias 853c3a4433
Merge pull request #5587 from raph92/patch-3 
Update prepare_trials_columns() return type
 2021-09-18 08:08:18 +02:00
raphael 4b2c1a9b8e
Remove trailing whitespace 2021-09-17 14:39:15 -04:00
raphael e715f2a253
Update formatting 
Line 302 was too long
 2021-09-17 14:23:26 -04:00
raphael 9525a5b96c
Add type to "trials" parameter 2021-09-17 14:10:37 -04:00
Matthias 4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
raphael 124e97f3b9
Remove ununsed variables from export_csv_file 2021-09-17 11:57:36 -04:00
raphael 3a98fb72a4
Update prepare_trials_columns() return type 
Was returning str, updated to pd.DataFrame
 2021-09-17 11:42:33 -04:00
Matthias d680fdf33a Merge branch 'develop' into feat/short 2021-09-17 11:16:37 +02:00
Matthias 994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Matthias c0811ae896 Add possibility to override estimator from within hyperopt 2021-09-15 21:36:53 +02:00
Matthias 57ea0c322f Rename indicator_space to buy_indicator_space 2021-09-15 20:20:31 +02:00
Sam Germain d77ab337bf merged with develop 2021-09-14 18:26:46 -06:00
Matthias 315ea1e116
Merge pull request #5566 from freqtrade/remove_hyperopt 
Remove legacy hyperopt
 2021-09-14 19:20:58 +02:00
Sam Germain 5225bd4a5b Merge branch 'develop' into feat/short 2021-09-13 14:02:23 -06:00
Matthias a12c3ecc9b Remove credentials whenever dry-run is set from within the exchange 2021-09-13 20:27:32 +02:00
Matthias fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias dad4a49e81 Remove legacy hyperopt interface from hyperopt.py 2021-09-12 08:18:13 +02:00
Sam Germain 695a8fc73b comment updates, formatting, TODOs 2021-09-08 03:09:39 -06:00
Matthias 68b75af08e Fix bug with inversed sell signals in backtesting 2021-09-05 08:59:18 +02:00
Matthias ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Matthias 5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 053d6d8ee1 Merge branch 'feat/short' into pr/samgermain/5378 2021-08-25 20:34:52 +02:00
Matthias e1c3b7fd8c Merge branch 'develop' into feat/short 2021-08-25 20:31:40 +02:00
Matthias 7fb570cc58 hyperopt Fallback methods should not be used. 2021-08-25 20:28:55 +02:00
Matthias 23d21d8ace Fix wrong message if protection-space is missing 
closes #5480
 2021-08-25 19:57:10 +02:00
Matthias cb4889398b Fix backtesting bug 2021-08-25 07:03:48 +02:00
Matthias 6524edbb4e Simplify should_exit interface 2021-08-24 20:47:54 +02:00
Matthias b40f985b13 Add short-exit logic to backtesting 2021-08-24 20:02:40 +02:00
Matthias eb71ee847c Rename backtest index constants 2021-08-24 06:56:06 +02:00
Matthias 11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias 7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias 957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias 7373b39015 Initial support for backtesting with short 2021-08-23 21:16:26 +02:00
Matthias 3e8164bfca Use proper exchange name in backtesting 2021-08-23 21:13:47 +02:00
Sam Germain a5be535cc9 strategy interface: removed some changes 2021-08-21 17:06:04 -06:00
Sam Germain e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 8405ccc15e Seperate detail data loading from regular backest-data loading 2021-08-14 16:33:01 +02:00
Matthias 88172fab82 Allow "detailed" backtesting timeframe to look into the candle 2021-08-14 16:04:23 +02:00
Matthias bdbac37be7
Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest 
Fix buy_tag not being saved to trade object.
 2021-08-12 06:36:33 +02:00
Rokas Kupstys 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 65d025923d add code 2021-08-11 14:35:16 +08:00
Matthias 0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show 
Stream hyperopt-result in small batches
 2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches 
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
 2021-08-10 10:12:57 +02:00
Matthias 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 2021-08-09 15:42:17 +02:00