adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity
16,939 Commits 14 Branches 74 Tags 197 MiB
ff4cc5d316
Commit Graph

1689 Commits

Author SHA1 Message Date
Italo
9f171193ef Revert "Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points" 
This reverts commit 4eb9cc6e8b, reversing
changes made to a3b401a762.
 2022-03-30 09:39:07 +01:00
Matthias
b91b7b4464 Fix hyperopt assigning sell_signal to wrong field 2022-03-30 07:16:48 +02:00
Matthias
e1ccbdb927
Merge pull request #6607 from freqtrade/short_pricing 
Short pricing updates
 2022-03-30 06:59:40 +02:00
Italo
4eb9cc6e8b
Merge branch 'plot_hyperopt_stats' into opt-ask-force-new-points 2022-03-30 00:30:33 +01:00
Italo
a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Italo
229b0b037e reduce search loops 2022-03-29 19:33:35 +01:00
adriance
d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance
a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias
bcf326a035 Initial steps to change bid/ask pricing to enter/exit 2022-03-27 18:03:49 +02:00
Matthias
6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias
743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias
a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias
dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias
c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias
8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias
d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias
b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Italo
b5a346a46d Update hyperopt.py 2022-03-22 11:01:38 +00:00
Matthias
5b4f343d36 Update buy output for backtesting 2022-03-22 06:45:36 +01:00
Matthias
08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Italo
2733aa33b6 Update hyperopt.py 2022-03-22 00:28:11 +00:00
Italo
37a43019d6 fix 
- clear cache before calling `ask`
- avoid errors in case asked_non_tried has less than n_points elements
 2022-03-21 11:36:53 +00:00
Italo
fca93d8dfe Update hyperopt.py 2022-03-20 16:12:06 +00:00
Italo
f8a674f24d make robust in case all points have been tried 2022-03-20 16:08:38 +00:00
Italo
23f1a1904b more compact 2022-03-20 16:06:41 +00:00
Italo
0fd269e4f0 typo 2022-03-20 16:03:07 +00:00
Italo
e16bb1b34e Optimize only new points 
Enforce points returned from `self.opt.ask` have not been already evaluated
 2022-03-20 16:02:03 +00:00
Italo
112738d68d
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-03-20 15:42:53 +00:00
Italo
d796ce0935 Update hyperopt.py 
1. Try to get points using `self.opt.ask` first
        2. Discard the points that have already been evaluated
        3. Retry using `self.opt.ask` up to 3 times
        4. If still some points are missing in respect to `n_points`, random sample some points
        5. Repeat until at least `n_points` points in the `asked_non_tried` list
        6. Return a list with legth truncated at `n_points`
 2022-03-20 15:41:14 +00:00
Matthias
95f69b905a Remove ticker_interval support 2022-03-20 09:00:53 +01:00
Matthias
052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias
b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias
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
froggleston
162e94455b Add support for storing buy candle indicator rows in backtesting results 2022-03-16 12:16:24 +00:00
Matthias
7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
adriance
ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias
cbbdf00ddd Update comments in short backtest rates 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 2022-03-15 12:04:02 +08:00
adriance
31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance
26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance
bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance
3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance
0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance
52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance
b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias
efc313b28b
Merge pull request #6512 from freqtrade/short_order_types 
Short order types renamal
 2022-03-12 09:32:16 +01:00
Matthias
20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
Italo
d2a5448305 Update hyperopt.py 2022-03-11 17:38:32 +00:00
adriance
499e9c3e98 fix duration 2022-03-10 00:34:59 +08:00
adriance
d579febfec add filled time 2022-03-09 23:55:57 +08:00
adriance
1c86e69c34 use filled time calculate duration 2022-03-09 21:55:13 +08:00
adriance
82e0eca128 add short close rate calu 2022-03-09 20:00:06 +08:00
Matthias
e492bf3159 Update order_types to use entry/exit definition 2022-03-09 06:37:08 +01:00
dingzhoufeng
9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng
53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias
3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias
f558d4b132
Merge pull request #6467 from samgermain/backtest-liq 
Liquidation price in backtesting
 2022-03-03 06:50:32 +01:00
Matthias
eb30c40e0c Fix hyperopt for futures 2022-03-02 19:50:16 +01:00
Matthias
e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias
1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias
79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias
1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias
8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Sam Germain
b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain
6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias
1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias
bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain
8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain
6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Italo
8d9d003671
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-02-25 17:58:57 +00:00
Matthias
fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias
42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias
8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias
70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Matthias
d610b6305d Improve /balance output by removing trailing zeros 2022-02-19 16:40:30 +01:00
Sam Germain
a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Italo
88459acbeb
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-02-15 19:10:49 +00:00
Matthias
64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias
30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Sam Germain
19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Sam Germain
fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias
6a59103869 update wallets in backtesting to ensure a fresh wallet is used 
closes #6388
 2022-02-10 19:40:36 +01:00
Matthias
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout 
Backtest order timeout
 2022-02-09 07:12:35 +01:00
Matthias
dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias
b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias
036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
zx
4bce64b427 commented method deletition 2022-02-07 14:12:07 +01:00
zx
7811a36ae9 max_drawdown_abs calc fix & .DS_Store deletition 2022-02-07 07:44:13 +01:00
zx
8cdb6e0774 DRAWDOWN_MULT back to a higher value as built-in for safer HOs first 2022-02-07 06:31:16 +01:00
zx
2893d0b50d proper var name 2022-02-07 06:22:27 +01:00
zx
7d3b80fbde isort fix and leftover cleaning 2022-02-06 21:09:40 +01:00
Italo
d03378b1df Update hyperopt.py 2022-02-06 15:32:59 +00:00
zx
6b5f63d4d6 change profit_ratio by profit_abs 2022-02-06 16:28:01 +01:00
zx
0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias
644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias
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 ignore warnings 2022-02-06 01:07:30 +00:00
Sam Germain
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
Matthias
82e193d9f0
Merge pull request #6260 from stash86/pos_adjust 
Add max_buy_position_adjustment as attribute
 2022-01-27 20:13:51 +01:00
Matthias
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Matthias
12c79967f5
Merge pull request #6258 from italodamato/pass_dimensions_to_generate_estimator 
Pass dimensions to generate_estimator
 2022-01-25 19:37:22 +01:00
Italo
30b27ae736 explicit dtype 2022-01-25 12:29:55 +00:00
Italo
f7a5b2cb71 explicit dimensions, added **kwargs, updated docs 2022-01-25 11:43:40 +00:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Italo
a7ea06791a
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-01-24 21:46:33 +00:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Italo
a2fb241a3b increase initial points to 64 2022-01-24 01:35:42 +00:00
Reigo Reinmets
451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias
7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias
ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias
f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias
e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Italo
eacd1b0752
Merge branch 'plot_hyperopt_stats' into develop 2022-01-22 15:39:39 +00:00
Matthias
01b331ee42
Merge pull request #6274 from italodamato/set-stoploss-at-trade-creation 
set stoploss at trade creation
 2022-01-22 16:17:47 +01:00
Italo
0ce6c150ff set stoploss at trade creation 2022-01-22 14:06:45 +00:00
Italo
82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Stefano Ariestasia
fe5f61694b
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-22 21:25:16 +09:00
Matthias
bb1d8fb54f Improve message when no hyperopt fie is found 
closes #6266
 2022-01-21 15:24:26 +01:00
Stefano Ariestasia
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
Italo
34d19dc108
Merge branch 'freqtrade:develop' into plot_hyperopt_stats 2022-01-20 11:37:54 +00:00
Matthias
a6c7f45545 Update webserver backtseting to reuse prior results 2022-01-20 06:51:48 +01:00
Stefano Ariestasia
62ea1a445e add lines to show_config message 2022-01-20 10:03:26 +09:00
Rokas Kupstys
5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month]. 
Fix an issue where config modification during runtime would prevent use of cached results.
 2022-01-19 11:44:35 +02:00
Italo
16a516a882 added plot functionality 2022-01-19 01:50:15 +00:00
Italo
a4dbdb549d added type spec 2022-01-19 01:37:47 +00:00
Italo
407c20412d Pass dimensions to generate_estimator 
It's needed in order to create isotropic kernels for the GaussianProcessRegressor
 2022-01-19 01:07:41 +00:00
Matthias
2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Matthias
5bb48eaed0 Replace Nan with 0 or None in backtesting 
part of #6224
 2022-01-16 14:49:29 +01:00
Rokas Kupstys
062d00e8f2 Fix @informative decorator failing with edge. 2022-01-15 17:31:16 +02:00
Rokas Kupstys
2b7405470a Fix timerange check. 2022-01-15 17:30:40 +02:00
Rokas Kupstys
16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Reigo Reinmets
13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets
678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Reigo Reinmets
3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets
0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00
Reigo Reinmets
8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Matthias
dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Matthias
04976658da Fix crash when using backtesting-show on a old backtestresult 2022-01-07 17:34:47 +01:00
Rokas Kupstys
11ace0f867 Instead of clearing processed dict, store df_analyzed (one with buy/sell signals) dataframe in it. 
It still saves memory because this dataframe is kept by DataProvider.
Fixes #6179.
Amends #6133 (a715083fc0).
 2022-01-07 12:07:49 +02:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
e540959c27 Remove btdata from generate_strategy_stats 2022-01-07 09:27:07 +01:00
Matthias
1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias
addba6597a
Merge pull request #6165 from freqtrade/drawdown_fixes 
Improved drawdown calculation
 2022-01-06 09:56:05 +01:00
Matthias
2a2392fd73 Update parameter name in docstring 2022-01-06 09:15:30 +01:00
Matthias
a9a6cf13f8 Add exit_tag to detail-sells 
closes #6159
 2022-01-06 08:22:15 +01:00
Matthias
6abd6bceb9 Avoid recalculating statistics for comparison line 2022-01-05 20:16:48 +01:00
Sam Germain
501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Matthias
8373a4e713 Small Adjustments to improve compatibility 2022-01-04 19:17:08 +01:00
Matthias
4d9b4ddc28 Update hyperopt-tools to use account drawdown 2022-01-04 17:43:39 +01:00
Matthias
09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias
7a2b50ce8b Update drawdown calculation to account drawdown 2022-01-04 17:07:31 +01:00
Matthias
42579c0268 Drop hyperopt results legacy mode 2022-01-04 17:06:40 +01:00
Matthias
711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Matthias
209ecc8732 Fix typo in bt_progress 2022-01-02 19:38:03 +01:00
Matthias
ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Matthias
670aed06bf Remove loop for hyperopt. 2021-12-31 17:35:08 +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
Wade Dyck
3d9360bb8c When backtesting, pass the candle_type to load_data. 2021-12-27 11:46:05 -07:00
Reigo Reinmets
817a65b656 This is not needed since backtesting does not have open orders. 2021-12-26 20:01:48 +02:00
Reigo Reinmets
de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +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
d10fb95fce Fix typo 2021-12-17 22:27:10 +02:00