Matthias
6637dacd7f
Extract protections in backtesting
2022-02-05 16:28:47 +01:00
Matthias
7ac44380f7
Extract backtest order closing to models class
2022-02-05 16:28:46 +01:00
Matthias
090554f197
Try fill backtest order imediately for adjusted order
2022-02-05 16:28:21 +01:00
Matthias
f4149ee462
Force ROI to be within candle
2022-02-05 16:28:21 +01:00
Matthias
44e616c264
Add unfilledtimeout to required props for backtesting
2022-02-05 16:28:21 +01:00
Matthias
49cecf1cb2
Small cosmetic fix
2022-02-05 16:28:21 +01:00
Rokas Kupstys
9140679bf4
Backtest order timeout continued.
2022-02-05 16:28:21 +01:00
Rokas Kupstys
15698dd1ca
Fix errors so it runs, implement timeout handling.
2022-02-05 16:28:21 +01:00
Matthias
f7a1cabe23
Add first version to fill orders "later" in backtesting
2022-02-05 16:28:21 +01:00
Matthias
c12e5a3b6c
Initial idea backtesting order timeout
2022-02-05 16:28:21 +01:00
Sam Germain
8b57827676
exchange.get_max_pair_stake_amount hard set leverage to 0
2022-02-04 14:26:15 -06:00
Sam Germain
dc6cb445fd
Merge branch 'feat/short' into max-amount
2022-02-04 04:42:38 -06:00
Sam Germain
3ee2b7978c
wallets.validate_stake_amount added param max_stake_available
2022-02-03 20:33:16 -06:00
Sam Germain
7465037906
freqtradebot.execute_entry test for too high stake amount
2022-02-03 20:33:16 -06:00
Sam Germain
8c680d75b9
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
2022-02-03 20:33:16 -06:00
Sam Germain
6b6b35ac1c
check for max stake limit in freqtradebot and backtesting
2022-02-03 20:33:04 -06:00
Sam Germain
edc0e9c75f
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
2022-02-03 17:48:34 -06:00
Sam Germain
977f87659c
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
2022-02-03 17:48:33 -06:00
Sam Germain
73d10b5c02
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
2022-02-03 17:48:33 -06:00
Matthias
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
...
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Matthias
463714832d
Merge branch 'develop' into feat/short
2022-01-29 14:19:30 +01:00
Matthias
5d0c2bcb44
Shift candles after pushing them to dataprovider
...
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust
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Add max_buy_position_adjustment as attribute
2022-01-27 20:13:51 +01:00
Matthias
002226f5fd
Update setting to max_entry_position_adjustment
2022-01-27 16:57:50 +01:00
Matthias
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator
...
Pass dimensions to generate_estimator
2022-01-25 19:37:22 +01:00
Italo
30b27ae736
explicit dtype
2022-01-25 12:29:55 +00:00
Italo
f7a5b2cb71
explicit dimensions, added **kwargs, updated docs
2022-01-25 11:43:40 +00:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-25 10:30:18 +09:00
Matthias
e252830229
Add entry_tag to "entry" callbacks
2022-01-24 07:02:01 +01:00
Reigo Reinmets
451eca51c8
Optimise the multiple usages of the same timestamp.
2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9
Fix missing order time info in backtesting.
2022-01-23 20:52:35 +02:00
Matthias
7429f535c1
Imrpove code by reusing available properties
2022-01-23 18:59:09 +01:00
Matthias
ad28543d4d
Update kraken calculation
2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe
Update funding_fee formula to correctly calculate fees for long trades
2022-01-22 19:46:10 +01:00
Matthias
f26cd19146
Merge index and mark rates as part of dataload
2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c
calculate_funding_fees is actually a public exchange interface (used in backtesting).
2022-01-22 19:45:46 +01:00
Matthias
e9e7fd749b
Support funding-fees while running backtest
2022-01-22 19:45:43 +01:00
Matthias
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
Matthias
01b331ee42
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation
...
set stoploss at trade creation
2022-01-22 16:17:47 +01:00
Italo
82f0d4d056
set stoploss at trade creation
2022-01-22 14:03:12 +00:00
Stefano Ariestasia
fe5f61694b
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-22 21:25:16 +09:00
Matthias
bb1d8fb54f
Improve message when no hyperopt fie is found
...
closes #6266
2022-01-21 15:24:26 +01:00
Stefano Ariestasia
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust
2022-01-21 17:11:36 +09:00
Matthias
a6c7f45545
Update webserver backtseting to reuse prior results
2022-01-20 06:51:48 +01:00
Stefano Ariestasia
62ea1a445e
add lines to show_config message
2022-01-20 10:03:26 +09:00
Rokas Kupstys
5fffc5033a
Rework backtesting --no-cahche to --cache=[none, day, week, month].
...
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Italo
a4dbdb549d
added type spec
2022-01-19 01:37:47 +00:00
Italo
407c20412d
Pass dimensions to generate_estimator
...
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
2022-01-19 01:07:41 +00:00
Matthias
2bcfc0c90c
Add warning about cache problems
2022-01-16 18:01:05 +01:00
Matthias
5bb48eaed0
Replace Nan with 0 or None in backtesting
...
part of #6224
2022-01-16 14:49:29 +01:00
Rokas Kupstys
062d00e8f2
Fix @informative decorator failing with edge.
2022-01-15 17:31:16 +02:00
Rokas Kupstys
2b7405470a
Fix timerange check.
2022-01-15 17:30:40 +02:00
Rokas Kupstys
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
Reigo Reinmets
13bc5c5d8f
Fine, this does look better.
2022-01-13 20:24:21 +02:00
Reigo Reinmets
678be0b773
Slightly move code.
2022-01-13 20:16:45 +02:00
Reigo Reinmets
3b7167ab07
Fix backtesting missing filled amounts in orders.
2022-01-10 20:30:40 +02:00
Reigo Reinmets
0bca07a32a
Added min_stake, max_stake. Removed pair as its included in trade.
2022-01-08 17:20:02 +02:00
Reigo Reinmets
8e424f7c73
Merge branch 'freqtrade:develop' into dca
2022-01-08 14:57:15 +02:00
Matthias
dad080f56f
Merge branch 'develop' into feat/short
2022-01-08 10:45:15 +01:00
Matthias
04976658da
Fix crash when using backtesting-show on a old backtestresult
2022-01-07 17:34:47 +01:00
Rokas Kupstys
11ace0f867
Instead of clearing processed dict, store df_analyzed (one with buy/sell signals) dataframe in it.
...
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179 .
Amends #6133 (a715083fc0
2022-01-07 12:07:49 +02:00
Matthias
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
Matthias
e540959c27
Remove btdata from generate_strategy_stats
2022-01-07 09:27:07 +01:00
Matthias
1203d08d1e
generate_pair_metrics does not need processed dict
2022-01-07 09:27:07 +01:00
Matthias
addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes
...
Improved drawdown calculation
2022-01-06 09:56:05 +01:00
Matthias
2a2392fd73
Update parameter name in docstring
2022-01-06 09:15:30 +01:00
Matthias
a9a6cf13f8
Add exit_tag to detail-sells
...
closes #6159
2022-01-06 08:22:15 +01:00
Matthias
6abd6bceb9
Avoid recalculating statistics for comparison line
2022-01-05 20:16:48 +01:00
Sam Germain
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
Matthias
8373a4e713
Small Adjustments to improve compatibility
2022-01-04 19:17:08 +01:00
Matthias
4d9b4ddc28
Update hyperopt-tools to use account drawdown
2022-01-04 17:43:39 +01:00
Matthias
09fae25c94
Fix some tests after drawdown calculation change
2022-01-04 17:07:31 +01:00
Matthias
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
Matthias
42579c0268
Drop hyperopt results legacy mode
2022-01-04 17:06:40 +01:00
Matthias
711a6a6dbc
Merge branch 'develop' into pr/xataxxx/6079
2022-01-02 22:21:41 +01:00
Matthias
209ecc8732
Fix typo in bt_progress
2022-01-02 19:38:03 +01:00
Matthias
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
Matthias
670aed06bf
Remove loop for hyperopt.
2021-12-31 17:35:08 +01:00
Rokas Kupstys
a715083fc0
Reduce memory usage by not holding on to no longer needed data.
2021-12-31 12:10:01 +02:00
Wade Dyck
3d9360bb8c
When backtesting, pass the candle_type to load_data.
2021-12-27 11:46:05 -07:00
Reigo Reinmets
817a65b656
This is not needed since backtesting does not have open orders.
2021-12-26 20:01:48 +02:00
Reigo Reinmets
de79d25caf
Refactoring to use strategy based configuration
2021-12-24 12:38:43 +02:00
Reigo Reinmets
db2f0660fa
Some more compatibility fixes.
2021-12-18 11:15:59 +02:00
Reigo Reinmets
30673f84f9
Flake8 compatibility
2021-12-18 11:00:25 +02:00
Reigo Reinmets
d10fb95fce
Fix typo
2021-12-17 22:27:10 +02:00
Reigo Reinmets
f11a40f144
Improve documentation on adjust_trade_position and position_adjustment_enable
2021-12-11 17:14:04 +02:00
Reigo Reinmets
f97662e816
Add position_adjustment_enable config keyword to enable it.
2021-12-11 00:28:12 +02:00
Reigo Reinmets
1e3fc5e984
Slight code touchup
2021-12-10 22:48:00 +02:00
Reigo Reinmets
c179951cca
Expect stake_amount, not actual amount of pair from strategy for DCA.
2021-12-10 20:42:24 +02:00
Reigo Reinmets
b2c2852f86
Initial backtesting support. This does make it rather slow.
2021-12-09 23:21:35 +02:00
Matthias
edd80c3006
Merge branch 'develop' into feat/short
2021-12-09 06:34:07 +01:00
Matthias
c981cc335d
Remove wrong comment
2021-12-04 14:51:55 +01:00
Matthias
68ac8008ec
Call custom_exit_price only for sell_signal and custom_sell
2021-12-04 14:14:22 +01:00
Matthias
86910b58dc
Bracket entry/exit prices to low/high of the candle
2021-12-03 17:44:53 +01:00
Matthias
d1209fe415
Merge branch 'develop' into pr/GluTbl/5756
2021-12-03 17:37:44 +01:00
Matthias
2f17fa2765
Update more to use candleType
2021-12-03 14:15:35 +01:00
Matthias
5493212672
More candletype changes
2021-12-03 13:04:31 +01:00
Matthias
77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
...
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
Matthias
67f3570bf3
Merge branch 'develop' into feat/short
2021-12-01 07:21:36 +01:00
Matthias
a2a974fc6d
correctly apply leverage to backtesting
2021-11-30 20:32:34 +01:00
Matthias
6ca6f62509
Remove duplicate code in optimize_reports
2021-11-27 09:39:10 +01:00
Matthias
450293878f
Merge pull request #5964 from stash86/fix-docs
...
Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
Matthias
897788de17
Reformulate exception to be "nicer"
2021-11-26 07:02:50 +01:00
Matthias
cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
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Short buy tag compat
2021-11-26 06:29:56 +01:00
Stefano Ariestasia
5307d2bf3b
Trimming the sentence
2021-11-25 17:04:04 +09:00
Stefano Ariestasia
0d1e84cf55
Add more words
...
Because apparently, we get at least 1 question about this everyday in Discord
2021-11-25 16:00:10 +09:00
Matthias
ce0593c0e1
Merge branch 'develop' into feat/short
2021-11-23 07:35:26 +01:00
Rokas Kupstys
78a00f2518
Use market data to get base and quote currencies in @informative() decorator.
2021-11-22 09:27:45 +02:00
Matthias
c26c0b6822
Merge branch 'feat/short' into short_buy_tag_compat
2021-11-21 19:31:59 +01:00
Matthias
aad37bb8f3
Merge pull request #5924 from freqtrade/feat/leverage
...
call leverage methods
2021-11-21 19:30:27 +01:00
Matthias
63d94aa585
short should be allowed for all non-spot modes
2021-11-21 19:29:08 +01:00
Matthias
fb519a5b39
Add comment with reasoning to ignore leverage in min_amount calculation
2021-11-21 10:28:40 +01:00
Matthias
192ac88314
Update optimize-reports to enter_tag wording
2021-11-21 10:20:09 +01:00
Matthias
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
Matthias
6247608cc6
top/bottom cap leverage
2021-11-19 07:11:19 +01:00
Matthias
021d1b518c
Call "leverage" to determine leverage to be used.
2021-11-18 20:55:45 +01:00
Matthias
5a8824171c
Add short/long metrics to backtest result
2021-11-18 20:42:43 +01:00
Matthias
0a50017c84
Add long/short support to backtesting
2021-11-18 20:34:59 +01:00
Matthias
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
Matthias
8638e6fe47
Simplify tradingmode parsing
2021-11-18 19:58:44 +01:00
Matthias
e0fd880c11
Improve some more pct formattings
2021-11-11 16:12:23 +01:00
Matthias
4eb9038358
Some more fixes to % formatting
2021-11-11 15:06:16 +01:00
Matthias
23a566b478
validate_stake_amount should not be a private method
2021-11-10 06:38:24 +01:00
Matthias
e4cca63163
Align sell_reason assignment location
...
trade mode sets it after "exit confirmation" - so should backtesting
detected in #5828
2021-11-08 19:32:13 +01:00
Matthias
ebc38159b8
Merge branch 'develop' into feat/short
2021-11-06 15:24:52 +01:00
raphael
ae2343db93
Update optimize_reports
...
Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.
2021-11-04 10:25:13 -04:00
Matthias
431b96de98
Merge branch 'develop' into pr/theluxaz/5710
2021-11-03 19:43:36 +01:00
Matthias
4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
...
Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
Matthias
c094ac5762
Merge branch 'develop' into feat/short
2021-10-30 19:45:19 +02:00
Matthias
20904f1ca4
Add tests for new command
2021-10-30 19:43:42 +02:00
Matthias
72ecb45d86
Add test for backtest_show logic
2021-10-30 16:53:48 +02:00
Matthias
d60001e886
Stoploss cannot be below candle low
...
fix #5816
2021-10-30 16:14:13 +02:00
Matthias
f472709438
Add option to show sorted pairlist
...
Allows easy copy/pasting of the pairlist to a configuration
2021-10-30 10:50:40 +02:00
Matthias
6f1e719216
Merge branch 'develop' into pr/cryptomeisternox/5150
2021-10-30 10:26:05 +02:00
Matthias
201fe108bc
Merge pull request #5607 from TreborNamor/develop
...
a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
Matthias
5cdae2ce3f
Remove CalmarDaily hyperopt loss
2021-10-29 06:53:40 +02:00
Matthias
20a61e03da
Merge pull request #5786 from SimonEbner/clean_up_file_handles
...
Clean up file handles
2021-10-25 19:49:07 +02:00
Robert Roman
88b96d5d1b
Update hyperopt_loss_calmar.py
2021-10-25 00:45:10 -05:00
Simon Ebner
f7926083ca
Clean up unclosed file handles
...
Close all file handles that are left dangling to avoid warnings such as
```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
2021-10-24 23:15:05 +02:00
Simon Ebner
df033d92ef
Improve performance of decimalspace.py
...
decimalspace.py is heavily used in the hyperoptimization. The following
benchmark code runs an optimization which is taken from optimizing a
real strategy (wtc).
The optimized version takes on my machine approx. 11/12s compared to the
original 32s. Results are equivalent in both cases.
```
import freqtrade.optimize.space
import numpy as np
import skopt
import timeit
def init():
Decimal = freqtrade.optimize.space.decimalspace.SKDecimal
Integer = skopt.space.space.Integer
dimensions = [Decimal(low=-1.0,
high=1.0,
decimals=4,
prior='uniform',
transform='identity')] * 20
return skopt.Optimizer(
dimensions,
base_estimator="ET",
acq_optimizer="auto",
n_initial_points=5,
acq_optimizer_kwargs={'n_jobs': 96},
random_state=0,
model_queue_size=10,
)
def test():
opt = init()
actual = opt.ask(n_points=2)
expected = [[
0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399,
0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575,
0.6108, 0.4514, 0.5982, 0.3506
], [
0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771,
-0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372,
-0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036
]]
absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual)))
assert absdiff < 1e-5
def time():
opt = init()
print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals()))
if __name__ == "__main__":
test()
time()
```
2021-10-24 18:14:24 +02:00
Matthias
22dd2ca003
Fix mypy type errors
2021-10-24 15:18:29 +02:00
Matthias
17432b2823
Improve some stylings
2021-10-24 09:15:05 +02:00
Matthias
dffb4c5d53
Merge branch 'develop' into pr/TreborNamor/5607
2021-10-24 08:55:10 +02:00
Sam Germain
aed22f7dad
Merge branch 'develop' into feat/short
2021-10-22 11:45:27 -06:00
Matthias
78724e304e
Merge branch 'develop' into pr/theluxaz/5710
2021-10-21 17:46:39 +02:00
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
