244 Commits

Author	SHA1	Message	Date
Matthias	023c155a25	Extract signals generation from backtesting class	2023-04-28 16:14:16 +02:00
Matthias	8dd8c24595	Merge branch 'develop' into pr/froggleston/7861	2023-04-28 14:59:03 +02:00
Matthias	e99af87b6d	store periodic breakdown in backtest results ... This will enable the webserver to use this data.	2023-04-24 10:59:30 +02:00
Matthias	7ff35fea3c	Default weekly report to monday ... closes #8502	2023-04-17 20:20:38 +02:00
Matthias	df51111c33	Always show strategy summary	2023-04-09 08:53:36 +02:00
Matthias	dd8900a1c6	Improve ordering of backtest output	2023-04-09 08:53:36 +02:00
Matthias	f455e3327c	Simplify method further	2023-03-19 15:01:37 +01:00
Matthias	cd9c2c4c23	Merge branch 'develop' into pr/froggleston/7861	2023-03-19 15:00:20 +01:00
Matthias	af6fc886f6	Small refactor for new methods	2023-03-19 14:56:41 +01:00
Antonio Della Fortuna	b0f1d914c8	Changed max_open_trades type to int or inf	2023-01-15 11:44:10 +01:00
Antonio Della Fortuna	f2fa476dc6	max_open_trades should be an integer ... Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity	2023-01-04 16:09:27 +01:00
Antonio Della Fortuna	ce661cb58b	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades	2023-01-04 10:35:09 +01:00
Antonio Della Fortuna	5fd85368a9	Added support for max_open_trades hyperopting	2023-01-04 10:34:44 +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
froggleston	f5359985e8	Make CLI option and docs clearer that we're handling signals not trades	2022-12-08 18:47:09 +00:00
froggleston	854f056eaf	Fix missing Path constructors	2022-12-05 16:16:36 +00:00
froggleston	5a4e99b413	Add support for collating and analysing rejected trades in backtest	2022-12-05 15:34:31 +00:00
Matthias	8ee8b6e943	Improve hyperopt list output ... closes #7789	2022-11-25 16:31:21 +01:00
Matthias	c8e6dad9cd	use exit_reason to determine left open trades	2022-10-15 12:00:20 +02:00
Matthias	43e847ff2f	Update to pandas 1.5.0 syntax, avoiding warnings	2022-09-27 08:02:51 +00:00
Matthias	994c1c5ea0	use Config typing in more places	2022-09-18 13:31:52 +02:00
Matthias	37fcbeba58	Update backtesting output wording to Entries	2022-09-09 19:58:55 +02:00
Matthias	d75e0a9820	Fix Flake8 errors after flake update	2022-08-01 06:43:59 +02:00
Matthias	474e6705e6	Add Profit factor to backtesting	2022-06-18 16:35:40 +02:00
Matthias	6a15d36d14	Add Drawdown and profit_factor to /profit ... #6816	2022-06-18 11:14:28 +02:00
Matthias	3c62df6b86	Ensure the same timestamp is used for backtest and signal export	2022-06-15 06:53:52 +02:00
Matthias	0b806af487	Add orders column to btresult	2022-06-06 10:59:10 +02:00
eSeR1805	0585b378b3	BT: Report canceled/replaced orders also.	2022-05-17 14:07:42 +03:00
eSeR1805	f2e2e57237	Report trade entries canceled by user.	2022-05-17 01:41:31 +03:00
Matthias	3f64c6307f	Maintain compatibility with old backtest results	2022-05-02 20:01:44 +02:00
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
Matthias	4262f84744	Merge branch 'develop' into pr/nicolaspapp/6715	2022-04-30 14:22:18 +02:00
Matthias	fbd142844f	Refactor bt-caching stuff to it's own module	2022-04-29 19:37:13 +02:00
Matthias	44000ae0b3	Fix CAGR missing for old results	2022-04-25 17:37:25 +02:00
Matthias	4143ebbeae	Add CAGR calculation to backtesting	2022-04-25 10:51:11 +02:00
Nicolas Papp	0f943c482b	PEP8 code compliance	2022-04-23 13:15:14 -03:00
Matthias	f2912f8815	Improve mypy runs	2022-04-23 11:31:12 +02:00
froggleston	b3cb722646	Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc	2022-04-20 13:38:52 +01:00
froggleston	aa5984930d	Fix filename generation	2022-04-19 13:00:09 +01:00
froggleston	84f486295d	Add tests for new storing of backtest signal candles	2022-04-19 12:48:21 +01:00
froggleston	34fb8dacd7	Fix isort complaints	2022-04-16 17:03:24 +01:00
froggleston	a63affc5f1	Fix flake8 complaints	2022-04-16 16:32:04 +01:00
froggleston	f55a9940a7	Fix line spacing	2022-04-16 16:15:04 +01:00
froggleston	21734c5de7	Add pickle import	2022-04-16 14:46:30 +01:00
froggleston	26ba899d7d	Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST	2022-04-16 14:37:36 +01:00
Nicolas Papp	178240aa6c	Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown	2022-04-11 14:42:10 -03:00
Nicolas Papp	47a6ef4f00	Max relative drawdown	2022-04-10 12:53:47 -03:00
Matthias	b1378efdeb	ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal	2022-04-05 20:21:39 +02:00