Commit Graph

895 Commits

Author SHA1 Message Date
Matthias
5849d07497 Export locks as part of backtesting 2020-12-07 11:39:01 +01:00
Matthias
bb51da8297 Fix slow backtest due to protections 2020-12-07 11:39:01 +01:00
Matthias
75a5161650 Support multis-strategy backtests with protections 2020-12-07 11:39:01 +01:00
Matthias
a3f9cd2c26 Only load protections when necessary 2020-12-07 11:39:01 +01:00
Matthias
e2d15f4082 Add parameter to enable protections for backtesting 2020-12-07 11:39:01 +01:00
Matthias
32189d27c8 Disable output from plugins in backtesting 2020-12-07 11:39:01 +01:00
Matthias
9f34aebdaa Allow closing trades without message 2020-12-07 11:39:01 +01:00
Matthias
b606936eb7 Make changes to backtesting to incorporate protections 2020-12-07 11:39:01 +01:00
Matthias
e40d97e05e Small formatting improvements 2020-11-28 17:52:29 +01:00
Matthias
5d3f59df90 Add best / worst trade 2020-11-28 17:45:56 +01:00
Matthias
a00f852cf9 Add best / worst pair to summary statistics 2020-11-28 17:37:10 +01:00
Matthias
a47d8dbe56 Small refactor, avoiding duplicate calculation of profits 2020-11-28 11:35:29 +01:00
Matthias
730c9ce471 Add Max_open_trades to summary metrics 2020-11-24 06:57:26 +01:00
Matthias
887d78171c
Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp
Convert timestamp to int_timestamp for all arrow occurances
2020-11-02 16:40:43 +01:00
Matthias
e73203acb8 FIx bug with dmmp 2020-11-01 10:51:07 +01:00
Matthias
7a092271c5 Merge branch 'develop' into arrow_deprecation_timestamp 2020-10-20 20:01:54 +02:00
Matthias
cf2ae788d7 Convert backtesting rows to Tuples for performance gains 2020-10-18 17:16:57 +02:00
Matthias
5d3a67d324 Don't debug-log during backtesting.
Even though log-messages are surpressed, calling "debug" will always
have to do something.
2020-10-18 16:38:16 +02:00
Matthias
b80a219d03 Improve typehints for backtesting 2020-10-18 16:35:23 +02:00
Matthias
380e6628e0 Merge branch 'develop' into feat/backtest_speedup_serialize 2020-10-18 16:19:04 +02:00
Matthias
2591a34db4 Don't use arrow objects for backtesting 2020-10-18 16:18:52 +02:00
Matthias
ecddaa663b Convert timestamp to int_timestamp for all arrow occurances 2020-10-13 06:24:01 +02:00
Matthias
23bad8fd9f Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss 2020-10-10 14:22:29 +02:00
Matthias
23278e52db remove obsolete logging statements 2020-10-08 20:22:59 +02:00
Matthias
e8f2c09f08 Extract handling of left open trades to seperate method 2020-10-08 20:11:45 +02:00
Matthias
52502193c4 Backtesting should not double-loop for sell signals 2020-10-07 20:59:05 +02:00
Matthias
40b61bbfe3 Adjust trailing-stop to be python compliant 2020-10-05 07:44:12 +02:00
Matthias
cb74c9bcde Fix hyperopt output 2020-10-03 13:27:06 +02:00
Matthias
6977ffdbf9 Merge branch 'develop' into isort_config 2020-09-28 20:21:55 +02:00
Matthias
253b7b763e Apply isort to freqtrade codebase 2020-09-28 19:40:46 +02:00
Matthias
c42a924df8 Load latest file 2020-09-27 16:50:42 +02:00
Matthias
ff96cf154c Keep hyperopt result history 2020-09-27 16:33:26 +02:00
Matthias
b736691e0e Remove hyperopt --continue 2020-09-27 16:18:28 +02:00
Matthias
bb27b236ce Remove unused arguments 2020-09-26 14:55:12 +02:00
Matthias
ff3e2641ae generate_backtest_stats must take config options from the strategy
config

as a strategy can override certain options.
2020-09-25 20:47:37 +02:00
Matthias
378f03a5b1 Add relevant parameters to stored backtest result 2020-09-25 06:37:40 +02:00
Matthias
6674285b12
Merge pull request #3756 from allenday/patch-1
prettify hyperopt console output
2020-09-19 17:43:05 +02:00
Matthias
f0d7f18cf9 Pad wins / draws / losses for hyperopt with spaces instead of 0's 2020-09-19 17:32:22 +02:00
Matthias
ec01f20bf8 Add ratio to sell reason stats 2020-09-16 20:27:28 +02:00
Allen Day
f63a378967
Update hyperopt.py
zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print
2020-09-07 23:26:55 +08:00
Matthias
284d39930f Allow using pairlists through dataprovider in backtesting 2020-08-30 10:07:28 +02:00
Matthias
d8a6410fd1 Fix small bug when using max-open-trades -1 in backtesting 2020-08-23 09:00:57 +02:00
Matthias
3d93236709 Remove unused import 2020-08-21 14:55:47 +02:00
Matthias
301f74fd1b
Merge pull request #3418 from freqtrade/hyperopt_colorama_init
Test colorama init again (after the fixes done to progressbar)
2020-08-21 14:54:35 +02:00
Matthias
4f1179d85c Test for empty case 2020-08-20 20:11:58 +02:00
Matthias
f5a9001dc0 Handle backtest results without any trades 2020-08-20 19:51:36 +02:00
Matthias
3d515ed5bf
Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
2020-08-19 06:39:47 +02:00
Matthias
9982ad2f36 Add profit to backtest summary output 2020-08-18 16:59:24 +02:00
Matthias
668d167adc Add docstring to store_backtest_stats 2020-08-18 16:15:24 +02:00
Matthias
4eb17b4daf Remove unneeded function 2020-08-18 15:20:37 +02:00