Matthias
|
7398ea88e0
|
Change optimize_reports to convert dates to string earlier
|
2021-05-11 20:37:49 +02:00 |
|
Matthias
|
4f529fe424
|
Don't use Arrow to get min/max backtest dates
|
2021-05-06 19:43:14 +02:00 |
|
Matthias
|
420e75af65
|
Extract show_backtest_result for one strategy
|
2021-05-02 09:46:27 +02:00 |
|
Matthias
|
f2e182002d
|
Simplify calling backtesting by returning the proper result
|
2021-05-02 09:46:27 +02:00 |
|
Matthias
|
545cba7fd8
|
Refactor optimize_report
we should not calculate non-daily statistics in the daily stats method
|
2021-05-02 09:46:27 +02:00 |
|
Matthias
|
9994fce577
|
Extract generation of report for one strategy to it's own method
|
2021-05-02 09:46:27 +02:00 |
|
Matthias
|
b125c975c7
|
Rename strategy_comparison method
|
2021-05-02 09:46:27 +02:00 |
|
rextea
|
9e56f6d4eb
|
Sort pair lists by total profit
|
2021-04-04 01:19:38 +03:00 |
|
rextea
|
76a02ff70a
|
fix indentations
|
2021-03-26 18:49:17 +03:00 |
|
rextea
|
2bed41da5d
|
Add days breakdown table to backtesting
|
2021-03-26 18:40:50 +03:00 |
|
Matthias
|
bc05d03126
|
Make best / worst day absolute
|
2021-03-05 19:21:09 +01:00 |
|
Matthias
|
078b77d41b
|
Fix crash when using unlimited stake and no trades are made
|
2021-03-02 16:12:22 +01:00 |
|
Joe Schr
|
55a315be14
|
fix: avg_stake_amount should not be NaN if df is empty
|
2021-03-02 13:38:55 +01:00 |
|
Matthias
|
9cb37409fd
|
Explicitly convert starting-balance to float
|
2021-02-28 09:56:29 +01:00 |
|
Matthias
|
394a6bbf2a
|
Fix some type errors
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
f04f07299c
|
Improve backtesting metrics
|
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
|
0d2f877e77
|
Use absolute drawdown calc
|
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
|
712d503e6c
|
Use sell-reason value in backtesting, not the enum object
|
2021-02-27 09:32:59 +01:00 |
|
Florian Reitmeir
|
5c263c7ffd
|
add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed
|
2021-02-14 19:41:12 +01:00 |
|
Matthias
|
e7acee7904
|
Improve coin value output by rounding coin specific
|
2021-02-13 16:05:56 +01:00 |
|
Matthias
|
072abde9b7
|
Introduce round_coin_value to simplify coin rounding
|
2021-02-13 16:05:35 +01:00 |
|
Matthias
|
62e43539c9
|
Limit max_open_trades to maximum available pairs
closes #4008
|
2021-01-24 19:59:54 +01:00 |
|
Matthias
|
8ee264bc59
|
Don't use profit_percent for backtesting results anymore
|
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
|
7c80eeea95
|
Add use_custom_stoploss to optimize_report
|
2021-01-19 22:51:12 +01:00 |
|
Matthias
|
0b65fe6afe
|
Capture backtest start / end time
|
2021-01-14 19:09:25 +01:00 |
|
Matthias
|
63a579dbab
|
Add sell_profit_offset parameter
Allows defining positive offsets before enabling the sell signal
|
2021-01-11 19:30:25 +01:00 |
|
Matthias
|
5849d07497
|
Export locks as part of backtesting
|
2020-12-07 11:39:01 +01:00 |
|
Matthias
|
e40d97e05e
|
Small formatting improvements
|
2020-11-28 17:52:29 +01:00 |
|
Matthias
|
5d3f59df90
|
Add best / worst trade
|
2020-11-28 17:45:56 +01:00 |
|
Matthias
|
a00f852cf9
|
Add best / worst pair to summary statistics
|
2020-11-28 17:37:10 +01:00 |
|
Matthias
|
a47d8dbe56
|
Small refactor, avoiding duplicate calculation of profits
|
2020-11-28 11:35:29 +01:00 |
|
Matthias
|
730c9ce471
|
Add Max_open_trades to summary metrics
|
2020-11-24 06:57:26 +01:00 |
|
Matthias
|
ecddaa663b
|
Convert timestamp to int_timestamp for all arrow occurances
|
2020-10-13 06:24:01 +02:00 |
|
Matthias
|
253b7b763e
|
Apply isort to freqtrade codebase
|
2020-09-28 19:40:46 +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
|
378f03a5b1
|
Add relevant parameters to stored backtest result
|
2020-09-25 06:37:40 +02:00 |
|
Matthias
|
ec01f20bf8
|
Add ratio to sell reason stats
|
2020-09-16 20:27:28 +02:00 |
|
Matthias
|
d8a6410fd1
|
Fix small bug when using max-open-trades -1 in backtesting
|
2020-08-23 09:00:57 +02:00 |
|
Matthias
|
4f1179d85c
|
Test for empty case
|
2020-08-20 20:11:58 +02:00 |
|
Matthias
|
f5a9001dc0
|
Handle backtest results without any trades
|
2020-08-20 19:51:36 +02:00 |
|
Matthias
|
9982ad2f36
|
Add profit to backtest summary output
|
2020-08-18 16:59:24 +02:00 |
|
Matthias
|
668d167adc
|
Add docstring to store_backtest_stats
|
2020-08-18 16:15:24 +02:00 |
|
Matthias
|
4eb17b4daf
|
Remove unneeded function
|
2020-08-18 15:20:37 +02:00 |
|
Matthias
|
fca41a44bb
|
Also logg timeframe
|
2020-08-08 20:20:58 +02:00 |
|
Matthias
|
aab5596fa6
|
Convert trade open / close to timestamp
(to allow uniform analysis of backtest and real trade data - while
giving control of date-formatting to the endsystem.
|
2020-07-27 07:20:40 +02:00 |
|
Matthias
|
977a6d4e9c
|
Add profit_total to results line
|
2020-07-26 16:10:48 +02:00 |
|
Matthias
|
454046f745
|
Add stake_currency and max_opeN_trades to backtest result
|
2020-07-26 15:55:54 +02:00 |
|
Matthias
|
8d0f338bf2
|
Timestamps should be in ms
|
2020-07-26 15:23:21 +02:00 |
|
Matthias
|
9ed5fed887
|
Fix output format to be of an identical type
|
2020-07-26 15:17:54 +02:00 |
|
Matthias
|
902e8fa62f
|
Fix wrong spelling in one subcomponent
|
2020-07-26 14:39:00 +02:00 |
|
Matthias
|
bdf611352e
|
Update summary-metrics output
|
2020-07-14 19:34:01 +02:00 |
|
Matthias
|
1fc4451d2f
|
Avoid \ linebreak
|
2020-07-03 20:32:04 +02:00 |
|
Matthias
|
0d15a87af8
|
Remove old store_backtest method
|
2020-07-03 20:21:32 +02:00 |
|
Matthias
|
987188e41f
|
Add avgduration for winners and losers
|
2020-07-03 19:58:02 +02:00 |
|
Matthias
|
8e0ff4bd86
|
Add Win / draw / losing days
|
2020-07-03 19:45:45 +02:00 |
|
Matthias
|
42868ad24a
|
Add best / worst day to statistics
|
2020-07-03 19:30:29 +02:00 |
|
Matthias
|
7c5587aeaa
|
exportfilename can be a file or directory
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
2ed808da1f
|
Extract .last_result.json to constant
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
59e0ca0aaa
|
Add pairlist to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
c13ec4a1d4
|
implement fallback loading for load_backtest_data
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
f368aabcc7
|
Add amount to backtest-result
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
03ab61959b
|
Add test for generate_backtest_stats
|
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
|
04cbc2cde5
|
Shorten variable
|
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
|
81c8e8677d
|
use 0 as profit mean, not nan
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
480c5117f1
|
Handle empty return strings
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
5fce7f3b22
|
Add market Change
closes #2524 and #3518
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
cf044d166e
|
Tests should use new Datetime format too
|
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 |
|
Matthias
|
6922fbc3aa
|
Add max_drawdown error handler
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
455b26ea48
|
Add max drawdown to backtesting
|
2020-07-03 06:58:27 +02:00 |
|
Matthias
|
a75b94f143
|
use bracket notation for dataframe access
|
2020-06-07 15:40:00 +02:00 |
|
Matthias
|
04779411f5
|
Add docstring to backtest_stats
|
2020-06-07 15:39:59 +02:00 |
|
Matthias
|
070913f327
|
Rename text_table generation
|
2020-06-07 11:35:02 +02:00 |
|
Matthias
|
499c6772d1
|
Rename tabulate methods
they don't "generate" anything
|
2020-06-07 11:31:33 +02:00 |
|
Matthias
|
a6f6724752
|
Reorder functions in optimize_report
|
2020-06-07 11:29:14 +02:00 |
|
Matthias
|
091693308a
|
Correctly call show_backtest_results
|
2020-06-01 09:25:26 +02:00 |
|
Matthias
|
ceaf32d304
|
Extract backtesting report generation from show_backtest_Results
|
2020-06-01 09:24:05 +02:00 |
|
Matthias
|
f202e09b10
|
Extract conversion to trades list to it's own function
|
2020-06-01 08:57:31 +02:00 |
|
Matthias
|
18a5787a2c
|
Reorder typing imports
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
|
2020-05-27 19:17:15 +02:00 |
|
Matthias
|
abf79e4ab4
|
Use temporary variable to clean up code
|
2020-05-25 20:47:48 +02:00 |
|
Matthias
|
6a9a8f927e
|
Rename some methods, improve some testing
|
2020-05-25 20:46:31 +02:00 |
|
Matthias
|
462c35cf75
|
Move stats generation to the top
|
2020-05-25 20:22:22 +02:00 |
|
Matthias
|
027ea64d48
|
Fix docstrings, extract strategy-list results
|
2020-05-25 19:55:02 +02:00 |
|
Matthias
|
db257e9f7f
|
Rename method to be public
|
2020-05-25 19:50:23 +02:00 |
|
Matthias
|
18a2dad684
|
Extract data generation from generate_text_table
|
2020-05-25 19:35:32 +02:00 |
|
Matthias
|
0917b17efd
|
Refactor result_line to return dict
|
2020-05-25 19:21:01 +02:00 |
|
Matthias
|
876a9e4f44
|
finish refactor of sell_reason table
|
2020-05-25 07:08:15 +02:00 |
|
Matthias
|
d17300fd84
|
Refactor sell reason stats to return a dict
|
2020-05-25 07:02:24 +02:00 |
|
Matthias
|
9d1ad70bb7
|
Split optimize generation from printing
|
2020-05-25 06:44:51 +02:00 |
|
Matthias
|
cf6e6488c7
|
Fix filename handling with --strategy-list
|
2020-04-02 17:29:18 +02:00 |
|
Matthias
|
3d4664c2a6
|
Remove unnecessary import
|
2020-03-15 15:40:12 +01:00 |
|
Matthias
|
e1b08ad76c
|
Add docstring to store_backtest_result
|
2020-03-15 15:38:26 +01:00 |
|
Matthias
|
e95665ceca
|
Make backtestresult storing independent from printing
|
2020-03-15 15:36:23 +01:00 |
|
Matthias
|
a13d581658
|
Move backtest-result visualization out of backtesting class
|
2020-03-15 15:17:53 +01:00 |
|
Matthias
|
6106d59e1a
|
Move store_backtest_results to optimize_reports
|
2020-03-15 15:17:35 +01:00 |
|
Matthias
|
328dbd3930
|
Remove unnecessary parameter to generate_text_table_sell_reason
|
2020-03-15 15:04:48 +01:00 |
|
Fredrik81
|
55d471190a
|
Changed table style of backtesting and alignment of headers
|
2020-02-27 13:28:28 +01:00 |
|
Yazeed Al Oyoun
|
ff819386e1
|
added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width
|
2020-02-07 03:51:50 +01:00 |
|
Yazeed Al Oyoun
|
5b00eaa42d
|
Updated Strategy Summary table to match other backtesting tables (#2864)
|
2020-02-06 06:58:58 +01:00 |
|
Matthias
|
c396ad4daa
|
Align quotes in same area
|
2020-01-31 20:41:51 +01:00 |
|
Yazeed Al Oyoun
|
907a61152c
|
added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.
|
2020-01-31 04:53:37 +01:00 |
|
Yazeed Al Oyoun
|
e2b3907df5
|
more consistent backtesting tables and labels
|
2020-01-31 04:39:18 +01:00 |
|
Matthias
|
7d2d0235a0
|
Fix typo in sell-reason table generation
|
2020-01-22 06:08:34 +01:00 |
|
Matthias
|
785cd2a640
|
Rename test module
|
2020-01-09 06:53:51 +01:00 |
|
Matthias
|
c475729c13
|
Extract edge reporting to optimize_reports
|
2020-01-09 06:52:34 +01:00 |
|