c5489d530a
Reexport File to docs to have this available as documentation too
2021-07-04 19:50:44 +02:00
558bcc7959
Jupyter notebook snippet: Plotting daily profit / equity line
2021-07-04 15:56:55 +02:00
4aa2ae37bd
add daily_profit_list
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added extra key daily_profit in return of optimize_reports.generate_daily_stats
this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook
```
# Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day)
from freqtrade.configuration import Configuration
from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats
import plotly.express as px
import pandas as pd
# strategy = 'Strat'
# config = Configuration.from_files(["user_data/config.json"])
# backtest_dir = config["user_data_dir"] / "backtest_results"
stats = load_backtest_stats(backtest_dir)
strategy_stats = stats['strategy'][strategy]
equity = 0
equity_daily = []
for dp in strategy_stats['daily_profit']:
equity_daily.append(equity)
equity += float(dp)
dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end'])
df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily})
fig = px.line(df, x="dates", y="equity_daily")
fig.show()
```
2021-07-04 14:38:17 +02:00
898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
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automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
77293b1f1e
Remove Zero duration Trades
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after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.
2021-07-04 10:50:10 +02:00
a4096318e0
Provide full backtest-statistics to Hyperopt loss functions
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closes #5223
2021-07-04 10:15:19 +02:00
3686efa08a
Add range property to CategoricalParameter and DecimalParameter, add their tests.
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At the moment we can keep a single code path when using IntParameter, but we have to make a special hyperopt case for CategoricalParameter/DecimalParameter. Range property solves this.
2021-07-03 16:02:45 +03:00
9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
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Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
fbd91cd3f8
Improve formatting to avoid backslash newlines
2021-07-03 08:22:21 +02:00
b25ad68c44
Fix np.bool_ not outputting correctly
2021-07-02 20:52:25 +02:00
b8de3270fa
Plotting: Fix hover mode options after plotly update
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closes #5209
2021-06-30 20:11:11 +02:00
15e36a20e1
Improve naming of default hyperopt serializer
2021-06-30 19:48:34 +02:00
bc0742ae67
Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.
2021-06-30 09:10:50 +03:00
0809225a0a
Update documentation to mention parameter strategy files
2021-06-30 07:05:20 +02:00
645da51b5f
Add test for parameter loading
2021-06-30 06:55:10 +02:00
dcf53ac3ff
Add test for try_eport_params
2021-06-30 06:33:40 +02:00
84703080b8
Extract hyperopt_defaults_serializer to hyperopt_tools
2021-06-29 20:51:29 +02:00
55f032b18e
Catch trying to read faulty parameter file
2021-06-29 20:51:29 +02:00
62cdbdc26a
Automatically export hyperopt parameters
2021-06-29 20:51:25 +02:00
af04c8e2da
Merge pull request #5205 from barisengez/develop
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Added timerange and max open trades info above multiple strategy backtest result summary table
2021-06-29 16:49:17 +02:00
a8117c6e0b
Refactored to use results variable from for loop
2021-06-29 11:24:49 +02:00
a2ccc1526e
Load parameters from file
2021-06-29 07:07:34 +02:00
8ca0076332
Fix small typos
2021-06-29 06:50:47 +02:00
d4514f5f16
Introduce File versions to hyperopt result files
2021-06-29 06:50:47 +02:00
a7e9e362b7
Simplify printing logic for non-optimized parameters
2021-06-29 06:50:47 +02:00
8b7010fc9a
Update pprint name
2021-06-29 06:50:47 +02:00
aa5181ca81
Properly export non-optimized parameters
2021-06-29 06:50:47 +02:00
34e6ce431f
Print non-optimized parameters (also stop / roi)
2021-06-29 06:50:47 +02:00
2310deec53
Update name to get non-optimized parameters
2021-06-29 06:50:47 +02:00
8cdd1e3aef
Fix some type errors
2021-06-29 06:50:47 +02:00
2bf17f71e7
Dump parameters from hyperopt-show
2021-06-29 06:50:47 +02:00
750c780293
Support loading parameters from json file
2021-06-29 06:50:47 +02:00
d54de72471
"/profit N" command should print best pair for the same period of time, not for all trades
2021-06-28 23:42:09 +03:00
a0f28f4a15
Added max open trades to strategy summary first line
2021-06-28 17:05:12 +02:00
2e5b719de8
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:54:54 +02:00
c99ae3b419
Added timerange above multiple strategy backtest result summary table
2021-06-28 10:20:34 +02:00
ab07fb5b3f
Merge pull request #5188 from freqtrade/move_config_settings
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Move ask_strategy config settings to root level
2021-06-27 11:30:50 +02:00
34448fb87c
Expose default currency precision to API
2021-06-26 20:46:54 +02:00
00a7097b9e
Reduce verbosity of getting sell-rate from orderbook
2021-06-26 20:09:52 +02:00
3f669147f1
Simplify strategy-resolver moving
2021-06-26 17:55:31 +02:00
158cb415a9
Add settings interface to have types available
2021-06-26 17:28:37 +02:00
b7f01a08f3
Update sequence of process_deprecated_setting parameters
2021-06-26 17:03:51 +02:00
1067a9f356
Move strategy-override signals to top-level of the config
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closes #2867
2021-06-26 16:06:13 +02:00
60c7308126
Merge pull request #5183 from freqtrade/remove_order_book_max
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Remove order book max
2021-06-26 14:56:10 +02:00
c62fad0088
Pricing strategies should default to use orderbook pricing
2021-06-26 08:19:37 +02:00
59a33d0fa9
Add test for ask_orderbook validation
2021-06-25 20:52:34 +02:00
d59a38665c
Remove support for order_book_max
2021-06-25 20:36:39 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
1440b2f7fe
Merge pull request #5178 from aayush-jain18/spell-correction
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spell corrections
2021-06-25 19:10:39 +02:00
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
Matthias
octaviusgus
octaviusgus
Rokas Kupstys
barbarius
Eugene Schava
aayush-jain18