Rokas Kupstys
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1b01ad6f85
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Make exchange parameter optional and do not use it as parameter in backtesting.
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2021-05-08 10:29:47 +03:00 |
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Rokas Kupstys
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d344194b36
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Fix dataprovider in hyperopt.
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2021-05-08 10:29:47 +03:00 |
|
Rokas Kupstys
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6fb4d83ab3
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Fix dataprovider in hyperopt.
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2021-05-08 10:29:47 +03:00 |
|
Rokas Kupstys
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cdfa6adbe5
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Store pair datafrmes in dataprovider for backtesting.
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2021-05-08 10:29:47 +03:00 |
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Rokas Kupstys
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d34da3f981
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Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods."
This reverts commit 595b8735f8.
# Conflicts:
# freqtrade/optimize/backtesting.py
# freqtrade/strategy/interface.py
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2021-05-08 10:29:47 +03:00 |
|
Matthias
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554f5f14b6
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Raise exception if no data is left
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2021-05-07 06:41:15 +02:00 |
|
Matthias
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4f529fe424
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Don't use Arrow to get min/max backtest dates
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2021-05-06 19:43:14 +02:00 |
|
Matthias
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f2e182002d
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Simplify calling backtesting by returning the proper result
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2021-05-02 09:46:27 +02:00 |
|
Matthias
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7c8a367442
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Update docs to not promote stoploss / take-profit
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2021-04-28 20:36:06 +02:00 |
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Matthias
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2061162d79
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Convert trade-opendate to python datetime
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2021-04-26 20:01:13 +02:00 |
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Rokas Kupstys
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98f6fce2ec
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Use correct sell reason in case of custom sell reason.
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2021-04-25 09:48:40 +03:00 |
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Rokas Kupstys
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595b8735f8
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Add dataframe parameter to custom_stoploss() and custom_sell() methods.
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2021-04-25 09:48:40 +03:00 |
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Rokas Kupstys
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1aad128d85
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Support returning a string from custom_sell() and have it recorded as custom sell reason.
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2021-04-25 09:48:40 +03:00 |
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Matthias
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88f26971fa
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Use defaultdict for backtesting
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2021-04-24 19:15:09 +02:00 |
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Matthias
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f12e002686
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Merge pull request #4775 from freqtrade/fix_wallet_unlimited
Fix wallet unlimited
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2021-04-24 15:54:06 +02:00 |
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Matthias
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df16fbd742
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Add "dataload complete" message to backtest + hyperopt
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2021-04-23 19:22:41 +02:00 |
|
Matthias
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d8c8a8d8c2
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Remvoe pointless arguments from get_trade_stake_amount
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2021-04-21 20:01:10 +02:00 |
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Matthias
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cfa9315e2a
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Prevent out of candle ROI sells
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2021-04-20 20:29:53 +02:00 |
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Matthias
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89bbfd2324
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Remove candle_count from dataframe before backtesting
closes #3754
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2021-03-29 20:26:54 +02:00 |
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Matthias
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292ea8c1d0
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Update backtesting.py
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2021-03-25 09:34:33 +01:00 |
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rextea
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0ca95aa0c2
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Change rate to acctual close rate
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2021-03-25 10:25:25 +02:00 |
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Matthias
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ec15610bff
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Fix isort issue
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2021-03-24 19:21:07 +01:00 |
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rextea
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f51f4b1817
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Add confirm_trade_exit and confirm_trade_entry to backtesting
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2021-03-23 10:35:46 +02:00 |
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rextea
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dc4ea604dd
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Add confirm_trade_exit and confirm_trade_entry to backtesting
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2021-03-23 10:19:16 +02:00 |
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rextea
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eb5d69dcd4
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Add confirm_trade_exit and confirm_trade_entry to backtesting
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2021-03-23 10:12:08 +02:00 |
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rextea
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6856963aef
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Add confirm_trade_exit and confirm_trade_entry to backtesting
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2021-03-23 10:09:41 +02:00 |
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Matthias
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b57c150654
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Final balance should include forcesold pairs
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2021-03-14 09:48:40 +01:00 |
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Matthias
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d1acc8092c
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Improve backtest performance
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2021-03-13 10:17:14 +01:00 |
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Matthias
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0db5c9746f
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Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
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2021-03-10 10:07:40 +01:00 |
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Matthias
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4b550dab17
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Always reset fake-databases
Otherwise results may stick around for the next strategy
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2021-03-08 19:40:29 +01:00 |
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Matthias
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0b81b58d28
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Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
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2021-03-07 11:28:54 +01:00 |
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Matthias
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2083cf6ddf
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Fix mypy errors introduced by Arrow update
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2021-03-01 08:57:57 +01:00 |
|
Matthias
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b2e9295d7f
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Small stylistic fixes
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2021-02-27 19:57:42 +01:00 |
|
Matthias
|
324b9dbdff
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Simplify wallet code
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2021-02-27 10:33:25 +01:00 |
|
Matthias
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98f3142b30
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Improve handling of backtesting params
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2021-02-27 09:33:00 +01:00 |
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Matthias
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fc256749af
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Add test for backtesting _enter_trade
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2021-02-27 09:33:00 +01:00 |
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Matthias
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53a57f2c81
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Change some types
Fix types of new model object
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2021-02-27 09:33:00 +01:00 |
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Matthias
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03eb23a4ce
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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.
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2021-02-27 09:33:00 +01:00 |
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Matthias
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394a6bbf2a
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Fix some type errors
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2021-02-27 09:33:00 +01:00 |
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Matthias
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52acacbed5
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Check min-trade-stake in backtesting
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2021-02-27 09:33:00 +01:00 |
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Matthias
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7913166453
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Improve performance by updating wallets only when necessary
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2021-02-27 09:33:00 +01:00 |
|
Matthias
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74fc4bdab5
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Shorten debug log
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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8d61a26382
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Allow dynamic stake for backtesting and hyperopt
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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e4abe902fc
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Enable compounding for backtesting
|
2021-02-27 09:32:59 +01:00 |
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Matthias
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0faa6f84dc
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Improve Wallet logging disabling for backtesting
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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081b9be45c
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use get_all_locks to get locks for backtest result
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2021-02-27 09:32:59 +01:00 |
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Matthias
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712d503e6c
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Use sell-reason value in backtesting, not the enum object
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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9361aa1c95
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Add wallets to backtesting
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2021-02-27 09:32:59 +01:00 |
|
Matthias
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789a980a30
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Fix tests for new export format
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2021-01-24 19:42:32 +01:00 |
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Matthias
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deb8432d33
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Streamline trade to dataframe conversion
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2021-01-24 08:58:41 +01:00 |
|
Matthias
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8ee264bc59
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Don't use profit_percent for backtesting results anymore
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2021-01-24 08:58:41 +01:00 |
|
Matthias
|
48977493bb
|
Backtesting does not need to convert to BacktestResult object
|
2021-01-24 08:58:41 +01:00 |
|
Matthias
|
0b65fe6afe
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Capture backtest start / end time
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2021-01-14 19:09:25 +01:00 |
|
Matthias
|
9147106259
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call bot_loop_start() in backtesting to allow setup-code to run
|
2021-01-14 19:09:25 +01:00 |
|
Matthias
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baa1142afa
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Use preprocessed to get min/max date in hyperopt
|
2021-01-14 19:09:21 +01:00 |
|
Matthias
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9d4cdcad10
|
Extract backtesting of one strategy
|
2021-01-14 19:04:42 +01:00 |
|
Matthias
|
f3de0dd3eb
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Fix support for protections in hyperopt
closes #4208
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2021-01-14 06:53:40 +01:00 |
|
Matthias
|
f11fd2fee1
|
Sort imports
|
2020-12-23 17:00:02 +01:00 |
|
Matthias
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67193bca3d
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Move pairlists to be a plugin submodule
|
2020-12-23 16:54:35 +01:00 |
|
Matthias
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266031a6be
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Disallow PerformanceFilter for backtesting
closes #4072
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2020-12-16 19:24:47 +01:00 |
|
Matthias
|
f047297995
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Improve wording, fix bug
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2020-12-07 15:48:06 +01:00 |
|
Matthias
|
5849d07497
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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
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Support multis-strategy backtests with protections
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2020-12-07 11:39:01 +01:00 |
|
Matthias
|
a3f9cd2c26
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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
|
e73203acb8
|
FIx bug with dmmp
|
2020-11-01 10:51:07 +01:00 |
|
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
|
2591a34db4
|
Don't use arrow objects for backtesting
|
2020-10-18 16:18:52 +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
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +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
|
284d39930f
|
Allow using pairlists through dataprovider in backtesting
|
2020-08-30 10:07:28 +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
|
87e4a82041
|
Merge branch 'develop' into bt_add_maxdrawdown
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2020-08-09 08:34:36 +02:00 |
|
Matthias
|
2afe1d5b11
|
Add link to full sample
|
2020-08-08 17:30:31 +02:00 |
|
Matthias
|
dd430455e4
|
Enable dataprovier for hyperopt
|
2020-08-08 17:04:32 +02:00 |
|
Matthias
|
c1191400a4
|
Allow 0 fee value by correctly checking for None
|
2020-07-15 19:20:20 +02:00 |
|
Matthias
|
0d15a87af8
|
Remove old store_backtest method
|
2020-07-03 20:21:32 +02:00 |
|
Matthias
|
7727292861
|
Rename duration to trade_duration
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
f368aabcc7
|
Add amount to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
6e94734678
|
Add fee to backtestresult
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
075eb0a161
|
Fix sequence of saving
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
0fa56be9d2
|
remove openIndex and closeIndex from backtest-report
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
b068e7c564
|
Rename open_time and close_time to *date
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
415853583b
|
Save backtest-stats
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
fbddfaeacf
|
Introduce DatetimePrintFormat
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cbcf3dbb43
|
Add more metrics to summarytable
|
2020-07-03 06:58:27 +02:00 |
|
hroff-1902
|
02c0488d45
|
Merge pull request #3453 from freqtrade/fix/3363
Backtesting should load pairlists after the strategy
|
2020-06-29 21:53:33 +03:00 |
|
Matthias
|
72ae4b1500
|
Load pairlist after strategy to use strategy-config
fail in certain conditions when using strategy-list
Fix #3363
|
2020-06-07 16:15:26 +02:00 |
|
hroff-1902
|
64881a94e2
|
Merge branch 'develop' into timeframe
|
2020-06-02 15:56:34 +03:00 |
|
Matthias
|
cadc50ce9b
|
Replace more occurances of ticker_interval with timeframe
|
2020-06-01 20:49:40 +02:00 |
|