Matthias
0906f050e5
Fix remaining tests
2024-03-30 13:28:13 +01:00
Matthias
be26e31235
Remove obsolete code, improve resilience
2024-03-30 13:20:43 +01:00
Matthias
36f1111d92
Remove custom handling for exit reason stats.
...
It's not different from regular tag outputs, really
2024-03-30 13:11:59 +01:00
Matthias
9726c4ae21
don't use cum profit
2024-03-30 11:28:23 +01:00
Matthias
7895eeb3b6
Fix tests after modified output
2024-03-30 11:20:41 +01:00
Matthias
0a186eb8b7
Remove Cum Profit %
...
it's a missleading metric in any case where stake-amount is not 100% identical.
2024-03-30 11:18:56 +01:00
Matthias
82565a9667
Merge pull request #9955 from Axel-CH/feature/trade-lifecycle-callbacks
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Feature: trade lifecycle callbacks
2024-03-28 19:35:53 +01:00
Matthias
666f2fc10a
Fix bug where amount becomes 0
...
closes #10003
2024-03-25 20:59:39 +01:00
Axel-CH
996fcb6f56
fix current_time parameter of order_filled usage in backtest
2024-03-18 22:07:43 -04:00
Axel-CH
08c1866cdc
fix mypy artype error
2024-03-18 20:57:47 -04:00
Axel-CH
d1e1b8410b
add order parameter to order_filled callback
2024-03-18 20:47:27 -04:00
Axel-CH
18a3489a6f
add order_filled callback to bot and backtest
2024-03-18 15:46:47 -04:00
hippocritical
01c0fd0420
If enable_protections are enabled, disable all
...
- some work on all pairs, and we don't check protections either so ... just disable them completely
- added info in the docs
Changed pairs-check to if no definition is in the config (but it s maybe in the strategy) it will just force-set it to the proper amount of len(config['pairs']
2024-03-17 09:53:45 +01:00
Matthias
225ef6b8ca
Update to latest ruff format
2024-03-11 17:50:47 +01:00
Matthias
6f0f4f06ef
Merge pull request #6908 from eSeR1805/feature_keyval_storage
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Persistent storage of user-custom information
2024-03-08 07:00:17 +01:00
Matthias
1176c16b93
REmove unnecessary assignment
2024-03-03 12:41:51 +01:00
Matthias
c0e9726f49
don't use "1M" - but be explicit in the intend
2024-02-27 06:20:08 +01:00
Matthias
0021e2c205
fillna needs explicit type.
2024-02-27 06:19:54 +01:00
Matthias
e2d3774b07
Clearer wallets variable/parameter wording
2024-02-25 09:07:53 +01:00
Matthias
4700782f60
Merge branch 'develop' into feature_keyval_storage
2024-02-07 07:13:41 +01:00
Matthias
c5948693a3
enable sub-minute backtest detail timeframes
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closes #9635
2024-02-03 13:14:46 +01:00
Matthias
0d14b7a800
perf: only create detail timedelta object once for detail backtests
2024-02-02 07:03:44 +01:00
Matthias
79b8496f38
Fix backtesting not setting entry_tag out of position adjustments
2024-01-30 07:24:36 +01:00
Matthias
830a004dfd
Move response handling to interface wrappermethod
2024-01-30 07:24:36 +01:00
Matthias
95e51bf816
allow adjust_trade_position to return tuples in backtesting
2024-01-30 07:24:36 +01:00
Matthias
e8288a34c9
add ft_order_tag to backtesting
2024-01-30 07:24:36 +01:00
Matthias
39ffee381b
Improve type hint
2024-01-30 07:24:36 +01:00
Matthias
85dd371ee3
use prepared timedelta object for backtesting
2024-01-24 17:57:18 +01:00
Matthias
a1b93dc915
Improve call sequence
2024-01-23 06:42:12 +01:00
Matthias
ea1b3c38f8
remove last utcnow usage
2024-01-14 20:00:30 +01:00
Matthias
7fcbe9788d
Extract database cleanup functions to persistence package
2024-01-10 19:53:06 +01:00
Matthias
74bb1a29b6
Fix indentation
2024-01-06 17:55:03 +01:00
Matthias
9f682b5829
Improve Coin formatter naming
2024-01-06 16:02:47 +01:00
Matthias
e1ad87a565
Extract number-formatters from misc
2024-01-06 13:04:49 +01:00
Matthias
983764ad0a
Add "migrate funding fee timeframe" logic
2024-01-04 16:44:17 +01:00
Matthias
a12f368796
Move binance migration to behind migrations gate
2024-01-04 16:25:40 +01:00
Matthias
d5d3188b99
Load "correct" timeframes (mark vs. funding fees)...
2024-01-04 15:30:06 +01:00
Matthias
ec1b2e1da5
Remove further deprecated metric report
2024-01-04 14:51:21 +01:00
Matthias
73970d27bf
Remove deprecated bt-output option
2024-01-04 14:45:42 +01:00
Matthias
292ef85d96
Add additional, optional arguments to metadata files
...
closes #9517
2023-12-31 12:07:02 +01:00
Matthias
3e7d5bbae8
Merge pull request #9515 from stash86/bt-metrics
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In partial exit, do full exit if remaining == 0
2023-12-30 16:39:46 +01:00
Matthias
e664527da6
Align backtest and bot method
2023-12-29 20:02:24 +01:00
Stefano Ariestasia
f7c7990aff
Merge branch 'freqtrade:develop' into bt-metrics
2023-12-20 20:33:45 +09:00
Matthias
94363061ae
Attempt fix timerange problem
2023-12-18 20:06:49 +00:00
robcaulk
9a9a6eaa63
Revert "Merge pull request #9450 from freqtrade/fix/startup-candle-count"
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This reverts commit 15771043f7b417a0297b
2023-12-17 17:44:15 +01:00
Stevan Stevic
c580e8783f
fixup
2023-12-16 22:36:56 +01:00
Stevan Stevic
bc1ad3acbd
Improve logging
2023-12-16 22:09:02 +01:00
Matthias
e3fda16d16
Don't overpopulate points at the first iteration
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improves hyperopt-performance quite some.
2023-12-15 06:19:50 +01:00
Matthias
9e2e60e7ad
Correct conditions for remaining stake checking
2023-12-14 20:34:58 +01:00
Matthias
bb2024f789
Add "full partial exit" logic to backtesting
2023-12-14 20:08:03 +01:00
Matthias
47a952e41c
Don't use config['stake_amount'] in wallets
2023-12-12 22:43:46 +01:00
Matthias
55efaec83d
Merge pull request #9522 from freqtrade/bt/improve_futures_speed
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Improve funding fee calculation
2023-12-12 06:33:57 +01:00
Matthias
105cd99395
use max_open_trades from straetgy instead of config
2023-12-11 19:52:49 +01:00
Matthias
db7799d2fb
Use variable instead of config for startup_candle_count
2023-12-11 19:42:13 +01:00
Matthias
30f94ef5b7
Use LocalTrade for typehint
2023-12-11 19:12:08 +01:00
Matthias
8964c138f1
Call funding fee calculation whenever a trade is closed
2023-12-10 14:00:06 +01:00
Matthias
074343f0f1
Don't calculate funding_fees on every iteration
2023-12-10 14:00:06 +01:00
Matthias
966eb59fd3
Extract funding fee calculation to separate method
2023-12-10 14:00:06 +01:00
Robert Caulk
15771043f7
Merge pull request #9450 from freqtrade/fix/startup-candle-count
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Bug: freqai backtesting startup_candle_count handling
2023-12-02 21:01:11 +01:00
chas s
10ae0ed9c1
Removed redudant negative from sentence
2023-11-20 16:33:22 -06:00
robcaulk
d52936fd42
chore: try to keep startup_candle_count behaving the same as a normal FT strat
2023-11-20 09:13:01 +01:00
Matthias
b8a6330c3f
Improve pandas handling
2023-10-30 19:16:22 +01:00
Matthias
9297a90d7f
Use proper indexing to avoid deprecation warnings
2023-10-30 18:26:25 +01:00
Matthias
b19f17fdfa
Improve handling of bt results in optimize_reports
2023-10-30 18:26:01 +01:00
Matthias
0a5cee6a73
Ensure we're not erroring on invalid custom_entry / exit prices
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closes #9323
2023-10-19 22:06:21 +02:00
Matthias
b65fa98cee
Simplify backtesting by using current_time more consequently
2023-10-11 19:45:00 +02:00
Matthias
b57821b273
Add set_funding_fees to backtesting
2023-10-11 19:38:58 +02:00
Stefano Ariestasia
f14b4133c3
fix wording
2023-10-03 13:36:31 +09:00
Stefano
609ed2d7b3
fix return values
2023-10-03 08:41:05 +09:00
Stefano Ariestasia
183166b3fb
fix output if no variance, and fix docs
2023-10-03 08:27:28 +09:00
Matthias
84335d58b3
Greatly speed up recursive by caching exchange
2023-10-02 06:34:35 +02:00
Matthias
19af144b33
Improve of analysis files further
2023-10-01 07:58:46 +02:00
Matthias
7e6f2cba53
Move analysis command into their own subspace
2023-10-01 07:54:09 +02:00
Matthias
659cbd987a
Merge pull request #9152 from stash86/bt-metrics
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Add recursive-analysis sub-command
2023-09-29 17:59:37 +02:00
Stefano Ariestasia
7971cb29bb
fix error message
2023-09-29 14:17:44 +09:00
Matthias
37550d3bdb
Fix typo in --strategy_list
2023-09-28 21:01:37 +02:00
Matthias
504f51fabb
Fix liquidation price setting in backtesting
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closes #9205
2023-09-27 06:40:24 +02:00
Matthias
966247baaf
Make sure use_db is set as early as possible.
2023-09-23 18:20:19 +02:00
Stefano
89d47ffd8f
4 more tests
2023-09-21 17:47:51 +09:00
Stefano
b9e9f82503
first test done
2023-09-21 16:45:43 +09:00
Stefano Ariestasia
37fa186c55
remove 1 column
2023-09-20 22:43:01 +09:00
Stefano Ariestasia
1555667da7
Merge remote-tracking branch 'origin/bt-metrics2' into bt-metrics2
2023-09-20 17:55:59 +09:00
Stefano Ariestasia
8a52a7b50d
Merge branch 'freqtrade:develop' into bt-metrics2
2023-09-20 17:48:52 +09:00
Axel-CH
a7cd9d77f2
ignore custom_entry_price trade object type test, remove LocalTrade as type
2023-09-16 13:58:59 -04:00
axel
cf96ad1d1b
add trade param to custom entry price in interface, bot, backtesting, exemples
2023-09-16 02:32:03 -04:00
Stefano Ariestasia
08dffc95d8
fix wording
2023-09-13 11:58:28 +09:00
Stefano Ariestasia
5019fb5bf3
fix flake8
2023-09-12 19:58:40 +09:00
Stefano Ariestasia
a0e0d7fe27
more fixes
2023-09-12 19:57:16 +09:00
Stefano Ariestasia
6377fd2689
flake8 fix
2023-09-12 19:54:25 +09:00
root
bd9ea9bd8c
precommit fix
2023-09-12 19:50:39 +09:00
Stefano Ariestasia
cfeefa8754
remove prepare data from baseanalysis
2023-09-12 19:29:13 +09:00
Stefano Ariestasia
475d8486bb
fix mutable Backtest
2023-09-12 19:21:01 +09:00
Stefano Ariestasia
4d1810c2b6
update lookahead analysis
2023-09-12 19:11:19 +09:00
Stefano Ariestasia
6360e7fb15
debug
2023-09-12 16:20:04 +09:00
Stefano Ariestasia
40695a39d5
add missing var
2023-09-12 16:14:25 +09:00
Stefano Ariestasia
008f621211
create BaseAnalysis class
2023-09-12 15:42:32 +09:00
Stefano Ariestasia
5608bbde9c
Merge branch 'freqtrade:develop' into bt-metrics
2023-09-12 13:56:24 +09:00
Matthias
2ee152c5a6
Merge pull request #8779 from Axel-CH/feature/multiple_open_orders
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Feature: Multiple open orders
2023-09-10 17:22:26 +02:00
Matthias
f8b97b6aa7
Fix dtype mismatch error
2023-09-08 07:05:38 +02:00
Matthias
8c95207ca4
Merge branch 'develop' into pr/Axel-CH/8779
2023-09-07 20:19:25 +02:00
Stefano Ariestasia
cea3f7d3fa
fix flake8
2023-09-04 11:53:59 +09:00
Stefano Ariestasia
a9f63c6a99
fix mypy
2023-09-04 11:52:09 +09:00
Stefano Ariestasia
0ada2d9390
fix mypy
2023-09-04 11:45:25 +09:00
Stefano Ariestasia
e1b6b9b5a6
ruff fix
2023-09-04 11:41:24 +09:00
root
3fea2a35a2
pre-commit fixes
2023-09-04 11:38:13 +09:00
Stefano Ariestasia
821a598ff4
fix ruff
2023-09-04 11:35:44 +09:00
Stefano Ariestasia
b77f926cdd
add recursive analysis
2023-09-04 10:53:04 +09:00
Matthias
1a8b793c0a
Merge branch 'develop' into feat/stoploss_adjust
2023-08-29 07:04:08 +02:00
Matthias
95daff182d
Update backtesting to not use open_order_id
2023-08-25 07:08:24 +02:00
Matthias
452e1ab016
get_analyzed_dataframe should provide dataframe with startup candles
...
closes #7389
2023-08-15 19:43:04 +02:00
Matthias
161ab14ed0
Avoid lookahead bias through informative pairs in callbacks
2023-08-15 17:48:07 +02:00
Matthias
070a1990e8
Improve handling of None values from custom_stoploss
2023-08-14 16:46:33 +02:00
Matthias
fc60c0df19
Add call to stoploss-adjust for backtesting
2023-08-14 16:00:33 +02:00
Matthias
d53b6871ea
Bump pre-commit mypy
2023-08-14 13:22:55 +02:00
Matthias
08bc615826
Further simplify backtest order handling
2023-08-14 13:22:55 +02:00
Matthias
bcc2dd9803
Simplify backtest order closing
2023-08-14 13:22:55 +02:00
Matthias
d7e9f87b33
Improve comment indent
2023-08-14 13:22:55 +02:00
Matthias
d7556cd66a
Remove duplicate call in backtesting
2023-08-14 13:22:55 +02:00
Matthias
05e1828617
Improve Fee check
2023-08-09 20:26:08 +02:00
Matthias
4a62ebbf93
Don't hardcode fee, but use fee from the very first iteration.
2023-08-09 18:36:09 +02:00
hippocritical
25602ceac3
Added a fixed fee to 0.02 (any fixed value would suffice) since kucoin dynamically decides which pair gets which amount of fees and thereby producing false-positives upon verifying the entries/exits.
...
Added a check for timerange being set.
2023-08-05 08:24:47 +02:00
hippocritical
065899b426
Merge branch 'freqtrade:develop' into develop
2023-08-05 07:36:29 +02:00
Matthias
81cd241954
Update API backtest to return proper metadata
2023-08-03 07:05:57 +02:00
hippocritical
fe6deef1bd
Merge branch 'freqtrade:develop' into develop
2023-08-02 20:02:55 +02:00
Matthias
1a1103c239
Add backtest-result typing
2023-07-30 10:54:03 +02:00
Matthias
3148cd39c2
Don't drop metadata from original dict when storing backtest results
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
47fca02ba0
Improve docstring
2023-07-25 07:06:42 +02:00
Matthias
327b055468
Add consecutive wins/losses to backtest output
2023-07-24 07:22:33 +02:00
Matthias
f26b49ee06
Ensure return value is an int, not a np.int
2023-07-24 07:09:19 +02:00
Matthias
0f046ceaf2
Implement calc_consecutive_losses
2023-07-24 06:36:24 +02:00
hippocritical
5b8800ee18
didnt intend to change the timerange itself, but the logger-output of the timerange
2023-07-23 20:20:15 +02:00
hippocritical
5bb74e448e
Merge remote-tracking branch 'origin/develop' into develop
2023-07-23 20:08:27 +02:00
hippocritical
e4b488cb84
added stake_amount to a fixed 10k value.
...
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount.
reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.
Edited docs to reflect that change.
2023-07-23 20:05:29 +02:00
hippocritical
70fa175f57
Merge branch 'freqtrade:develop' into develop
2023-07-23 20:01:59 +02:00
Matthias
6ddbc8c00d
Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation)
2023-07-23 19:57:47 +02:00
hippocritical
ad428aa9b0
added stake_amount to a fixed 10k value.
...
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount
reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.
Edited docs to reflect that change too
2023-07-23 19:50:12 +02:00
hippocritical
1ab357dc32
added mentioning which pair + timerange + idx is biased for visibility and debugging purposes
2023-07-23 15:29:25 +02:00
hippocritical
a33be8a349
added dummy-varholders in case a not-last-trade is force-exit and else the indexes would shift ruining the analysis and making debugging easier (since the same ID will always be the same ID again)
2023-07-23 13:48:54 +02:00
hippocritical
a5f5293bc8
added logger-output when something is skipped or aborted
2023-07-23 11:23:02 +02:00
Matthias
955a63725a
Improve resiliance when showing older backtest results
2023-07-22 19:43:20 +02:00
Stefano Ariestasia
40d7d05e4e
merge 2 expectancy functions
2023-07-22 17:29:43 +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
9bfe96d4d6
Simplify advise calls by extracting that part into a method.
2023-07-21 20:27:52 +02:00
Matthias
91bf8abf38
Add comment to clarify usage of trim_dataframes
2023-07-21 20:22:44 +02:00
Matthias
9c1fea0e7b
Add winrate to several bt metrics
2023-07-20 20:51:38 +02:00
Matthias
c64c10e76f
Use Fstrings in hyperopt-tools
2023-07-17 18:20:26 +02:00
Matthias
626ea6b119
Add backtesting support for order.stake_amount
2023-07-15 14:55:22 +02:00
Matthias
17296fdf9c
Use proper cost for order
...
closes #8906
2023-07-15 09:02:17 +02:00
