1e2523af61
Fix some assumptions on the data
...
available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
2a6efab8a2
Don't use deprecated abstractclassmethod decorator
2022-05-02 06:24:52 +00:00
f9244aad92
Fix on max drawdown formula to match tests
2022-05-01 12:25:53 -03:00
53a2f55cf0
Merge branch 'develop' into pr/nicolaspapp/6715
2022-05-01 10:03:10 +02:00
8b5d454b50
Fix subtle bug in trades download
2022-04-30 17:44:57 +02:00
e49b3ef051
Improve message formatting
2022-04-30 17:35:11 +02:00
f6a7e6b785
Add prepend option to download-data
2022-04-30 17:32:50 +02:00
11d447cd5a
Add support for download-data "until"
2022-04-30 15:42:41 +02:00
c6c569b772
chore: split BTAnalyais to metrics
2022-04-30 14:47:27 +02:00
4262f84744
Merge branch 'develop' into pr/nicolaspapp/6715
2022-04-30 14:22:18 +02:00
fbd142844f
Refactor bt-caching stuff to it's own module
2022-04-29 19:37:13 +02:00
4143ebbeae
Add CAGR calculation to backtesting
2022-04-25 10:51:11 +02:00
e8aec967dd
Update on note
2022-04-24 17:42:52 -03:00
086cc6be93
Correction on tests
2022-04-24 17:37:09 -03:00
0f943c482b
PEP8 code compliance
2022-04-23 13:15:14 -03:00
f89b64c972
Improve test by having multistrat.meta file available
2022-04-13 07:09:26 +02:00
4ac54a76af
Add strategy as mandatory argument
2022-04-13 06:47:39 +02:00
c8e4687833
Plots and hyperopt
2022-04-11 16:41:48 -03:00
d9039152ba
Add "get backtest historic results" endpoint
2022-04-11 19:44:47 +02:00
178240aa6c
Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown
2022-04-11 14:42:10 -03:00
47a6ef4f00
Max relative drawdown
2022-04-10 12:53:47 -03:00
cd2e49bb60
Simplify downloading futures data code
2022-04-10 09:53:33 +02:00
95f69a8c3b
Remove some outdated TODO's
2022-04-10 09:53:33 +02:00
543aa74278
update sell_reason to exit_reason
2022-04-02 20:04:29 +02:00
30cff1bd2c
Update hdf5 to not raise naturalNaming warnings
2022-03-27 16:39:34 +02:00
fa3c00c673
Remove some default arguments in history_utils
2022-03-22 07:20:21 +01:00
9bcc79e118
Use parsed TradingMode from config
2022-03-03 07:06:13 +01:00
c5cf73e67b
hdf5 datahandler should also create directory
2022-03-02 19:41:14 +01:00
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
64d0c75bbb
Fix deprecation warnings
2022-02-01 19:11:51 +01:00
ab932d8398
Properly detect default candle type
2022-01-29 14:31:58 +01:00
88ccfedd32
Improve wording of "no history found" error
2022-01-26 06:53:00 +01:00
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
bb1d8fb54f
Improve message when no hyperopt fie is found
...
closes #6266
2022-01-21 15:24:26 +01:00
d319204dea
Add note about legacy metadata format
2022-01-19 20:08:09 +01:00
5fffc5033a
Rework backtesting --no-cahche to --cache=[none, day, week, month].
...
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
2fb9e7940a
Improve "missing data" message
2022-01-08 14:39:09 +01:00
522496d9e2
Add Compatibility code for BT_DATA_COLUMNS
2022-01-07 17:17:35 +01:00
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
d64f9030c1
Remove now unused codesegment
2022-01-07 08:04:01 +01:00
b3a4ecaf77
Remove old backtest format support
2022-01-06 19:49:25 +01:00
a0f9c1bf7b
Avoid failure when calculating max-drawdown
...
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
4e2b9203d7
Remove no longer used BT_DATA_COLUMNS_MID
2022-01-05 20:40:59 +01:00
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
78ba2d3fc7
Add underwaterplot calculation to btanalysis
2022-01-01 14:39:58 +01:00
9becd20f20
Improve "Missing data" messages
2022-01-01 10:37:58 +01:00
bd98637ae9
Fail gracefully from plot-profit when no data is provided
...
closes #6132
2021-12-30 10:14:45 +01:00
1871165d21
Merge pull request #6127 from wadedyck/download_data_futures_fix
...
Download data futures fix
2021-12-29 19:08:38 +01:00
5743b3a0b7
When getting analyzed dataframes, use candle_type_def in the pair_key as that's how they're cached.
2021-12-27 13:29:25 -07:00
5b3f907b0c
Fixes a download_data bug when in futures mode.
...
When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
ddce28c12d
Update data downloading to include funding_fee downloads
2021-12-18 15:32:02 +01:00
2679744228
Explicit test for candletype get_default
2021-12-08 16:20:26 +01:00
35afc7b478
Fix wrong tradingMOde comparison
2021-12-08 16:07:27 +01:00
9b9d61c6d6
Remove SPOT_ candletype
2021-12-08 14:38:09 +01:00
d89cbda7b8
Use `candle_type_def` where possible
2021-12-08 14:15:54 +01:00
222c293602
Add "defaultCandletype"
2021-12-08 13:17:20 +01:00
dda7283f3e
Remove unnecessary default parameters
2021-12-08 11:32:58 +01:00
ac2fb08aea
Small updates while reviewing
2021-12-07 20:21:49 +01:00
f1c5a4d065
Use pair-reconstruction method wherever possible
2021-12-07 20:12:44 +01:00
b4d27973b1
Update ohlcv_get_pairs test
2021-12-07 19:57:18 +01:00
9d79501c13
Add candletypes argument for convert-data
2021-12-05 10:26:00 +01:00
a80c3f6a1b
Use exchange-dependant timeframe/candletype to get mark/index candles
2021-12-05 10:01:44 +01:00
69f371bf63
Update download-data to download necessary data for futures
2021-12-03 14:43:49 +01:00
2f17fa2765
Update more to use candleType
2021-12-03 14:15:35 +01:00
5493212672
More candletype changes
2021-12-03 13:04:31 +01:00
f33643cacf
Add candletype from string
2021-12-03 12:46:18 +01:00
f9cf59bb4d
Candle_type to enum
2021-12-03 12:32:12 +01:00
a87e256737
Add candleType enum
2021-12-03 12:12:33 +01:00
b578e31255
Align tests to have futures data in futures/ directory
2021-12-03 07:20:43 +01:00
7baf11a497
Futures candles should go into a subdirectory
2021-12-03 07:04:53 +01:00
fae7167bf3
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 20:25:30 +01:00
fb1599d21b
Merge branch 'develop' into feat/short
2021-12-02 20:20:35 +01:00
ad5c8f601c
Simplify datahandler classes by exploiting commonalities
2021-12-02 20:19:22 +01:00
f4d0abc51a
Merge branch 'feat/short' into pr/samgermain/5780
2021-12-02 07:09:37 +01:00
f71b7a4e76
Merge branch 'develop' into feat/short
2021-12-02 06:53:15 +01:00
0375a08302
use to_hdf instead of HDFStore
2021-12-01 20:32:23 +01:00
cb4efa6d56
Revert unnecessary formatting changes
2021-11-28 15:53:13 +01:00
0d6c933935
Improve and fix pair detection from available data
2021-11-28 15:25:57 +01:00
7faa7539b4
Further enhance pair retrieval
2021-11-28 15:03:55 +01:00
8d70672bee
Enhance Regex to work for mark candles
2021-11-28 14:37:54 +01:00
c096c7f5cb
Add explicit tests for ohlcv regex
2021-11-28 14:34:46 +01:00
392128013f
Updated ohlcv_get_available_data to recognize swap and futures pairs
2021-11-27 03:11:44 -06:00
8761649fd7
Added candle_type in doc strings
2021-11-27 02:55:42 -06:00
920151934a
Added candle_type to a lot of methods, wrote some tests
2021-11-21 17:48:14 -06:00
e2f98a8dab
replaced candle_type: Optional[str] = '' with candle_type: str = ''
2021-11-21 17:48:14 -06:00
64a6abc541
Added candle type to ohlcv_get_available_data
2021-11-21 17:48:14 -06:00
b4029533ec
removed candle type from idatahandler.py
2021-11-21 17:48:14 -06:00
843ca22a56
mark price test ohlcv_get_pairs
2021-11-21 17:48:14 -06:00
3d95533bf9
Removed candletype from converter methods
2021-11-21 17:48:14 -06:00
ee2ad8ca97
updated historic data filenames to include the candle type
2021-11-21 17:48:14 -06:00
c26c0b6822
Merge branch 'feat/short' into short_buy_tag_compat
2021-11-21 19:31:59 +01:00
36deced00b
Remove more buy_tag references
2021-11-21 09:55:10 +01:00
0a50017c84
Add long/short support to backtesting
2021-11-18 20:34:59 +01:00
f40221dd9f
Merge branch 'develop' into feat/short
2021-11-18 20:20:01 +01:00
e0fd880c11
Improve some more pct formattings
2021-11-11 16:12:23 +01:00
e8b4cf6eaa
Merge branch 'develop' into feat/short
2021-10-02 03:15:12 -06:00
6319c104fe
Fix unreliable backtest-result when using webserver mode
2021-09-26 15:07:48 +02:00
2a678bdbb4
Update buy_tag column to long_tag
2021-09-26 08:37:44 +02:00
71ff214adf
Support "initial_call" for download-data of new pairs
2021-09-07 07:14:40 +02:00
40ad451019
Download-data log process added
...
Download-data log process added
pytest assert solved
2021-08-20 14:52:56 +00:00
f24a951ec5
fix: typo spelling grammar
2021-08-16 19:16:24 +07:00
e9ef9a6d28
Use .view() to convert dates to enums
...
part of #5314 - fixing deprecation warning.
2021-08-01 10:31:35 +02:00
138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
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Add buy signal name
2021-07-30 08:23:11 +02:00
49886874aa
rename to buy_tag
2021-07-21 20:05:35 +07:00
cbfedf8b29
fix backtest testcase
2021-07-20 23:25:00 +07:00
ab786abf7f
Fix intendation.
2021-07-19 00:47:51 +03:00
f705293353
Dataprovider caching and trimming to timerange of historical informative.
2021-07-19 00:25:24 +03:00
10998eb0fa
Remove further usages of int(int_timestamp)
2021-07-05 19:51:14 +02:00
d294ef10d7
unexpected docstring params
2021-06-25 23:56:16 +05:30
a46f60bd94
spell corrections
2021-06-25 22:10:04 +05:30
9c34304cb9
Move state enums to enums package
2021-06-08 21:20:35 +02:00
a7bd8b0aa5
Fix exception in plotting when no trades where generated
...
as seen in #4981
2021-05-22 17:03:16 +02:00
96ea10e562
Fix circular import in hyperopt
2021-05-21 08:52:56 +02:00
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
db17b1a851
fix indentation
2021-05-15 20:20:36 +09:00
88da1f109b
fix #4412 download-data does not stop downloading at the specified TIMERANGE end date
2021-05-15 20:15:19 +09:00
92186d89a2
Add some changes to strategytemplate
2021-05-09 09:56:36 +02:00
8d8c782bd0
Slice dataframe in backtesting, preventing access to rows past current time.
2021-05-08 18:40:49 +03:00
1b01ad6f85
Make exchange parameter optional and do not use it as parameter in backtesting.
2021-05-08 10:29:47 +03:00
4b6cd69c81
Add test for no-exchange dataprovider
2021-05-08 10:29:47 +03:00
d344194b36
Fix dataprovider in hyperopt.
2021-05-08 10:29:47 +03:00
cdfa6adbe5
Store pair datafrmes in dataprovider for backtesting.
2021-05-08 10:29:47 +03:00
4f529fe424
Don't use Arrow to get min/max backtest dates
2021-05-06 19:43:14 +02:00
fd3afdc230
plot-profit should use absolute values
2021-04-25 10:10:09 +02:00
e855530483
hdf5 handler should include the end-date
2021-04-24 20:26:37 +02:00
406c1267a2
Remove superfluss space
2021-04-22 20:01:08 +02:00
09efa7b06b
Add --new-pairs-days parameter for download-data command.
...
This parameter allows us to customize a number of days we would like to download for new pairs only. This allows us to achieve efficient data update, downloading all data for new pairs and only missing data for existing pairs. To do that use `freqtrade download-data --new-pairs-days=3650` (not specifying `--days` or `--timerange` causes freqtrade to download only missing data for existing pairs).
2021-04-22 10:07:13 +03:00
9b23be4021
Return a copy from `current_whitelist`
...
this avoids manipulating of the pair whitelist from within a strategy
2021-04-13 06:49:53 +02:00
50fcb3f330
Reduce verbosity of missing data if less than 1% of data is missing
2021-03-30 07:26:39 +02:00
89bbfd2324
Remove candle_count from dataframe before backtesting
...
closes #3754
2021-03-29 20:26:54 +02:00
53a57f2c81
Change some types
...
Fix types of new model object
2021-02-27 09:33:00 +01:00
aed23d55c2
Add starting balance to profit cumsum calculation
2021-02-27 09:33:00 +01:00
0d2f877e77
Use absolute drawdown calc
2021-02-27 09:32:59 +01:00
5c263c7ffd
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
2021-02-14 19:41:12 +01:00
2c80388b40
Fix valueerror in case of empty array files
2021-02-01 06:28:49 +01:00
5724371a4f
Fix types for numpy 1.20.0 upgrade
2021-01-31 11:21:23 +01:00
ea0ffbae73
use profit_ratio in calculate_cum_profit
2021-01-29 19:06:57 +01:00
789a980a30
Fix tests for new export format
2021-01-24 19:42:32 +01:00
deb8432d33
Streamline trade to dataframe conversion
2021-01-24 08:58:41 +01:00
0d4cf32086
Slightly adapt to pandas incompatibility
2020-12-28 09:50:48 +01:00
ceb50a7807
use exception handler when downloading data
...
closes #3992
2020-11-25 07:57:27 +01:00
e8e3ca0c3c
Catch ValueError from trade_conversion
...
closes #3967
2020-11-21 10:57:19 +01:00
83861fabde
Fix #3967 , move TradeList type to constants
2020-11-21 10:52:15 +01:00
52c9a2c37f
Convert np to None when loading hdf5 trades to allow duplicate detection
2020-11-19 07:31:54 +01:00
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
...
Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
78874fa865
informative_pairs does not honor dataformat
2020-10-31 10:53:51 +00:00
adffd402ea
Replace some pointless occurances of arrow
2020-10-20 20:11:38 +02:00
8cdc795a44
Rename persistence.init to init_db
2020-10-16 08:15:18 +02:00
6977ffdbf9
Merge branch 'develop' into isort_config
2020-09-28 20:21:55 +02:00
253b7b763e
Apply isort to freqtrade codebase
2020-09-28 19:40:46 +02:00
6e70ae6e95
Improve code quality
2020-09-27 19:40:55 +02:00
3cb1a9a5a9
Support loading results from a specific hyperopt history file
2020-09-27 17:03:30 +02:00
c42a924df8
Load latest file
2020-09-27 16:50:42 +02:00
77d0189695
Remove not needed argument in update_trade_state
2020-09-19 09:37:11 +02:00
38c52c7eee
Merge pull request #3626 from freqtrade/feat/hdf5
...
Introduce HDF5 Datahandler
2020-08-31 16:10:24 +02:00
284d39930f
Allow using pairlists through dataprovider in backtesting
2020-08-30 10:07:28 +02:00
309ea1246a
Update config to use single quotes
2020-08-26 20:52:09 +02:00
4eb17b4daf
Remove unneeded function
2020-08-18 15:20:37 +02:00
87e4a82041
Merge branch 'develop' into bt_add_maxdrawdown
2020-08-09 08:34:36 +02:00
bad89307dd
Fix mypy error
2020-07-25 17:19:41 +02:00
119bf2a8ea
Document hdf5 dataformat
2020-07-25 17:06:58 +02:00
0a28818b46
Add some tests for hdf5
2020-07-24 19:37:37 +02:00
861e7099cc
Rename hdf5handler to hdf5DataHandler
2020-07-24 19:23:37 +02:00
3171ad33b7
Add blosc compression
2020-07-24 17:44:29 +02:00
0f08addfbe
Don't store empty arrays
2020-07-24 17:37:07 +02:00
31df42e737
Implement get_available_data
2020-07-24 17:31:43 +02:00
d4540c846a
Add trades_load method
2020-07-23 19:33:23 +02:00
55591e287c
First version of hdf5handler - no proper support for trades yet
2020-07-23 19:33:23 +02:00
b035d9e267
Update return type comment
2020-07-12 10:23:09 +02:00
d4fc52d2d5
Add tests for ohlcv_get_available_data
2020-07-12 09:56:46 +02:00
422825ea1b
Add ohlcv_get_available_data to find available data
2020-07-12 09:50:53 +02:00
d56f9655e2
Update notebook with new statistics example
2020-07-03 07:20:43 +02:00
d999fa2a7e
Test autogetting result filename
2020-07-03 06:58:27 +02:00
7c5587aeaa
exportfilename can be a file or directory
2020-07-03 06:58:27 +02:00
2ed808da1f
Extract .last_result.json to constant
2020-07-03 06:58:27 +02:00
afefe92523
Add multi-strategy loading logic
2020-07-03 06:58:27 +02:00
c13ec4a1d4
implement fallback loading for load_backtest_data
2020-07-03 06:58:27 +02:00
04eaf2c39c
Add test for get_last_backtest_Result
2020-07-03 06:58:27 +02:00
7727292861
Rename duration to trade_duration
2020-07-03 06:58:27 +02:00
af9a9592b7
Remove unnecessary statement
2020-07-03 06:58:27 +02:00
dacb40a976
Add get_latest_backtest_filename
2020-07-03 06:58:27 +02:00
b068e7c564
Rename open_time and close_time to *date
2020-07-03 06:58:27 +02:00
415853583b
Save backtest-stats
2020-07-03 06:58:27 +02:00
5fce7f3b22
Add market Change
...
closes #2524 and #3518
2020-07-03 06:58:27 +02:00
c2a6f70b4c
Merge branch 'develop' into keep_dataframe_noapi
2020-06-30 07:46:52 +02:00
bf61bc9d83
Introduce ExchangeError
2020-06-28 16:01:40 +02:00
676006b99c
--dl-trades should also support increasing download span
...
(by downloading the whole dataset again to avoid missing data in the
middle).
2020-06-24 17:40:23 +02:00
ab9382434f
Add test for get_analyzed_dataframe
2020-06-18 06:50:06 +02:00
8166b37253
Explicitly check if dp is available
2020-06-18 06:50:06 +02:00
9794914838
store dataframe updated as tuple
2020-06-18 06:50:05 +02:00
fd97ad9b76
Cache analyzed dataframe
2020-06-18 06:50:05 +02:00
a3506f4d8e
Merge branch 'develop' into timeframe
2020-06-15 06:35:55 +02:00
3f9ab0846d
Rename profitperc to profit_percent
2020-06-07 15:39:59 +02:00
f4c2bb1346
Fix crash in #3404
2020-06-02 19:37:08 +03:00
f9bb1a7f22
Update more occurances of ticker_interval
2020-06-02 10:02:55 +02:00
cadc50ce9b
Replace more occurances of ticker_interval with timeframe
2020-06-01 20:49:40 +02:00
16cd1f06b2
Rename get_order_book to fetch_l2_order_book (aligning to ccxt)
2020-05-26 20:27:35 +02:00
Matthias
Nicolas Papp
Rokas Kupstys
Sam Germain
Wade Dyck
Masoud Azizi
slowy07
kevinjulian
George Muravei-Alkhavoi
aayush-jain18
Brook Miles
Florian Reitmeir
Matthias Spiller
hroff-1902