Commit Graph

5850 Commits

Author SHA1 Message Date
Matthias
0db5c9746f
Merge pull request #4454 from freqtrade/backtest_compound_speed
Backtest compound, wallet, ...
2021-03-10 10:07:40 +01:00
Th0masL
37e6006169 Fix order_by in trades command 2021-03-08 23:21:56 +02:00
Matthias
4b550dab17 Always reset fake-databases
Otherwise results may stick around for the next strategy
2021-03-08 19:40:29 +01:00
Matthias
0b81b58d28 Use pandas.values.tolist instead of itertuples
speeds up backtesting
closes #4494
2021-03-07 11:28:54 +01:00
Matthias
02d7dc4780 Increase cache size to be large enough to hold all pairs
closes #4483
2021-03-06 19:55:02 +01:00
Matthias
b515609d73
Merge pull request #4490 from Th0masL/add_trade_id
Add the trade ID to Telegram Buy/Sell/Cancel messages
2021-03-06 15:40:34 +01:00
Th0masL
ad0e60b5b6 Add trade_id to Cancel messages and reduced lines length 2021-03-06 15:07:47 +02:00
Matthias
eed8c94dd9
Merge pull request #4488 from patrick310/patch-1
Add strategy name to HyperOpt results filename
2021-03-06 13:48:12 +01:00
Th0masL
03b89e7f78 Add trade_id in Telegram messages 2021-03-06 00:04:12 +02:00
Matthias
a405d578da Introduce forcebuy ordertype to allow specifiying a different ordertype for forcebuy / forcesells 2021-03-05 20:22:04 +01:00
Patrick Weber
4532222010
Fixed line length in HyperOpt for new name
Fixed line length errors and multiple f strings to facilitate strategy being added in the name
2021-03-05 13:16:49 -06:00
Matthias
5196306407 Remove deprecated profit return value 2021-03-05 20:03:49 +01:00
Patrick Weber
345f7404e9
Add strategy name to HyperOpt results filename
This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.
2021-03-05 12:56:11 -06:00
Matthias
731ab5d2a7 Fix too long line errors 2021-03-05 19:22:57 +01:00
Matthias
bc05d03126 Make best / worst day absolute 2021-03-05 19:21:09 +01:00
raoulus
0968ecc1af added "Median profit" column to hyperopt -> export-csv 2021-03-04 17:27:04 +01:00
Matthias
078b77d41b Fix crash when using unlimited stake and no trades are made 2021-03-02 16:12:22 +01:00
Joe Schr
55a315be14 fix: avg_stake_amount should not be NaN if df is empty 2021-03-02 13:38:55 +01:00
Matthias
6eb253c31e
Merge pull request #4469 from freqtrade/rpc/locks
Add RPC methods to remove locks
2021-03-02 10:41:08 +01:00
Matthias
4bb6a27745 Don't catch errors that can't happen 2021-03-02 06:59:58 +01:00
Matthias
007ac7abb5 Add telegram pair unlocking 2021-03-01 20:09:40 +01:00
Matthias
6640156ac7 Support deleting locks via API 2021-03-01 19:50:39 +01:00
Matthias
6eef6d41bc
Merge pull request #4465 from freqtrade/dependabot/pip/develop/arrow-1.0.2
Bump arrow from 0.17.0 to 1.0.2
2021-03-01 09:30:11 +01:00
Matthias
2083cf6ddf Fix mypy errors introduced by Arrow update 2021-03-01 08:57:57 +01:00
Matthias
3d65ba2dcb Add rpc method to delete locks 2021-03-01 07:51:33 +01:00
Matthias
bba9b9e819 Don't use __root__ directly for api response 2021-03-01 07:08:44 +01:00
Matthias
4b689f5b88
Merge pull request #4420 from freqtrade/dependabot/pip/develop/mypy-0.812
Bump mypy from 0.790 to 0.812
2021-02-28 15:30:44 +01:00
Matthias
aba034ff40 Fix mypy problem after mypy 0.800 upgrade 2021-02-28 11:04:30 +01:00
Matthias
54ccbd9370
Merge pull request #4391 from squat0001/develop
Add dust level to balance command in telegram
2021-02-28 10:36:44 +01:00
Matthias
a13dc3cdde Use sensible defaults for balance_dust_level 2021-02-28 09:57:52 +01:00
Matthias
9cb37409fd Explicitly convert starting-balance to float 2021-02-28 09:56:29 +01:00
Florian Reitmeir
0895407811 add balance_dust_level parameter to make telegram less chatty 2021-02-28 08:51:32 +01:00
Matthias
05f057fe72 Stringify favicon path
potentially closes #4459
2021-02-28 08:48:28 +01:00
Matthias
b2e9295d7f Small stylistic fixes 2021-02-27 19:57:42 +01:00
Matthias
324b9dbdff Simplify wallet code 2021-02-27 10:33:25 +01:00
Matthias
f5bb5f56f1 Update documentation with backtesting compounding possibilities 2021-02-27 09:33:00 +01:00
Matthias
98f3142b30 Improve handling of backtesting params 2021-02-27 09:33:00 +01:00
Matthias
86f9409fd2 fix --stake-amount parameter 2021-02-27 09:33:00 +01:00
Matthias
fc256749af Add test for backtesting _enter_trade 2021-02-27 09:33:00 +01:00
Matthias
60db6ccf45 Add test for subclassing 2021-02-27 09:33:00 +01:00
Matthias
53a57f2c81 Change some types
Fix types of new model object
2021-02-27 09:33:00 +01:00
Matthias
03eb23a4ce 2 levels of Trade models, one with and one without sqlalchemy
Fixes a performance issue when backtesting with sqlalchemy, as that
uses descriptors for all properties.
2021-02-27 09:33:00 +01:00
Matthias
394a6bbf2a Fix some type errors 2021-02-27 09:33:00 +01:00
Matthias
52acacbed5 Check min-trade-stake in backtesting 2021-02-27 09:33:00 +01:00
Matthias
f04f07299c Improve backtesting metrics 2021-02-27 09:33:00 +01:00
Matthias
7913166453 Improve performance by updating wallets only when necessary 2021-02-27 09:33:00 +01:00
Matthias
37d7d2afd5 Wallets should not recalculate close_profit for closed trades 2021-02-27 09:33:00 +01:00
Matthias
f367375e5b ABS drawdown should show wallet high and low values 2021-02-27 09:33:00 +01:00
Matthias
aed23d55c2 Add starting balance to profit cumsum calculation 2021-02-27 09:33:00 +01:00
Matthias
0d2f877e77 Use absolute drawdown calc 2021-02-27 09:32:59 +01:00