Commit Graph

528 Commits

Author SHA1 Message Date
Matthias 09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias 937f5e3d0f No longer use legacy mode for tests 2022-01-04 17:06:40 +01:00
Matthias 7ea5b0e359 Simplify hyperopt test setup 2022-01-04 17:06:40 +01:00
Matthias fac6956eeb Fix test failure after merge 2022-01-02 22:25:40 +01:00
Matthias 711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Sam Germain 33ab3c1bea Removed some todo-lev comments 2022-01-01 14:10:24 -06:00
Matthias ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Rokas Kupstys a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Matthias b1b2eebd11 Change sequence of ROI/sell signal to favor sell-signal 2021-12-30 20:00:58 +01:00
Reigo Reinmets aa54592ec7
Merge branch 'freqtrade:develop' into dca 2021-12-25 21:06:26 +02:00
Matthias 6fdad8c6bd Prevent exception, ensure deletion occurs 2021-12-25 14:03:44 +01:00
Matthias 356b2d3d91 Reestablish backward compatibility 2021-12-25 13:47:28 +01:00
Matthias b1feb69ca9 Use Pathlib to delete testfile 2021-12-25 10:30:59 +01:00
Reigo Reinmets ea79eb55e9 Remove this test change from DCA branch. 2021-12-25 10:43:25 +02:00
Reigo Reinmets d11a8928d4 Fix test not running when user_data contains historical data. 2021-12-25 10:39:27 +02:00
Reigo Reinmets de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +02:00
Reigo Reinmets 0c4664e8f4 Lock file is not always left behind so handle it. 2021-12-23 17:39:43 +02:00
Reigo Reinmets bc60139ae3 I really should make this flake8 / isort check automatic before commit. 2021-12-23 16:40:47 +02:00
Reigo Reinmets 8393c99b62 Whoops, missing a line. 2021-12-23 16:25:27 +02:00
Reigo Reinmets 8bf1001b33 Fix test failing when user_data already contains data... 2021-12-23 12:41:37 +02:00
Reigo Reinmets db2f0660fa Some more compatibility fixes. 2021-12-18 11:15:59 +02:00
Reigo Reinmets 30673f84f9 Flake8 compatibility 2021-12-18 11:00:25 +02:00
Reigo Reinmets 1017b68af9 Fix some unit-tests. Use common trade entry code. 2021-12-13 02:27:09 +02:00
Reigo Reinmets f97662e816 Add position_adjustment_enable config keyword to enable it. 2021-12-11 00:28:12 +02:00
Matthias 22cda87211 Update some tests after merge 2021-12-02 19:05:06 +01:00
Matthias f4d0abc51a Merge branch 'feat/short' into pr/samgermain/5780 2021-12-02 07:09:37 +01:00
Matthias 77443d5abc
Merge pull request #6011 from freqtrade/lev/backtesting
correctly apply leverage to backtesting
2021-12-01 19:49:40 +01:00
Matthias 67f3570bf3 Merge branch 'develop' into feat/short 2021-12-01 07:21:36 +01:00
Matthias 8b2fbb6432 Add leveraged backtest detail test 2021-11-30 20:42:18 +01:00
Matthias 134b129d9d get_analyzed_df does not need a "candle_type" argument 2021-11-28 19:14:58 +01:00
Matthias 897788de17 Reformulate exception to be "nicer" 2021-11-26 07:02:50 +01:00
Stefano Ariestasia 5307d2bf3b Trimming the sentence 2021-11-25 17:04:04 +09:00
Stefano Ariestasia c23d90e2b8 Update test_backtesting.py 2021-11-25 16:56:56 +09:00
Stefano Ariestasia 0c629fc951 Update test_backtesting.py 2021-11-25 16:03:29 +09:00
Sam Germain 920151934a Added candle_type to a lot of methods, wrote some tests 2021-11-21 17:48:14 -06:00
Matthias c26c0b6822 Merge branch 'feat/short' into short_buy_tag_compat 2021-11-21 19:31:59 +01:00
Matthias 36deced00b Remove more buy_tag references 2021-11-21 09:55:10 +01:00
Matthias 0a50017c84 Add long/short support to backtesting 2021-11-18 20:34:59 +01:00
Matthias f40221dd9f Merge branch 'develop' into feat/short 2021-11-18 20:20:01 +01:00
Matthias 39bb34cdb3 Fix test loading bug 2021-11-11 16:34:40 +01:00
Matthias ebc38159b8 Merge branch 'develop' into feat/short 2021-11-06 15:24:52 +01:00
Matthias 431b96de98 Merge branch 'develop' into pr/theluxaz/5710 2021-11-03 19:43:36 +01:00
Matthias 4249fcefba
Merge pull request #5150 from cryptomeisternox/backtesting-filter
Adding command for Filtering and print trades
2021-11-01 09:43:49 +01:00
Matthias c094ac5762 Merge branch 'develop' into feat/short 2021-10-30 19:45:19 +02:00
Matthias 20904f1ca4 Add tests for new command 2021-10-30 19:43:42 +02:00
Matthias 72ecb45d86 Add test for backtest_show logic 2021-10-30 16:53:48 +02:00
Matthias 459a2239ce Fix candle ranges in backtesting test 2021-10-30 16:13:04 +02:00
Matthias 6cf140f8fb FIx testcases 2021-10-30 16:07:10 +02:00
Matthias 201fe108bc
Merge pull request #5607 from TreborNamor/develop
a new hyperopt loss created that uses calmar ratio
2021-10-29 09:20:44 +02:00
Matthias 5cdae2ce3f Remove CalmarDaily hyperopt loss 2021-10-29 06:53:40 +02:00
Simon Ebner f7926083ca Clean up unclosed file handles
Close all file handles that are left dangling to avoid warnings such as

```
ResourceWarning: unclosed file <_io.TextIOWrapper
name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r'))
```
2021-10-24 23:15:05 +02:00
Matthias 5f309627ea Update tests for Calmar ratio 2021-10-24 09:01:13 +02:00
Sam Germain aed22f7dad Merge branch 'develop' into feat/short 2021-10-22 11:45:27 -06:00
Matthias 78724e304e Merge branch 'develop' into pr/theluxaz/5710 2021-10-21 17:46:39 +02:00
theluxaz 0e085298e9 Fixed test failures. 2021-10-21 17:25:38 +03:00
Matthias e458c9867a Styling fixes 2021-10-21 07:45:15 +02:00
Matthias 7b5346b984 Add test for breakdown-stats 2021-10-21 07:11:39 +02:00
Matthias 1267374c8a Small fixes to tests 2021-10-20 19:21:38 +02:00
Matthias 69fdb8edfa Merge branch 'develop' into feat/short 2021-10-17 10:40:08 +02:00
Matthias 0e7d903a6f
Merge pull request #5644 from slyons/develop
Add ability to ignore unparameterized spaces
2021-10-14 08:07:07 +02:00
Matthias fe8374f2a4 Test for non-failing missing hyperopt space 2021-10-14 07:06:51 +02:00
Sam Germain bd488cc086 Merge branch 'develop' into feat/short 2021-10-13 17:56:40 -06:00
Matthias 45b7a0c837 Add Test and docs for MaxDrawDownHyperOptLoss 2021-10-07 07:12:45 +02:00
Sam Germain d3f7207fe6 Merge branch 'develop' into feat/short 2021-10-03 02:12:25 -06:00
Matthias 3b5cc5f015 Improve dates used for hyperopt tests 2021-10-02 15:37:01 +02:00
Matthias 77388eb423 Improve generate_test_data to make it easier to use 2021-10-02 15:23:48 +02:00
Matthias 5fdeca812d Combine most hyperopt-loss tests to one 2021-10-02 14:30:24 +02:00
Matthias 4fd00db630 Use "combined" enter_tag column 2021-09-26 15:22:37 +02:00
Matthias 2a678bdbb4 Update buy_tag column to long_tag 2021-09-26 08:37:44 +02:00
Matthias 0e13d57e57 Update advise_* methods to entry/exit 2021-09-22 20:42:31 +02:00
Matthias c791b95405 Use new TestStrategy (V3) by default in tests 2021-09-21 20:24:08 +02:00
Matthias 4d558879e9 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-17 19:33:35 +02:00
Matthias 994c3c3a4c Add some errorhandling for custom estimator 2021-09-16 07:13:25 +02:00
Matthias 3675df8344 Update documentation regarding Legacy Hyperopt 2021-09-12 08:18:17 +02:00
Matthias fd6bf591f8 Update some tests to remove explicit hyperopt interface 2021-09-12 08:18:13 +02:00
Matthias 49350f2a8e Fix backtesting test 2021-09-05 08:36:22 +02:00
Matthias 2e50948699 Fix some tests 2021-09-04 20:23:51 +02:00
Matthias ca44d2e092 Merge branch 'feat/short' into pr/samgermain/5378 2021-09-04 19:54:34 +02:00
Matthias 5184cc7749 Merge branch 'develop' into feat/short 2021-09-02 07:03:14 +02:00
Matthias b0c4f079c2 Merge branch 'develop' into feat/backtest_detail 2021-08-31 20:16:42 +02:00
Matthias 2ce458810b rename default_hyperopt_loss file 2021-08-26 19:39:57 +02:00
Matthias 07d71f014f Rename defaultStrategy file 2021-08-26 19:38:41 +02:00
Matthias 6d96b11279 Rename DefaultStrategy 2021-08-26 07:25:53 +02:00
Matthias df1c0540ab Rename Hyperopt Test Class 2021-08-26 07:20:05 +02:00
Matthias fbf8eb4526 Rename test-legacy strategy 2021-08-26 07:04:33 +02:00
Matthias 053d6d8ee1 Merge branch 'feat/short' into pr/samgermain/5378 2021-08-25 20:34:52 +02:00
Matthias e1c3b7fd8c Merge branch 'develop' into feat/short 2021-08-25 20:31:40 +02:00
Matthias 4b36276e4f Improve has_space test 2021-08-25 19:54:26 +02:00
Matthias 11bd8e912e Fix some tests 2021-08-24 06:52:28 +02:00
Matthias 7a977a8eaf Merge branch 'feat/short' into pr/samgermain/5378 2021-08-24 06:28:16 +02:00
Matthias 957551ea97 Merge branch 'develop' into feat/short 2021-08-24 06:25:06 +02:00
Matthias faf5cfa66d Update some tests for updated backtest interface 2021-08-23 21:35:28 +02:00
Sam Germain 317a454c0e Removed shorting from tests/optimize/hyperopts/default_hyperopt.py and created another tests/optimize/hyperopts/short_hyperopt.py with long and shorting 2021-08-23 00:24:49 -06:00
Sam Germain 092780df9d condensed strategy methods down to 2 2021-08-18 16:52:34 -06:00
Sam Germain d4a7d2d444 Added short and exit_short to strategy 2021-08-18 16:52:20 -06:00
Sam Germain e2d5299116 Name changes for strategy 2021-08-18 13:22:54 -06:00
Matthias fa4ec9f83e Add explicit test for get_sell_trade_entry 2021-08-15 14:52:24 +02:00
Matthias 3406b889b6 First test 2021-08-14 17:06:28 +02:00
Rokas Kupstys f6267c7514 Fix buy_tag not being saved to trade object.
Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.
2021-08-11 15:21:23 +03:00
Matthias 0b6aedbc4c
Merge pull request #5395 from freqtrade/fix/hyperopt-show
Stream hyperopt-result in small batches
2021-08-10 19:54:02 +02:00
Matthias 039d6384ed Stream hyperopt-result in small batches
Avoiding memory-exhaustion on huge hyperopt results

closes #5305
closes #5149
2021-08-10 10:12:57 +02:00
Matthias 3f160c7144 Cache dataframe before cutting the first candle
This allows providing the "current closed" candle in all cases.
2021-08-10 09:14:29 +02:00
Matthias cf27968b97 Properly preserve trade's low during backtesting 2021-08-09 19:38:56 +02:00
Matthias 895b912c71 Fix recently introduced lookahead bias in backtesting
closes #5388
2021-08-09 14:54:47 +02:00
Matthias a5f796bc97 refactor ohlcvdata_to_dataframe to advise_all_indicators 2021-08-09 14:53:18 +02:00
Matthias f17942b68f Fix random test failure 2021-08-09 11:18:18 +02:00
Matthias 47f641d12f Remove hyperopt-pickle result support 2021-08-09 07:04:18 +02:00
Matthias 6532aba765
Merge pull request #5360 from freqtrade/hyperopt_protections
Hyperopt protections and Boolean parameter
2021-08-07 09:42:05 +02:00
Sam Germain b9356a5564 Autopep8 formatting 2021-08-06 16:35:39 -06:00
Matthias b73768acd1 Fix bug in property overwriting prevention 2021-08-04 20:21:56 +02:00
Matthias 3c41223333 Add test for protections-hyperopt 2021-08-04 20:01:28 +02:00
Matthias 091bf7c4d2 Output protection space 2021-08-04 06:50:14 +02:00
Matthias 6abd352c0f Add test for backtesting dataframe cache 2021-07-31 08:44:09 +02:00
Matthias 138b126d03
Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name
Add buy signal name
2021-07-30 08:23:11 +02:00
kevinjulian 0fcbe097c0 remove blankspace 2021-07-23 21:06:38 +07:00
kevinjulian aea5da0c73 changes testcase 2021-07-23 11:42:43 +07:00
kevinjulian 49886874aa rename to buy_tag 2021-07-21 20:05:35 +07:00
kevinjulian 66a7070170 run linter 2021-07-20 23:56:03 +07:00
kevinjulian 5d04d6ffa7 fix edge testcase 2021-07-20 23:40:32 +07:00
kevinjulian cbfedf8b29 fix backtest testcase 2021-07-20 23:25:00 +07:00
Kevin Julian edf9c08f06
Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name 2021-07-20 19:19:46 +07:00
kevinjulian ed30c023cd fix some testcase 2021-07-20 19:08:14 +07:00
Matthias 365479f5e0 Remove startup-candles after populating buy/sell signals
closes #5242
2021-07-18 11:06:41 +02:00
Matthias 7b7d9c02d7
Merge pull request #5243 from freqtrade/feat/webservermode_progress
Introduce webserver mode subcommand
2021-07-18 10:48:55 +02:00
Matthias 7ea0a74c53 Default to proposed stake 2021-07-11 14:11:41 +02:00
Matthias 005da97183 extract backtesting abort functionality 2021-07-06 19:48:28 +02:00
Matthias 898bef1837
Merge pull request #5219 from freqtrade/hyperopt_paramfile
automatic Hyperopt paramfile
2021-07-04 13:56:52 +02:00
Matthias dc8abd77df Fix import order 2021-07-03 15:45:00 +02:00
Matthias 9d6860337f
Merge pull request #5212 from rokups/rk/trailing-stop-2
Trailing stoploss in backtesting v2
2021-07-03 08:39:30 +02:00
Matthias 3503fdb4ec Improve tests for newly added methods 2021-07-03 08:38:55 +02:00
Rokas Kupstys bc0742ae67 Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop. 2021-06-30 09:10:50 +03:00
Matthias 645da51b5f Add test for parameter loading 2021-06-30 06:55:10 +02:00
Matthias dcf53ac3ff Add test for try_eport_params 2021-06-30 06:33:40 +02:00
Matthias 8ca0076332 Fix small typos 2021-06-29 06:50:47 +02:00
Matthias a7e9e362b7 Simplify printing logic for non-optimized parameters 2021-06-29 06:50:47 +02:00
Matthias 8b7010fc9a Update pprint name 2021-06-29 06:50:47 +02:00
Matthias ef14359d31 Add some tests for paramfile writing 2021-06-29 06:50:47 +02:00
Matthias e97de4643f Move tests to hyperopttools test file 2021-06-29 06:50:47 +02:00
Matthias 750c780293 Support loading parameters from json file 2021-06-29 06:50:47 +02:00
barbarius a0f28f4a15 Added max open trades to strategy summary first line 2021-06-28 17:05:12 +02:00
barbarius c99ae3b419 Added timerange above multiple strategy backtest result summary table 2021-06-28 10:20:34 +02:00
Matthias 0235868c66 Update tests for new config structure 2021-06-26 16:39:01 +02:00
Rokas Kupstys 6d5fc96714 Implement most pessimistic handling of trailing stoploss. 2021-06-15 09:05:36 +03:00
Matthias cf7394d01c Export backtesting results by default
closes #4977
2021-06-14 19:57:24 +02:00
Matthias d54ee0eb04 Refactor hyperopt_tools naming 2021-06-13 11:24:24 +02:00
Matthias 9c34304cb9 Move state enums to enums package 2021-06-08 21:20:35 +02:00
Matthias 89b9915c12 Update imports for SellType in tests 2021-06-08 21:07:16 +02:00
Matthias 08f96df3ac Don't write to testdir, but to tempdir 2021-05-30 08:43:14 +02:00
Matthias 8a56af9192 Update onlyprofit loss should use absolute profit
closes #4934
2021-05-28 08:38:46 +02:00
Matthias a89364aa98 Merge branch 'develop' into pr/Antreasgr/4838 2021-05-27 14:59:39 +02:00