Commit Graph

338 Commits

Author SHA1 Message Date
Janne Sinivirta 3a5b435dfa
Merge pull request #1089 from freqtrade/feat/backtest_multi_strat
Allow multi strategy backtest without data reload
2018-08-02 12:35:47 +03:00
creslin a741f1144a missing __init__.py 2018-08-02 08:58:04 +00:00
Matthias 40ee86b357 Adapt after rebase 2018-07-31 21:08:03 +02:00
Matthias 76fbb89a03 use print for backtest results to avoid odd newline-handling 2018-07-31 21:04:03 +02:00
Matthias c648e2acfc Adjust documentation to strategy table 2018-07-31 21:04:03 +02:00
Matthias 028589abd2 Add strategy summary table 2018-07-31 21:04:03 +02:00
Matthias 5125076f5d Fix typo 2018-07-31 21:04:03 +02:00
Matthias a57a2f4a75 Store backtest-result in different vars 2018-07-31 21:04:03 +02:00
Matthias bd3563df67 Add test for new functionality 2018-07-31 21:04:03 +02:00
Matthias 644f729aea Refactor strategy loading to __init__ 2018-07-31 21:04:03 +02:00
Matthias 5f2e92ec5c Refactor backtesting 2018-07-31 21:04:03 +02:00
Matthias 65aaa3dffd Extract backtest strategy setting 2018-07-31 21:04:03 +02:00
Matthias 56046b3cb3 Add strategylist option to backtesting 2018-07-31 21:04:03 +02:00
Matthias 787d6042de Switch from pair(str) to metadata(dict) 2018-07-29 20:56:23 +02:00
Matthias 5fbce13830 update hyperopt to use new methods 2018-07-29 20:55:40 +02:00
Matthias 98665dcef4 revert inadvertent wihtespace changes 2018-07-29 20:55:37 +02:00
Matthias df8700ead0 Adapt after merge from develop 2018-07-29 20:55:37 +02:00
Gert Wohlgemuth 0dcaa82c3b fixed test? 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth 3dd7d209e9 more test fixes 2018-07-29 20:55:06 +02:00
Gert Wohlgemuth abc55a6e6b fixing? hyperopt 2018-07-29 20:55:06 +02:00
xmatthias 2e6e5029ba fix mypy and tests 2018-07-29 20:55:06 +02:00
Matthias 7f27beff4b
Revert "backtesting: try to load data with ujson if it exists" 2018-07-29 13:23:11 +02:00
Samuel Husso cb2fff8909 mypy doesn't handle common idiomacy so disable the line (see the open issue more details) 2018-07-28 22:06:26 +03:00
Samuel Husso cdd8cc551c backtesting: try to load data with ujson if it exists 2018-07-28 21:56:11 +03:00
Janne Sinivirta 4b38c8b11d use pandas own min and max for column sorting 2018-07-25 17:04:25 +03:00
Janne Sinivirta 0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
Record sell reason
2018-07-24 09:09:45 +03:00
Matthias 4fb9823cfb fix rebase problem 2018-07-19 19:50:06 +02:00
Matthias 760c79c5e9 Use `.center()` to output trades header line 2018-07-19 19:39:08 +02:00
Matthias a452864b41 Use namedtuple for sell_return 2018-07-19 19:39:08 +02:00
Matthias 506aa0e3d3 Add print_sales table and test 2018-07-19 19:34:14 +02:00
Matthias 2a61629014 Export sell_reason from backtest 2018-07-19 19:29:31 +02:00
Matthias cbffd3650b add sell_reason to backtesting 2018-07-19 19:29:31 +02:00
Janne Sinivirta 0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
Janne Sinivirta 6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
Matthias 8f254031c6 Add short form for parameters, change default for hyperopt 2018-07-19 13:19:36 +02:00
Matthias aa69177436 Properly check emptyness and adjust floatfmt 2018-07-19 13:14:21 +02:00
Matthias 79b1030435 output duration in a more readable way 2018-07-18 20:08:55 +02:00
Matthias f9f6a3bd04
cast to int to keep exports constant 2018-07-18 09:29:51 +02:00
Matthias 8e4d2abd4e
Fix typo 2018-07-18 09:10:17 +02:00
Matthias 08237abe20
Fix wrong backtest duration
identified in #1038
2018-07-18 09:06:12 +02:00
Matthias c82276ecbe add --disable-max-market-positions 2018-07-17 21:05:03 +02:00
Matthias e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta 85e6c9585a remove pass-through methods from Analyze 2018-07-16 08:23:39 +03:00
Janne Sinivirta a74147c472 move strategy initialization outside Analyze 2018-07-16 08:23:39 +03:00
Matthias 06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
Janne Sinivirta aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Matthias 8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias 1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00