Commit Graph

884 Commits

Author SHA1 Message Date
Matthias 277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias d11c44940e Slightly reword docs
remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
Matthias 2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805 2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805 04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
eSeR1805 4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias 995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805 9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805 8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias 4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
eSeR1805 3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805 ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
Sam Germain 4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805 eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias 30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Rokas Kupstys 6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain 4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
froggleston 431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
froggleston 580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias 737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias 7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias 9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias 25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias 3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Matthias 580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston 767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
froggleston f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
eSeR1805 d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
froggleston 34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston b738c4e695 Fix flake8 complaints 2022-04-16 16:49:20 +01:00
froggleston 7210a11730 Fix flake8 complaints 2022-04-16 16:37:06 +01:00
froggleston a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston b1bcf9f33c Fix backtest_enable typo 2022-04-16 14:58:17 +01:00
froggleston 8990ba2709 Fix store signal candles 2022-04-16 14:49:53 +01:00
froggleston 21734c5de7 Add pickle import 2022-04-16 14:46:30 +01:00
froggleston 26ba899d7d Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST 2022-04-16 14:37:36 +01:00
Robert Davey afd3a32883
Merge branch 'develop' into v3_fixes 2022-04-16 14:23:13 +01:00
eSeR1805 bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
Matthias 68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias 8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Matthias ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
மனோஜ்குமார் பழனிச்சாமி 7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias 6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias 1917527179 custom_sell -> custom_exit 2022-04-04 17:04:43 +02:00
Matthias 54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias 33841da382 Slightly imporve Typing by reusing long/short type 2022-04-04 16:51:57 +02:00
Matthias f8783c908e Add side to custom_entry_price 2022-04-04 16:48:27 +02:00
Matthias 543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias b0fab3ad50 Properly handle empty dataframes after trimming
closes #6629
2022-04-02 16:16:29 +02:00
adriance d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias 6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias 743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias 8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias 95f69b905a Remove ticker_interval support 2022-03-20 09:00:53 +01:00
Matthias 052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias d6309449cf Fix short bug where close_rate is wrongly adjusted 2022-03-16 20:12:09 +01:00
Matthias a89c1da19f Fix 2 bugs in ROI calculation 2022-03-16 20:12:09 +01:00
froggleston 162e94455b Add support for storing buy candle indicator rows in backtesting results 2022-03-16 12:16:24 +00:00
Matthias 7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
adriance ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias cbbdf00ddd Update comments in short backtest rates 2022-03-15 06:39:07 +01:00
adriance fd211166f0 fixed side error 2022-03-15 12:23:59 +08:00
adriance 7059892304 Optimize the code. Fix stop_rate judgment error 2022-03-15 12:04:02 +08:00
adriance 31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance 26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance 3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance 0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance 52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias 20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
adriance 499e9c3e98 fix duration 2022-03-10 00:34:59 +08:00
adriance d579febfec add filled time 2022-03-09 23:55:57 +08:00
adriance 1c86e69c34 use filled time calculate duration 2022-03-09 21:55:13 +08:00
adriance 82e0eca128 add short close rate calu 2022-03-09 20:00:06 +08:00
Matthias e492bf3159 Update order_types to use entry/exit definition 2022-03-09 06:37:08 +01:00
dingzhoufeng 9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng 53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias 3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias 1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias 79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias 1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias 8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Sam Germain b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain 6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias 1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain 8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain 6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Matthias fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias 42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias 8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias 70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Sam Germain a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Matthias 64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias 30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Sam Germain 19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Sam Germain fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias 0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias 6a59103869 update wallets in backtesting to ensure a fresh wallet is used
closes #6388
2022-02-10 19:40:36 +01:00
Matthias dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias 036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
Matthias 644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias 17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Sam Germain e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
Matthias 9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias 58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias 4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias 1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias 6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias 7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias 090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias 44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias 49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys 9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys 15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Sam Germain 8b57827676 exchange.get_max_pair_stake_amount hard set leverage to 0 2022-02-04 14:26:15 -06:00
Sam Germain dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Sam Germain 3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain 7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain 8c680d75b9 moved max_stake_amount check for None to exchange.get_max_pair_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain 6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain edc0e9c75f backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def 2022-02-03 17:48:34 -06:00
Sam Germain 977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain 73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Matthias a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
2022-02-02 19:52:10 +01:00
Matthias 463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias 5d0c2bcb44 Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
2022-01-28 07:25:10 +01:00
Matthias 002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Stefano Ariestasia 0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Matthias e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Reigo Reinmets 451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias 7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias 84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00
Matthias f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Italo 82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Stefano Ariestasia f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
Matthias a6c7f45545 Update webserver backtseting to reuse prior results 2022-01-20 06:51:48 +01:00
Stefano Ariestasia 62ea1a445e add lines to show_config message 2022-01-20 10:03:26 +09:00
Rokas Kupstys 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
Matthias 2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Matthias 5bb48eaed0 Replace Nan with 0 or None in backtesting
part of #6224
2022-01-16 14:49:29 +01:00
Rokas Kupstys 2b7405470a Fix timerange check. 2022-01-15 17:30:40 +02:00
Rokas Kupstys 16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Reigo Reinmets 13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets 678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Reigo Reinmets 3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets 0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00
Reigo Reinmets 8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Matthias dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Rokas Kupstys 11ace0f867 Instead of clearing `processed` dict, store `df_analyzed` (one with buy/sell signals) dataframe in it.
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
2022-01-07 12:07:49 +02:00
Matthias 46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias a9a6cf13f8 Add exit_tag to detail-sells
closes #6159
2022-01-06 08:22:15 +01:00
Matthias 711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Matthias ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Rokas Kupstys a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Wade Dyck 3d9360bb8c When backtesting, pass the candle_type to load_data. 2021-12-27 11:46:05 -07:00
Reigo Reinmets 817a65b656 This is not needed since backtesting does not have open orders. 2021-12-26 20:01:48 +02:00
Reigo Reinmets de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +02:00
Reigo Reinmets db2f0660fa Some more compatibility fixes. 2021-12-18 11:15:59 +02:00
Reigo Reinmets 30673f84f9 Flake8 compatibility 2021-12-18 11:00:25 +02:00
Reigo Reinmets f11a40f144 Improve documentation on adjust_trade_position and position_adjustment_enable 2021-12-11 17:14:04 +02:00
Reigo Reinmets f97662e816 Add position_adjustment_enable config keyword to enable it. 2021-12-11 00:28:12 +02:00
Reigo Reinmets 1e3fc5e984 Slight code touchup 2021-12-10 22:48:00 +02:00
Reigo Reinmets c179951cca Expect stake_amount, not actual amount of pair from strategy for DCA. 2021-12-10 20:42:24 +02:00
Reigo Reinmets b2c2852f86 Initial backtesting support. This does make it rather slow. 2021-12-09 23:21:35 +02:00
Matthias edd80c3006 Merge branch 'develop' into feat/short 2021-12-09 06:34:07 +01:00
Matthias c981cc335d Remove wrong comment 2021-12-04 14:51:55 +01:00
Matthias 68ac8008ec Call custom_exit_price only for sell_signal and custom_sell 2021-12-04 14:14:22 +01:00
Matthias 86910b58dc Bracket entry/exit prices to low/high of the candle 2021-12-03 17:44:53 +01:00
Matthias d1209fe415 Merge branch 'develop' into pr/GluTbl/5756 2021-12-03 17:37:44 +01:00
Matthias 2f17fa2765 Update more to use candleType 2021-12-03 14:15:35 +01:00
Matthias 5493212672 More candletype changes 2021-12-03 13:04:31 +01:00
Matthias 77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
Matthias 67f3570bf3 Merge branch 'develop' into feat/short 2021-12-01 07:21:36 +01:00
Matthias a2a974fc6d correctly apply leverage to backtesting 2021-11-30 20:32:34 +01:00
Matthias 450293878f
Merge pull request #5964 from stash86/fix-docs
Add more words on VolumePairlist backtest error message
2021-11-26 07:48:24 +01:00
Matthias 897788de17 Reformulate exception to be "nicer" 2021-11-26 07:02:50 +01:00
Matthias cc9ea1d466
Merge pull request #5935 from freqtrade/short_buy_tag_compat
Short buy tag compat
2021-11-26 06:29:56 +01:00