f65092459a
Fix optimize_reports test
2021-02-27 10:14:25 +01:00
98f3142b30
Improve handling of backtesting params
2021-02-27 09:33:00 +01:00
fc256749af
Add test for backtesting _enter_trade
2021-02-27 09:33:00 +01:00
53a57f2c81
Change some types
...
Fix types of new model object
2021-02-27 09:33:00 +01:00
52acacbed5
Check min-trade-stake in backtesting
2021-02-27 09:33:00 +01:00
72f21fc5ec
Add trade-volume metric
2021-02-27 09:32:59 +01:00
35e6a9ab3a
Backtest-reports should calculate total gains based on starting capital
2021-02-27 09:32:59 +01:00
8d61a26382
Allow dynamic stake for backtesting and hyperopt
2021-02-27 09:32:59 +01:00
e4abe902fc
Enable compounding for backtesting
2021-02-27 09:32:59 +01:00
712d503e6c
Use sell-reason value in backtesting, not the enum object
2021-02-27 09:32:59 +01:00
3110d2dbb1
Add small test cases
2021-02-09 20:09:10 +01:00
4facf662de
Fix random test-failure caused by un-clean hyperopt shutdown
...
pytest --random-order-seed=415781
2021-02-01 11:00:55 +01:00
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
8ee264bc59
Don't use profit_percent for backtesting results anymore
2021-01-24 08:58:41 +01:00
48977493bb
Backtesting does not need to convert to BacktestResult object
2021-01-24 08:58:41 +01:00
0b65fe6afe
Capture backtest start / end time
2021-01-14 19:09:25 +01:00
9147106259
call bot_loop_start() in backtesting to allow setup-code to run
2021-01-14 19:09:25 +01:00
6d1fba1409
Remove unnecessary log output tests
2021-01-14 19:04:42 +01:00
378a252ad1
Fix #4161 - by not using the problematic method for windows
2021-01-08 13:46:43 +01:00
29ce323649
Fix wrong hyperoptlosstest
2021-01-03 06:49:04 +01:00
67193bca3d
Move pairlists to be a plugin submodule
2020-12-23 16:54:35 +01:00
266031a6be
Disallow PerformanceFilter for backtesting
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closes #4072
2020-12-16 19:24:47 +01:00
effc96e92b
Improve tests for backtest protections
2020-12-07 11:39:01 +01:00
75a5161650
Support multis-strategy backtests with protections
2020-12-07 11:39:01 +01:00
4aa6ebee04
Add more tests for #2422
2020-11-27 09:17:25 +01:00
81d08c4def
Add detailed backtest test verifying the ROI / trailing stop collision
2020-11-27 08:24:56 +01:00
e1e2829ef3
Improve and refactor hyperopt tests
2020-10-28 14:49:25 +01:00
23bad8fd9f
Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss
2020-10-10 14:22:29 +02:00
8c2f763193
Add test to ensure --hyperopt-loss is mandatory
2020-10-05 20:36:16 +02:00
fa1d1679f0
Adapt tests to work without default hyperoptloss
2020-10-05 19:33:50 +02:00
06759234b6
Add test to verify output of roi / trailing stop hyperopt
2020-10-05 08:07:53 +02:00
6977ffdbf9
Merge branch 'develop' into isort_config
2020-09-28 20:21:55 +02:00
9df366d943
Apply isort to tests
2020-09-28 19:43:15 +02:00
15bb0af1b3
Add some test-coverage
2020-09-28 00:36:13 +02:00
f3de74f817
Mock all occurances of hyperopt.dump
2020-09-27 19:48:11 +02:00
5769b9244f
Mock test correctly
2020-09-27 19:34:47 +02:00
c42a924df8
Load latest file
2020-09-27 16:50:42 +02:00
b736691e0e
Remove hyperopt --continue
2020-09-27 16:18:28 +02:00
bb27b236ce
Remove unused arguments
2020-09-26 14:55:12 +02:00
c56dd487f2
Fix test failure
2020-09-25 21:00:58 +02:00
ff3e2641ae
generate_backtest_stats must take config options from the strategy
...
config
as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
378f03a5b1
Add relevant parameters to stored backtest result
2020-09-25 06:37:40 +02:00
f0d7f18cf9
Pad wins / draws / losses for hyperopt with spaces instead of 0's
2020-09-19 17:32:22 +02:00
3fe2ed0e18
zero pad in test
2020-09-07 23:38:51 +08:00
842eff95eb
Add simple verification to ensure pairlists is iitialized
2020-08-30 10:07:58 +02:00
4f1179d85c
Test for empty case
2020-08-20 20:11:58 +02:00
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
...
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
4eb17b4daf
Remove unneeded function
2020-08-18 15:20:37 +02:00
1f153f51ee
Merge pull request #3660 from freqtrade/hyperopt_default_tests
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Move DefaultHyperopt to tests
2020-08-17 06:49:55 +02:00
b98107375e
Improve formatting of result string to be a bit conciser
2020-08-14 07:31:14 +02:00
d76ee43246
Show wins / draws / losses in hyperopt table
2020-08-14 07:14:10 +02:00
05bd099f51
Merge branch 'develop' into pr/yazeed/3008
2020-08-14 06:58:09 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
d01070dba8
Increase coverage of edge_cli
2020-08-06 09:22:41 +02:00
59370672b8
Fix more tests
2020-08-06 09:00:28 +02:00
081625c5dc
Have hyperopt tests use new hyperopt location
2020-08-06 08:51:01 +02:00
8b6d10daf1
Move DefaultHyperopt to test folder (aligned to strategy)
2020-08-06 08:50:41 +02:00
c1191400a4
Allow 0 fee value by correctly checking for None
2020-07-15 19:20:20 +02:00
0d15a87af8
Remove old store_backtest method
2020-07-03 20:21:32 +02:00
523437d970
Add tst for daily stats
2020-07-03 20:03:33 +02:00
2ed808da1f
Extract .last_result.json to constant
2020-07-03 06:58:27 +02:00
59e0ca0aaa
Add pairlist to backtest-result
2020-07-03 06:58:27 +02:00
59ac4b9c9a
Test writing statistics
2020-07-03 06:58:27 +02:00
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
f368aabcc7
Add amount to backtest-result
2020-07-03 06:58:27 +02:00
6e94734678
Add fee to backtestresult
2020-07-03 06:58:27 +02:00
03ab61959b
Add test for generate_backtest_stats
2020-07-03 06:58:27 +02:00
0fa56be9d2
remove openIndex and closeIndex from backtest-report
2020-07-03 06:58:27 +02:00
2881718733
Adapt tests for new column names
2020-07-03 06:58:27 +02:00
cf044d166e
Tests should use new Datetime format too
2020-07-03 06:58:27 +02:00
02c0488d45
Merge pull request #3453 from freqtrade/fix/3363
...
Backtesting should load pairlists after the strategy
2020-06-29 21:53:33 +03:00
a3506f4d8e
Merge branch 'develop' into timeframe
2020-06-15 06:35:55 +02:00
72ae4b1500
Load pairlist after strategy to use strategy-config
...
fail in certain conditions when using strategy-list
Fix #3363
2020-06-07 16:15:26 +02:00
54226b45b1
Add test verifying failure
2020-06-07 16:02:54 +02:00
070913f327
Rename text_table generation
2020-06-07 11:35:02 +02:00
499c6772d1
Rename tabulate methods
...
they don't "generate" anything
2020-06-07 11:31:33 +02:00
64881a94e2
Merge branch 'develop' into timeframe
2020-06-02 15:56:34 +03:00
f9bb1a7f22
Update more occurances of ticker_interval
2020-06-02 10:02:55 +02:00
950f358982
Replace occurances in test files
2020-06-01 20:47:27 +02:00
009ea0639f
Exchange some occurances of ticker_interval
2020-06-01 20:33:26 +02:00
091693308a
Correctly call show_backtest_results
2020-06-01 09:25:26 +02:00
6a9a8f927e
Rename some methods, improve some testing
2020-05-25 20:46:31 +02:00
46f1470e28
Fix failing test
2020-05-25 20:00:05 +02:00
027ea64d48
Fix docstrings, extract strategy-list results
2020-05-25 19:55:02 +02:00
db257e9f7f
Rename method to be public
2020-05-25 19:50:23 +02:00
18a2dad684
Extract data generation from generate_text_table
2020-05-25 19:35:32 +02:00
e1362755d2
Add test for sell_reason_stats
2020-05-25 07:14:21 +02:00
876a9e4f44
finish refactor of sell_reason table
2020-05-25 07:08:15 +02:00
5a9a31351a
Adjust empty f-strings to be non-fstrings
2020-05-18 11:40:25 +02:00
c8f3ef884b
Minor: Add filterwarning for DeprecationWarning in test
2020-05-11 20:22:19 +03:00
c26835048c
Hyperopt cleanup, do not use 'trials'
2020-04-28 22:56:19 +03:00
fb8a85da01
Disallow VolumePairList from backtesting for now
2020-04-27 07:56:17 +02:00
8987859044
Enable pairlist parsing for backtesting and hyperopt
2020-04-25 15:37:13 +02:00
72b088d85f
added test
2020-04-25 11:31:51 +02:00
ac008a4758
Remove obsolete comment in tests
2020-04-15 06:58:54 +02:00
cf6e6488c7
Fix filename handling with --strategy-list
2020-04-02 17:29:18 +02:00
3d4664c2a6
Remove unnecessary import
2020-03-15 15:40:12 +01:00
fe50a0f3a1
Move test for store_bt_results to optimize_reports
2020-03-15 15:36:53 +01:00
328dbd3930
Remove unnecessary parameter to generate_text_table_sell_reason
2020-03-15 15:04:48 +01:00
0f1640bed4
convert exportfilename to Path when config parsing
2020-03-15 09:39:45 +01:00
51f52c8609
Merge branch 'develop' into no-ticker-2
2020-03-13 16:43:52 +03:00
1b6e77649a
Add test for hyperopt
2020-03-10 12:42:31 +03:00
81b6a950ac
Adjust test for backtesting
2020-03-10 12:42:11 +03:00
3208faf7ed
Do not use ticker where it's not a ticker
2020-03-08 20:47:02 +03:00
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
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Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
090d1e8a70
Alignment and cleanups
2020-03-04 20:51:09 +01:00
7652a2bb95
Updated table layout and aligning better for hyperopt
2020-03-04 00:10:47 +01:00
4aca8d7fcc
PEP8 fix
2020-03-03 01:35:18 +01:00
399c419163
Changed table formating. Adding some code to align hyperopt table generation. WIP
2020-03-03 01:14:56 +01:00
379275e2d6
Updated tests
2020-03-01 03:24:04 +01:00
267416eced
Changed test for new table printing
2020-03-01 03:11:00 +01:00
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
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Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
55d471190a
Changed table style of backtesting and alignment of headers
2020-02-27 13:28:28 +01:00
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
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Move defaultstrategy
2020-02-20 08:52:24 +03:00
a7342bd910
Fix non-existing strategy loading
2020-02-19 19:42:04 +01:00
09d89fbfb3
Fix last test
2020-02-19 07:15:55 +01:00
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss
2020-02-19 02:37:25 +01:00
6335d81ceb
Merge branch 'develop' into data_handler
2020-02-16 15:12:14 +01:00
4f3376e2a1
Do not instantiate directly DefaultStrategy in tests
2020-02-12 01:39:15 +03:00
81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss
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Minor: Fix tests for hyperopt_loss
2020-02-11 07:13:29 +01:00
29f7c5071b
Fix usage of an item from BTContainer in tests
2020-02-11 04:17:10 +03:00
d07c69809d
Fix tests for hyperopt_loss
2020-02-10 18:32:41 +03:00
83644ce5d8
Fix mypy type errors in tests
2020-02-10 10:35:48 +01:00
d65a06947d
Merge branch 'develop' into data_handler
2020-02-09 15:16:43 +01:00
6b279f297c
fixed test
2020-02-07 16:45:07 +03:00
a46b7bcd6d
more fixes...
2020-02-07 16:44:43 +03:00
951a19fb00
added tests for both sortino methods
2020-02-07 16:44:30 +03:00
aa2cb937b1
flake8 :)
2020-02-07 03:54:47 +01:00
ff819386e1
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
2020-02-07 03:51:50 +01:00
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables ( #2864 )
2020-02-06 06:58:58 +01:00
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky ( #2826 )
...
* more consistent backtesting tables and labels
* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* Align quotes in same area
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* fixed some more line alignments
* updated docs to include SharpeHyperOptLossDaily
* Update dockerfile to 3.8.1
* Run tests against 3.8
* added daily sharpe ratio hyperopt loss method, ty @djacky
* removed commented code
* removed unused profit_abs
* added proper slippage to each trade
* replaced use of old value total_profit
* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily
* updated docs to include SharpeHyperOptLossDaily
* docs fixes
* missed one fix
* fixed standard deviation line
* fixed to bracket notation
* fixed to bracket notation
* fixed syntax error
* better readability, kept np.sqrt(365) which results in annualized sharpe ratio
* fixed method arguments indentation
* updated commented out debug print line
* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()
* Reworked to fill leading and trailing days
* No need for np; make flake happy
* Fix risk free rate
Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
e2b3907df5
more consistent backtesting tables and labels
2020-01-31 04:39:18 +01:00
1b9af9d2d8
Merge branch 'develop' into data_handler
2020-01-26 20:31:13 +01:00
f347e5934a
Small adjustments for moved commands
2020-01-26 13:46:01 +01:00
52f0ed5310
Adjust tests
2020-01-25 12:49:37 +01:00
fc2970f41b
Merge branch 'develop' into data_handler
2020-01-21 06:58:48 +01:00
785cd2a640
Rename test module
2020-01-09 06:53:51 +01:00
c475729c13
Extract edge reporting to optimize_reports
2020-01-09 06:52:34 +01:00
989ab646a9
Add profit % to sell_reason table
2020-01-09 06:46:39 +01:00
8cc48cf4b0
Fix tests where mocks fail now
2020-01-02 09:31:53 +01:00
10ee23622a
Extract tests for backtest_reports to their own test module
2020-01-02 09:31:53 +01:00
904e1647e1
Extract generate_text_table_strategy to seperate module
2020-01-02 09:31:53 +01:00
caec345c0b
Extract generate_text_table_sell_reason from backtesting class
2020-01-02 09:31:53 +01:00
18a53f4467
Extract generate_text_table from backtesting class
2020-01-02 09:31:47 +01:00
699c0d6bc3
Merge branch 'develop' into data_handler
2019-12-30 19:40:43 +01:00
1ffda29fd2
Adjust improts to new exception location
2019-12-30 15:02:17 +01:00
6860491189
Rename datahandler module to history module
...
Also move previous history.py into this module - so everything is
bundled
2019-12-28 11:01:42 +01:00
5479c67178
Clean up some codes which use list-based tests
2019-12-28 11:01:41 +01:00
80dbba1280
Remove unnecessary mocks
2019-12-28 11:01:41 +01:00
aa39f2160b
Use load_data instead of a sequence of calls
...
in tests which don't test this
2019-12-28 11:01:41 +01:00
Matthias
Allen Day
hroff-1902
hroff-1902
Yazeed Al Oyoun
Fredrik81