38 Commits

Author	SHA1	Message	Date
Matthias	41a4c7c39f	chore: improve type safety	2024-10-21 06:39:55 +02:00
Matthias	ed7eb01d1b	chore: update data to modern typing syntax	2024-10-04 06:42:04 +02:00
Matthias	702ac14f27	Fix using wrong type	2024-05-15 07:04:36 +02:00
Matthias	a6b07ec96f	Remove compatibility layer for calculate_max_drawdown	2024-05-15 06:54:17 +02:00
Matthias	bcb59265b5	Use default parameters for DrawdownResult	2024-05-14 19:50:35 +02:00
Matthias	94786454b7	Use calc_drawdown method throughout the bot	2024-05-14 19:37:41 +02:00
Matthias	c8eb22dcbd	Add typed max_drawdown function	2024-05-14 19:28:33 +02:00
Matthias	fea1653e31	ruff format: freqtrade.data	2024-05-13 07:10:25 +02:00
Matthias	3338fdece3	Relative profit should be relative cumulative profit	2024-04-16 20:34:07 +02:00
Matthias	7f386874ad	Trim dataframes accordingly ...	2024-04-16 18:17:20 +02:00
Matthias	3f8078618e	add Combine dataframes with pct_change	2024-04-16 07:19:26 +02:00
Matthias	39941a7ac0	Improve formatting in drawdown calc	2024-02-19 07:09:23 +01:00
Matthias	c0da1b6922	Fix edge-case when calculating cagr ... edge-case with leveraged trades - yielding a negative final balance. closes #9820	2024-02-16 20:04:49 +01:00
Matthias	ea9c51570f	use resample_freq where possible	2024-01-24 19:19:16 +01:00
Matthias	787e94924d	Update default expectancy ratio to 100	2023-07-23 07:20:59 +02:00
Matthias	955a63725a	Improve resiliance when showing older backtest results	2023-07-22 19:43:20 +02:00
Stefano Ariestasia	e5f01ab2e8	pre-commit fix	2023-07-22 17:45:58 +09:00
Stefano Ariestasia	40d7d05e4e	merge 2 expectancy functions	2023-07-22 17:29:43 +09:00
Stefano Ariestasia	c6ee8fcf54	remove unused check	2023-07-22 12:20:35 +09:00
Stefano Ariestasia	ee3b69ea63	fix test	2023-07-22 11:37:22 +09:00
Stefano Ariestasia	cfd8b068e7	add test for expectancy	2023-07-22 11:25:53 +09:00
Stefano Ariestasia	8621dc96e7	fix tests	2023-07-22 09:44:24 +09:00
Stefano Ariestasia	4812bcc28b	flake8 fiz	2023-07-22 09:13:24 +09:00
Stefano Ariestasia	c048e7229a	modify expectancy and expectancy ratio	2023-07-22 08:36:51 +09:00
Stefano Ariestasia	329d95366a	Merge branch 'freqtrade:develop' into bt-metrics	2023-01-06 08:04:00 +08:00
Matthias	6470635753	In cases of no losing trade, sortino ratio can't be calculated. ... closes #7977	2023-01-04 17:55:24 +01:00
Stefano Ariestasia	5188464fc0	fix typo	2022-12-31 02:03:02 +09:00
Matthias	32bbe603cb	Fix sortino std calculation	2022-12-28 14:59:49 +01:00
Matthias	d5b516842c	Fix 2 docstrings	2022-12-28 14:44:23 +01:00
Stefano Ariestasia	6353f3ac1a	fix formulas and implement new metrics	2022-12-26 08:19:51 +09:00
Matthias	7a5439321c	Show new metrics in backtesting	2022-12-25 21:29:37 +01:00
Stefano Ariestasia	89c7c2fec6	isort fix	2022-12-07 18:09:57 +09:00
Stefano Ariestasia	611e35ed81	flake8 fix	2022-12-07 15:47:58 +09:00
Stefano Ariestasia	f410b1b14d	Update metrics.py	2022-11-28 08:56:49 +09:00
Matthias	1e2523af61	Fix some assumptions on the data ... available_capital is not guaranteed to be available, while dry-run-wallet is.	2022-05-02 19:44:14 +02:00
Nicolas Papp	f9244aad92	Fix on max drawdown formula to match tests	2022-05-01 12:25:53 -03:00
Matthias	53a2f55cf0	Merge branch 'develop' into pr/nicolaspapp/6715	2022-05-01 10:03:10 +02:00
Matthias	c6c569b772	chore: split BTAnalyais to metrics	2022-04-30 14:47:27 +02:00