Commit Graph

607 Commits

Author SHA1 Message Date
Matthias
32bbe603cb Fix sortino std calculation 2022-12-28 14:59:49 +01:00
Matthias
d5b516842c Fix 2 docstrings 2022-12-28 14:44:23 +01:00
Matthias
02eb00fa33 Merge branch 'develop' into pr/stash86/7810 2022-12-28 14:04:54 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias
63f114395a is_short should be a boolean 2022-12-26 14:02:47 +01:00
Stefano Ariestasia
6353f3ac1a fix formulas and implement new metrics 2022-12-26 08:19:51 +09:00
Matthias
7a5439321c Show new metrics in backtesting 2022-12-25 21:29:37 +01:00
Matthias
ca2a878b86 Update test naming 2022-12-14 20:06:55 +01:00
Matthias
fa260e6560 Move "replace or append" decision to dataprovider 2022-12-14 19:56:54 +01:00
Matthias
a693495a6d Improve external_candle aggregation 2022-12-12 22:47:35 -07:00
Timothy Pogue
414c0ce050 change unused var 2022-12-12 22:47:35 -07:00
Timothy Pogue
6717dff19b update overlapping candle handling, move append to misc 2022-12-12 22:47:35 -07:00
Timothy Pogue
0602479f7d minor changes, update candle appending to support overlaps 2022-12-12 22:47:35 -07:00
Timothy Pogue
0d5b2eed94 fix same candle handling 2022-12-12 22:47:35 -07:00
Timothy Pogue
ccd1aa70a2 change log calls to debug, handle already received candle 2022-12-12 22:47:35 -07:00
Timothy Pogue
c050eb8b8b add candle difference calculation to dataprovider 2022-12-12 22:47:35 -07:00
Timothy Pogue
d2c8487ecf update add_external_candle, fix breaking on ping error, handle empty dataframes 2022-12-12 22:47:35 -07:00
Timothy Pogue
36a00e8de0 update add_external_candle returns 2022-12-12 22:47:35 -07:00
Timothy Pogue
4cbb3341d7 change how missing candles will be handled 2022-12-12 22:47:35 -07:00
Timothy Pogue
9660e445b8 use new channel apis in emc, extend analyzed df to include list of dates for candles 2022-12-12 22:47:35 -07:00
Stefano Ariestasia
89c7c2fec6 isort fix 2022-12-07 18:09:57 +09:00
Stefano Ariestasia
611e35ed81 flake8 fix 2022-12-07 15:47:58 +09:00
Matthias
24edc276ea Simplify new_candle message 2022-12-05 19:46:39 +01:00
Matthias
5e533b550f Emit a simple "new candle" message to allow UI's to refresh charts 2022-12-05 18:19:19 +01:00
Stefano Ariestasia
f410b1b14d Update metrics.py 2022-11-28 08:56:49 +09:00
froggleston
1a3f88c7b9 Replace separate start/end date option with usual timerange option 2022-11-27 11:30:13 +00:00
froggleston
4790aaaae1 Implement cli options for backtesting-analysis date filtering 2022-11-26 16:58:56 +00:00
froggleston
391817243c Tidy up complex functions 2022-11-25 16:12:15 +00:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
robcaulk
214c622475 move dataframe converter to converter.py 2022-11-12 10:38:25 +01:00
Matthias
57313dd961 Update some usages of timerange to new, simplified method 2022-11-10 18:11:39 +01:00
Matthias
d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias
6e09d552ac Properly handle and test ohlcv min_max with empty files 2022-11-05 13:14:35 +01:00
Matthias
547fd28811 Price-jump detection should only run once 2022-10-22 08:43:37 +02:00
Matthias
0ff7a0771d Move price_jump_warn to dataloading
it's not relevant for live data, and should only run when loading data
from disk.
2022-10-22 08:37:30 +02:00
Matthias
60cb11a44d Add price jump warning 2022-10-20 19:36:28 +02:00
Matthias
00965d8c06 Default to assume stored data only contains complete candles
closes #7468
2022-09-29 19:18:52 +02:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
43e847ff2f Update to pandas 1.5.0 syntax, avoiding warnings 2022-09-27 08:02:51 +00:00
Matthias
ba8c714698 Require kwargs on ohlcv_load 2022-09-26 20:33:49 +02:00
Matthias
f4fac53a13
Merge pull request #7458 from xmatthias/dataformat/feather
new Dataformats feather and Parquet
2022-09-25 09:00:22 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
Matthias
166ae8e3a1 Remove missleading comment 2022-09-24 15:51:20 +02:00
Matthias
7e1e388b9c Add feather/parquet docs 2022-09-23 18:24:30 +02:00
Matthias
48352b8a37 Update hdf5 handler to reset index on load 2022-09-23 14:49:17 +00:00
Matthias
dc2b93228b Add ParquetDataHandler 2022-09-23 07:18:18 +02:00
Matthias
3c0d2c446d Add Feather datahandler (no trade mode yet) 2022-09-23 07:18:18 +02:00
Matthias
1db8421b9d
Merge pull request #7303 from wizrds/feat/externalsignals
Producer/consumer mode
2022-09-23 06:29:58 +02:00
Matthias
1626eb7f97 Update dataprovider function name to get_producer_df 2022-09-22 20:46:40 +02:00
Wagner Costa Santos
b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00