Matthias
|
052758bbac
|
Refactor price and stake out of _enter_trade
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2022-03-19 15:45:43 +01:00 |
|
Matthias
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b292f28b35
|
Call leverage before custom_stake_amount to properly determine min-stake-amount
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2022-03-19 15:44:37 +01:00 |
|
Matthias
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d6309449cf
|
Fix short bug where close_rate is wrongly adjusted
|
2022-03-16 20:12:09 +01:00 |
|
Matthias
|
a89c1da19f
|
Fix 2 bugs in ROI calculation
|
2022-03-16 20:12:09 +01:00 |
|
Matthias
|
7c9d2dd20a
|
Fix a few more short bugs in backtesting
|
2022-03-16 07:00:50 +01:00 |
|
adriance
|
ceba4d6e9b
|
Remove meaningless code
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2022-03-15 14:03:06 +08:00 |
|
Matthias
|
cbbdf00ddd
|
Update comments in short backtest rates
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2022-03-15 06:39:07 +01:00 |
|
adriance
|
fd211166f0
|
fixed side error
|
2022-03-15 12:23:59 +08:00 |
|
adriance
|
7059892304
|
Optimize the code. Fix stop_rate judgment error
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2022-03-15 12:04:02 +08:00 |
|
adriance
|
31182c4d80
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format
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2022-03-14 18:38:44 +08:00 |
|
adriance
|
26a74220fd
|
remove buy filled logic
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2022-03-14 13:43:42 +08:00 |
|
adriance
|
bea38a2e7c
|
remove filled date logic
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2022-03-14 13:42:52 +08:00 |
|
adriance
|
3d9c55d519
|
restore set_isolated_liq
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2022-03-14 11:29:26 +08:00 |
|
adriance
|
0fce0f64d1
|
Merge branch 'feat/short' into fs_fix
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2022-03-13 14:41:22 +08:00 |
|
adriance
|
52bf926066
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fix duplicate long
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2022-03-13 12:26:57 +08:00 |
|
adriance
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b5662d6547
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Merge branch 'feat/short' into fs_fix
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2022-03-12 16:50:27 +08:00 |
|
Matthias
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efc313b28b
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Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
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2022-03-12 09:32:16 +01:00 |
|
Matthias
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20fc9459f2
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Add test for can_short strategy attribute
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2022-03-11 19:37:45 +01:00 |
|
Italo
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d2a5448305
|
Update hyperopt.py
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2022-03-11 17:38:32 +00:00 |
|
adriance
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499e9c3e98
|
fix duration
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2022-03-10 00:34:59 +08:00 |
|
adriance
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d579febfec
|
add filled time
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2022-03-09 23:55:57 +08:00 |
|
adriance
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1c86e69c34
|
use filled time calculate duration
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2022-03-09 21:55:13 +08:00 |
|
adriance
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82e0eca128
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add short close rate calu
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2022-03-09 20:00:06 +08:00 |
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Matthias
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e492bf3159
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Update order_types to use entry/exit definition
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2022-03-09 06:37:08 +01:00 |
|
dingzhoufeng
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9facd5b52a
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Merge branch 'feat/short' into fs_fix
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2022-03-08 15:14:11 +08:00 |
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dingzhoufeng
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53ecdb931b
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add leverage
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2022-03-08 12:26:43 +08:00 |
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Matthias
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3ff261e22c
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Update order time in force to use entry/exit wording
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2022-03-07 19:55:15 +01:00 |
|
Matthias
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f558d4b132
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Merge pull request #6467 from samgermain/backtest-liq
Liquidation price in backtesting
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2022-03-03 06:50:32 +01:00 |
|
Matthias
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eb30c40e0c
|
Fix hyperopt for futures
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2022-03-02 19:50:16 +01:00 |
|
Matthias
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e8206bc751
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Simplify backtesting enter_Trade
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2022-02-28 20:10:23 +01:00 |
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Matthias
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1b07ad92cf
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Merge branch 'feat/short' into pr/samgermain/6467
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2022-02-28 20:07:19 +01:00 |
|
Matthias
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79538368db
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Simplify liquidation price calculation
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2022-02-28 19:47:21 +01:00 |
|
Matthias
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1d27cbd01f
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Simplify leverage_prep interface
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2022-02-28 19:34:10 +01:00 |
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Matthias
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8e2d3445a7
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Move leverage_prep calculations to exchange class
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2022-02-28 19:29:42 +01:00 |
|
Sam Germain
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b103045a05
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backtesting._enter_trade update liquidation price on increased position
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2022-02-27 12:09:45 -06:00 |
|
Sam Germain
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6fdcc714bf
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backtesting margin_mode key fix
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2022-02-27 11:59:27 -06:00 |
|
Matthias
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1b6548c8d8
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Don't modify leverage through DCA
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2022-02-27 15:44:23 +01:00 |
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Matthias
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bcfa73d492
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Add "nr_of_successfull_entries"
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2022-02-27 15:44:23 +01:00 |
|
Sam Germain
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8af2ea754f
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add margin mode to backtesting
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2022-02-26 14:11:21 -06:00 |
|
Sam Germain
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6dbd249570
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backtesting._enter_trade get liquidation_price and backtesting._leverage_prep
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2022-02-26 13:55:01 -06:00 |
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Italo
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8d9d003671
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Merge branch 'freqtrade:develop' into plot_hyperopt_stats
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2022-02-25 17:58:57 +00:00 |
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Matthias
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fd936e26ae
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Merge branch 'develop' into feat/short
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2022-02-24 19:56:42 +01:00 |
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Matthias
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42df65d4ec
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Make sure backtesting is cleaned up in tests
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2022-02-24 14:22:49 +00:00 |
|
Matthias
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8952829adc
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Merge branch 'develop' into feat/short
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2022-02-23 06:28:15 +01:00 |
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Matthias
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70f4305dfa
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don't allow short trades in spot mode
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2022-02-21 19:19:12 +01:00 |
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Matthias
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d610b6305d
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Improve /balance output by removing trailing zeros
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2022-02-19 16:40:30 +01:00 |
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Sam Germain
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a9eb8ce1bf
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added todos back in
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2022-02-16 05:47:41 -06:00 |
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Italo
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88459acbeb
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Merge branch 'freqtrade:develop' into plot_hyperopt_stats
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2022-02-15 19:10:49 +00:00 |
|
Matthias
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64b98989d2
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Update open candle ROI condition
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2022-02-15 19:25:32 +01:00 |
|
Matthias
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30f6dbfc40
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Attempt fix for #6261
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2022-02-14 20:02:38 +01:00 |
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Sam Germain
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19783e0d39
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edited todos
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2022-02-14 09:02:55 -06:00 |
|
Sam Germain
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fc2d3649a1
|
edited todos
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2022-02-12 16:23:14 -06:00 |
|
Matthias
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0c6d92a7a6
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Merge branch 'develop' into feat/short
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2022-02-11 17:02:04 +01:00 |
|
Matthias
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6a59103869
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update wallets in backtesting to ensure a fresh wallet is used
closes #6388
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2022-02-10 19:40:36 +01:00 |
|
Matthias
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9f47853661
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Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
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2022-02-09 07:12:35 +01:00 |
|
Matthias
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dcf8ad36f9
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Backtesting should not allow unrealistic (automatic-filling) orders.
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2022-02-08 19:12:01 +01:00 |
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Matthias
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b192c82731
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Only call "custom_exit_price" for limit orders
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2022-02-08 07:10:54 +01:00 |
|
Matthias
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036c2888b4
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Track timedout entry/exit orders
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2022-02-07 18:49:30 +01:00 |
|
zx
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4bce64b427
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commented method deletition
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2022-02-07 14:12:07 +01:00 |
|
zx
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7811a36ae9
|
max_drawdown_abs calc fix & .DS_Store deletition
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2022-02-07 07:44:13 +01:00 |
|
zx
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8cdb6e0774
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DRAWDOWN_MULT back to a higher value as built-in for safer HOs first
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2022-02-07 06:31:16 +01:00 |
|
zx
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2893d0b50d
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proper var name
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2022-02-07 06:22:27 +01:00 |
|
zx
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7d3b80fbde
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isort fix and leftover cleaning
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2022-02-06 21:09:40 +01:00 |
|
Italo
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d03378b1df
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Update hyperopt.py
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2022-02-06 15:32:59 +00:00 |
|
zx
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6b5f63d4d6
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change profit_ratio by profit_abs
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2022-02-06 16:28:01 +01:00 |
|
zx
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0b01fcf047
|
Add ProfitDrawdownHyperoptLoss method
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2022-02-06 15:40:54 +01:00 |
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Matthias
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644442e2f9
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Track timedout orders
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2022-02-06 13:37:31 +01:00 |
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Matthias
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17d748dd4c
|
Improve handling of left_open_trades
|
2022-02-06 13:19:00 +01:00 |
|
Italo
|
adf8f6b2d5
|
Update hyperopt.py
|
2022-02-06 10:33:49 +00:00 |
|
Italo
|
6c1729e20b
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ignore warnings
|
2022-02-06 01:07:30 +00:00 |
|
Sam Germain
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e0d42ad9a7
|
Update backtesting.py
|
2022-02-05 18:29:48 -06:00 |
|
Italo
|
6a4cae1f8c
|
Update hyperopt.py
|
2022-02-06 00:17:48 +00:00 |
|
Italo
|
992eac9efa
|
Update hyperopt.py
|
2022-02-05 17:36:19 +00:00 |
|
Matthias
|
9bf86bbe27
|
Extract backtesting row validation to separate function
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
58fad72778
|
Update wallets when necessary
closes #6321
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
4ea79a32e4
|
Use Order object for ft_timeout check
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
1e603985c5
|
Extract backtesting order cancelling
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
6637dacd7f
|
Extract protections in backtesting
|
2022-02-05 16:28:47 +01:00 |
|
Matthias
|
7ac44380f7
|
Extract backtest order closing to models class
|
2022-02-05 16:28:46 +01:00 |
|
Matthias
|
090554f197
|
Try fill backtest order imediately for adjusted order
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
f4149ee462
|
Force ROI to be within candle
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
44e616c264
|
Add unfilledtimeout to required props for backtesting
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
49cecf1cb2
|
Small cosmetic fix
|
2022-02-05 16:28:21 +01:00 |
|
Rokas Kupstys
|
9140679bf4
|
Backtest order timeout continued.
|
2022-02-05 16:28:21 +01:00 |
|
Rokas Kupstys
|
15698dd1ca
|
Fix errors so it runs, implement timeout handling.
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
f7a1cabe23
|
Add first version to fill orders "later" in backtesting
|
2022-02-05 16:28:21 +01:00 |
|
Matthias
|
c12e5a3b6c
|
Initial idea backtesting order timeout
|
2022-02-05 16:28:21 +01:00 |
|
Sam Germain
|
8b57827676
|
exchange.get_max_pair_stake_amount hard set leverage to 0
|
2022-02-04 14:26:15 -06:00 |
|
Sam Germain
|
dc6cb445fd
|
Merge branch 'feat/short' into max-amount
|
2022-02-04 04:42:38 -06:00 |
|
Sam Germain
|
3ee2b7978c
|
wallets.validate_stake_amount added param max_stake_available
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
7465037906
|
freqtradebot.execute_entry test for too high stake amount
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
8c680d75b9
|
moved max_stake_amount check for None to exchange.get_max_pair_stake_amount
|
2022-02-03 20:33:16 -06:00 |
|
Sam Germain
|
6b6b35ac1c
|
check for max stake limit in freqtradebot and backtesting
|
2022-02-03 20:33:04 -06:00 |
|
Sam Germain
|
edc0e9c75f
|
backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def
|
2022-02-03 17:48:34 -06:00 |
|
Sam Germain
|
977f87659c
|
edited backtesting._get_sell_trade_entry TODO: removed "Other fees"
|
2022-02-03 17:48:33 -06:00 |
|
Sam Germain
|
73d10b5c02
|
backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures
|
2022-02-03 17:48:33 -06:00 |
|
Matthias
|
a4e1aaa9bd
|
Merge pull request #6307 from freqtrade/bt_shift
Remove shift in analyzed dataframe columns
|
2022-02-02 19:52:10 +01:00 |
|
Italo
|
328b969801
|
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into freqtrade-develop
|
2022-02-01 01:06:57 +00:00 |
|
Matthias
|
463714832d
|
Merge branch 'develop' into feat/short
|
2022-01-29 14:19:30 +01:00 |
|
Matthias
|
5d0c2bcb44
|
Shift candles after pushing them to dataprovider
this will ensure that the signals are not shifted in callbacks
closes #6234
|
2022-01-28 07:25:10 +01:00 |
|