Commit Graph

11102 Commits

Author SHA1 Message Date
Matthias
f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias
d3fb473e57 Improve backtesting documentation 2021-02-27 09:33:00 +01:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias
60db6ccf45 Add test for subclassing 2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce 2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a Fix some type errors 2021-02-27 09:33:00 +01:00
Matthias
52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias
f04f07299c Improve backtesting metrics 2021-02-27 09:33:00 +01:00
Matthias
7913166453 Improve performance by updating wallets only when necessary 2021-02-27 09:33:00 +01:00
Matthias
37d7d2afd5 Wallets should not recalculate close_profit for closed trades 2021-02-27 09:33:00 +01:00
Matthias
f367375e5b ABS drawdown should show wallet high and low values 2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00
Matthias
74fc4bdab5 Shorten debug log 2021-02-27 09:32:59 +01:00
Matthias
72f21fc5ec Add trade-volume metric 2021-02-27 09:32:59 +01:00
Matthias
35e6a9ab3a Backtest-reports should calculate total gains based on starting capital 2021-02-27 09:32:59 +01:00
Matthias
8d61a26382 Allow dynamic stake for backtesting and hyperopt 2021-02-27 09:32:59 +01:00
Matthias
e4abe902fc Enable compounding for backtesting 2021-02-27 09:32:59 +01:00
Matthias
959ff99046 Add Dry-run wallet CLI option 2021-02-27 09:32:59 +01:00
Matthias
0754a7a78f total_open_trades_stake should support no-db mode 2021-02-27 09:32:59 +01:00
Matthias
0faa6f84dc Improve Wallet logging disabling for backtesting 2021-02-27 09:32:59 +01:00
Matthias
20455de2a9 Small enhancements to docs 2021-02-27 09:32:59 +01:00
Matthias
081b9be45c use get_all_locks to get locks for backtest result 2021-02-27 09:32:59 +01:00
Matthias
e32b2097f0 Use timestamp in UTC timezone for ROI comparisons 2021-02-27 09:32:59 +01:00
Matthias
712d503e6c Use sell-reason value in backtesting, not the enum object 2021-02-27 09:32:59 +01:00
Matthias
b5177eadab Extract close method for exchange 2021-02-27 09:32:59 +01:00
Matthias
4ce4eadc23 remove only ccxt objects when hyperopting 2021-02-27 09:32:59 +01:00
Matthias
9361aa1c95 Add wallets to backtesting 2021-02-27 09:32:59 +01:00
Matthias
f0a154692d Wallets should use trade_proxy 2021-02-27 09:32:59 +01:00
Matthias
9968e4e49c Add warning about downloading data from kraken
closes #4449
2021-02-27 08:26:13 +01:00
Matthias
b92fb6d3d0
Merge pull request #4452 from JoeSchr/patch-3
Fix(strategy/interface.py): comment typo
2021-02-27 08:16:50 +01:00
JoeSchr
642e3be7c5
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
2021-02-26 23:17:59 +01:00
Matthias
0bb80d1442
Merge pull request #4446 from Xanders/patch-1
Webhook JSON format
2021-02-26 20:03:07 +01:00
Matthias
7d87c44c35
Merge pull request #4436 from Th0masL/forcesell_type
Allow changing the order_type for forcesell
2021-02-26 19:42:00 +01:00
Xanders
f0391d3761
Better JSON webhook result description 2021-02-26 21:40:45 +03:00
Xanders
efa50be145
Fix blank lines rule at test_rpc_webhook.py 2021-02-26 21:32:41 +03:00
Xanders
7281e794b4
Fix too long line at webhook.py 2021-02-26 21:31:33 +03:00
Matthias
9a926c155d Add forcesell entry to full config 2021-02-26 19:30:42 +01:00
Xanders
984e70d4e8
Add webhook result example to documentation 2021-02-26 21:15:40 +03:00
Xanders
52641aaa31
Add test for webhook JSON format 2021-02-26 18:12:10 +03:00
Xanders
a2cd3ed5ba
Add documentation for JSON webhook format 2021-02-26 17:59:38 +03:00
Xanders
fc69240e6d
Add JSON-encoded webhooks 2021-02-26 17:46:23 +03:00
Matthias
cc12919ee3
Merge pull request #4445 from seguri/patch-1
Fix #4441
2021-02-26 11:28:50 +01:00
Marco Seguri
51d73a5889
Fix #4441 2021-02-26 11:11:27 +01:00
Matthias
55015c4aa3
Merge pull request #4444 from freqtrade/dependabot/pip/aiohttp-3.7.4
Bump aiohttp from 3.7.3 to 3.7.4
2021-02-26 08:31:11 +01:00
dependabot[bot]
622ff771ec
Bump aiohttp from 3.7.3 to 3.7.4
Bumps [aiohttp](https://github.com/aio-libs/aiohttp) from 3.7.3 to 3.7.4.
- [Release notes](https://github.com/aio-libs/aiohttp/releases)
- [Changelog](https://github.com/aio-libs/aiohttp/blob/master/CHANGES.rst)
- [Commits](https://github.com/aio-libs/aiohttp/compare/v3.7.3...v3.7.4)

Signed-off-by: dependabot[bot] <support@github.com>
2021-02-26 07:21:04 +00:00
Matthias
1b3b389109 Remove binanceje, add ftx to config selector
closes #4441
2021-02-26 07:58:15 +01:00