Commit Graph

5817 Commits

Author SHA1 Message Date
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 f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias 98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias 86f9409fd2 fix --stake-amount parameter 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 60db6ccf45 Add test for subclassing 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 f04f07299c Improve backtesting metrics 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 37d7d2afd5 Wallets should not recalculate close_profit for closed trades 2021-02-27 09:33:00 +01:00
Matthias f367375e5b ABS drawdown should show wallet high and low values 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
Matthias 74fc4bdab5 Shorten debug log 2021-02-27 09:32:59 +01:00
Matthias 72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias 35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 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 959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias 0754a7a78f total_open_trades_stake should support no-db mode 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 20455de2a9 Small enhancements to docs 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 e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 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 b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias 4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00
Matthias 9361aa1c95 Add wallets to backtesting 2021-02-27 09:32:59 +01:00
Matthias f0a154692d Wallets should use trade_proxy 2021-02-27 09:32:59 +01:00
JoeSchr 642e3be7c5
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
Matthias 0bb80d1442
Merge pull request #4446 from Xanders/patch-1
Webhook JSON format
2021-02-26 20:03:07 +01:00
Matthias 7d87c44c35
Merge pull request #4436 from Th0masL/forcesell_type
Allow changing the order_type for forcesell
2021-02-26 19:42:00 +01:00
Xanders 7281e794b4
Fix too long line at webhook.py 2021-02-26 21:31:33 +03:00
Xanders fc69240e6d
Add JSON-encoded webhooks 2021-02-26 17:46:23 +03:00
Matthias 1b3b389109 Remove binanceje, add ftx to config selector
closes #4441
2021-02-26 07:58:15 +01:00
Th0masL 006f31129e Reduced length of the line 2021-02-25 05:23:24 +02:00
Th0masL 117f0064ed Allow changing the order_type for forcesell 2021-02-25 05:02:08 +02:00
Matthias c71ecd3680 Fix wrong pair-content in strategy-analysis notebook and documentation
closes #4399
2021-02-22 20:04:36 +01:00
Matthias 228e51b60b Fix #4405 2021-02-22 13:34:52 +01:00
Matthias 3629892fc3 Stoploss-guard should use the trade_limit or more
fix #4404
2021-02-20 19:38:44 +01:00
Matthias 245e39e523 dry-run should be a bool, not a string 2021-02-20 19:17:26 +01:00
Matthias 2b0d2070d0 Avoid crash with /delete
When a trade is deleted between querying the database and actually
handling the trade.

closes #4326
2021-02-18 12:49:14 +01:00
Matthias b5a9ce2894 Download data in the right format as well ...
closes #4393
2021-02-18 09:26:35 +01:00
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