649 Commits

Author	SHA1	Message	Date
rextea	dc4ea604dd	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:19:16 +02:00
rextea	eb5d69dcd4	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:12:08 +02:00
rextea	6856963aef	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:09:41 +02:00
Matthias	b57c150654	Final balance should include forcesold pairs	2021-03-14 09:48:40 +01:00
Matthias	d1acc8092c	Improve backtest performance	2021-03-13 10:17:14 +01:00
Matthias	0db5c9746f	Merge pull request #4454 from freqtrade/backtest_compound_speed ... Backtest compound, wallet, ...	2021-03-10 10:07:40 +01:00
Matthias	4b550dab17	Always reset fake-databases ... Otherwise results may stick around for the next strategy	2021-03-08 19:40:29 +01:00
Matthias	0b81b58d28	Use pandas.values.tolist instead of itertuples ... speeds up backtesting closes #4494	2021-03-07 11:28:54 +01:00
Matthias	2083cf6ddf	Fix mypy errors introduced by Arrow update	2021-03-01 08:57:57 +01:00
Matthias	b2e9295d7f	Small stylistic fixes	2021-02-27 19:57:42 +01:00
Matthias	324b9dbdff	Simplify wallet code	2021-02-27 10:33:25 +01:00
Matthias	98f3142b30	Improve handling of backtesting params	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	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	7913166453	Improve performance by updating wallets only when necessary	2021-02-27 09:33:00 +01:00
Matthias	74fc4bdab5	Shorten debug log	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	0faa6f84dc	Improve Wallet logging disabling for backtesting	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	712d503e6c	Use sell-reason value in backtesting, not the enum object	2021-02-27 09:32:59 +01:00
Matthias	9361aa1c95	Add wallets to backtesting	2021-02-27 09:32:59 +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	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	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
Matthias	5849d07497	Export locks as part of backtesting	2020-12-07 11:39:01 +01:00
Matthias	bb51da8297	Fix slow backtest due to protections	2020-12-07 11:39:01 +01:00
Matthias	75a5161650	Support multis-strategy backtests with protections	2020-12-07 11:39:01 +01:00
Matthias	a3f9cd2c26	Only load protections when necessary	2020-12-07 11:39:01 +01:00
Matthias	e2d15f4082	Add parameter to enable protections for backtesting	2020-12-07 11:39:01 +01:00
Matthias	32189d27c8	Disable output from plugins in backtesting	2020-12-07 11:39:01 +01:00
Matthias	9f34aebdaa	Allow closing trades without message	2020-12-07 11:39:01 +01:00
Matthias	b606936eb7	Make changes to backtesting to incorporate protections	2020-12-07 11:39:01 +01:00
Matthias	e73203acb8	FIx bug with dmmp	2020-11-01 10:51:07 +01:00
Matthias	cf2ae788d7	Convert backtesting rows to Tuples for performance gains	2020-10-18 17:16:57 +02:00
Matthias	5d3a67d324	Don't debug-log during backtesting. ... Even though log-messages are surpressed, calling "debug" will always have to do something.	2020-10-18 16:38:16 +02:00
Matthias	b80a219d03	Improve typehints for backtesting	2020-10-18 16:35:23 +02:00
Matthias	2591a34db4	Don't use arrow objects for backtesting	2020-10-18 16:18:52 +02:00
Matthias	23278e52db	remove obsolete logging statements	2020-10-08 20:22:59 +02:00
Matthias	e8f2c09f08	Extract handling of left open trades to seperate method	2020-10-08 20:11:45 +02:00
Matthias	52502193c4	Backtesting should not double-loop for sell signals	2020-10-07 20:59:05 +02:00
Matthias	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +02:00
Matthias	bb27b236ce	Remove unused arguments	2020-09-26 14:55:12 +02:00
Matthias	ff3e2641ae	generate_backtest_stats must take config options from the strategy ... config as a strategy can override certain options.	2020-09-25 20:47:37 +02:00
Matthias	284d39930f	Allow using pairlists through dataprovider in backtesting	2020-08-30 10:07:28 +02:00
Matthias	3d515ed5bf	Merge pull request #3558 from freqtrade/bt_add_maxdrawdown ... Revise backtesting export format, add some metrics	2020-08-19 06:39:47 +02:00
Matthias	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +02:00
Matthias	2afe1d5b11	Add link to full sample	2020-08-08 17:30:31 +02:00
Matthias	dd430455e4	Enable dataprovier for hyperopt	2020-08-08 17:04:32 +02:00
Matthias	c1191400a4	Allow 0 fee value by correctly checking for None	2020-07-15 19:20:20 +02:00
Matthias	0d15a87af8	Remove old store_backtest method	2020-07-03 20:21:32 +02:00
Matthias	7727292861	Rename duration to trade_duration	2020-07-03 06:58:27 +02:00
Matthias	f368aabcc7	Add amount to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	6e94734678	Add fee to backtestresult	2020-07-03 06:58:27 +02:00
Matthias	075eb0a161	Fix sequence of saving	2020-07-03 06:58:27 +02:00
Matthias	0fa56be9d2	remove openIndex and closeIndex from backtest-report	2020-07-03 06:58:27 +02:00
Matthias	b068e7c564	Rename open_time and close_time to *date	2020-07-03 06:58:27 +02:00
Matthias	415853583b	Save backtest-stats	2020-07-03 06:58:27 +02:00
Matthias	fbddfaeacf	Introduce DatetimePrintFormat	2020-07-03 06:58:27 +02:00
Matthias	cbcf3dbb43	Add more metrics to summarytable	2020-07-03 06:58:27 +02:00
hroff-1902	02c0488d45	Merge pull request #3453 from freqtrade/fix/3363 ... Backtesting should load pairlists after the strategy	2020-06-29 21:53:33 +03:00
Matthias	72ae4b1500	Load pairlist after strategy to use strategy-config ... fail in certain conditions when using strategy-list Fix #3363	2020-06-07 16:15:26 +02:00
hroff-1902	64881a94e2	Merge branch 'develop' into timeframe	2020-06-02 15:56:34 +03:00
Matthias	cadc50ce9b	Replace more occurances of ticker_interval with timeframe	2020-06-01 20:49:40 +02:00
Matthias	091693308a	Correctly call show_backtest_results	2020-06-01 09:25:26 +02:00
Matthias	fb8a85da01	Disallow VolumePairList from backtesting for now	2020-04-27 07:56:17 +02:00
Matthias	8987859044	Enable pairlist parsing for backtesting and hyperopt	2020-04-25 15:37:13 +02:00
Matthias	de47186263	Use .loc for assignments	2020-04-02 19:31:48 +02:00
Matthias	e95665ceca	Make backtestresult storing independent from printing	2020-03-15 15:36:23 +01:00
Matthias	a13d581658	Move backtest-result visualization out of backtesting class	2020-03-15 15:17:53 +01:00
Matthias	6106d59e1a	Move store_backtest_results to optimize_reports	2020-03-15 15:17:35 +01:00
Matthias	328dbd3930	Remove unnecessary parameter to generate_text_table_sell_reason	2020-03-15 15:04:48 +01:00
Matthias	0f1640bed4	convert exportfilename to Path when config parsing	2020-03-15 09:39:45 +01:00
hroff-1902	ebb0187f40	dataframe -> df_analyzed in backtesting and edge	2020-03-13 03:54:56 +03:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Fredrik81	55d471190a	Changed table style of backtesting and alignment of headers	2020-02-27 13:28:28 +01:00
Matthias	d65a06947d	Merge branch 'develop' into data_handler	2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun	5b00eaa42d	Updated Strategy Summary table to match other backtesting tables (#2864)	2020-02-06 06:58:58 +01:00
hroff-1902	d457d43999	Merge pull request #2833 from hroff-1902/type-hints ... Add some type hints	2020-02-03 23:24:26 +03:00
hroff-1902	f3d500085c	Add some type hints	2020-02-02 07:00:40 +03:00
Yazeed Al Oyoun	e2b3907df5	more consistent backtesting tables and labels	2020-01-31 04:39:18 +01:00
Matthias	1b9af9d2d8	Merge branch 'develop' into data_handler	2020-01-26 20:31:13 +01:00
Matthias	bd4dd8403b	Fix type-errors with stake_amount	2020-01-25 12:49:37 +01:00
hroff-1902	f4c7edf551	No args for backtest(), use arguments	2020-01-25 12:49:37 +01:00
Matthias	fc2970f41b	Merge branch 'develop' into data_handler	2020-01-21 06:58:48 +01:00
Tejesh	f73f0b1653	Update comments on backtesting	2020-01-15 19:29:00 +05:30
Matthias	c475729c13	Extract edge reporting to optimize_reports	2020-01-09 06:52:34 +01:00
Matthias	904e1647e1	Extract generate_text_table_strategy to seperate module	2020-01-02 09:31:53 +01:00
Matthias	caec345c0b	Extract generate_text_table_sell_reason from backtesting class	2020-01-02 09:31:53 +01:00
Matthias	18a53f4467	Extract generate_text_table from backtesting class	2020-01-02 09:31:47 +01:00
Matthias	699c0d6bc3	Merge branch 'develop' into data_handler	2019-12-30 19:40:43 +01:00
Matthias	1ffda29fd2	Adjust improts to new exception location	2019-12-30 15:02:17 +01:00
Matthias	f4a532ef6d	Pass format to load_data	2019-12-28 14:57:39 +01:00
Matthias	416517b0c9	Move trim_dataframe from history to converter	2019-12-28 11:01:41 +01:00
hroff-1902	6db75bc244	Merge pull request #2706 from freqtrade/data_dir ... Convert datadir within config to Path	2019-12-28 05:14:48 +03:00
Matthias	e5aed098b5	Enhance backtest results with sell reason profit / loss table	2019-12-25 09:39:29 +01:00
Matthias	c6b9c8eca0	Forgot to save	2019-12-23 19:32:31 +01:00
Matthias	c6d2233978	Convert StrategyLoader to static loader	2019-12-23 10:23:48 +01:00
Matthias	560acb7cea	Convert ExchangeResolver to static loader class	2019-12-23 10:03:18 +01:00
hroff-1902	cf4c3642ce	Minor improvements in data.history	2019-12-18 01:06:03 +03:00
Matthias	a2964afd42	Rename profit_percent to profit_ratio to be consistent	2019-12-17 08:53:30 +01:00
hroff-1902	26ab108890	Fix mypy errors in develop	2019-12-15 01:10:09 +03:00
hroff-1902	1cc174c007	Merge pull request #2624 from freqtrade/backtest_refactor ... handle and document ROI=-1	2019-12-14 23:11:36 +03:00
Matthias	a48c0ad868	Use first pair of pairlist to get fee ... Use this instead of hardcoded ETH/BTC - so backtesting works with exchanges without ETH/BTC pair	2019-12-14 12:55:02 +01:00
Matthias	7c7ca1cb90	Remove min (plural) from codebase	2019-12-11 07:12:37 +01:00
Matthias	de33ec4250	use sell_row.open also when the active ROI value just changed	2019-12-09 16:52:12 +01:00
Matthias	45d12dbc83	Avoid a few calculations during backtesting	2019-12-07 15:28:56 +01:00
Matthias	3163cbdf8a	Apply special case for negative ROI	2019-12-07 15:18:12 +01:00
Matthias	3091869115	refactor get_close_rate out of get_sell_trade-entry	2019-12-07 14:30:14 +01:00
Matthias	af3eea3805	Move config json validation to after strategy loading ... Otherwise attributes are mandatory in configuration while they could be set in the strategy	2019-11-25 07:05:30 +01:00
Matthias	1c57a4ac35	more replacements of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	d801dec6aa	Some more places with ticker_interval gone	2019-11-12 15:13:06 +01:00
Matthias	e4bdb92521	Replace some occurances of ticker_interval with timeframe	2019-11-12 15:13:06 +01:00
Matthias	eb0b0350e0	Introduce remove_credentials to remove code duplication	2019-11-05 12:39:19 +01:00
Matthias	1e44f93c31	Fix pandas access warning	2019-11-03 10:58:31 +01:00
Matthias	33164ac78e	Refactor loading of bt data to backtesting ...	2019-10-27 09:44:56 +01:00
Matthias	bd4a23beeb	Refactor start-adjust logic to timerange	2019-10-27 09:44:56 +01:00
Matthias	6382a4cd04	Implement startup-period to default-strategy	2019-10-27 09:44:56 +01:00
Matthias	704121c197	Move most logic to history	2019-10-27 09:44:56 +01:00
Matthias	9c7696a8ce	Add required_startup to backtesting	2019-10-27 09:44:56 +01:00
hroff-1902	2ec8376af9	Merge pull request #2342 from freqtrade/fix/negativeroi ... Don't have backtest sells outside of a candle	2019-10-08 11:19:34 +03:00
Matthias	0664a8c0e6	add --fee to change fees to other values	2019-10-05 15:29:00 +02:00
Matthias	7ea9da9605	Fix #2277	2019-10-05 10:54:28 +02:00
Matthias	dc47a391da	Move ignore to corrct line for mypy 730	2019-09-30 19:32:46 +02:00
Matthias	1cd8ed0c1a	Remove --refresh-pairs	2019-09-20 20:02:07 +02:00
hroff-1902	69f29e8907	minor: Cleanup for backtesting	2019-09-18 22:57:17 +03:00
hroff-1902	76e45883bd	Merge pull request #2253 from hroff-1902/backtesting-improve-logs ... Improve logs for backtesting	2019-09-14 11:23:46 +03:00
hroff-1902	849d694c27	Don't inherit from object	2019-09-12 04:39:52 +03:00
hroff-1902	9bdfaf3803	Remove quotes around the pairs	2019-09-11 23:32:08 +03:00
hroff-1902	35580b135a	Improve backtesting logs	2019-09-10 10:42:45 +03:00
Matthias	972b8a1726	Remove defaulting to test_data folder when no datadir is present	2019-09-07 21:06:20 +02:00
hroff-1902	d9c2b7d460	fix fetching ticker_interval from strategy	2019-08-26 22:31:24 +03:00
hroff-1902	bfc68ec792	minor cleanup in Backtesting	2019-08-25 23:36:42 +03:00
Matthias	9e24992835	Remove calls to load_data using live=	2019-08-20 07:00:43 +02:00
Matthias	9e8ca8d4bf	Merge pull request #2138 from freqtrade/history_docstrings ... Refactorings to history	2019-08-20 06:35:54 +02:00
Matthias	09286d4918	file_dump_json accepts Path - so we should feed it that	2019-08-16 13:04:48 +02:00
Matthias	51c3a31bb5	Correct imports and calls to parse_timerange	2019-08-14 10:07:32 +02:00
Matthias	3d3b0938e5	Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset ... Backtest ticker interval unset	2019-08-07 14:20:36 +02:00
Matthias	7e91a0f4a8	Fail gracefully if ticker-interval is not set	2019-08-06 06:45:44 +02:00
Matthias	bc2e920ae2	Adjust code to verify "current" candle for buy/sells	2019-08-05 20:07:29 +02:00
Matthias	5144e98a82	Merge pull request #2015 from hroff-1902/refactor/config2 ... Make configuration a module	2019-07-15 19:41:57 +02:00
hroff-1902	1bdffcc73b	make configuration a sep. module, including arguments	2019-07-12 00:49:23 +03:00
hroff-1902	c474e2ac86	fix #2008	2019-07-10 01:53:40 +03:00
Matthias	700bc087d3	Merge pull request #1952 from hroff-1902/fix/1948 ... Fix #1948	2019-06-27 19:36:06 +02:00
hroff-1902	e5a8030dd7	comment added	2019-06-27 16:42:10 +03:00
Matthias	a07653a6cc	Merge branch 'develop' into fix/validate_dataframe	2019-06-24 06:21:08 +02:00
hroff-1902	7fbdf36c64	avoid code duplication while selecting min_roi entries	2019-06-23 19:23:51 +03:00
Matthias	4cbcb5f36f	Move .title to ExchangeResolver (it does not make sense to do this over ... and over again)	2019-06-22 16:52:14 +02:00
Matthias	55079831a1	Don't explicitly validate backtest data (it's done while loading now).	2019-06-15 13:45:50 +02:00
Matthias	1afe6c1437	Don't run validation per strategy, it's only eneded once	2019-06-14 19:37:54 +02:00
Matthias	4dc3a0ca1d	Small cleanup to reduce dict lookups during backtesting/hyperopt	2019-06-10 16:20:19 +02:00
hroff-1902	90b0f1daa8	minor optimize cleanup	2019-06-10 02:08:54 +03:00
Matthias	c2f6897d8b	Move download of live data to load_data ... Avoids code duplication in backtesting and plot_dataframe	2019-05-29 20:20:20 +02:00
Matthias	236c392d28	Don't load hyperopts / optimize dependency tree if that module is not ... used	2019-05-25 20:00:31 +02:00
Matthias	b38c43141c	Adjust imports to new location	2019-05-25 16:53:35 +02:00
hroff-1902	8b95e12468	log message adjusted in backtesting and hyperopt	2019-05-15 12:05:35 +03:00
Matthias	bf56e25404	Merge pull request #1746 from hroff-1902/json-defaults ... Support for defaults in json schema	2019-04-24 12:20:39 +02:00
Matthias	d16ccd7e37	Merge branch 'develop' into json-defaults	2019-04-24 09:51:04 +02:00
hroff-1902	ad85ac3dde	make --refresh-pairs-cached common option for optimization; added support for it into hyperopt	2019-04-22 21:24:45 +03:00
hroff-1902	9fbe573cca	limit usage of ccxt to freqtrade/exchange only	2019-04-09 12:27:35 +03:00
hroff-1902	4559a38172	PoC: use defaults in json schema for some exchange options	2019-04-08 04:42:28 +03:00
hroff-1902	8cb1024ff6	Merge branch 'develop' into ccxt-parse_timeframe	2019-04-05 23:16:27 +03:00
Misagh	9dc2a30793	Merge pull request #1683 from gianlup/fix_bt_partial_data ... Fix backtest problem with partial data	2019-04-05 07:28:57 +02:00
Matthias	7010c835d2	Improve commentign	2019-04-04 20:23:10 +02:00
hroff-1902	2aa1b43f01	get rid of TICKER_INTERVAL_MINUTES dict, use ccxt's parse_timeframe() instead	2019-04-04 20:56:40 +03:00
Matthias	32cbb714f9	Improve commenting on backtsting and backtest_multi_tst	2019-04-04 19:44:03 +02:00
Matthias	0307ba7883	Remove one branch - python does lazy evaluation	2019-04-03 20:04:04 +02:00
Matthias	e085fd9e95	Disable dataprovider from hyperopt. ... Dataprovider uses weak links to initialize, which cannot be pickled, and therefore cannot be used during hyperopt.	2019-03-25 19:49:58 +01:00
Matthias	0ae81d4115	Provide dataprovider access during backtesting	2019-03-25 19:26:51 +01:00
Matthias	00e6749d8b	Refactor backtest() to be a bit more concise	2019-03-23 15:00:07 +01:00
Gianluca Puglia	6b89e86a97	Removed Timestamp cast	2019-03-20 19:44:59 +01:00
Gianluca Puglia	0eff324ce0	Use dedicated index for every pair	2019-03-20 18:38:10 +01:00
Matthias	e67ffd2d87	Fix issue that backtest is broken when stoploss_on_exchange is on	2019-03-06 19:55:34 +01:00
Matthias	02d13645b0	Merge branch 'develop' into feat/dataprovider	2019-01-26 19:29:41 +01:00
Matthias	3afe54790e	Merge pull request #1510 from gianlup/add_totprofit_to_bt ... Added total profit column to backtest result	2019-01-25 06:38:39 +01:00
Matthias	d136cac181	Merge branch 'develop' into feat/dataprovider	2019-01-23 21:01:19 +01:00
Gianluca Puglia	896c9d34fd	Added total profit column do backtest result	2019-01-22 22:41:53 +01:00
Matthias	13e2f71d30	Add flake8 plugins and implement small improvements	2019-01-22 20:01:12 +01:00
Matthias	0aa0b1d4fe	Store tickers by pair / ticker_interval	2019-01-22 07:07:15 +01:00
Matthias	a206777fe5	Rename refresh_tickers to refresh_latest_ohlcv	2019-01-22 07:05:09 +01:00
Matthias	1340b71633	Add RunMode setting to determine bot state	2019-01-22 07:04:19 +01:00
Matthias	a2c01916e1	Add type-ignores to floatfmt ... tabulate supports this: 30554300d7/tabulate.py (tabulate.py-1291):1294	2019-01-17 20:28:21 +01:00
Matthias	cd2bccd441	Have backtest use the same logic to get the ROI entry	2019-01-12 13:45:43 +01:00
Misagh	26a77e193e	Merge pull request #1454 from freqtrade/feat/interpolate_missing ... interpolate missing candles	2019-01-04 22:33:53 +01:00
Matthias	2bc76771bf	Align backtest to interface.py ... interface.py roi calculation skips on <= duration the correct selection is therefore trade_duration > x.	2019-01-01 16:50:10 +01:00
Matthias	fae875f588	Implement missing_data_fillup to tests and operations	2018-12-31 19:15:49 +01:00
Matthias	8b9cc45f41	move test for data completeness ... should be done before analyzing strategy	2018-12-31 15:09:50 +01:00
Matthias	429f846ad1	Switch load_data to kwargs	2018-12-15 20:31:05 +01:00
Matthias	6c02cc5993	Adjust test to pathlib	2018-12-15 14:14:38 +01:00
Matthias	21aba1620c	Replace calls to load_data	2018-12-15 14:10:33 +01:00
Matthias	432cc00283	Adjust imports to data.history	2018-12-14 06:32:49 +01:00
Matthias	7a533de1a8	Use list ticker history for backtesting	2018-12-12 19:17:09 +01:00
Matthias	3ac2106a16	Merge pull request #1290 from freqtrade/fix/backtest_toomanyopen ... fix backtesting not respecting max_open_trades	2018-11-30 19:17:09 +01:00
Matthias	21a093bcdb	extract resolvers to IResolvers and it's own package	2018-11-24 20:00:02 +01:00
Matthias	93429a58b2	remove TODO	2018-11-09 07:13:20 +01:00
Matthias	66487f2a13	require start/end-date argument in backtest	2018-11-09 07:13:20 +01:00
Matthias	e94da7ca41	inverse backtest logic to loop over time - not pairs (more realistic)	2018-11-09 07:12:41 +01:00
Matthias	95d271ca5d	Fix ROI close-rate calculation to work with fees - adjust tests	2018-11-01 13:14:59 +01:00
Matthias	8c93760a6d	simplify some code	2018-10-30 20:23:31 +01:00
Matthias	f96f0cdea7	Add additional comment	2018-10-30 20:02:31 +01:00
Matthias	98050ff594	use all min_roi entries	2018-10-29 19:27:23 +01:00
Matthias	233c442af9	Adjust backtest so sell uses stop-loss or roi value as closerate	2018-10-29 19:27:23 +01:00
Matthias	fb52d32296	Add validate_backtest_data function	2018-10-18 19:42:54 +02:00
Matthias	d7459bbbf3	refactor get_timeframe out of backtesting class	2018-10-17 19:59:33 +02:00
Matthias	8a3272e7c5	don't copy tickerdata_to_dataframe into backtesting ... it's used only once, so this does not make sense and hides the origin of the function	2018-10-17 19:47:19 +02:00
Matthias	6e66763e5f	Only load strategy once during backtesting	2018-09-27 19:23:55 +02:00
Matthias	567211e9f9	don't print "NAN" lines in "left_open_trades"	2018-09-20 20:35:26 +02:00
Matthias	6d1c82a5fa	Remove last refreence to get_candle_history	2018-08-19 19:50:14 +02:00
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	df8700ead0	Adapt after merge from develop	2018-07-29 20:55:37 +02:00
xmatthias	2e6e5029ba	fix mypy and tests	2018-07-29 20:55:06 +02:00
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	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
Janne Sinivirta	bf4d0a9b70	sort imports	2018-07-04 10:31:35 +03:00
Michael Egger	6dd5f85fb6	Merge pull request #954 from freqtrade/feat/allow_backtest_plot ... allow backtest ploting	2018-06-29 19:44:06 +02:00
xmatthias	e70cb963f7	document what to do with exported backtest results	2018-06-24 17:00:00 +02:00
Anton	f82b809fcf	Merge with develop	2018-06-23 16:50:27 +03:00
xmatthias	0440a19171	export open/close rate for backtesting too ... preparation to allow plotting of backtest results	2018-06-23 14:19:50 +02:00
Janne Sinivirta	c73b9f5c77	avoid calling exchange.get_fee inside loop	2018-06-22 21:04:07 +03:00
xmatthias	251f7db3ca	require exchange object to delete pairs	2018-06-17 23:38:07 +02:00
xmatthias	21edcbdc27	Refactor exchange to class	2018-06-17 23:38:07 +02:00
Anton	ae94ab17f4	Merge branch 'develop' into feature-unlimited-stake_amount	2018-06-17 02:23:40 +03:00
Matthias	a5511e2e30	Merge pull request #894 from freqtrade/feature/force_close_backtest ... Display open trades after backtest period	2018-06-16 12:49:08 +02:00
xmatthias	c0289ad844	use list comprehension to build list	2018-06-13 19:53:12 +02:00
xmatthias	e600be4f56	Reduce force-sell verbosity	2018-06-13 19:44:00 +02:00
xmatthias	6357812743	fix backtest report able	2018-06-13 06:57:49 +02:00
xmatthias	e3ced7c15e	extract export from backtest function	2018-06-12 22:29:30 +02:00
xmatthias	bfde33c945	Use timestamp() instead of strftime ... this will avoid a bug shifting epoch time by 1 hour: https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime	2018-06-12 21:12:55 +02:00
xmatthias	335d1fbbbc	Check if no backtest data is found and fail gracefully	2018-06-11 19:50:43 +02:00
xmatthias	12e455cbf5	add buy/sell index to backtest result	2018-06-10 20:52:42 +02:00
xmatthias	27ee8f7360	make flake happy	2018-06-10 13:55:48 +02:00
xmatthias	1cd7ac55a8	Added "left open trades" report	2018-06-10 13:45:16 +02:00
xmatthias	b81588307f	Add "open_at_end" parameter	2018-06-10 13:37:53 +02:00
xmatthias	31025216f9	fix type of open/close timestmap	2018-06-10 13:32:07 +02:00
xmatthias	322a528c12	fix bug with backtestResult	2018-06-10 13:25:16 +02:00
xmatthias	9c57d3aa8b	add BacktestresultTuple	2018-06-10 13:15:46 +02:00
xmatthias	c1b2e06eda	simplify return from _get_sell_trade_entry	2018-06-10 09:07:04 +02:00
xmatthias	3094acc7fb	update comment	2018-06-10 08:58:28 +02:00
xmatthias	24a875ed46	remove experimental parameters - they are read by analyze.py anyway	2018-06-09 21:44:57 +02:00
xmatthias	5623ea3ac6	Add forcesell at end of backtest period	2018-06-09 21:44:20 +02:00
Anton	b4138f29c8	Merge with develop	2018-06-08 00:29:44 +03:00
Janne Sinivirta	b4ae5a36a8	use .copy() to avoid Pandas mistake. drop first row because of shifting	2018-06-07 17:29:40 +03:00
Janne Sinivirta	7f8e0ba25f	use buy/sell signal from previous candle, not current to avoid seeing to the future	2018-06-07 17:28:40 +03:00
xmatthias	7a34578b4d	refactor timerange to named tuple	2018-06-05 23:34:26 +02:00
Anton	87f750da35	Merge with develop	2018-06-04 01:50:10 +03:00
xmatthias	e3227a741c	add --export-filename for backtesting	2018-06-03 19:36:53 +02:00
xmatthias	50fc5f91ca	Merge branch 'develop' into mypy_typecheck	2018-06-03 10:35:56 +02:00
Raymond Luo	2791d543ea	Make backtesting report markdown shareable ... Small tweak to make the backtesting report markdown ready and much easier to share reports on many markdown publishing tools and editors that already support Markdown Extra with just a copy and paste Example: 	2018-06-02 19:52:16 +02:00
xmatthias	f88729f0e8	add ignore comment	2018-06-02 14:14:28 +02:00
xmatthias	0007002c80	fix test failure	2018-06-02 14:07:54 +02:00
xmatthias	0a595190a3	fix last typechecks	2018-06-02 13:59:35 +02:00