Matthias
f6a7e6b785
Add prepend option to download-data
2022-04-30 17:32:50 +02:00
Matthias
11d447cd5a
Add support for download-data "until"
2022-04-30 15:42:41 +02:00
Matthias
c6c569b772
chore: split BTAnalyais to metrics
2022-04-30 14:47:27 +02:00
Matthias
fbd142844f
Refactor bt-caching stuff to it's own module
2022-04-29 19:37:13 +02:00
Matthias
4143ebbeae
Add CAGR calculation to backtesting
2022-04-25 10:51:11 +02:00
Matthias
f89b64c972
Improve test by having multistrat.meta file available
2022-04-13 07:09:26 +02:00
Matthias
4ac54a76af
Add strategy as mandatory argument
2022-04-13 06:47:39 +02:00
Matthias
d9039152ba
Add "get backtest historic results" endpoint
2022-04-11 19:44:47 +02:00
Matthias
cd2e49bb60
Simplify downloading futures data code
2022-04-10 09:53:33 +02:00
Matthias
95f69a8c3b
Remove some outdated TODO's
2022-04-10 09:53:33 +02:00
Matthias
543aa74278
update sell_reason to exit_reason
2022-04-02 20:04:29 +02:00
Matthias
30cff1bd2c
Update hdf5 to not raise naturalNaming warnings
2022-03-27 16:39:34 +02:00
Matthias
fa3c00c673
Remove some default arguments in history_utils
2022-03-22 07:20:21 +01:00
Matthias
9bcc79e118
Use parsed TradingMode from config
2022-03-03 07:06:13 +01:00
Matthias
c5cf73e67b
hdf5 datahandler should also create directory
2022-03-02 19:41:14 +01:00
Matthias
0c6d92a7a6
Merge branch 'develop' into feat/short
2022-02-11 17:02:04 +01:00
Matthias
64d0c75bbb
Fix deprecation warnings
2022-02-01 19:11:51 +01:00
Matthias
ab932d8398
Properly detect default candle type
2022-01-29 14:31:58 +01:00
Matthias
88ccfedd32
Improve wording of "no history found" error
2022-01-26 06:53:00 +01:00
Matthias
f090dcc597
Merge branch 'develop' into feat/short
2022-01-22 17:56:01 +01:00
Matthias
bb1d8fb54f
Improve message when no hyperopt fie is found
...
closes #6266
2022-01-21 15:24:26 +01:00
Matthias
d319204dea
Add note about legacy metadata format
2022-01-19 20:08:09 +01:00
Rokas Kupstys
5fffc5033a
Rework backtesting --no-cahche to --cache=[none, day, week, month].
...
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Rokas Kupstys
16861db653
Implement previous backtest result reuse when config and strategy did not change.
2022-01-15 17:30:40 +02:00
Matthias
2fb9e7940a
Improve "missing data" message
2022-01-08 14:39:09 +01:00
Matthias
522496d9e2
Add Compatibility code for BT_DATA_COLUMNS
2022-01-07 17:17:35 +01:00
Matthias
46809f08fe
Merge branch 'develop' into feat/short
2022-01-07 10:13:16 +01:00
Matthias
d64f9030c1
Remove now unused codesegment
2022-01-07 08:04:01 +01:00
Matthias
b3a4ecaf77
Remove old backtest format support
2022-01-06 19:49:25 +01:00
Matthias
a0f9c1bf7b
Avoid failure when calculating max-drawdown
...
occurs if if no winning trade is recorded.
2022-01-06 13:51:15 +01:00
Matthias
4e2b9203d7
Remove no longer used BT_DATA_COLUMNS_MID
2022-01-05 20:40:59 +01:00
Sam Germain
501f473164
Merge branch 'develop' into feat/short
2022-01-04 22:47:33 -06:00
Matthias
7a2b50ce8b
Update drawdown calculation to account drawdown
2022-01-04 17:07:31 +01:00
Matthias
ddfbe55e7c
Merge branch 'develop' into feat/short
2022-01-01 19:16:49 +01:00
Matthias
78ba2d3fc7
Add underwaterplot calculation to btanalysis
2022-01-01 14:39:58 +01:00
Matthias
9becd20f20
Improve "Missing data" messages
2022-01-01 10:37:58 +01:00
Matthias
bd98637ae9
Fail gracefully from plot-profit when no data is provided
...
closes #6132
2021-12-30 10:14:45 +01:00
Matthias
1871165d21
Merge pull request #6127 from wadedyck/download_data_futures_fix
...
Download data futures fix
2021-12-29 19:08:38 +01:00
Wade Dyck
5743b3a0b7
When getting analyzed dataframes, use candle_type_def in the pair_key as that's how they're cached.
2021-12-27 13:29:25 -07:00
Wade Dyck
5b3f907b0c
Fixes a download_data bug when in futures mode.
...
When specifying multiple pairs to download, the json filenames were
inconsistent due to the reassignment of candle_type. Also adds the
candle_type being downloaded to a log message.
2021-12-27 11:16:38 -07:00
Matthias
ddce28c12d
Update data downloading to include funding_fee downloads
2021-12-18 15:32:02 +01:00
Matthias
2679744228
Explicit test for candletype get_default
2021-12-08 16:20:26 +01:00
Matthias
35afc7b478
Fix wrong tradingMOde comparison
2021-12-08 16:07:27 +01:00
Matthias
9b9d61c6d6
Remove SPOT_ candletype
2021-12-08 14:38:09 +01:00
Matthias
d89cbda7b8
Use candle_type_def where possible
2021-12-08 14:15:54 +01:00
Matthias
222c293602
Add "defaultCandletype"
2021-12-08 13:17:20 +01:00
Matthias
dda7283f3e
Remove unnecessary default parameters
2021-12-08 11:32:58 +01:00
Matthias
ac2fb08aea
Small updates while reviewing
2021-12-07 20:21:49 +01:00
Matthias
f1c5a4d065
Use pair-reconstruction method wherever possible
2021-12-07 20:12:44 +01:00
Matthias
b4d27973b1
Update ohlcv_get_pairs test
2021-12-07 19:57:18 +01:00
