Commit Graph

396 Commits

Author SHA1 Message Date
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
Matthias 48977493bb Backtesting does not need to convert to BacktestResult object 2021-01-24 08:58:41 +01:00
Matthias 0b65fe6afe Capture backtest start / end time 2021-01-14 19:09:25 +01:00
Matthias 9147106259 call bot_loop_start() in backtesting to allow setup-code to run 2021-01-14 19:09:25 +01:00
Matthias baa1142afa Use preprocessed to get min/max date in hyperopt 2021-01-14 19:09:21 +01:00
Matthias 9d4cdcad10 Extract backtesting of one strategy 2021-01-14 19:04:42 +01:00
Matthias f3de0dd3eb Fix support for protections in hyperopt
closes #4208
2021-01-14 06:53:40 +01:00
Matthias f11fd2fee1 Sort imports 2020-12-23 17:00:02 +01:00
Matthias 67193bca3d Move pairlists to be a plugin submodule 2020-12-23 16:54:35 +01:00
Matthias 266031a6be Disallow PerformanceFilter for backtesting
closes #4072
2020-12-16 19:24:47 +01:00
Matthias f047297995 Improve wording, fix bug 2020-12-07 15:48:06 +01:00
Matthias 5849d07497 Export locks as part of backtesting 2020-12-07 11:39:01 +01:00
Matthias bb51da8297 Fix slow backtest due to protections 2020-12-07 11:39:01 +01:00
Matthias 75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias a3f9cd2c26 Only load protections when necessary 2020-12-07 11:39:01 +01:00
Matthias e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias 32189d27c8 Disable output from plugins in backtesting 2020-12-07 11:39:01 +01:00
Matthias 9f34aebdaa Allow closing trades without message 2020-12-07 11:39:01 +01:00
Matthias b606936eb7 Make changes to backtesting to incorporate protections 2020-12-07 11:39:01 +01:00
Matthias e73203acb8 FIx bug with dmmp 2020-11-01 10:51:07 +01:00
Matthias cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias 5d3a67d324 Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
Matthias b80a219d03 Improve typehints for backtesting 2020-10-18 16:35:23 +02:00
Matthias 2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias 23278e52db remove obsolete logging statements 2020-10-08 20:22:59 +02:00
Matthias e8f2c09f08 Extract handling of left open trades to seperate method 2020-10-08 20:11:45 +02:00