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585 Commits

Author SHA1 Message Date
Matthias 2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
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 d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Sam Germain 810e190e16 added tests for bot_start 2022-04-25 17:48:57 -06:00
Matthias ec2582a4ae Update tests to no longer use Strategy V1 2022-04-25 07:02:09 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +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 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 84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
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 54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias 4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias 5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
Matthias 6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias 54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias dc462e63fe update BTContainer use_sell_signal 2022-04-03 19:27:30 +02:00
Matthias d94b73b396 Update some documentation 2022-04-03 10:44:27 +02:00
Matthias 543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias f742d21690 Add test showing #6629 2022-04-02 16:16:26 +02:00
Matthias a13d4e5519 Renumber backtest-detail tests 2022-04-01 07:00:51 +02:00
Italo a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Matthias 743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias 08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Matthias eb08b92180 Raise exception when ticker_interval is set. 2022-03-20 09:01:36 +01:00
Matthias 9b2ec5e653 Fix missleading variable naming 2022-03-17 06:58:08 +01:00
Matthias 20f02eb773 Add test for stoploss case 2022-03-16 21:28:24 +01:00
Matthias 2fab3de4d7 More backtest-detail tests 2022-03-16 20:12:09 +01:00
Matthias 295668d06c Add a few testcases 2022-03-16 20:12:09 +01:00
Matthias c934f939e3 Update a few more short tests 2022-03-16 20:12:09 +01:00
Matthias c0781a98e8 Add ROI test 2022-03-16 20:12:09 +01:00
Matthias 298797cbfd Add stoploss short test 2022-03-16 20:12:09 +01:00
Matthias c47b5b9087 Update bt_detail column descriptions 2022-03-16 20:12:00 +01:00
adriance 7dd57e8c04 format 2022-03-14 18:39:11 +08:00
adriance 1d4eeacc6d fix test_backtest__enter_trade_futures row data error 2022-03-14 17:55:42 +08:00
Matthias efc313b28b
Merge pull request #6512 from freqtrade/short_order_types 
Short order types renamal
 2022-03-12 09:32:16 +01:00
Matthias 93a91bdeee Update order_Types documentation 2022-03-09 07:44:21 +01:00
Matthias 51828a0b0b Update buy-signals to entry wording 2022-03-09 07:03:37 +01:00
Matthias 3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias d2a163e2cf rename column to liquidation_price 2022-03-07 17:16:33 +01:00
Sam Germain c9988e0aa2 test_backtest__enter_trade_futures comment calculations include liquidation buffer 2022-03-02 12:46:31 -06:00
Sam Germain c0e11beced linting 2022-03-02 01:30:52 -06:00
Sam Germain c0fb6f7e85 test_backtest__enter_trade_futures - fixed formula in comments 2022-03-02 01:26:47 -06:00
Matthias 1c4a7c25d7 Fix failing test 2022-03-02 07:14:36 +01:00
Matthias 478d440e80 Test backtesting with USDT pairs 2022-03-02 07:00:07 +01:00
Matthias 1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias c39e7368ee Split backtesting test to properly initialize it 2022-02-28 19:58:44 +01:00
Matthias 8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Sam Germain 1121965c6e liq backtesting tests 2022-02-27 14:28:28 -06:00
Sam Germain 499e21517b test_persistence tests for stoploss with leverage adjustements 2022-02-26 13:55:37 -06:00
Matthias fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias 42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias 8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Sam Germain 88a8ff2f4e Merge branch 'feat/short' into leverage-tiers 2022-02-16 08:05:51 -06:00
Matthias e7bfb4fd5c Add test case for "sell below close" case 2022-02-16 13:42:39 +01:00
Matthias 30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Matthias acd7f26a9d update tc36 to properly cover #6261 2022-02-14 20:00:31 +01:00
Sam Germain a99cf2eeed redid get_max_leverage 2022-02-12 23:02:07 -06:00
Sam Germain fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias 9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout 
Backtest order timeout
 2022-02-09 07:12:35 +01:00
Matthias dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias 85767d0d70 Add timedout_*_orders to tests 2022-02-07 19:33:22 +01:00
Sam Germain 33b04b1992 deleted outdated todos 2022-02-07 02:47:18 -06:00
zx 0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias 22173851d6 Detail tests for custom exit pricing 2022-02-05 16:28:47 +01:00
Matthias 2a59ef7311 Add detail tests for timeout behaviour 2022-02-05 16:28:47 +01:00
Matthias 58fad72778 Update wallets when necessary 
closes #6321
 2022-02-05 16:28:47 +01:00
Matthias f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
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 6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain 30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias 463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias 4b9d55dbe2 Add test for backtest dataprovider 
(should cache the correct candle)
 2022-01-27 18:59:23 +01:00
Matthias 88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias 6492e1cd76 Investigate random test failure 2022-01-23 17:42:18 +01:00
Matthias bf0b95b3d8 Improve backtest tests 2022-01-22 19:46:11 +01:00
Matthias f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias 314a544881 Add Failing test for get_strategy_run_id 
Fails because max_open_trades is "inf"
emulates behaviour of `max_open_trades=-1` when loading the
configuration)
 2022-01-22 08:09:08 +01:00
Matthias bb1d8fb54f Improve message when no hyperopt fie is found 
closes #6266
 2022-01-21 15:24:26 +01:00
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
Matthias 5bb48eaed0 Replace Nan with 0 or None in backtesting 
part of #6224
 2022-01-16 14:49:29 +01:00
Matthias 9becce9897 Update failing test 2022-01-15 17:30:40 +02:00
Rokas Kupstys 526ed7fa9a Add test_backtest_start_multi_strat_caching test flexing backtest result caching. 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 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 827b8d3e4c Don't use test_datadir as userdata dir 
use tmpdir
 2022-01-07 20:00:20 +01:00