Commit Graph

292 Commits

Author SHA1 Message Date
kevinjulian ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
Matthias 9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Rokas Kupstys bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
barbarius a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias 0235868c66 Update tests for new config structure 2021-06-26 16:39:01 +02:00
Rokas Kupstys 6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias 9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias 08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +02:00
Matthias 8a56af9192 Update onlyprofit loss should use absolute profit
closes #4934
2021-05-28 08:38:46 +02:00
Matthias a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00
Matthias 3014bc3467 Don't use Sum sign in hyperopt to avoid compatibility problems 2021-05-27 14:22:11 +02:00
Matthias a39860e0de Add tests for rejected signals 2021-05-23 14:15:02 +02:00
Matthias 916ece6a29 More realistic testcase for results 2021-05-23 09:15:36 +02:00
Rokas Kupstys 25cc4eae96 Fix tests that broke after table formatting changed. 2021-05-22 15:25:37 +02:00
Rokas Kupstys e1dc1357ce Add drawdown column to strategy summary table. 2021-05-21 11:36:23 +03:00
Matthias ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
Matthias 7a9853bfe1 Fix "Too many open Files" exception 2021-05-18 20:39:55 +02:00
Matthias 2565f91bc2 Adjust tests to reflect new stoploss behaviour 2021-05-18 19:33:17 +02:00
Matthias 6aa574fa2b Convert ROI result to proper json object
closes #4952
2021-05-17 20:58:50 +02:00
Matthias 4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys 2d5f465f1b Fix protections being loaded multiple times for first strategy when backtesting. 2021-05-15 13:37:03 +03:00
Matthias 5f5597b93f Better test hyperopt writing and reading 2021-05-12 19:06:09 +02:00
Matthias 06bf1aa274 Store epochs as json per line 2021-05-12 05:58:25 +02:00
Matthias 7398ea88e0 Change optimize_reports to convert dates to string earlier 2021-05-11 20:37:49 +02:00
Matthias 513be11fd9 Fix hyperopt output
closes #4892
2021-05-07 20:23:11 +02:00
Matthias 554f5f14b6 Raise exception if no data is left 2021-05-07 06:41:15 +02:00
Matthias d069ad43d8 Small reformatting in hyperopt 2021-05-02 11:01:26 +02:00
Matthias 46f0f66039 Keep dimensions stored in hyperopt class
There is no point in regenerating them and it will cause some
overhead as all space classes will be recreated for every epoch.
2021-05-02 09:48:37 +02:00
Matthias ced5cc7ce2 Don't recalculate min/max date - they won't change between epochs 2021-05-02 09:46:27 +02:00
Matthias 97478abb9d Move format explanation string to HyperoptTools 2021-05-02 09:46:27 +02:00
Matthias 4c00d4496d Update tests to reflect new backtest returns 2021-05-02 09:46:27 +02:00
Matthias f2e182002d Simplify calling backtesting by returning the proper result 2021-05-02 09:46:27 +02:00
Matthias e2e1d34828 Extract stake_currency param from hyperopt-explanationstring 2021-05-02 09:46:27 +02:00
Matthias 852f125347 Fix tests 2021-05-02 09:46:27 +02:00
Matthias 545cba7fd8 Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
2021-05-02 09:46:27 +02:00
Matthias b125c975c7 Rename strategy_comparison method 2021-05-02 09:46:27 +02:00
Matthias c45204a2c4 Fix failing mocks 2021-05-02 08:59:21 +02:00
Matthias 30da307d13 Remove encode/decode for hyperopt 2021-05-01 17:01:52 +02:00
Matthias 555262b6e1 Only calculate additional indicators if the space is selected 2021-05-01 16:40:29 +02:00
Matthias e381df9098 extract has_space to Hyperopt-Tools 2021-05-01 16:36:35 +02:00
Matthias 4636b3970b Fix failed test due to exchange downtime 2021-04-25 08:25:12 +02:00
Matthias f12e002686
Merge pull request #4775 from freqtrade/fix_wallet_unlimited
Fix wallet unlimited
2021-04-24 15:54:06 +02:00
Matthias 5c7f278c8a add tests for IntParameter.range 2021-04-24 07:18:35 +02:00
Matthias 92a2e254af Fix backtesting test 2021-04-21 20:17:30 +02:00
Matthias d8c8a8d8c2 Remvoe pointless arguments from get_trade_stake_amount 2021-04-21 20:01:10 +02:00
Matthias e820814809 Default-stoploss-hyperopt should use decimal space, nto real 2021-04-14 20:32:34 +02:00