Matthias
|
f5bb5f56f1
|
Update documentation with backtesting compounding possibilities
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
98f3142b30
|
Improve handling of backtesting params
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
86f9409fd2
|
fix --stake-amount parameter
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
fc256749af
|
Add test for backtesting _enter_trade
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
60db6ccf45
|
Add test for subclassing
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
53a57f2c81
|
Change some types
Fix types of new model object
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
03eb23a4ce
|
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.
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
394a6bbf2a
|
Fix some type errors
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
52acacbed5
|
Check min-trade-stake in backtesting
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
f04f07299c
|
Improve backtesting metrics
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
7913166453
|
Improve performance by updating wallets only when necessary
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
37d7d2afd5
|
Wallets should not recalculate close_profit for closed trades
|
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
|
aed23d55c2
|
Add starting balance to profit cumsum calculation
|
2021-02-27 09:33:00 +01:00 |
|
Matthias
|
0d2f877e77
|
Use absolute drawdown calc
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
74fc4bdab5
|
Shorten debug log
|
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
|
8d61a26382
|
Allow dynamic stake for backtesting and hyperopt
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
e4abe902fc
|
Enable compounding for backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
959ff99046
|
Add Dry-run wallet CLI option
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
0754a7a78f
|
total_open_trades_stake should support no-db mode
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
0faa6f84dc
|
Improve Wallet logging disabling for backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
20455de2a9
|
Small enhancements to docs
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
081b9be45c
|
use get_all_locks to get locks for backtest result
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
e32b2097f0
|
Use timestamp in UTC timezone for ROI comparisons
|
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 |
|
Matthias
|
b5177eadab
|
Extract close method for exchange
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
4ce4eadc23
|
remove only ccxt objects when hyperopting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
9361aa1c95
|
Add wallets to backtesting
|
2021-02-27 09:32:59 +01:00 |
|
Matthias
|
f0a154692d
|
Wallets should use trade_proxy
|
2021-02-27 09:32:59 +01:00 |
|
JoeSchr
|
642e3be7c5
|
Fix(strategy/interface.py): comment typo
`advice_buy` -> `advise_buy`
|
2021-02-26 23:17:59 +01:00 |
|
Matthias
|
0bb80d1442
|
Merge pull request #4446 from Xanders/patch-1
Webhook JSON format
|
2021-02-26 20:03:07 +01:00 |
|
Matthias
|
7d87c44c35
|
Merge pull request #4436 from Th0masL/forcesell_type
Allow changing the order_type for forcesell
|
2021-02-26 19:42:00 +01:00 |
|
Xanders
|
7281e794b4
|
Fix too long line at webhook.py
|
2021-02-26 21:31:33 +03:00 |
|
Xanders
|
fc69240e6d
|
Add JSON-encoded webhooks
|
2021-02-26 17:46:23 +03:00 |
|
Matthias
|
1b3b389109
|
Remove binanceje, add ftx to config selector
closes #4441
|
2021-02-26 07:58:15 +01:00 |
|
Th0masL
|
006f31129e
|
Reduced length of the line
|
2021-02-25 05:23:24 +02:00 |
|
Th0masL
|
117f0064ed
|
Allow changing the order_type for forcesell
|
2021-02-25 05:02:08 +02:00 |
|
Matthias
|
c71ecd3680
|
Fix wrong pair-content in strategy-analysis notebook and documentation
closes #4399
|
2021-02-22 20:04:36 +01:00 |
|
Matthias
|
228e51b60b
|
Fix #4405
|
2021-02-22 13:34:52 +01:00 |
|
Matthias
|
3629892fc3
|
Stoploss-guard should use the trade_limit or more
fix #4404
|
2021-02-20 19:38:44 +01:00 |
|
Matthias
|
245e39e523
|
dry-run should be a bool, not a string
|
2021-02-20 19:17:26 +01:00 |
|
Matthias
|
2b0d2070d0
|
Avoid crash with /delete
When a trade is deleted between querying the database and actually
handling the trade.
closes #4326
|
2021-02-18 12:49:14 +01:00 |
|
Matthias
|
b5a9ce2894
|
Download data in the right format as well ...
closes #4393
|
2021-02-18 09:26:35 +01:00 |
|
Matthias
|
11b20d6932
|
Add config to hyperopt_loss_function documentation
|
2021-02-17 07:04:29 +01:00 |
|
Matthias
|
eff0d46ea1
|
Merge pull request #4375 from flomerz/pass_processed_data
pass data and config to loss function
|
2021-02-16 20:06:50 +01:00 |
|
Matthias
|
009a447d8a
|
Adjust documentation for new parameter in loss functions
|
2021-02-16 19:51:09 +01:00 |
|
Florian Merz
|
3e06cd8b3a
|
pass data and config to loss function
|
2021-02-16 10:11:33 +01:00 |
|
Matthias
|
1a3e7191ed
|
Merge pull request #4116 from squat0001/develop-squat
Develop squat
|
2021-02-15 07:15:11 +01:00 |
|