froggleston
|
363098d32d
|
Fix reversed makr/funding_rate columns
|
2022-05-18 12:56:43 +01:00 |
|
froggleston
|
736f9f4972
|
Fix docs and add outer join support for merging funding rates across full timerange
|
2022-05-18 12:47:37 +01:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
2b61aa282a
|
Removed None in dict.get()
https://stackoverflow.com/a/12631641
Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
|
2022-05-18 03:41:10 +05:30 |
|
froggleston
|
37e4ede65c
|
Fix flake issues
|
2022-05-17 22:32:17 +01:00 |
|
froggleston
|
bb758da940
|
Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not
|
2022-05-17 22:05:33 +01:00 |
|
eSeR1805
|
34684ec86a
|
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting
|
2022-05-17 14:09:57 +03:00 |
|
eSeR1805
|
6e8f24f6a7
|
BT: track canceled/replaced orders also.
|
2022-05-17 14:07:02 +03:00 |
|
Matthias
|
6fd003c655
|
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting
BT: Reporting canceled trade entries
|
2022-05-17 07:05:26 +02:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
7cd0f8a7b1
|
Merge branch 'develop' into patch-10
|
2022-05-17 08:07:13 +05:30 |
|
eSeR1805
|
fb7c0792c0
|
Track trade entries canceled by user.
|
2022-05-17 01:41:01 +03:00 |
|
robcaulk
|
aae233bd6c
|
try passing the check tests
|
2022-05-15 17:42:15 +02:00 |
|
robcaulk
|
b03c7b514d
|
optional style for interfacing freqai with backtesting
|
2022-05-15 17:42:15 +02:00 |
|
Matthias
|
a0b25938f4
|
Fix exit_reason assignment in backtesting
|
2022-05-15 17:41:59 +02:00 |
|
robcaulk
|
764f9449b4
|
fix logger, debug some flake8 appeasements
|
2022-05-15 17:41:34 +02:00 |
|
robcaulk
|
fc837c4daa
|
add freqao backend machinery, user interface, documentation
|
2022-05-15 17:38:58 +02:00 |
|
Matthias
|
18fd3bb333
|
Update stoploss handling for entry-order adjustment
|
2022-05-15 15:45:39 +02:00 |
|
eSeR1805
|
1c20fb7638
|
Refresh open_rate and stoploss on order replacement.
|
2022-05-14 16:37:04 +03:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
64670726a6
|
flake8 fix
|
2022-05-13 21:52:26 +05:30 |
|
மனோஜ்குமார் பழனிச்சாமி
|
71a80cab3a
|
fixed variable naming style
|
2022-05-13 21:19:40 +05:30 |
|
Matthias
|
277e07589e
|
update/fix some comments and docs
|
2022-05-07 17:47:37 +02:00 |
|
Matthias
|
d11c44940e
|
Slightly reword docs
remove some Note-boxes - people tend to skip these.
|
2022-05-06 06:42:01 +02:00 |
|
Matthias
|
2d9be6dace
|
move open_rate updating to close_bt_order
|
2022-05-05 19:50:16 +02:00 |
|
eSeR1805
|
2bed0eab0c
|
BT: Update trade open_rate on first filled order.
|
2022-05-05 12:19:05 +03:00 |
|
eSeR1805
|
04c51d2d1a
|
Merge branch 'develop' into feat_readjust_entry
|
2022-05-01 21:42:15 +03:00 |
|
eSeR1805
|
4e43194dfe
|
BT: Refactor open order management.
|
2022-05-01 18:06:20 +03:00 |
|
Matthias
|
995c48b642
|
Merge branch 'develop' into pairlocks_direction
|
2022-05-01 14:59:04 +02:00 |
|
eSeR1805
|
9d205132d0
|
Revert unintended comment change.
|
2022-05-01 12:10:11 +03:00 |
|
eSeR1805
|
8c19953cdd
|
Quick exit when order should be maintained.
|
2022-05-01 12:08:19 +03:00 |
|
Matthias
|
4580127fa8
|
Small refactor
|
2022-04-30 14:51:57 +02:00 |
|
eSeR1805
|
3be2afdd88
|
Merge branch 'develop' into feat_readjust_entry
|
2022-04-30 13:39:23 +03:00 |
|
eSeR1805
|
ad0c5d9440
|
Refactor entry adjustment for backtesting.
|
2022-04-30 13:38:17 +03:00 |
|
Sam Germain
|
4a6f1e90c3
|
Merge branch 'develop' into bot-start
|
2022-04-29 22:23:42 -06:00 |
|
Matthias
|
fbd142844f
|
Refactor bt-caching stuff to it's own module
|
2022-04-29 19:37:13 +02:00 |
|
eSeR1805
|
eb23170c43
|
Merge branch 'develop' into feat_readjust_entry
|
2022-04-28 23:06:52 +03:00 |
|
Matthias
|
d1a61f9c61
|
Don't start futures backtest if leverage-tiers don't contain pair
|
2022-04-28 20:05:19 +02:00 |
|
Matthias
|
30c9dc6975
|
Fix exit-signa being assigned when tag is set but no signal is present.
|
2022-04-27 13:53:11 +02:00 |
|
Rokas Kupstys
|
6d99222320
|
Add 'exit_tag' parameter to 'custom_exit_price' callback.
|
2022-04-26 10:01:51 +03:00 |
|
Sam Germain
|
4fd904e0a9
|
added bot_start to backtesting
|
2022-04-25 17:48:57 -06:00 |
|
froggleston
|
431c539cbd
|
Fix isort import order
|
2022-04-25 10:42:24 +01:00 |
|
froggleston
|
580da21dda
|
Move df append to pd concat
|
2022-04-25 10:31:19 +01:00 |
|
Matthias
|
737bdfe844
|
Use "side" parameter when calling Pairlocks
|
2022-04-24 14:33:24 +02:00 |
|
Matthias
|
7c79d937e0
|
Properly type "side" parameter
|
2022-04-24 14:33:24 +02:00 |
|
Matthias
|
9e199165b4
|
Update protection-interface to support per-side locks
|
2022-04-24 14:33:24 +02:00 |
|
Matthias
|
25c6c5e326
|
Update backtest sell terminology to exit
|
2022-04-24 14:30:50 +02:00 |
|
Matthias
|
3c17409bd7
|
Update buy to entry in backtesting
|
2022-04-24 14:28:15 +02:00 |
|
Matthias
|
580a2c6545
|
Don't repeat backtest-storing
|
2022-04-23 09:23:53 +02:00 |
|
Matthias
|
dff9d52b30
|
Remove hints on no longer used option, add very primitive test
|
2022-04-23 08:51:52 +02:00 |
|
froggleston
|
767592a1d6
|
Add signals enum to 'export' cli option
|
2022-04-22 18:46:12 +01:00 |
|
froggleston
|
f92997d378
|
Move signal candle generation into separate function
|
2022-04-20 14:05:33 +01:00 |
|
eSeR1805
|
d24ee9032a
|
Update usage in backtest. No functional update.
|
2022-04-18 21:21:38 +03:00 |
|
froggleston
|
34fb8dacd7
|
Fix isort complaints
|
2022-04-16 17:03:24 +01:00 |
|
froggleston
|
b738c4e695
|
Fix flake8 complaints
|
2022-04-16 16:49:20 +01:00 |
|
froggleston
|
7210a11730
|
Fix flake8 complaints
|
2022-04-16 16:37:06 +01:00 |
|
froggleston
|
a63affc5f1
|
Fix flake8 complaints
|
2022-04-16 16:32:04 +01:00 |
|
froggleston
|
b1bcf9f33c
|
Fix backtest_enable typo
|
2022-04-16 14:58:17 +01:00 |
|
froggleston
|
8990ba2709
|
Fix store signal candles
|
2022-04-16 14:49:53 +01:00 |
|
froggleston
|
21734c5de7
|
Add pickle import
|
2022-04-16 14:46:30 +01:00 |
|
froggleston
|
26ba899d7d
|
Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST
|
2022-04-16 14:37:36 +01:00 |
|
Robert Davey
|
afd3a32883
|
Merge branch 'develop' into v3_fixes
|
2022-04-16 14:23:13 +01:00 |
|
eSeR1805
|
bf5799ef9e
|
Add new functionality to backtesting.
|
2022-04-16 15:07:18 +03:00 |
|
Matthias
|
68fe7476c9
|
Update more terminology to forceexit
|
2022-04-10 15:56:29 +02:00 |
|
Matthias
|
8e98a2ff9f
|
api - provide assset_currency via API
|
2022-04-09 16:42:18 +02:00 |
|
Matthias
|
ea1c55b161
|
Update backtesting to use row instead of sell_row
|
2022-04-07 19:43:34 +02:00 |
|
மனோஜ்குமார் பழனிச்சாமி
|
7e97e58820
|
renamed enter-side
|
2022-04-06 06:32:13 +05:30 |
|
Matthias
|
6d9218cb34
|
sell_signal -> exit_signal
|
2022-04-04 17:11:11 +02:00 |
|
Matthias
|
1917527179
|
custom_sell -> custom_exit
|
2022-04-04 17:04:43 +02:00 |
|
Matthias
|
54ad130bb9
|
Update force_sell to force_exit
|
2022-04-04 16:59:27 +02:00 |
|
Matthias
|
33841da382
|
Slightly imporve Typing by reusing long/short type
|
2022-04-04 16:51:57 +02:00 |
|
Matthias
|
f8783c908e
|
Add side to custom_entry_price
|
2022-04-04 16:48:27 +02:00 |
|
Matthias
|
543aa74278
|
update sell_reason to exit_reason
|
2022-04-02 20:04:29 +02:00 |
|
Matthias
|
b0fab3ad50
|
Properly handle empty dataframes after trimming
closes #6629
|
2022-04-02 16:16:29 +02:00 |
|
adriance
|
d6082c33a7
|
fix type error
|
2022-03-28 21:29:50 +08:00 |
|
adriance
|
a0971a3e2c
|
fix using future data to fill when use timeout
|
2022-03-28 21:00:05 +08:00 |
|
Matthias
|
6f1b14c013
|
Update buy_timeout and sell_timeout methods
|
2022-03-25 19:57:06 +01:00 |
|
Matthias
|
743a7b7849
|
Merge branch 'develop' into feat/short
|
2022-03-25 10:04:18 +01:00 |
|
Matthias
|
a004bcf00f
|
Small refactor to backtesting
|
2022-03-25 08:03:32 +01:00 |
|
Matthias
|
dcfa3e8648
|
Update SellType to ExitType
|
2022-03-25 06:55:37 +01:00 |
|
Matthias
|
c07883b1f9
|
Move ExitCheckTuple to enums
|
2022-03-25 06:50:18 +01:00 |
|
Matthias
|
8d111d357a
|
Update SellCheckTuple to new naming
|
2022-03-25 06:46:29 +01:00 |
|
Matthias
|
d7f76ee452
|
Update confirm_trade_exit to use sell_reason terminology
|
2022-03-25 06:37:40 +01:00 |
|
Matthias
|
b1e3ead88b
|
Merge branch 'develop' into feat/short
|
2022-03-22 20:28:38 +01:00 |
|
Matthias
|
95f69b905a
|
Remove ticker_interval support
|
2022-03-20 09:00:53 +01:00 |
|
Matthias
|
052758bbac
|
Refactor price and stake out of _enter_trade
|
2022-03-19 15:45:43 +01:00 |
|
Matthias
|
b292f28b35
|
Call leverage before custom_stake_amount to properly determine min-stake-amount
|
2022-03-19 15:44:37 +01:00 |
|
Matthias
|
d6309449cf
|
Fix short bug where close_rate is wrongly adjusted
|
2022-03-16 20:12:09 +01:00 |
|
Matthias
|
a89c1da19f
|
Fix 2 bugs in ROI calculation
|
2022-03-16 20:12:09 +01:00 |
|
froggleston
|
162e94455b
|
Add support for storing buy candle indicator rows in backtesting results
|
2022-03-16 12:16:24 +00:00 |
|
Matthias
|
7c9d2dd20a
|
Fix a few more short bugs in backtesting
|
2022-03-16 07:00:50 +01:00 |
|
adriance
|
ceba4d6e9b
|
Remove meaningless code
|
2022-03-15 14:03:06 +08:00 |
|
Matthias
|
cbbdf00ddd
|
Update comments in short backtest rates
|
2022-03-15 06:39:07 +01:00 |
|
adriance
|
fd211166f0
|
fixed side error
|
2022-03-15 12:23:59 +08:00 |
|
adriance
|
7059892304
|
Optimize the code. Fix stop_rate judgment error
|
2022-03-15 12:04:02 +08:00 |
|
adriance
|
31182c4d80
|
format
|
2022-03-14 18:38:44 +08:00 |
|
adriance
|
26a74220fd
|
remove buy filled logic
|
2022-03-14 13:43:42 +08:00 |
|
adriance
|
bea38a2e7c
|
remove filled date logic
|
2022-03-14 13:42:52 +08:00 |
|
adriance
|
3d9c55d519
|
restore set_isolated_liq
|
2022-03-14 11:29:26 +08:00 |
|
adriance
|
0fce0f64d1
|
Merge branch 'feat/short' into fs_fix
|
2022-03-13 14:41:22 +08:00 |
|
adriance
|
52bf926066
|
fix duplicate long
|
2022-03-13 12:26:57 +08:00 |
|
adriance
|
b5662d6547
|
Merge branch 'feat/short' into fs_fix
|
2022-03-12 16:50:27 +08:00 |
|
Matthias
|
efc313b28b
|
Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
|
2022-03-12 09:32:16 +01:00 |
|
Matthias
|
20fc9459f2
|
Add test for can_short strategy attribute
|
2022-03-11 19:37:45 +01:00 |
|
adriance
|
499e9c3e98
|
fix duration
|
2022-03-10 00:34:59 +08:00 |
|
adriance
|
d579febfec
|
add filled time
|
2022-03-09 23:55:57 +08:00 |
|
adriance
|
1c86e69c34
|
use filled time calculate duration
|
2022-03-09 21:55:13 +08:00 |
|
adriance
|
82e0eca128
|
add short close rate calu
|
2022-03-09 20:00:06 +08:00 |
|
Matthias
|
e492bf3159
|
Update order_types to use entry/exit definition
|
2022-03-09 06:37:08 +01:00 |
|
dingzhoufeng
|
9facd5b52a
|
Merge branch 'feat/short' into fs_fix
|
2022-03-08 15:14:11 +08:00 |
|
dingzhoufeng
|
53ecdb931b
|
add leverage
|
2022-03-08 12:26:43 +08:00 |
|
Matthias
|
3ff261e22c
|
Update order time in force to use entry/exit wording
|
2022-03-07 19:55:15 +01:00 |
|
Matthias
|
e8206bc751
|
Simplify backtesting enter_Trade
|
2022-02-28 20:10:23 +01:00 |
|
Matthias
|
1b07ad92cf
|
Merge branch 'feat/short' into pr/samgermain/6467
|
2022-02-28 20:07:19 +01:00 |
|
Matthias
|
79538368db
|
Simplify liquidation price calculation
|
2022-02-28 19:47:21 +01:00 |
|
Matthias
|
1d27cbd01f
|
Simplify leverage_prep interface
|
2022-02-28 19:34:10 +01:00 |
|
Matthias
|
8e2d3445a7
|
Move leverage_prep calculations to exchange class
|
2022-02-28 19:29:42 +01:00 |
|
Sam Germain
|
b103045a05
|
backtesting._enter_trade update liquidation price on increased position
|
2022-02-27 12:09:45 -06:00 |
|
Sam Germain
|
6fdcc714bf
|
backtesting margin_mode key fix
|
2022-02-27 11:59:27 -06:00 |
|
Matthias
|
1b6548c8d8
|
Don't modify leverage through DCA
|
2022-02-27 15:44:23 +01:00 |
|
Matthias
|
bcfa73d492
|
Add "nr_of_successfull_entries"
|
2022-02-27 15:44:23 +01:00 |
|
Sam Germain
|
8af2ea754f
|
add margin mode to backtesting
|
2022-02-26 14:11:21 -06:00 |
|
Sam Germain
|
6dbd249570
|
backtesting._enter_trade get liquidation_price and backtesting._leverage_prep
|
2022-02-26 13:55:01 -06:00 |
|
Matthias
|
fd936e26ae
|
Merge branch 'develop' into feat/short
|
2022-02-24 19:56:42 +01:00 |
|
Matthias
|
42df65d4ec
|
Make sure backtesting is cleaned up in tests
|
2022-02-24 14:22:49 +00:00 |
|
Matthias
|
8952829adc
|
Merge branch 'develop' into feat/short
|
2022-02-23 06:28:15 +01:00 |
|
Matthias
|
70f4305dfa
|
don't allow short trades in spot mode
|
2022-02-21 19:19:12 +01:00 |
|
Sam Germain
|
a9eb8ce1bf
|
added todos back in
|
2022-02-16 05:47:41 -06:00 |
|
Matthias
|
64b98989d2
|
Update open candle ROI condition
|
2022-02-15 19:25:32 +01:00 |
|
Matthias
|
30f6dbfc40
|
Attempt fix for #6261
|
2022-02-14 20:02:38 +01:00 |
|
Sam Germain
|
19783e0d39
|
edited todos
|
2022-02-14 09:02:55 -06:00 |
|
Sam Germain
|
fc2d3649a1
|
edited todos
|
2022-02-12 16:23:14 -06:00 |
|
Matthias
|
0c6d92a7a6
|
Merge branch 'develop' into feat/short
|
2022-02-11 17:02:04 +01:00 |
|
Matthias
|
6a59103869
|
update wallets in backtesting to ensure a fresh wallet is used
closes #6388
|
2022-02-10 19:40:36 +01:00 |
|
Matthias
|
dcf8ad36f9
|
Backtesting should not allow unrealistic (automatic-filling) orders.
|
2022-02-08 19:12:01 +01:00 |
|
Matthias
|
b192c82731
|
Only call "custom_exit_price" for limit orders
|
2022-02-08 07:10:54 +01:00 |
|
Matthias
|
036c2888b4
|
Track timedout entry/exit orders
|
2022-02-07 18:49:30 +01:00 |
|
Matthias
|
644442e2f9
|
Track timedout orders
|
2022-02-06 13:37:31 +01:00 |
|
Matthias
|
17d748dd4c
|
Improve handling of left_open_trades
|
2022-02-06 13:19:00 +01:00 |
|
Sam Germain
|
e0d42ad9a7
|
Update backtesting.py
|
2022-02-05 18:29:48 -06:00 |
|
Matthias
|
9bf86bbe27
|
Extract backtesting row validation to separate function
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
58fad72778
|
Update wallets when necessary
closes #6321
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
4ea79a32e4
|
Use Order object for ft_timeout check
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
1e603985c5
|
Extract backtesting order cancelling
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
6637dacd7f
|
Extract protections in backtesting
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
7ac44380f7
|
Extract backtest order closing to models class
|
2022-02-05 16:28:46 +01:00 |
|
Matthias
|
090554f197
|
Try fill backtest order imediately for adjusted order
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
f4149ee462
|
Force ROI to be within candle
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
44e616c264
|
Add unfilledtimeout to required props for backtesting
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
49cecf1cb2
|
Small cosmetic fix
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2022-02-05 16:28:21 +01:00 |
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Rokas Kupstys
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9140679bf4
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Backtest order timeout continued.
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2022-02-05 16:28:21 +01:00 |
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Rokas Kupstys
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15698dd1ca
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Fix errors so it runs, implement timeout handling.
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2022-02-05 16:28:21 +01:00 |
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Matthias
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f7a1cabe23
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Add first version to fill orders "later" in backtesting
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2022-02-05 16:28:21 +01:00 |
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