61c41fd919
Merge branch 'develop' into feat/freqai
2022-07-24 16:18:58 +02:00
2eb1d18c2a
Don't load leverage tiers when not necessary
2022-07-23 19:56:38 +02:00
f6bfd89cef
Merge branch 'develop' into feat/freqai
2022-07-16 18:14:34 +02:00
40e2da10f3
Add hypeorpt cloudpickle magic
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closes #7078
2022-07-16 11:49:33 +02:00
e52f82b565
Add leverage to custom_stake_amount callback
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closes #7047
2022-07-08 19:44:20 +02:00
a6077ac7f4
Merge feat/freqai into develop to get new features
2022-07-03 16:17:13 +02:00
07aa372e2a
Ensure bot_loop_start is called in hyperopt, too
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closes #7001
2022-07-03 14:10:59 +02:00
2b07d34611
Revert several undesired changes
2022-06-23 20:47:51 +02:00
8bf0bf10c5
Merge branch 'develop' into pr/SmartManoj/6859
2022-06-23 20:43:35 +02:00
bb61250bfe
Merge pull request #6987 from freqtrade/profit_metrics
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Profit metrics
2022-06-18 17:20:20 +02:00
474e6705e6
Add Profit factor to backtesting
2022-06-18 16:35:40 +02:00
8c46d19071
Fix backtesting bug
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balance was never released on cancelled trades
2022-06-18 16:27:54 +02:00
6a15d36d14
Add Drawdown and profit_factor to /profit
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#6816
2022-06-18 11:14:28 +02:00
017fd03180
Fix but with late entries in backtesting
2022-06-18 09:05:22 +02:00
3c62df6b86
Ensure the same timestamp is used for backtest and signal export
2022-06-15 06:53:52 +02:00
7142394121
remove random_state condition
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otherwise the random sample always draws the same set of points
2022-06-10 09:46:45 +01:00
dce9fdd0e4
don't overwrite is_random
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this should fix issue #6746
2022-06-09 20:06:23 +01:00
7eacb847b0
Fix backtesting bug when order is not replaced
2022-06-08 20:21:45 +02:00
0b806af487
Add orders column to btresult
2022-06-06 10:59:10 +02:00
f709222943
Properly close out orders in backtesting
2022-06-05 22:12:27 +02:00
a790bad1e4
Add entry_tag to leverage callback
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closes #6929
2022-06-05 10:24:54 +02:00
34a44b9dd2
Fix backtesting bug when canceling orders
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closes #6911
2022-05-31 20:32:41 +02:00
66edbcd3d5
Fix slight backtesting bug in edge-case scenarios
2022-05-31 20:08:34 +02:00
7523ed825e
automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now).
2022-05-31 18:42:27 +02:00
eaa656f859
Hyperoptable parameters can be instance attributes
2022-05-30 07:07:47 +02:00
1ee08d22d2
Delay parameter init
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closes #6894
2022-05-29 16:39:52 +02:00
3e66275c98
Refactor bot_start to separate function
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to be reused further ...
2022-05-25 20:01:21 +02:00
d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
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Fix/typing
2022-05-24 19:41:59 +02:00
a8ee77cd5e
Simplify backtesting typechecking
2022-05-24 19:13:35 +02:00
23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
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Should exit list
2022-05-24 06:57:50 +02:00
0a713faca8
Fix some type errors
2022-05-24 06:54:16 +02:00
e1c068ca66
add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params.
2022-05-23 12:07:09 +02:00
eb5fe9e3ae
Merge pull request #6857 from froggleston/develop
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Add support for fudging unavailable funding rates, allowing backtesti…
2022-05-23 06:31:51 +02:00
e3beaae8be
update hyperopt typing
2022-05-22 19:32:32 +02:00
bdb904e714
Should_exit should return all sell signals
2022-05-22 10:17:49 +02:00
f006978caf
Be more explicit in default value
2022-05-21 17:35:49 +02:00
2df42a3035
Move "funding fillup" logic to exchange class
2022-05-21 08:50:39 +02:00
6bd5535d6c
Use exchange method to combine funding and mark candles
2022-05-21 08:31:34 +02:00
c499a92f57
Remove surplus mark columns, and make fillna on funding rate only
2022-05-20 11:48:53 +01:00
363098d32d
Fix reversed makr/funding_rate columns
2022-05-18 12:56:43 +01:00
736f9f4972
Fix docs and add outer join support for merging funding rates across full timerange
2022-05-18 12:47:37 +01:00
2b61aa282a
Removed None in dict.get()
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https://stackoverflow.com/a/12631641
Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
2022-05-18 03:41:10 +05:30
37e4ede65c
Fix flake issues
2022-05-17 22:32:17 +01:00
bb758da940
Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not
2022-05-17 22:05:33 +01:00
34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting
2022-05-17 14:09:57 +03:00
0585b378b3
BT: Report canceled/replaced orders also.
2022-05-17 14:07:42 +03:00
6e8f24f6a7
BT: track canceled/replaced orders also.
2022-05-17 14:07:02 +03:00
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
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BT: Reporting canceled trade entries
2022-05-17 07:05:26 +02:00
7cd0f8a7b1
Merge branch 'develop' into patch-10
2022-05-17 08:07:13 +05:30
f2e2e57237
Report trade entries canceled by user.
2022-05-17 01:41:31 +03:00
fb7c0792c0
Track trade entries canceled by user.
2022-05-17 01:41:01 +03:00
aae233bd6c
try passing the check tests
2022-05-15 17:42:15 +02:00
b03c7b514d
optional style for interfacing freqai with backtesting
2022-05-15 17:42:15 +02:00
a0b25938f4
Fix exit_reason assignment in backtesting
2022-05-15 17:41:59 +02:00
764f9449b4
fix logger, debug some flake8 appeasements
2022-05-15 17:41:34 +02:00
fc837c4daa
add freqao backend machinery, user interface, documentation
2022-05-15 17:38:58 +02:00
18fd3bb333
Update stoploss handling for entry-order adjustment
2022-05-15 15:45:39 +02:00
1c20fb7638
Refresh open_rate and stoploss on order replacement.
2022-05-14 16:37:04 +03:00
64670726a6
flake8 fix
2022-05-13 21:52:26 +05:30
71a80cab3a
fixed variable naming style
2022-05-13 21:19:40 +05:30
277e07589e
update/fix some comments and docs
2022-05-07 17:47:37 +02:00
d11c44940e
Slightly reword docs
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remove some Note-boxes - people tend to skip these.
2022-05-06 06:42:01 +02:00
2d9be6dace
move open_rate updating to close_bt_order
2022-05-05 19:50:16 +02:00
2bed0eab0c
BT: Update trade open_rate on first filled order.
2022-05-05 12:19:05 +03:00
496bf84e3a
Merge branch 'develop' into feat_readjust_entry
2022-05-04 21:43:41 +03:00
88c8fe5570
Merge pull request #6715 from nicolaspapp/feat/relative-drawdown
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Add relative drawdown
2022-05-02 21:09:14 +02:00
3f64c6307f
Maintain compatibility with old backtest results
2022-05-02 20:01:44 +02:00
1e2523af61
Fix some assumptions on the data
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available_capital is not guaranteed to be available, while dry-run-wallet is.
2022-05-02 19:44:14 +02:00
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry
2022-05-01 21:42:15 +03:00
4e43194dfe
BT: Refactor open order management.
2022-05-01 18:06:20 +03:00
995c48b642
Merge branch 'develop' into pairlocks_direction
2022-05-01 14:59:04 +02:00
9d205132d0
Revert unintended comment change.
2022-05-01 12:10:11 +03:00
8c19953cdd
Quick exit when order should be maintained.
2022-05-01 12:08:19 +03:00
53a2f55cf0
Merge branch 'develop' into pr/nicolaspapp/6715
2022-05-01 10:03:10 +02:00
4580127fa8
Small refactor
2022-04-30 14:51:57 +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
2acb68e6e2
Move hyperopt-loss functions to their own package
2022-04-30 13:59:23 +02:00
3be2afdd88
Merge branch 'develop' into feat_readjust_entry
2022-04-30 13:39:23 +03:00
ad0c5d9440
Refactor entry adjustment for backtesting.
2022-04-30 13:38:17 +03:00
09b74cebce
Move edge bot_loop_start to edge_cli
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(otherwise it's called twice when running trade mode with edge on).
2022-04-30 08:55:07 +02:00
4a6f1e90c3
Merge branch 'develop' into bot-start
2022-04-29 22:23:42 -06:00
43049e0465
Evict cache if parameter file changed
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closes #6735
2022-04-29 19:44:17 +02:00
fbd142844f
Refactor bt-caching stuff to it's own module
2022-04-29 19:37:13 +02:00
eb23170c43
Merge branch 'develop' into feat_readjust_entry
2022-04-28 23:06:52 +03:00
d1a61f9c61
Don't start futures backtest if leverage-tiers don't contain pair
2022-04-28 20:05:19 +02:00
1e83589641
Fix hyperopt
2022-04-28 06:59:03 +02:00
30c9dc6975
Fix exit-signa being assigned when tag is set but no signal is present.
2022-04-27 13:53:11 +02:00
6d99222320
Add 'exit_tag' parameter to 'custom_exit_price' callback.
2022-04-26 10:01:51 +03:00
4fd904e0a9
added bot_start to backtesting
2022-04-25 17:48:57 -06:00
44000ae0b3
Fix CAGR missing for old results
2022-04-25 17:37:25 +02:00
246a336f56
Merge pull request #6726 from froggleston/bt_concat
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Move df append to pd concat
2022-04-25 16:03:27 +02:00
431c539cbd
Fix isort import order
2022-04-25 10:42:24 +01:00
4444259078
Fix hyperopt-loss interface to enforce kwargs
2022-04-25 11:33:18 +02:00
580da21dda
Move df append to pd concat
2022-04-25 10:31:19 +01:00
4143ebbeae
Add CAGR calculation to backtesting
2022-04-25 10:51:11 +02:00
737bdfe844
Use "side" parameter when calling Pairlocks
2022-04-24 14:33:24 +02:00
7c79d937e0
Properly type "side" parameter
2022-04-24 14:33:24 +02:00
9e199165b4
Update protection-interface to support per-side locks
2022-04-24 14:33:24 +02:00
25c6c5e326
Update backtest sell terminology to exit
2022-04-24 14:30:50 +02:00
3c17409bd7
Update buy to entry in backtesting
2022-04-24 14:28:15 +02:00
0f943c482b
PEP8 code compliance
2022-04-23 13:15:14 -03:00
d4e12371c2
Merge pull request #6558 from samgermain/recursive-strategy-folder
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Recursively search subdirectories in config['user_data_dir']/strategies for a strategy
2022-04-23 14:23:53 +02:00
f2912f8815
Improve mypy runs
2022-04-23 11:31:12 +02:00
89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
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Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
5a90d5ece6
Fix docstring quotes
2022-04-23 09:44:04 +02:00
7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
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Optimize only new points
2022-04-23 09:43:33 +02:00
580a2c6545
Don't repeat backtest-storing
2022-04-23 09:23:53 +02:00
f1f4846053
Merge branch 'develop' into pr/samgermain/6558
2022-04-23 09:16:28 +02:00
ba92e09b7b
list-strategies should find recursively as well
2022-04-23 09:11:50 +02:00
dff9d52b30
Remove hints on no longer used option, add very primitive test
2022-04-23 08:51:52 +02:00
767592a1d6
Add signals enum to 'export' cli option
2022-04-22 18:46:12 +01:00
f92997d378
Move signal candle generation into separate function
2022-04-20 14:05:33 +01:00
b3cb722646
Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc
2022-04-20 13:38:52 +01:00
aa5984930d
Fix filename generation
2022-04-19 13:00:09 +01:00
84f486295d
Add tests for new storing of backtest signal candles
2022-04-19 12:48:21 +01:00
d24ee9032a
Update usage in backtest. No functional update.
2022-04-18 21:21:38 +03:00
34fb8dacd7
Fix isort complaints
2022-04-16 17:03:24 +01:00
b738c4e695
Fix flake8 complaints
2022-04-16 16:49:20 +01:00
7210a11730
Fix flake8 complaints
2022-04-16 16:37:06 +01:00
a63affc5f1
Fix flake8 complaints
2022-04-16 16:32:04 +01:00
f55a9940a7
Fix line spacing
2022-04-16 16:15:04 +01:00
b1bcf9f33c
Fix backtest_enable typo
2022-04-16 14:58:17 +01:00
8990ba2709
Fix store signal candles
2022-04-16 14:49:53 +01:00
21734c5de7
Add pickle import
2022-04-16 14:46:30 +01:00
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
afd3a32883
Merge branch 'develop' into v3_fixes
2022-04-16 14:23:13 +01:00
d65b64a46f
Merge branch 'develop' into feat_readjust_entry
2022-04-16 15:20:50 +03:00
bf5799ef9e
Add new functionality to backtesting.
2022-04-16 15:07:18 +03:00
1153e65b3e
fix flake8
2022-04-14 14:34:04 +01:00
340c0ea391
update is_random before asked_non_tried
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is_random depends on asked_non_tried and needs to be updated first
2022-04-14 14:15:11 +01:00
4acb77305a
Don't break when running hyperopt-x tools on old resuts
2022-04-13 19:33:27 +02:00
35cea6dcfa
fix unique_list
2022-04-13 09:36:46 +01:00
fa298d6f1c
fix unique_list logic
2022-04-12 23:57:40 +01:00
178240aa6c
Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown
2022-04-11 14:42:10 -03:00
baefda80d1
Enable flake8 E226 rule
2022-04-11 18:02:06 +02:00
47a6ef4f00
Max relative drawdown
2022-04-10 12:53:47 -03:00
68fe7476c9
Update more terminology to forceexit
2022-04-10 15:56:29 +02:00
54633e90a7
Merge branch 'develop' into pr/italodamato/6563
2022-04-10 09:16:31 +02:00
8e98a2ff9f
api - provide assset_currency via API
2022-04-09 16:42:18 +02:00
1559692e47
Update hyperopt.py
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remove duplicates from list of asked points
2022-04-08 11:44:42 +01:00
ea1c55b161
Update backtesting to use row instead of sell_row
2022-04-07 19:43:34 +02:00
299dd84cfe
Merge pull request #6656 from freqtrade/use_sell_signal
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Use sell signal -> use_exit_signal
2022-04-06 19:46:46 +02:00
7e97e58820
renamed enter-side
2022-04-06 06:32:13 +05:30
b1378efdeb
ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal
2022-04-05 20:21:39 +02:00
4897731030
use_sell_signal -> use_exit_signal
2022-04-05 20:10:20 +02:00
5ce5c70be6
sell_profit_offset -> exit_profit_offset
2022-04-05 20:03:27 +02:00
bba9629a2a
Rename sell_profit_only to exit_profit_only
2022-04-05 20:00:35 +02:00
6d9218cb34
sell_signal -> exit_signal
2022-04-04 17:11:11 +02:00
1917527179
custom_sell -> custom_exit
2022-04-04 17:04:43 +02:00
54ad130bb9
Update force_sell to force_exit
2022-04-04 16:59:27 +02:00
33841da382
Slightly imporve Typing by reusing long/short type
2022-04-04 16:51:57 +02:00
f8783c908e
Add side to custom_entry_price
2022-04-04 16:48:27 +02:00
e894f620c2
Improve compatibility
2022-04-03 08:15:23 +02:00
ec63cfd656
Add compatibility layer for backtesting results
2022-04-02 20:04:30 +02:00
543aa74278
update sell_reason to exit_reason
2022-04-02 20:04:29 +02:00
b0fab3ad50
Properly handle empty dataframes after trimming
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closes #6629
2022-04-02 16:16:29 +02:00
9f171193ef
Revert "Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points"
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This reverts commit 4eb9cc6e8ba3b401a762
2022-03-30 09:39:07 +01:00
b91b7b4464
Fix hyperopt assigning sell_signal to wrong field
2022-03-30 07:16:48 +02:00
e1ccbdb927
Merge pull request #6607 from freqtrade/short_pricing
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Short pricing updates
2022-03-30 06:59:40 +02:00
4eb9cc6e8b
Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points
2022-03-30 00:30:33 +01:00
a3b401a762
highlight random points in hyperopt results table
2022-03-30 00:29:14 +01:00
229b0b037e
reduce search loops
2022-03-29 19:33:35 +01:00
d6082c33a7
fix type error
2022-03-28 21:29:50 +08:00
a0971a3e2c
fix using future data to fill when use timeout
2022-03-28 21:00:05 +08:00
bcf326a035
Initial steps to change bid/ask pricing to enter/exit
2022-03-27 18:03:49 +02:00
6f1b14c013
Update buy_timeout and sell_timeout methods
2022-03-25 19:57:06 +01:00
743a7b7849
Merge branch 'develop' into feat/short
2022-03-25 10:04:18 +01:00
a004bcf00f
Small refactor to backtesting
2022-03-25 08:03:32 +01:00
dcfa3e8648
Update SellType to ExitType
2022-03-25 06:55:37 +01:00
c07883b1f9
Move ExitCheckTuple to enums
2022-03-25 06:50:18 +01:00
8d111d357a
Update SellCheckTuple to new naming
2022-03-25 06:46:29 +01:00
d7f76ee452
Update confirm_trade_exit to use sell_reason terminology
2022-03-25 06:37:40 +01:00
b1e3ead88b
Merge branch 'develop' into feat/short
2022-03-22 20:28:38 +01:00
b5a346a46d
Update hyperopt.py
2022-03-22 11:01:38 +00:00
5b4f343d36
Update buy output for backtesting
2022-03-22 06:45:36 +01:00
08777abd85
Update backtesting output terminology to "exit"
2022-03-22 06:43:37 +01:00
2733aa33b6
Update hyperopt.py
2022-03-22 00:28:11 +00:00
37a43019d6
fix
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- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
2022-03-21 11:36:53 +00:00
fca93d8dfe
Update hyperopt.py
2022-03-20 16:12:06 +00:00
f8a674f24d
make robust in case all points have been tried
2022-03-20 16:08:38 +00:00
23f1a1904b
more compact
2022-03-20 16:06:41 +00:00
0fd269e4f0
typo
2022-03-20 16:03:07 +00:00
e16bb1b34e
Optimize only new points
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Enforce points returned from `self.opt.ask` have not been already evaluated
2022-03-20 16:02:03 +00:00
112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats
2022-03-20 15:42:53 +00:00
d796ce0935
Update hyperopt.py
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1. Try to get points using `self.opt.ask` first
2. Discard the points that have already been evaluated
3. Retry using `self.opt.ask` up to 3 times
4. If still some points are missing in respect to `n_points`, random sample some points
5. Repeat until at least `n_points` points in the `asked_non_tried` list
6. Return a list with legth truncated at `n_points`
2022-03-20 15:41:14 +00:00
95f69b905a
Remove ticker_interval support
2022-03-20 09:00:53 +01:00
052758bbac
Refactor price and stake out of _enter_trade
2022-03-19 15:45:43 +01:00
b292f28b35
Call leverage before custom_stake_amount to properly determine min-stake-amount
2022-03-19 15:44:37 +01:00
d6309449cf
Fix short bug where close_rate is wrongly adjusted
2022-03-16 20:12:09 +01:00
a89c1da19f
Fix 2 bugs in ROI calculation
2022-03-16 20:12:09 +01:00
162e94455b
Add support for storing buy candle indicator rows in backtesting results
2022-03-16 12:16:24 +00:00
7c9d2dd20a
Fix a few more short bugs in backtesting
2022-03-16 07:00:50 +01:00
ceba4d6e9b
Remove meaningless code
2022-03-15 14:03:06 +08:00
cbbdf00ddd
Update comments in short backtest rates
2022-03-15 06:39:07 +01:00
fd211166f0
fixed side error
2022-03-15 12:23:59 +08:00
7059892304
Optimize the code. Fix stop_rate judgment error
2022-03-15 12:04:02 +08:00
31182c4d80
format
2022-03-14 18:38:44 +08:00
26a74220fd
remove buy filled logic
2022-03-14 13:43:42 +08:00
bea38a2e7c
remove filled date logic
2022-03-14 13:42:52 +08:00
Matthias
robcaulk
Italo
froggleston
மனோஜ்குமார் பழனிச்சாமி
eSeR1805
eSeR1805
Sam Germain
Rokas Kupstys
Nicolas Papp
froggleston
adriance