Matthias
|
89bbfd2324
|
Remove candle_count from dataframe before backtesting
closes #3754
|
2021-03-29 20:26:54 +02:00 |
|
Matthias
|
53a57f2c81
|
Change some types
Fix types of new model object
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
aed23d55c2
|
Add starting balance to profit cumsum calculation
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
0d2f877e77
|
Use absolute drawdown calc
|
2021-02-27 09:32:59 +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
|
2c80388b40
|
Fix valueerror in case of empty array files
|
2021-02-01 06:28:49 +01:00 |
|
Matthias
|
5724371a4f
|
Fix types for numpy 1.20.0 upgrade
|
2021-01-31 11:21:23 +01:00 |
|
Matthias
|
ea0ffbae73
|
use profit_ratio in calculate_cum_profit
|
2021-01-29 19:06:57 +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
|
0d4cf32086
|
Slightly adapt to pandas incompatibility
|
2020-12-28 09:50:48 +01:00 |
|
Matthias
|
ceb50a7807
|
use exception handler when downloading data
closes #3992
|
2020-11-25 07:57:27 +01:00 |
|
Matthias
|
e8e3ca0c3c
|
Catch ValueError from trade_conversion
closes #3967
|
2020-11-21 10:57:19 +01:00 |
|
Matthias
|
83861fabde
|
Fix #3967, move TradeList type to constants
|
2020-11-21 10:52:15 +01:00 |
|
Matthias
|
52c9a2c37f
|
Convert np to None when loading hdf5 trades to allow duplicate detection
|
2020-11-19 07:31:54 +01:00 |
|
Matthias
|
887d78171c
|
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
|
2020-11-02 16:40:43 +01:00 |
|
Matthias Spiller
|
78874fa865
|
informative_pairs does not honor dataformat
|
2020-10-31 10:53:51 +00:00 |
|
Matthias
|
adffd402ea
|
Replace some pointless occurances of arrow
|
2020-10-20 20:11:38 +02:00 |
|
Matthias
|
8cdc795a44
|
Rename persistence.init to init_db
|
2020-10-16 08:15:18 +02:00 |
|
Matthias
|
6977ffdbf9
|
Merge branch 'develop' into isort_config
|
2020-09-28 20:21:55 +02:00 |
|
Matthias
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +02:00 |
|
Matthias
|
6e70ae6e95
|
Improve code quality
|
2020-09-27 19:40:55 +02:00 |
|
Matthias
|
3cb1a9a5a9
|
Support loading results from a specific hyperopt history file
|
2020-09-27 17:03:30 +02:00 |
|
Matthias
|
c42a924df8
|
Load latest file
|
2020-09-27 16:50:42 +02:00 |
|
Matthias
|
77d0189695
|
Remove not needed argument in update_trade_state
|
2020-09-19 09:37:11 +02:00 |
|
Matthias
|
38c52c7eee
|
Merge pull request #3626 from freqtrade/feat/hdf5
Introduce HDF5 Datahandler
|
2020-08-31 16:10:24 +02:00 |
|
Matthias
|
284d39930f
|
Allow using pairlists through dataprovider in backtesting
|
2020-08-30 10:07:28 +02:00 |
|
Matthias
|
309ea1246a
|
Update config to use single quotes
|
2020-08-26 20:52:09 +02:00 |
|
Matthias
|
4eb17b4daf
|
Remove unneeded function
|
2020-08-18 15:20:37 +02:00 |
|
Matthias
|
87e4a82041
|
Merge branch 'develop' into bt_add_maxdrawdown
|
2020-08-09 08:34:36 +02:00 |
|
Matthias
|
bad89307dd
|
Fix mypy error
|
2020-07-25 17:19:41 +02:00 |
|
Matthias
|
119bf2a8ea
|
Document hdf5 dataformat
|
2020-07-25 17:06:58 +02:00 |
|
Matthias
|
0a28818b46
|
Add some tests for hdf5
|
2020-07-24 19:37:37 +02:00 |
|
Matthias
|
861e7099cc
|
Rename hdf5handler to hdf5DataHandler
|
2020-07-24 19:23:37 +02:00 |
|
Matthias
|
3171ad33b7
|
Add blosc compression
|
2020-07-24 17:44:29 +02:00 |
|
Matthias
|
0f08addfbe
|
Don't store empty arrays
|
2020-07-24 17:37:07 +02:00 |
|
Matthias
|
31df42e737
|
Implement get_available_data
|
2020-07-24 17:31:43 +02:00 |
|
Matthias
|
d4540c846a
|
Add trades_load method
|
2020-07-23 19:33:23 +02:00 |
|
Matthias
|
55591e287c
|
First version of hdf5handler - no proper support for trades yet
|
2020-07-23 19:33:23 +02:00 |
|
Matthias
|
b035d9e267
|
Update return type comment
|
2020-07-12 10:23:09 +02:00 |
|
Matthias
|
d4fc52d2d5
|
Add tests for ohlcv_get_available_data
|
2020-07-12 09:56:46 +02:00 |
|
Matthias
|
422825ea1b
|
Add ohlcv_get_available_data to find available data
|
2020-07-12 09:50:53 +02:00 |
|
Matthias
|
d56f9655e2
|
Update notebook with new statistics example
|
2020-07-03 07:20:43 +02:00 |
|
Matthias
|
d999fa2a7e
|
Test autogetting result filename
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
7c5587aeaa
|
exportfilename can be a file or directory
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
2ed808da1f
|
Extract .last_result.json to constant
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
afefe92523
|
Add multi-strategy loading logic
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c13ec4a1d4
|
implement fallback loading for load_backtest_data
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
04eaf2c39c
|
Add test for get_last_backtest_Result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
7727292861
|
Rename duration to trade_duration
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
af9a9592b7
|
Remove unnecessary statement
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
dacb40a976
|
Add get_latest_backtest_filename
|
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
|
5fce7f3b22
|
Add market Change
closes #2524 and #3518
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c2a6f70b4c
|
Merge branch 'develop' into keep_dataframe_noapi
|
2020-06-30 07:46:52 +02:00 |
|
Matthias
|
bf61bc9d83
|
Introduce ExchangeError
|
2020-06-28 16:01:40 +02:00 |
|
Matthias
|
676006b99c
|
--dl-trades should also support increasing download span
(by downloading the whole dataset again to avoid missing data in the
middle).
|
2020-06-24 17:40:23 +02:00 |
|
Matthias
|
ab9382434f
|
Add test for get_analyzed_dataframe
|
2020-06-18 06:50:06 +02:00 |
|
Matthias
|
8166b37253
|
Explicitly check if dp is available
|
2020-06-18 06:50:06 +02:00 |
|
Matthias
|
9794914838
|
store dataframe updated as tuple
|
2020-06-18 06:50:05 +02:00 |
|
Matthias
|
fd97ad9b76
|
Cache analyzed dataframe
|
2020-06-18 06:50:05 +02:00 |
|
Matthias
|
a3506f4d8e
|
Merge branch 'develop' into timeframe
|
2020-06-15 06:35:55 +02:00 |
|
Matthias
|
3f9ab0846d
|
Rename profitperc to profit_percent
|
2020-06-07 15:39:59 +02:00 |
|
hroff-1902
|
f4c2bb1346
|
Fix crash in #3404
|
2020-06-02 19:37:08 +03:00 |
|
Matthias
|
f9bb1a7f22
|
Update more occurances of ticker_interval
|
2020-06-02 10:02:55 +02:00 |
|
Matthias
|
cadc50ce9b
|
Replace more occurances of ticker_interval with timeframe
|
2020-06-01 20:49:40 +02:00 |
|
Matthias
|
16cd1f06b2
|
Rename get_order_book to fetch_l2_order_book (aligning to ccxt)
|
2020-05-26 20:27:35 +02:00 |
|
Matthias
|
046202fdda
|
Fix typing circular dependency
|
2020-05-22 20:56:34 +02:00 |
|
Matthias
|
1a984ac677
|
Explicitly raise ValueError if trades are empty
|
2020-05-21 07:12:53 +02:00 |
|
hroff-1902
|
115586a50f
|
Introduce freqtrade.typing
|
2020-05-18 21:59:50 +03:00 |
|
hroff-1902
|
627c5059f0
|
Move create_pair_list to pairlistmanager
|
2020-05-18 13:54:21 +03:00 |
|
hroff-1902
|
5f2a871637
|
Add missing module
|
2020-05-16 17:15:58 +03:00 |
|
hroff-1902
|
e7c11ed2cf
|
Fix fetching timeframe (failed in backtesting)
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
f8b01f5a43
|
Make flake happy
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
035a12ce61
|
Move _create_pair_whitelist to dataprovider
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
bf25746965
|
Introduce datatype for informative pairs
|
2020-05-16 12:27:56 +03:00 |
|
hroff-1902
|
aae096c6ae
|
Handle fetching ticker for non-existing pair safe way
|
2020-05-14 13:36:48 +03:00 |
|
hroff-1902
|
3079e18239
|
Merge branch 'develop' into dataprovider-add-ticker
|
2020-05-14 13:22:52 +03:00 |
|
hroff-1902
|
b4d2433fc1
|
Merge pull request #3267 from GrilledChickenThighs/develop
Method for accessing current pairlist inside strategy.
|
2020-05-13 21:29:39 +03:00 |
|
Matthias
|
d86855f2f3
|
Merge pull request #3129 from freqtrade/trades_to_list
convert dl-trades datadownload to list
|
2020-05-13 09:41:26 +02:00 |
|
Paul D. Mendes
|
9fbe135790
|
attached pairlist manager onto dataprovider init for unified access to dynamic whitelist
|
2020-05-11 20:17:03 +04:00 |
|
Paul D. Mendes
|
bc9efc31ad
|
Added Method for accessing current pair list on initialization for dynamic informative pairs
moved import into function to avoid circular import with hyperopt
|
2020-05-11 19:45:15 +04:00 |
|
hroff-1902
|
63b55658ac
|
Add ticker to dataprovider
|
2020-05-01 05:11:30 +03:00 |
|
Matthias
|
7aba9bc62a
|
Update freqtrade/data/converter.py
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-04-17 06:22:25 +02:00 |
|
hroff-1902
|
f2b1802666
|
Merge pull request #3137 from freqtrade/fix_maxdrawdown
[minor] Fix maxdrawdown
|
2020-04-14 16:03:25 +03:00 |
|
Matthias
|
ddf37ef059
|
Add test to demonstrate that the dataframe is not changed
|
2020-04-14 08:02:42 +02:00 |
|
Matthias
|
4ee0cbb575
|
Reset index to correctly gather index
|
2020-04-12 10:40:02 +02:00 |
|
orehunt
|
20abb379aa
|
trim trades to the available ohlcv data before plotting profits
|
2020-04-06 15:54:17 +02:00 |
|
Matthias
|
41d5c40f10
|
Correctly test drawdown plot
|
2020-04-05 14:44:44 +02:00 |
|
Matthias
|
e204170eb6
|
Fix max_drawdown bug finding low before high!
|
2020-04-05 14:29:40 +02:00 |
|
Matthias
|
9d7ad23d42
|
Fix test leakage
|
2020-04-02 08:20:50 +02:00 |
|
Matthias
|
eab6c9c5f2
|
Fix message
|
2020-04-01 20:50:00 +02:00 |
|
Matthias
|
0d51383b57
|
Format logmessages correctly
|
2020-04-01 20:31:21 +02:00 |
|
Matthias
|
ba03d96961
|
Test 5s offset on since
|
2020-04-01 20:04:36 +02:00 |
|
Matthias
|
ff9caf790b
|
remove trade duplicates in datahandler
|
2020-04-01 19:45:46 +02:00 |
|
Matthias
|
0506caf986
|
Implement trades_remove_dulicates
|
2020-04-01 19:45:38 +02:00 |
|
Matthias
|
bac0eaab03
|
fix convert to ohlcv
|
2020-04-01 19:45:35 +02:00 |
|
Matthias
|
d76bb1ccf4
|
Use List of Lists instead of list of Dicts for trades data
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
1659ddcc5d
|
Add conversion function from fetch_trades to list
|
2020-04-01 19:45:21 +02:00 |
|
Matthias
|
3e1bef888a
|
Fix flake8 error
|
2020-03-18 19:40:13 +01:00 |
|
Fredrik81
|
0920d6fce4
|
Update freqtrade/data/btanalysis.py
Co-Authored-By: Matthias <xmatthias@outlook.com>
|
2020-03-18 11:01:09 +01:00 |
|
Fredrik81
|
8c33e07dc6
|
Update based on comments
|
2020-03-15 21:20:32 +01:00 |
|
hroff-1902
|
57ff3ff450
|
Merge branch 'develop' into plot-trades
|
2020-03-15 13:31:00 +03:00 |
|
Matthias
|
0f1640bed4
|
convert exportfilename to Path when config parsing
|
2020-03-15 09:39:45 +01:00 |
|
Fredrik81
|
27faf12fde
|
Fix if no file exists
|
2020-03-14 22:15:03 +01:00 |
|
hroff-1902
|
59fadabb5b
|
Fix merging
|
2020-03-13 20:26:14 +03:00 |
|
hroff-1902
|
51f52c8609
|
Merge branch 'develop' into no-ticker-2
|
2020-03-13 16:43:52 +03:00 |
|
Matthias
|
6f67b8d9b9
|
iCheck after clean_dataframe, too
|
2020-03-12 19:50:46 +01:00 |
|
Matthias
|
129a88d5da
|
Extract emptyness check to it's own method
|
2020-03-11 19:53:28 +01:00 |
|
orehunt
|
3eaae4661d
|
check again for emptiness after trimming dataframe
|
2020-03-09 17:51:21 +01:00 |
|
hroff-1902
|
3208faf7ed
|
Do not use ticker where it's not a ticker
|
2020-03-08 20:47:02 +03:00 |
|
Matthias
|
9d8970a76b
|
Add test and formatting to drawdown
|
2020-03-03 20:23:44 +01:00 |
|
Matthias
|
33a63562cb
|
make drawdown function less restrictive
|
2020-03-03 07:23:38 +01:00 |
|
Matthias
|
e050511ddc
|
Add test for max_drawdown calculation
|
2020-03-03 07:20:41 +01:00 |
|
Matthias
|
3479f7d986
|
Add max_drawdown function
|
2020-03-03 07:15:03 +01:00 |
|
hroff-1902
|
e2e6b940a3
|
copy=False does not make the changes inline anyway, so not needed
|
2020-02-22 19:54:19 +03:00 |
|
hroff-1902
|
c651e0ac82
|
Fix #2948
|
2020-02-22 19:46:40 +03:00 |
|
Matthias
|
3186add87b
|
Use explicit column list for float parsing
|
2020-02-22 14:46:54 +01:00 |
|
Matthias
|
7ecc56fa44
|
Load ohlcv data as float
|
2020-02-22 13:10:41 +01:00 |
|
Matthias
|
d65a06947d
|
Merge branch 'develop' into data_handler
|
2020-02-09 15:16:43 +01:00 |
|
hroff-1902
|
f3d500085c
|
Add some type hints
|
2020-02-02 07:00:40 +03:00 |
|
Matthias
|
41945138ac
|
Converting pairs from filename to pair corrected
|
2020-01-05 13:35:36 +01:00 |
|
Matthias
|
4eaaec9d1a
|
Implement pair_to_filename to datahandler
includes tests - taken from #2744 and modified to adapt to new structure
|
2020-01-05 10:36:08 +01:00 |
|
Matthias
|
f82c4346b6
|
data conversion, not data conversation
* we're not talking to the data yet ...
|
2020-01-05 09:55:02 +01:00 |
|
Matthias
|
2409261cb7
|
Merge branch 'develop' into data_handler
|
2020-01-04 11:36:27 +01:00 |
|
Matthias
|
2c8e8d8ef6
|
Align columns for btanalysis loading
|
2020-01-02 09:51:47 +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
|
814cc20c6b
|
Remove potential circular import
|
2019-12-28 19:58:41 +01:00 |
|
Matthias
|
f4a532ef6d
|
Pass format to load_data
|
2019-12-28 14:57:39 +01:00 |
|
Matthias
|
ae1b28aab7
|
Remove get_datahandlerclass from package exposes
|
2019-12-28 14:32:11 +01:00 |
|
Matthias
|
66d18575a7
|
Implement abstract interface
|
2019-12-28 11:10:31 +01:00 |
|
Matthias
|
9e4fc00a0f
|
Add test for convert_ohlcv
|
2019-12-28 11:03:06 +01:00 |
|
Matthias
|
28787a001c
|
Move convert functions to convert module
|
2019-12-28 11:02:34 +01:00 |
|
Matthias
|
6860491189
|
Rename datahandler module to history module
Also move previous history.py into this module - so everything is
bundled
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
9c5b94adf5
|
Pass data_format to methods
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
d65c1eea7a
|
Add some tests for datahandler
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
8a030e7fc0
|
Use exists instead of is_file
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
a3144cb2f0
|
remove trim_tickerlist
|
2019-12-28 11:01:42 +01:00 |
|
Matthias
|
d1b52809ac
|
Cleanup history
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
d06777b8ce
|
Remove old "load_cached_data" method
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
7a6476c9ba
|
Update tests
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
df085a6f15
|
Fix small bug and test
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
c648d973c1
|
Implement new "load_data_for_updating" method based on dataframes
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
ec8fb5f308
|
Make no-data warning optional
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
b83487a70d
|
Extract default dataframe columns to constant
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
91c70a0e9c
|
Change to use ohlcv_purge
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
|
37c5b68987
|
Move dataframe validation to abstract class
|
2019-12-28 11:01:41 +01:00 |
|
Matthias
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e861f05b75
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Move dataframe trim to within jsondatahandler
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2019-12-28 11:01:41 +01:00 |
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