Commit Graph

3441 Commits

Author SHA1 Message Date
froggleston e7c5818d16 First pass changes for cleaning up 2022-05-29 11:20:11 +01:00
Matthias a875a7dc40 Use unified stopPrice for binance 2022-05-29 11:01:01 +02:00
Matthias 3e7bf6a9ef Remove imports in test_strategy2 2022-05-27 19:31:34 +02:00
Matthias b04fe5d4ee Simplify test v2 strategy 2022-05-27 19:30:14 +02:00
Matthias 24cf044646 Fix bybit spot mode 2022-05-27 08:18:04 +00:00
Matthias 43b7955fc2 Fully rely on pathlib 2022-05-26 19:37:55 +02:00
Matthias 682daa4e94 Reset logging mixin to avoid random test failure 2022-05-26 18:05:40 +02:00
froggleston 145faf9817 Use tmpdir for testing 2022-05-26 11:06:38 +01:00
froggleston 21e6c14e1e Final test changes 2022-05-25 10:08:03 +01:00
froggleston f5c2930889 Presume that pytest will call the cleanup call 2022-05-25 09:58:38 +01:00
froggleston 2873ca6d38 Add cleanup, adjust _print_table for indicators, add rsi to test output 2022-05-25 09:57:12 +01:00
froggleston edd474e663 Another test fix attempt 2022-05-24 21:21:20 +01:00
froggleston 22b9805e47 Fix all tests 2022-05-24 21:04:23 +01:00
froggleston 3adda84b96 Update docs, add test 2022-05-24 20:27:15 +01:00
Matthias d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias 7f3853bbcd
Merge pull request #6883 from freqtrade/makeProcessCandlesTrue
Change default value of process_only_new_candles to True since False …
2022-05-24 07:03:14 +02:00
Matthias 23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
Should exit list
2022-05-24 06:57:50 +02:00
Matthias f1a72e448a Align interfaces and strategy templates 2022-05-24 06:54:16 +02:00
Matthias 42ae8ba6fb Refactor hyperopt parameters to separate file 2022-05-23 20:18:09 +02:00
robcaulk 5c4014ee62 Change default value of process_only_new_candles to True since False is an uncommon usecase for expert strategy devs 2022-05-23 10:24:58 +02:00
Matthias eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
Matthias 0b5544ef9e Stoploss fill should fill as "filled" notification
Closes #6873
2022-05-22 19:18:12 +02:00
Matthias 3692fcd3d5 Improve exit signal sequence 2022-05-22 11:01:18 +02:00
Matthias ce3bfd59f5 Add explicit should_sell test 2022-05-22 10:31:29 +02:00
Matthias b7388557a9 Update interface tests 2022-05-22 10:20:01 +02:00
Matthias 26d394ca74 Add liquidation Price to api response 2022-05-22 08:54:27 +02:00
Matthias ea8fda0dee Slightly improve test 2022-05-22 08:36:28 +02:00
Matthias 1ff1e3b43d
Merge pull request #6869 from freqtrade/update_levtiers
Update leveraged tiers
2022-05-22 08:35:02 +02:00
Matthias 681ef13174 Relax dry-run leverage test-case to simplify future updates 2022-05-21 16:23:29 +02:00
Matthias 963cc17c18 Update leveraged tiers 2022-05-21 16:05:00 +02:00
Matthias 0d388b561b Add test for "combine_funding_and_mark", fix bug 2022-05-21 09:03:30 +02:00
Matthias 2cf17e04be Init persistence for tests that use dry-run orders 2022-05-20 06:26:16 +02:00
Matthias 56a73575a1 Add explicit test for order_to_ccxt 2022-05-19 19:29:39 +02:00
Matthias 5e18e51ce0 Fix some tests 2022-05-19 07:03:53 +02:00
Matthias a3d9384bc0 Remove clean-dry-run code 2022-05-19 06:56:34 +02:00
Matthias 0a95ef6ab2 Don't reset open orders in dry-run on restart 2022-05-19 06:42:38 +02:00
Matthias d5486f17d8 Update Test to use StrategyV3 2022-05-18 10:57:19 +02:00
eSeR1805 34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805 bb7ffd8fbe
Update testcases relying on BT results. 2022-05-17 14:08:35 +03:00
Matthias 8d46e16c46
Merge pull request #6848 from freqtrade/datahandler_case
Datahandler case insensitive
2022-05-17 09:34:11 +02:00
Matthias 1cd8ebc8c8
Merge pull request #6847 from freqtrade/use_Precise
Use precise
2022-05-17 09:33:39 +02:00
eSeR1805 99aea454b5
Update testcases to match reporting. 2022-05-17 01:42:48 +03:00
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 d09b462930 Add rudimentary tests for Precise "builtin operator" workings 2022-05-16 19:21:38 +02:00
Matthias a793cf8f05 Use ccxt's "precise" to do precise math 2022-05-16 19:21:38 +02:00
Matthias 3d36d35e30
Merge pull request #6825 from freqtrade/okx_history
Okx history
2022-05-15 19:27:45 +02:00
Matthias ebab02fce3
Merge pull request #6827 from eSeR1805/fix_readjust_entry_bt_sl
Fix: Refresh SL on entry order replacement
2022-05-15 16:41:18 +02:00
Matthias 9143e9ecb1 Add some safety measures for new startup_candles verification 2022-05-15 15:12:29 +02:00
Matthias d60d0f64d2 Revert ohlcv_candle_limit logic for okx 2022-05-14 19:35:06 +02:00
Matthias 116b58e97c add "date_minus_candles" method 2022-05-14 19:30:42 +02:00
Matthias a947a1316b Add test to ensure stoploss is set properly in live 2022-05-14 17:42:01 +02:00
eSeR1805 ec54b47b6e
Flake fix. 2022-05-14 16:39:27 +03:00
Matthias 5767d652bf Add explicit test and document behavior 2022-05-14 14:18:51 +02:00
Matthias 2a1368d508 Offsetfilter: add number_assets parameter
closes #6824
2022-05-14 14:16:13 +02:00
Matthias bb1b283d95 Update some ohlcv_candle_limit calls 2022-05-14 13:44:10 +02:00
Matthias 111b04c9e6 Okx - conditional candle-length 2022-05-14 09:51:44 +02:00
Matthias 64668b11da add ohlcv_has_history - disabling kraken downloads 2022-05-14 09:10:38 +02:00
மனோஜ்குமார் பழனிச்சாமி 9d13c87292 cleaned up backtesting
Solves the [bug](https://github.com/freqtrade/freqtrade/runs/6425715015?check_suite_focus=true)
2022-05-13 21:46:25 +05:30
Matthias 044afdf7af Add better test scenario 2022-05-10 20:27:24 +02:00
Matthias 269630e755 Add preliminary documentation for database conversion 2022-05-10 07:13:42 +02:00
Matthias c19be34e71 Add rudimentary test for db migration 2022-05-09 20:58:40 +02:00
Matthias 4a7515e66a Add test for 0.0 case 2022-05-08 16:04:06 +02:00
Matthias c9498d0117
Merge pull request #6692 from eSeR1805/feat_readjust_entry
Feature: Readjust Entry Order
2022-05-07 20:11:20 +02:00
eSeR1805 eca8d16c61
Minor fix and enhancement for TC51. 2022-05-07 17:31:56 +03:00
Matthias f5f599c7f0 Add LowProfitPairs only_per_side option 2022-05-07 15:25:15 +02:00
Matthias dc0c1bf87d Only fetch accounts when authenticated. 2022-05-07 13:17:27 +02:00
Matthias 6fdcf3a10a Support both position modes on OKX 2022-05-07 10:58:41 +02:00
Matthias 108903f7f0 Add DCA order adjust test 2022-05-06 19:50:10 +02:00
Matthias 70bac41d89 Add more backtest test scenarios 2022-05-06 19:50:10 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
Sam Germain 10cbb5e67c test_exchange::test_taker_or_maker fixes 2022-05-04 00:10:09 -06:00
Sam Germain 86ad5dd02a test_exchange::test_taker_or_maker fixes 2022-05-04 00:08:41 -06:00
Sam Germain dac9931b4a test_create_dry_run_order_fees 2022-05-03 23:56:49 -06:00
Sam Germain 5d9aee6b7e test_taker_or_maker 2022-05-03 23:56:49 -06:00
Matthias b2f33944ec Add preliminary backtesting test 2022-05-04 07:13:02 +02:00
Matthias 5c82cce06c Fix new test failures 2022-05-04 06:40:12 +02:00
Matthias eb996a152a Fix fee handling for futures trades 2022-05-03 19:06:17 +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
eSeR1805 b83cd95a02
Tests: add basic testcases for entry adjustment. 2022-05-02 18:07:48 +03:00
eSeR1805 04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
Nicolas Papp f9244aad92 Fix on max drawdown formula to match tests 2022-05-01 12:25:53 -03:00
Matthias 582e30bca6
Merge pull request #6716 from freqtrade/pairlocks_direction
Pairlocks direction
2022-05-01 17:04:20 +02:00
Matthias 910addd02b
Merge pull request #6753 from freqtrade/download_prepend
Download prepend
2022-05-01 15:15:16 +02:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
Matthias 53a2f55cf0 Merge branch 'develop' into pr/nicolaspapp/6715 2022-05-01 10:03:10 +02:00
Matthias 0c921e0116 Reorder api_backtesting test sequence 2022-04-30 20:08:40 +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 2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
eSeR1805 3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Sam Germain 23431a7106 removed invalid plotting and test_default_strategy tests for bot_start, edited edge test 2022-04-29 22:21:22 -06:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias 21df1b0db3 Use ORJSON for http responses 2022-04-29 07:17:31 +02:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias cb5c3316d1 Simplify log output 2022-04-28 19:43:52 +02:00
Matthias 2c0a7c5d74 Don't call interest_rate and isolated_liq twice 2022-04-27 17:13:58 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain 810e190e16 added tests for bot_start 2022-04-25 17:48:57 -06:00
Matthias 4143ebbeae Add CAGR calculation to backtesting 2022-04-25 10:51:11 +02:00
Matthias ad6e5c5312 Test informative fallback again 2022-04-25 07:41:51 +02:00
Matthias 5ff2261b74 Improve test to explicitly test for dates 2022-04-25 07:32:32 +02:00
Matthias 9bc6bbe472 Improve test for max_drawdown calculations 2022-04-25 07:23:16 +02:00
Matthias 9bb0f1f675 Move legacy strategy to "broken strats" folder 2022-04-25 07:11:32 +02:00
Matthias ec2582a4ae Update tests to no longer use Strategy V1 2022-04-25 07:02:09 +02:00
Nicolas Papp 086cc6be93 Correction on tests 2022-04-24 17:37:09 -03:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias 144e4da96e Update stoploss guard tests 2022-04-24 14:33:24 +02:00
Matthias 4942d73693 update pairlock tests 2022-04-24 14:33:24 +02:00
Matthias 845f960a4e realign pairlock naming to side 2022-04-24 14:33:24 +02:00
Matthias 420836b1b2 Update test naming 2022-04-24 14:33:24 +02:00
Matthias b7cada1edd Convert ProtectionReturn to dataclass 2022-04-24 14:33:24 +02:00
Matthias 6ff3b178b0 Add direction column to pairlocks 2022-04-24 14:33:24 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias 0807d3106f Remove unused import 2022-04-23 15:34:40 +02:00
Matthias 12d03e6a91 Remove unused test methods 2022-04-23 14:53:47 +02:00
Matthias d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder
Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
2022-04-23 14:23:53 +02:00
Matthias b1ca47e3d6
Merge pull request #6707 from koradiyakaushal/develop
Ref: timeseries friendly merge_ordered in merge_informative_pair func…
2022-04-23 14:22:23 +02:00
Matthias a2af7b4fd8 Test non-ffill approach 2022-04-23 11:25:20 +02:00
Matthias 30f314d580 windows compatibility of test 2022-04-23 10:44:11 +02:00
Matthias 89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
Matthias 7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
Optimize only new points
2022-04-23 09:43:33 +02:00
Matthias aa5345190e Test recursive strategy-listing 2022-04-23 09:19:18 +02:00
Matthias dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston 3ad1411f5e Fix imports 2022-04-19 13:08:01 +01:00
froggleston 165f59325f Merge branch 'v3_fixes' of github.com:froggleston/freqtrade into v3_fixes 2022-04-19 12:48:29 +01:00
froggleston 84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
eSeR1805 cea4f663d5
Merge branch 'develop' into feat_readjust_entry 2022-04-18 21:22:19 +03:00
Sam Germain 591a2fb7fc switch notionalFloor -> minNotional and notionalCap -> maxNotional 2022-04-16 21:47:44 -06:00
eSeR1805 698c25f133
Fix issues reported by flake. 2022-04-16 15:44:07 +03:00
eSeR1805 d65b64a46f
Merge branch 'develop' into feat_readjust_entry 2022-04-16 15:20:50 +03:00
eSeR1805 237d116d8c
Update existing tests to use the new func name. 2022-04-16 15:08:54 +03:00
Matthias a4ec8984cd
Merge pull request #6685 from freqtrade/bt_load_history
Backtesting load history
2022-04-15 16:06:20 +02:00
Matthias f61d4d36c3 Add test for 0 precision amount 2022-04-15 14:48:09 +02:00
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
Matthias 0c87702545 test for backtest history 2022-04-12 06:28:37 +02:00
Nicolas Papp c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias 4254d86658 Move test-backtestfiles to separate directory 2022-04-11 20:32:02 +02:00
Matthias baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Matthias 68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias 9556af1e6c Improve documentation for config imports 2022-04-10 10:14:34 +02:00