Commit Graph

77 Commits

Author SHA1 Message Date
Matthias ecddaa663b Convert timestamp to int_timestamp for all arrow occurances 2020-10-13 06:24:01 +02:00
Matthias 253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +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 378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias ec01f20bf8 Add ratio to sell reason stats 2020-09-16 20:27:28 +02:00
Matthias d8a6410fd1 Fix small bug when using max-open-trades -1 in backtesting 2020-08-23 09:00:57 +02:00
Matthias 4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias f5a9001dc0 Handle backtest results without any trades 2020-08-20 19:51:36 +02:00
Matthias 9982ad2f36 Add profit to backtest summary output 2020-08-18 16:59:24 +02:00
Matthias 668d167adc Add docstring to store_backtest_stats 2020-08-18 16:15:24 +02:00
Matthias 4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00
Matthias fca41a44bb Also logg timeframe 2020-08-08 20:20:58 +02:00
Matthias aab5596fa6 Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
2020-07-27 07:20:40 +02:00
Matthias 977a6d4e9c Add profit_total to results line 2020-07-26 16:10:48 +02:00
Matthias 454046f745 Add stake_currency and max_opeN_trades to backtest result 2020-07-26 15:55:54 +02:00
Matthias 8d0f338bf2 Timestamps should be in ms 2020-07-26 15:23:21 +02:00
Matthias 9ed5fed887 Fix output format to be of an identical type 2020-07-26 15:17:54 +02:00
Matthias 902e8fa62f Fix wrong spelling in one subcomponent 2020-07-26 14:39:00 +02:00
Matthias bdf611352e Update summary-metrics output 2020-07-14 19:34:01 +02:00
Matthias 1fc4451d2f Avoid \ linebreak 2020-07-03 20:32:04 +02:00
Matthias 0d15a87af8 Remove old store_backtest method 2020-07-03 20:21:32 +02:00
Matthias 987188e41f Add avgduration for winners and losers 2020-07-03 19:58:02 +02:00
Matthias 8e0ff4bd86 Add Win / draw / losing days 2020-07-03 19:45:45 +02:00
Matthias 42868ad24a Add best / worst day to statistics 2020-07-03 19:30:29 +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 59e0ca0aaa Add pairlist to backtest-result 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 f368aabcc7 Add amount to backtest-result 2020-07-03 06:58:27 +02:00
Matthias 03ab61959b Add test for generate_backtest_stats 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 04cbc2cde5 Shorten variable 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 81c8e8677d use 0 as profit mean, not nan 2020-07-03 06:58:27 +02:00
Matthias 480c5117f1 Handle empty return strings 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 cf044d166e Tests should use new Datetime format too 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
Matthias 6922fbc3aa Add max_drawdown error handler 2020-07-03 06:58:27 +02:00
Matthias 455b26ea48 Add max drawdown to backtesting 2020-07-03 06:58:27 +02:00
Matthias a75b94f143 use bracket notation for dataframe access 2020-06-07 15:40:00 +02:00
Matthias 04779411f5 Add docstring to backtest_stats 2020-06-07 15:39:59 +02:00
Matthias 070913f327 Rename text_table generation 2020-06-07 11:35:02 +02:00
Matthias 499c6772d1 Rename tabulate methods
they don't "generate" anything
2020-06-07 11:31:33 +02:00
Matthias a6f6724752 Reorder functions in optimize_report 2020-06-07 11:29:14 +02:00
Matthias 091693308a Correctly call show_backtest_results 2020-06-01 09:25:26 +02:00
Matthias ceaf32d304 Extract backtesting report generation from show_backtest_Results 2020-06-01 09:24:05 +02:00
Matthias f202e09b10 Extract conversion to trades list to it's own function 2020-06-01 08:57:31 +02:00