Commit Graph

700 Commits

Author SHA1 Message Date
Matthias
3167938d43 move "since" fallback to be the last check 2023-08-20 11:44:40 +02:00
Matthias
399e308e07 Fix bug in --dl-trades downloading 2023-08-19 18:32:27 +02:00
Matthias
30064b4102 Add support for trades data in Parquet format 2023-08-18 09:58:03 +02:00
Matthias
8caadc4c5b Fix feather handler storing 2023-08-18 09:47:18 +02:00
Matthias
3eb3596552 Simplify trades_data storing 2023-08-18 09:36:16 +02:00
Matthias
5de3b9d7ae Clean up no longer used method 2023-08-18 09:31:17 +02:00
Matthias
fae742de59 Fix imports 2023-08-18 09:12:40 +02:00
Matthias
fa5f7d290b Update download-trades method to work with dataframes 2023-08-18 09:08:10 +02:00
Matthias
7577613882 Extract trades df type conversion 2023-08-18 09:08:10 +02:00
Matthias
0fab65df03 Set explicit dtypes 2023-08-18 09:08:10 +02:00
Matthias
f69a776305 Ensure only relevant columns are stored 2023-08-18 09:08:10 +02:00
Matthias
26c89d89e4 Keep original timestamp in dataframe 2023-08-18 09:08:10 +02:00
Matthias
d97d0e4426 Extract trades DF creation to converter function 2023-08-18 07:02:46 +02:00
Matthias
357b04202c Datahandlers should store data from dataframes 2023-08-17 20:11:18 +02:00
Matthias
6fc1ee9831 trades_append should use dataframe, not lists 2023-08-17 18:06:25 +02:00
Matthias
780f238904 Fix trades duplicates if trade id is different 2023-08-17 18:04:13 +02:00
Matthias
5d5cc71945 Fix pandas duplication detection, improve test 2023-08-17 17:53:08 +02:00
Matthias
0be2250cf5 Keep existing trades_remove_duplicates for now 2023-08-17 17:23:12 +02:00
Matthias
53db254cba don't cascade calls, that creates an additional call 2023-08-17 17:22:02 +02:00
Matthias
7ac9d33c31 Default should return a dataframe, not an empty list. 2023-08-17 10:00:11 +02:00
Matthias
ac80a69142 Update converters for trades dataframe handling 2023-08-17 10:00:11 +02:00
Matthias
46882406be Update Datahandlers to work with trades data as dataframes 2023-08-17 10:00:11 +02:00
Matthias
161ab14ed0 Avoid lookahead bias through informative pairs in callbacks 2023-08-15 17:48:07 +02:00
Matthias
6f347b839a Remove optionality from timeframe parameter
(it was never optional, and code was failing if it wasn't provided).
2023-08-15 17:31:56 +02:00
Matthias
78972604d0 Allow metadata file updating 2023-08-03 06:17:05 +02:00
Matthias
2f95c44777 Add "notes" to backtest result output 2023-08-03 06:17:05 +02:00
Matthias
30f6f470d3 Add filename to backtest result metadata 2023-07-31 21:22:22 +02:00
Matthias
c836bd8fa5 Add Get_backtest_resultlist typing 2023-07-31 21:22:22 +02:00
Matthias
f546ee6569 Use list comprehension to get backtest-history 2023-07-31 21:22:22 +02:00
Matthias
1a1103c239 Add backtest-result typing 2023-07-30 10:54:03 +02:00
Matthias
6659d26131 Merge branch 'develop' into dataformat/feather 2023-07-29 20:04:12 +02:00
Matthias
79910870a3 Fix bug resampling monthly candles
closes #8972
2023-07-29 08:58:30 +02:00
Matthias
2fcff78756 Move comment to actually relevant line 2023-07-26 07:07:21 +02:00
Matthias
05e4b63091 Extract backtest_result deletion logic to separate function 2023-07-25 20:42:07 +02:00
Matthias
8b2abf4422 Remove .json from backtesting output 2023-07-25 20:41:28 +02:00
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
Matthias
4369e3cdeb trim_dataframe should enforce kwargs for non-required arguments 2023-07-21 20:33:41 +02:00
Matthias
b593205ad9 No need to use .get() for properties with default values 2023-07-12 18:29:12 +02:00
Matthias
4d3740d4ce Update default datahandler class 2023-07-12 18:23:30 +02:00
Matthias
cca8c4e5b8 Update default dataformat to feather 2023-07-12 18:23:30 +02:00
Matthias
448f02960f Improve behavior for convert-data 2023-07-09 15:36:44 +02:00