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Author SHA1 Message Date
Matthias
e90215bf02 Fix random test failure 2021-03-20 18:46:57 +02:00
Matthias
25355e35a6 Always reset fake-databases 
Otherwise results may stick around for the next strategy
 2021-03-20 18:46:57 +02:00
Matthias
a86f60df91 Use pandas.values.tolist instead of itertuples 
speeds up backtesting
closes #4494
 2021-03-20 18:46:57 +02:00
Matthias
67cf22f85c Make best / worst day absolute 2021-03-20 18:46:57 +02:00
Matthias
af501a4cc6 Fix crash when using unlimited stake and no trades are made 2021-03-20 18:46:57 +02:00
Joe Schr
440c8a91c6 fix: avg_stake_amount should not be NaN if df is empty 2021-03-20 18:46:57 +02:00
Matthias
635bf3a8ee Explicitly convert starting-balance to float 2021-03-20 18:46:57 +02:00
Matthias
d1b196f4b5 UPdate backtesting doc for total profit calc 2021-03-20 18:46:57 +02:00
Matthias
7c68f87c85 Small stylistic fixes 2021-03-20 18:46:57 +02:00
Matthias
13cdcafad0 Improve backtest documentation 2021-03-20 18:46:57 +02:00
Matthias
bce85742ba Simplify wallet code 2021-03-20 18:46:57 +02:00
Matthias
cec07b93c3 Fix optimize_reports test 2021-03-20 18:46:57 +02:00
Matthias
bb1bdb1478 Improve test-coverage of pairlocks 2021-03-20 18:46:57 +02:00
Matthias
3bdfdaef0d Update documentation with backtesting compounding possibilities 2021-03-20 18:46:57 +02:00
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