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Author SHA1 Message Date
Matthias
369ede1af9 Improve handling of backtesting params 2021-03-20 18:46:57 +02:00
Matthias
78c49836ff fix --stake-amount parameter 2021-03-20 18:46:57 +02:00
Matthias
f1b10bd49e Improve backtesting documentation 2021-03-20 18:46:57 +02:00
Matthias
9bea9a849a Add test for backtesting _enter_trade 2021-03-20 18:46:57 +02:00
Matthias
35215a47ab Add test for subclassing 2021-03-20 18:46:57 +02:00
Matthias
7f3b6c9349 Change some types 
Fix types of new model object
 2021-03-20 18:46:57 +02:00
Matthias
87d8b2f93d 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.
 2021-03-20 18:46:57 +02:00
Matthias
0746a0edc7 Fix some type errors 2021-03-20 18:46:57 +02:00
Matthias
c2ee9160ca Check min-trade-stake in backtesting 2021-03-20 18:46:57 +02:00
Matthias
8f2477ced9 Improve backtesting metrics 2021-03-20 18:46:57 +02:00
Matthias
32707a6ba1 Improve performance by updating wallets only when necessary 2021-03-20 18:46:57 +02:00
Matthias
8f4aad6101 Wallets should not recalculate close_profit for closed trades 2021-03-20 18:46:57 +02:00
Matthias
f7307fe40f ABS drawdown should show wallet high and low values 2021-03-20 18:46:57 +02:00
Matthias
ea56b4775f Add starting balance to profit cumsum calculation 2021-03-20 18:46:57 +02:00
Matthias
2e6bb6c01a Use absolute drawdown calc 2021-03-20 18:46:57 +02:00
Matthias
2bbaeeb1b0 Shorten debug log 2021-03-20 18:46:57 +02:00
Matthias
8f03ce377b Add trade-volume metric 2021-03-20 18:46:57 +02:00
Matthias
78708de740 Backtest-reports should calculate total gains based on starting capital 2021-03-20 18:46:57 +02:00
Matthias
7cf61975fa Allow dynamic stake for backtesting and hyperopt 2021-03-20 18:46:57 +02:00
Matthias
bd8ecc4256 Enable compounding for backtesting 2021-03-20 18:46:57 +02:00
Matthias
0a0e921d4c Add Dry-run wallet CLI option 2021-03-20 18:46:57 +02:00
Matthias
cddbff0a65 total_open_trades_stake should support no-db mode 2021-03-20 18:46:57 +02:00
Matthias
0d664e553a Improve Wallet logging disabling for backtesting 2021-03-20 18:46:57 +02:00
Matthias
6fe1e20ce4 Small enhancements to docs 2021-03-20 18:46:57 +02:00
Matthias
22412a1974 use get_all_locks to get locks for backtest result 2021-03-20 18:46:57 +02:00
Matthias
e0e87a60ae Use timestamp in UTC timezone for ROI comparisons 2021-03-20 18:46:57 +02:00
Matthias
987f984c0f Use sell-reason value in backtesting, not the enum object 2021-03-20 18:46:57 +02:00
Matthias
f56e63895d Extract close method for exchange 2021-03-20 18:46:57 +02:00
Matthias
b89744753e remove only ccxt objects when hyperopting 2021-03-20 18:46:57 +02:00
Matthias
2e421ebe29 Add wallets to backtesting 2021-03-20 18:46:57 +02:00
Matthias
2e7e50cca1 Wallets should use trade_proxy 2021-03-20 18:46:57 +02:00
Matthias
d796982347 Update logo with smiling one 2021-03-20 18:46:57 +02:00
Matthias
39118252e2 Make trade-close sequence clear for mock trades 2021-03-20 18:46:57 +02:00
Th0masL
e71829c6b7 Fix order_by in trades command 2021-03-20 18:46:57 +02:00
dependabot[bot]
68a538db5b Bump aiohttp from 3.7.4 to 3.7.4.post0 
Bumps [aiohttp](https://github.com/aio-libs/aiohttp) from 3.7.4 to 3.7.4.post0.
- [Release notes](https://github.com/aio-libs/aiohttp/releases)
- [Changelog](https://github.com/aio-libs/aiohttp/blob/master/CHANGES.rst)
- [Commits](https://github.com/aio-libs/aiohttp/compare/v3.7.4...v3.7.4.post0)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
5adf982a19 Bump pandas from 1.2.2 to 1.2.3 
Bumps [pandas](https://github.com/pandas-dev/pandas) from 1.2.2 to 1.2.3.
- [Release notes](https://github.com/pandas-dev/pandas/releases)
- [Changelog](https://github.com/pandas-dev/pandas/blob/master/RELEASE.md)
- [Commits](https://github.com/pandas-dev/pandas/compare/v1.2.2...v1.2.3)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
aafe862fc1 Bump mkdocs-material from 7.0.3 to 7.0.5 
Bumps [mkdocs-material](https://github.com/squidfunk/mkdocs-material) from 7.0.3 to 7.0.5.
- [Release notes](https://github.com/squidfunk/mkdocs-material/releases)
- [Changelog](https://github.com/squidfunk/mkdocs-material/blob/master/docs/changelog.md)
- [Commits](https://github.com/squidfunk/mkdocs-material/compare/7.0.3...7.0.5)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
f2425c954a Bump arrow from 1.0.2 to 1.0.3 
Bumps [arrow](https://github.com/arrow-py/arrow) from 1.0.2 to 1.0.3.
- [Release notes](https://github.com/arrow-py/arrow/releases)
- [Changelog](https://github.com/arrow-py/arrow/blob/master/CHANGELOG.rst)
- [Commits](https://github.com/arrow-py/arrow/compare/1.0.2...1.0.3)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
0f280555f9 Bump coveralls from 3.0.0 to 3.0.1 
Bumps [coveralls](https://github.com/TheKevJames/coveralls-python) from 3.0.0 to 3.0.1.
- [Release notes](https://github.com/TheKevJames/coveralls-python/releases)
- [Changelog](https://github.com/TheKevJames/coveralls-python/blob/master/CHANGELOG.md)
- [Commits](https://github.com/TheKevJames/coveralls-python/compare/3.0.0...3.0.1)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
dependabot[bot]
af8cd5fd4c Bump ccxt from 1.42.47 to 1.42.66 
Bumps [ccxt](https://github.com/ccxt/ccxt) from 1.42.47 to 1.42.66.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Changelog](https://github.com/ccxt/ccxt/blob/master/doc/exchanges-by-country.rst)
- [Commits](https://github.com/ccxt/ccxt/compare/1.42.47...1.42.66)

Signed-off-by: dependabot[bot] <support@github.com>
 2021-03-20 18:46:57 +02:00
Matthias
3da1b8577d Increase cache size to be large enough to hold all pairs 
closes #4483
 2021-03-20 18:46:57 +02:00
Th0masL
795325ad0f Add trade_id to Cancel messages and reduced lines length 2021-03-20 18:46:57 +02:00
Th0masL
408b816d46 Add trade_id to tests 2021-03-20 18:46:57 +02:00
Th0masL
64e127ee08 Add trade_id in Telegram messages 2021-03-20 18:46:57 +02:00
Patrick Weber
5d01d202ad Fixed line length in HyperOpt for new name 
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
 2021-03-20 18:46:57 +02:00
Patrick Weber
dd19f99a0a Add strategy name to HyperOpt results filename 
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
 2021-03-20 18:46:57 +02:00
Matthias
05fe5591dc Introduce forcebuy ordertype to allow specifiying a different ordertype for forcebuy / forcesells 2021-03-20 18:46:57 +02:00
Matthias
e05e61cd01 Remove deprecated profit return value 2021-03-20 18:46:57 +02:00
Matthias
c32f9706ff Fix too long line errors 2021-03-20 18:46:57 +02:00
raoulus
adf040ab97 added "Median profit" column to hyperopt -> export-csv 2021-03-20 18:46:57 +02:00