Commit Graph

945 Commits

Author SHA1 Message Date
Matthias
369ede1af9 Improve handling of backtesting params 2021-03-20 18:46:57 +02:00
Matthias
9bea9a849a Add test for backtesting _enter_trade 2021-03-20 18:46:57 +02:00
Matthias
7f3b6c9349 Change some types
Fix types of new model object
2021-03-20 18:46:57 +02:00
Matthias
87d8b2f93d 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.
2021-03-20 18:46:57 +02:00
Matthias
0746a0edc7 Fix some type errors 2021-03-20 18:46:57 +02:00
Matthias
c2ee9160ca Check min-trade-stake in backtesting 2021-03-20 18:46:57 +02:00
Matthias
8f2477ced9 Improve backtesting metrics 2021-03-20 18:46:57 +02:00
Matthias
32707a6ba1 Improve performance by updating wallets only when necessary 2021-03-20 18:46:57 +02:00
Matthias
f7307fe40f ABS drawdown should show wallet high and low values 2021-03-20 18:46:57 +02:00
Matthias
2e6bb6c01a Use absolute drawdown calc 2021-03-20 18:46:57 +02:00
Matthias
2bbaeeb1b0 Shorten debug log 2021-03-20 18:46:57 +02:00
Matthias
8f03ce377b Add trade-volume metric 2021-03-20 18:46:57 +02:00
Matthias
78708de740 Backtest-reports should calculate total gains based on starting capital 2021-03-20 18:46:57 +02:00
Matthias
7cf61975fa Allow dynamic stake for backtesting and hyperopt 2021-03-20 18:46:57 +02:00
Matthias
bd8ecc4256 Enable compounding for backtesting 2021-03-20 18:46:57 +02:00
Matthias
0d664e553a Improve Wallet logging disabling for backtesting 2021-03-20 18:46:57 +02:00
Matthias
22412a1974 use get_all_locks to get locks for backtest result 2021-03-20 18:46:57 +02:00
Matthias
987f984c0f Use sell-reason value in backtesting, not the enum object 2021-03-20 18:46:57 +02:00
Matthias
f56e63895d Extract close method for exchange 2021-03-20 18:46:57 +02:00
Matthias
b89744753e remove only ccxt objects when hyperopting 2021-03-20 18:46:57 +02:00
Matthias
2e421ebe29 Add wallets to backtesting 2021-03-20 18:46:57 +02:00
Patrick Weber
5d01d202ad Fixed line length in HyperOpt for new name
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-20 18:46:57 +02:00
Patrick Weber
dd19f99a0a Add strategy name to HyperOpt results filename
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-20 18:46:57 +02:00
Matthias
c32f9706ff Fix too long line errors 2021-03-20 18:46:57 +02:00
raoulus
adf040ab97 added "Median profit" column to hyperopt -> export-csv 2021-03-20 18:46:57 +02:00
Matthias
c2a2719466 Fix mypy errors introduced by Arrow update 2021-03-20 18:46:57 +02:00
Matthias
11b20d6932 Add config to hyperopt_loss_function documentation 2021-02-17 07:04:29 +01:00
Matthias
eff0d46ea1
Merge pull request #4375 from flomerz/pass_processed_data
pass data and config to loss function
2021-02-16 20:06:50 +01:00
Matthias
009a447d8a Adjust documentation for new parameter in loss functions 2021-02-16 19:51:09 +01:00
Florian Merz
3e06cd8b3a pass data and config to loss function 2021-02-16 10:11:33 +01:00
Florian Reitmeir
5c263c7ffd add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed 2021-02-14 19:41:12 +01:00
Matthias
e7acee7904 Improve coin value output by rounding coin specific 2021-02-13 16:05:56 +01:00
Matthias
072abde9b7 Introduce round_coin_value to simplify coin rounding 2021-02-13 16:05:35 +01:00
Matthias
c659150d9f Also print trade_duration in seconds to json 2021-01-25 19:42:34 +01:00
Matthias
62e43539c9 Limit max_open_trades to maximum available pairs
closes #4008
2021-01-24 19:59:54 +01:00
Matthias
789a980a30 Fix tests for new export format 2021-01-24 19:42:32 +01:00
Matthias
deb8432d33 Streamline trade to dataframe conversion 2021-01-24 08:58:41 +01:00
Matthias
8ee264bc59 Don't use profit_percent for backtesting results anymore 2021-01-24 08:58:41 +01:00
Matthias
48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias
7c80eeea95 Add use_custom_stoploss to optimize_report 2021-01-19 22:51:12 +01:00
Matthias
0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias
9147106259 call bot_loop_start() in backtesting to allow setup-code to run 2021-01-14 19:09:25 +01:00
Matthias
baa1142afa Use preprocessed to get min/max date in hyperopt 2021-01-14 19:09:21 +01:00
Matthias
9d4cdcad10 Extract backtesting of one strategy 2021-01-14 19:04:42 +01:00
Matthias
f3de0dd3eb Fix support for protections in hyperopt
closes #4208
2021-01-14 06:53:40 +01:00
Matthias
63a579dbab Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
2021-01-11 19:30:25 +01:00
Matthias
f11fd2fee1 Sort imports 2020-12-23 17:00:02 +01:00
Matthias
67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias
266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias
f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00