Commit Graph

1743 Commits

Author SHA1 Message Date
Matthias 994c1c5ea0 use Config typing in more places 2022-09-18 13:31:52 +02:00
Matthias 667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
Matthias e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount
closes #7423
2022-09-16 13:24:20 +00:00
Matthias 982c0315fa Rename variable 2022-09-11 19:31:11 +02:00
Matthias 72d197a99d Run first epoch in non-parallel mode
this allows dataprovider to load it's cache.

closes #7384
2022-09-11 17:51:07 +02:00
Matthias 78cd46ecd5 hyperopt Remove unnecessary arguments 2022-09-11 14:59:39 +02:00
Matthias 32e13d65c3 Refactor hyperopt to extract evaluate_result 2022-09-11 14:59:39 +02:00
Matthias a48923c0e4 Extract widget colorization to separate function 2022-09-11 14:59:39 +02:00
Matthias 37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
Matthias 4d69df08dd trunc to amount precision before checking valid partial exits
closes #7368
2022-09-07 06:43:08 +02:00
Matthias 98ec84fca6
Merge pull request #7339 from freqtrade/fix/fundingfee_handling
Fix/fundingfee handling
2022-09-06 19:21:40 +02:00
Matthias 4dec19de9f Add comment to explain why we use the non-trimmed DF 2022-09-06 06:52:50 +02:00
Italo 9f5642fd97 fix hyperopt df preprocessing 2022-09-05 18:12:19 +02:00
Matthias df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Matthias 226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias 6686489c06
Merge pull request #7258 from freqtrade/feat/hyp_optinal_indicator
Add flag to move hyperopt populate_indicators to epoch
2022-08-27 09:21:16 +02:00
Matthias 2b70c3d0c0 support price callback for partial exits in bt
This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
Matthias 01126c43f7 Fix liquidation price tier calculation
closes #7294
2022-08-26 20:14:24 +02:00
robcaulk 4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias 53d46a0385 align `max_entry_position_adjustment` behavior of backtesting to live
closes #7293
2022-08-25 20:36:17 +02:00
Matthias 6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias 32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
Matthias fe7108ae75 Convert amount to contracts before comparing for close
closes #7279
2022-08-23 06:37:38 +02:00
robcaulk ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
Matthias f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias 5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias 0da0600836 Have backtesting respect tradable size
closes #7161
2022-08-20 11:41:11 +02:00
Matthias aa3da092a0 Dont' use classProperty - that's not supported on 3.8 2022-08-20 10:55:52 +02:00
Matthias bc359675a2 Add --analyze-per-epoch - moving populate_analysis to the epoch process 2022-08-19 15:19:43 +02:00
Matthias 09f8904545 Extract analysis to separate method 2022-08-19 15:12:55 +02:00
Matthias 08ef5ad2d8 Add HyperoptState enum and container class 2022-08-19 15:11:43 +02:00
Matthias 83ca168bb8
Merge pull request #7216 from freqtrade/precise_calcs
Precise calcs
2022-08-17 14:32:02 +02:00
Matthias 0b0e7eaf96 Mutex TTL Cache accesses which can be accessed by multiple threads
Apparently, cachetools is (intentionally) not threadsafe
when using the Caches directly.
It's therefore recommended to wrap these with an explicit lock to avoid
problems.

source: https://github.com/tkem/cachetools/issues/245

closes #7215
2022-08-16 19:48:21 +02:00
Matthias fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias 15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias 711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias c3f159bd57 Add precision fields to database 2022-08-15 19:58:40 +02:00
Matthias 3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag
aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
Matthias f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias 9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
robcaulk 26de992d20 ensure user sets startup candles in backtesting mode 2022-08-05 12:23:14 +02:00
Matthias d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
Kavinkumar a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
Matthias d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias 8711b7d99f Liquidations cannot be rejected. 2022-07-30 16:10:16 +02:00
Matthias 995be90f91 Liquidation should be a separate exit type 2022-07-30 16:10:16 +02:00
Matthias 61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Matthias 2eb1d18c2a Don't load leverage tiers when not necessary 2022-07-23 19:56:38 +02:00
Matthias f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00