Commit Graph

7084 Commits

Author SHA1 Message Date
Matthias 789b98015f Allow different loglevels 2018-07-18 22:52:57 +02:00
Matthias 7134c15e86 Merge pull request #1024 from freqtrade/feature/webhook
Feature/webhook
2018-07-18 20:39:57 +02:00
Matthias 79b1030435 output duration in a more readable way 2018-07-18 20:08:55 +02:00
Matthias f9f6a3bd04 cast to int to keep exports constant 2018-07-18 09:29:51 +02:00
Matthias 8e4d2abd4e Fix typo 2018-07-18 09:10:17 +02:00
Matthias 08237abe20 Fix wrong backtest duration
identified in #1038
2018-07-18 09:06:12 +02:00
Luis Felipe Diaz Chica ee8e890f50 Add docs to get_trade_stake_amount function 2018-07-18 01:36:39 -05:00
creslinux 3184c85dca default settings to trigger low, take stop 2018-07-17 21:33:11 +00:00
Matthias 3df79b8542 fix hanging intend 2018-07-17 21:12:05 +02:00
Matthias c82276ecbe add --disable-max-market-positions 2018-07-17 21:05:03 +02:00
Matthias e17618407b Rename --realistic-simulation to --enable-position-stacking 2018-07-17 20:26:59 +02:00
Janne Sinivirta 85fd4dd3ff rename analyze.py to exchange_helpers.py 2018-07-17 21:26:52 +03:00
creslinux 8cea0517eb Added stop_stops
stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.

This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
2018-07-17 11:22:38 +00:00
creslinux ed4bf32f2a Fixed Stop closing in Index 0
when buy opening on Index 1
2018-07-17 10:59:17 +00:00
Janne Sinivirta e11ec28962 remove leftover commented-out code 2018-07-17 11:13:35 +03:00
creslinux baaf0a5b21 Handle when 0 trades are found in any pairs being tested. 2018-07-17 08:12:21 +00:00
Janne Sinivirta 084264669f fix the last failing unit test 2018-07-17 11:02:07 +03:00
Janne Sinivirta dbc3874b4f __init__ must return None to please mypy 2018-07-17 10:47:15 +03:00
Janne Sinivirta 78af4bc785 move and fix tests from Analyze to interface of strategy 2018-07-17 10:23:04 +03:00
creslinux a313917347 Handle a buy on the last candle
We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
creslinux 357c8c0ba0 sensible defaults 2018-07-16 18:32:41 +00:00
creslinux 8d5da4e6ad changed defaults
Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
creslinux ec1960530b Added Show trades option
If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
creslinux 99d16e82c0 disable time calcs output on vector displaying in debug. Excessive. 2018-07-16 16:30:11 +00:00
creslinux 885a653439 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
creslinux 059aceb582 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux 0f3339f74f use ujson to load ticker files 30% faster from disk. 2018-07-16 16:09:42 +00:00
creslinux 4a39a754f4 Fixed: self.use_backslap = Bool on line97
If self.use_backslap = True   Backslap executes
If self.use_backslap = False  Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux 5aaf454f12 GAS trades verified from candle data to excel by hand
All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux fb0edd71ff in tech test 2018-07-16 14:16:35 +00:00
creslinux eed29a6b8a update 2018-07-16 13:16:18 +00:00
creslinux 7174f27eb8 Rewrite to used algned numpy/dataframes
updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
Samuel Husso a3466f4b42 Merge pull request #1031 from freqtrade/feat/update_configdict
Update config dict with attributes loaded from strategy
2018-07-16 10:00:46 +03:00
Samuel Husso 050afe2bc0 Merge pull request #979 from creslinux/Check_timeframes
Handle if ticker_interval in config.json is not supported on exchange.
2018-07-16 09:57:46 +03:00
Janne Sinivirta 5c87c420c7 restore one analyze test 2018-07-16 08:59:14 +03:00
Janne Sinivirta aeb4102bcb refactor Analyze class methods to base Strategy class 2018-07-16 08:23:39 +03:00
Janne Sinivirta f6b8c2b40f move parse_ticker_dataframe outside Analyze class 2018-07-16 08:23:39 +03:00
Janne Sinivirta 85e6c9585a remove pass-through methods from Analyze 2018-07-16 08:23:39 +03:00
Janne Sinivirta a74147c472 move strategy initialization outside Analyze 2018-07-16 08:23:39 +03:00
creslinux a8b62a21cc hmm 2018-07-15 17:03:47 +00:00
creslinux 4e68362d46 Works with reporting output
Bugs
Calculating % prof ok, but abs wrong

BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
creslinux 71c3106f8f Added ABS and Fees
Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
  its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
Matthias 158226012a consistent use of the config dict within the test 2018-07-15 09:08:14 +02:00
Matthias b4ba641131 Update config dict with attributes loaded from strategy 2018-07-15 09:01:08 +02:00
creslinux 07175ebc5a up 2018-07-14 23:45:06 +00:00
creslinux 90e3c38757 First cut, Bslap
science project replacement for freqtrade backtest analysis

- appprox 300-500x quicker to execute

- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price

Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
Matthias 278e7159bc adjust webhook tests 2018-07-14 13:32:35 +02:00
Matthias 1284627219 move url to private class level 2018-07-14 13:32:35 +02:00
Matthias 120fc29643 use dict comprehension 2018-07-14 13:32:35 +02:00
Matthias 6336d8a0e2 remove copy leftover 2018-07-14 13:32:35 +02:00