Commit Graph

11568 Commits

Author SHA1 Message Date
Matthias
4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
Matthias
aba034ff40 Fix mypy problem after mypy 0.800 upgrade 2021-02-28 11:04:30 +01:00
dependabot[bot]
94cab4ed71 Bump mypy from 0.790 to 0.812
Bumps [mypy](https://github.com/python/mypy) from 0.790 to 0.812.
- [Release notes](https://github.com/python/mypy/releases)
- [Commits](https://github.com/python/mypy/compare/v0.790...v0.812)

Signed-off-by: dependabot[bot] <support@github.com>
2021-02-28 11:04:30 +01:00
Matthias
54ccbd9370
Merge pull request #4391 from squat0001/develop
Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
Matthias
a13dc3cdde Use sensible defaults for balance_dust_level 2021-02-28 09:57:52 +01:00
Matthias
9cb37409fd Explicitly convert starting-balance to float 2021-02-28 09:56:29 +01:00
Florian Reitmeir
0895407811 add balance_dust_level parameter to make telegram less chatty 2021-02-28 08:51:32 +01:00
Matthias
05f057fe72 Stringify favicon path
potentially closes #4459
2021-02-28 08:48:28 +01:00
Matthias
bc0efe5baa
Merge pull request #4457 from JoeSchr/patch-4
Fix: custom_stoploss returns typo
2021-02-28 08:36:21 +01:00
JoeSchr
e791ff6042
Fix: custom_stoploss returns typo
Afaik it should return -0.07 for 7% instead of -0.7.

As a side note, really interesting would also be an example for greater than 100% profits. especially when trailing stoploss, like
* Once profit is > 200% - stoploss will be set to 150%.

I assume it could be as simple as
```py
if current_profit > 2:
            return (-1.50 + current_profit)
````
to achieve it

But I'm not quite confident, if the bot can handle stuff smaller than `-1`, since `1` and `-1` seem to have some special meaning and are often used to disable stoploss etc.
2021-02-27 23:28:26 +01:00
Matthias
d9d5617432 UPdate backtesting doc for total profit calc 2021-02-27 20:26:13 +01:00
Matthias
b2e9295d7f Small stylistic fixes 2021-02-27 19:57:42 +01:00
Matthias
6018a05343 Improve backtest documentation 2021-02-27 10:45:22 +01:00
Matthias
324b9dbdff Simplify wallet code 2021-02-27 10:33:25 +01:00
Matthias
f65092459a Fix optimize_reports test 2021-02-27 10:14:25 +01:00
Matthias
fb489c11c9 Improve test-coverage of pairlocks 2021-02-27 10:07:02 +01:00
Matthias
f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias
d3fb473e57 Improve backtesting documentation 2021-02-27 09:33:00 +01:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias
60db6ccf45 Add test for subclassing 2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce 2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a Fix some type errors 2021-02-27 09:33:00 +01:00
Matthias
52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias
f04f07299c Improve backtesting metrics 2021-02-27 09:33:00 +01:00
Matthias
7913166453 Improve performance by updating wallets only when necessary 2021-02-27 09:33:00 +01:00
Matthias
37d7d2afd5 Wallets should not recalculate close_profit for closed trades 2021-02-27 09:33:00 +01:00
Matthias
f367375e5b ABS drawdown should show wallet high and low values 2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias
74fc4bdab5 Shorten debug log 2021-02-27 09:32:59 +01:00
Matthias
72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias
8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias
959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias
0754a7a78f total_open_trades_stake should support no-db mode 2021-02-27 09:32:59 +01:00
Matthias
0faa6f84dc Improve Wallet logging disabling for backtesting 2021-02-27 09:32:59 +01:00
Matthias
20455de2a9 Small enhancements to docs 2021-02-27 09:32:59 +01:00
Matthias
081b9be45c use get_all_locks to get locks for backtest result 2021-02-27 09:32:59 +01:00
Matthias
e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
Matthias
712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias
b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias
4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00
Matthias
9361aa1c95 Add wallets to backtesting 2021-02-27 09:32:59 +01:00
Matthias
f0a154692d Wallets should use trade_proxy 2021-02-27 09:32:59 +01:00
Matthias
9968e4e49c Add warning about downloading data from kraken
closes #4449
2021-02-27 08:26:13 +01:00
Matthias
b92fb6d3d0
Merge pull request #4452 from JoeSchr/patch-3
Fix(strategy/interface.py): comment typo
2021-02-27 08:16:50 +01:00