Commit Graph

421 Commits

Author SHA1 Message Date
Rokas Kupstys
d344194b36 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
6fb4d83ab3 Fix dataprovider in hyperopt. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
cdfa6adbe5 Store pair datafrmes in dataprovider for backtesting. 2021-05-08 10:29:47 +03:00
Rokas Kupstys
d34da3f981 Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
This reverts commit 595b8735f8.

# Conflicts:
#	freqtrade/optimize/backtesting.py
#	freqtrade/strategy/interface.py
2021-05-08 10:29:47 +03:00
Matthias
554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias
4f529fe424 Don't use Arrow to get min/max backtest dates 2021-05-06 19:43:14 +02:00
Matthias
f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias
7c8a367442 Update docs to not promote stoploss / take-profit 2021-04-28 20:36:06 +02:00
Matthias
2061162d79 Convert trade-opendate to python datetime 2021-04-26 20:01:13 +02:00
Rokas Kupstys
98f6fce2ec Use correct sell reason in case of custom sell reason. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
595b8735f8 Add dataframe parameter to custom_stoploss() and custom_sell() methods. 2021-04-25 09:48:40 +03:00
Rokas Kupstys
1aad128d85 Support returning a string from custom_sell() and have it recorded as custom sell reason. 2021-04-25 09:48:40 +03:00
Matthias
88f26971fa Use defaultdict for backtesting 2021-04-24 19:15:09 +02:00
Matthias
f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
Fix wallet unlimited
2021-04-24 15:54:06 +02:00
Matthias
df16fbd742 Add "dataload complete" message to backtest + hyperopt 2021-04-23 19:22:41 +02:00
Matthias
d8c8a8d8c2 Remvoe pointless arguments from get_trade_stake_amount 2021-04-21 20:01:10 +02:00
Matthias
cfa9315e2a Prevent out of candle ROI sells 2021-04-20 20:29:53 +02:00
Matthias
89bbfd2324 Remove candle_count from dataframe before backtesting
closes #3754
2021-03-29 20:26:54 +02:00
Matthias
292ea8c1d0
Update backtesting.py 2021-03-25 09:34:33 +01:00
rextea
0ca95aa0c2 Change rate to acctual close rate 2021-03-25 10:25:25 +02:00
Matthias
ec15610bff Fix isort issue 2021-03-24 19:21:07 +01:00
rextea
f51f4b1817 Add confirm_trade_exit and confirm_trade_entry to backtesting 2021-03-23 10:35:46 +02:00
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