Commit Graph

764 Commits

Author SHA1 Message Date
Matthias
a27baf1a51 Improve backtest test 2023-09-27 06:40:24 +02:00
Stefano
aba576f79f pre-commit fix 2023-09-21 17:58:20 +09:00
Stefano
d92a6d7b73 all tests done 2023-09-21 17:51:37 +09:00
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
08b94a2077 1 test 2023-09-21 14:21:54 +09:00
Stefano Ariestasia
28e43a4867 initial test 2023-09-21 14:00:17 +09:00
Matthias
452e1ab016 get_analyzed_dataframe should provide dataframe with startup candles
closes #7389
2023-08-15 19:43:04 +02:00
Matthias
bea6782223 Ensure cutoffs in backtesting are properly tested 2023-08-15 19:33:07 +02:00
Matthias
09ec00888f Don't use global variable in test 2023-08-15 17:31:56 +02:00
Matthias
b934644039 Fix tests, explicitly test for missing timerange 2023-08-09 18:36:20 +02:00
Matthias
33eecfa9ef Fix test typo 2023-08-01 06:32:23 +02:00
Matthias
730ae781a9 Add explicit test for get_backtest_metadata 2023-07-31 21:22:22 +02:00
Matthias
1926e642cd Improve backtest_stats storing test 2023-07-30 19:49:20 +02:00
Matthias
380244f8b1 Improve calc_streak, rename method 2023-07-24 07:09:11 +02:00
Matthias
a7bd6725f5 Add test to verify consecutive wins / losses calculation 2023-07-24 06:36:16 +02:00
Matthias
626ea6b119 Add backtesting support for order.stake_amount 2023-07-15 14:55:22 +02:00
Matthias
e4cd29d88c Add test for trade.cost 2023-07-15 09:02:01 +02:00
Matthias
72504e62ad Extract btstorage methods 2023-06-25 17:42:58 +02:00
Matthias
65e8359908 Improve naming of new file 2023-06-25 17:11:13 +02:00
Matthias
794bca1379 Split optimize report generation from visualization 2023-06-25 17:09:57 +02:00
Matthias
5e084ad2e5 convert optimize_reports to a package 2023-06-25 17:08:41 +02:00
Matthias
b3ef024e9e Don't use PurePosixPath 2023-06-15 20:43:05 +02:00
Matthias
964bf76469 Invert parameters for initialize_single_lookahead_analysis
otherwise their order is reversed before calling LookaheadAnalysis for no good reason
2023-06-15 20:42:26 +02:00
Matthias
ad74e65673 Simplify configuration setup 2023-06-15 20:26:45 +02:00
hippocritical
663cfc6211 fixing tests 2023-06-11 22:53:21 +02:00
hippocritical
1da1972c18 added test for config overrides 2023-06-11 00:18:34 +02:00
hippocritical
fc887efd4b
Merge branch 'freqtrade:develop' into develop 2023-05-28 20:53:39 +02:00
hippocritical
eec7837167 - modified help-string for the cli-option lookahead_analysis_exportfilename
- moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
- added a check to automatically edit the config['backtest_cache'] to be 'none'
- adjusted test_lookahead_helper_export_to_csv to catch the new catching of errors
- adjusted test_lookahead_helper_text_table_lookahead_analysis_instances to catch the new catching of errors
- changed lookahead_analysis.start result-reporting to show that not enough trades were caught including x of y
2023-05-28 20:52:58 +02:00
hippocritical
0ed84fbcc1 added test_initialize_single_lookahead_analysis
A check for a random variable should be enough, right? :)
2023-05-27 20:47:59 +02:00
hippocritical
a7426755bc added a check for bias1.
Looking at has_bias should be enough to statisfy the test.
The tests could be extended with thecking the buy/sell signals and the dataframe itself -
but this should be sufficient for now.
2023-05-27 20:35:45 +02:00
Matthias
35a388bf9a Don't force min_roi to have content 2023-05-27 19:39:00 +02:00
hippocritical
05f0b32e3b Merge remote-tracking branch 'origin/develop' into develop 2023-05-27 19:22:23 +02:00
hippocritical
636298bb71 added test_lookahead_helper_export_to_csv 2023-05-27 19:15:35 +02:00
hippocritical
eb31b574c1 added returns to text_table_lookahead_analysis_instances
filled in test_lookahead_helper_text_table_lookahead_analysis_instances
2023-05-26 12:55:54 +02:00
hippocritical
9366c77e42
Merge branch 'freqtrade:develop' into develop 2023-05-26 08:38:32 +02:00
Matthias
70a0c2e625 Fix test mishap 2023-05-21 08:21:08 +02:00
Matthias
3e6a2bf9b0 Add parameters for analysis tests ... 2023-05-20 20:12:04 +02:00
Matthias
e73cd1487e Add somewhat sensible assert 2023-05-20 19:57:26 +02:00
Matthias
9869a21951 Move strategy to it's own directory to avoid having other 2023-05-20 19:51:54 +02:00
Matthias
3f5c18a035 Add some tests as todo 2023-05-20 19:51:54 +02:00
Matthias
e183707979 Further test lookahead_helpers 2023-05-20 19:51:54 +02:00
Matthias
ceddcd9242 Move most of the logic to lookahead_analysis helper 2023-05-20 19:51:54 +02:00
Matthias
d8af0dc9c4 Slightly improve testcase 2023-05-20 19:51:54 +02:00
Matthias
209eb63ede Add startup test case 2023-05-20 11:28:52 +02:00
Matthias
2e675efa13 Initial fix - test 2023-05-20 11:15:30 +02:00
Matthias
073dac8d5f Move lookahead analysis tests to optimize subdir 2023-05-20 11:08:22 +02:00
Matthias
261822147c Fix remaining arrow testcases 2023-05-18 07:00:36 +02:00
Matthias
7a2ff60255 Fix more tests 2023-05-18 07:00:36 +02:00
Matthias
29fdcdbf56 reduce arrow in tests 2023-05-18 07:00:36 +02:00
Matthias
8dd8c24595 Merge branch 'develop' into pr/froggleston/7861 2023-04-28 14:59:03 +02:00
Matthias
d1e9e70396 Improve Resample-period test 2023-04-24 09:41:36 +02:00
Matthias
7ff35fea3c Default weekly report to monday
closes #8502
2023-04-17 20:20:38 +02:00
Matthias
72284317c2 Fix failing backtest test 2023-03-26 18:21:21 +02:00
Matthias
b09fb5826f don't use "can_short" in backtesting to determine application of leverage 2023-03-26 16:21:51 +02:00
Matthias
7cdcd97c26 Update tests for new logic. 2023-03-26 11:30:44 +02:00
Matthias
222ecdecd2 Improve code quality 2023-03-19 17:50:08 +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
Matthias
2c7ae756f5 Improve mock behavior 2023-03-08 07:05:59 +01:00
Matthias
2ca8b0b12e Update more exchange mocks to use EXMS 2023-03-01 20:27:15 +01:00
Matthias
bcdf4e0fe8 Use variable for exchange mocks to shorten lines 2023-03-01 20:27:15 +01:00
Matthias
d014e4590e use Path.open() instead of open 2023-02-25 17:15:54 +01:00
Matthias
bb355cfac5 improve naming of backtest function 2023-01-21 19:46:27 +01:00
Matthias
80bb120026 Simplify backtesting by removing now unnecessary private function 2023-01-21 18:01:01 +01:00
Matthias
1211b72255 Add test to show behavior reported in #7978 2023-01-21 16:23:32 +01:00
Matthias
865d678304 Add backtest_detail test for futures 2023-01-20 09:45:02 +00:00
Matthias
28e51e2dfb Simplify some test setups 2023-01-20 08:28:50 +00:00
Matthias
a5d87859dc Refactor test to reuse variable 2023-01-20 07:27:35 +00:00
Antonio Della Fortuna
5e10bb2cca Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-16 20:19:46 +01:00
Antonio Della Fortuna
ab12aace5f changed trades_space to max_open_trades_space 2023-01-15 11:50:40 +01:00
Antonio Della Fortuna
b0f1d914c8 Changed max_open_trades type to int or inf 2023-01-15 11:44:10 +01:00
Matthias
cbcee02ded call data migration from backtesting 2023-01-14 20:07:33 +01:00
Matthias
4ea8962ca2 Rename futures test data 2023-01-13 20:44:32 +01:00
Antonio Della Fortuna
7d27afd4b8 Fixed test broken due to change in trades_space range 2023-01-08 16:11:41 +01:00
Antonio Della Fortuna
24ace646c3 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c Fixed max_open_trades update from hyperopt
Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring
2023-01-08 12:39:39 +01:00
Matthias
34dbe9deaa Improve fixture fake results 2023-01-08 10:08:54 +01:00
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias
cd4faa9c59 keep max_stake_amount through backtests 2022-12-27 18:08:20 +01:00
Matthias
882e68c68b Rename backtest-result from new to "not new". 2022-12-26 15:33:14 +01:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Matthias
d48a9ae96d Add leverage to backtest results
closes #7574
2022-11-06 09:40:44 +01:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
5bd3e54b17 Add test for detail backtesting 2022-11-05 20:01:05 +01:00
Matthias
29ba263c3c Update some test parameters 2022-11-05 17:02:27 +01:00
Matthias
25b8d34fe2 Update backtesting test
Had bad behavior before, and didn't properly test what it was supposed to
2022-11-05 17:02:18 +01:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias
7672586de9 Fix unreliable hyperopt test 2022-10-13 19:43:37 +02:00
Matthias
016e438468 Calculate market-change in hyperopt
closes #7532
2022-10-04 08:37:07 +00:00
Matthias
578da343dc
Merge pull request #7491 from freqtrade/partial_close_leverage
Partial close leverage
2022-09-29 19:42:16 +02:00
Matthias
b4fb28e4ef Update tests for new dataload strategy 2022-09-29 19:18:52 +02:00
Matthias
8eda3a45a3 Test backest detail with leverage 2022-09-27 19:52:34 +02:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Matthias
cf5267a4d3
Merge pull request #7481 from chusri/develop
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
Matthias
9f32e02bba
Update missing testcase 2022-09-26 17:10:23 +02:00
Thaweesak Chusri
4faa6a0bd7 🐛 updated test case from StaticPairlist to StaticPairList 2022-09-26 21:51:59 +08:00
Matthias
a1a62681bf add fixes for random test failures 2022-09-26 08:11:00 +00:00
Matthias
2a5bc58df8 Split datahandler and history tests 2022-09-23 07:09:34 +02:00
Matthias
816c1f7603 add test for per epoch hyperopt 2022-09-11 17:51:30 +02:00
Matthias
37fcbeba58 Update backtesting output wording to Entries 2022-09-09 19:58:55 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias
70df037690 Improve test precision 2022-08-25 06:50:10 +02:00
Matthias
5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias
7563050f17 Realign tests to precision backtesting 2022-08-20 11:47:15 +02:00
Kavinkumar
a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
Matthias
9347677c60 Uppdate pricecontours test to not recreate backtesting every loop
in hopes to fix random failure
2022-07-16 19:33:26 +02:00
Matthias
bf07d8fe87 Update test to properly patch/mock exchange 2022-07-16 13:57:12 +02:00
Matthias
e53e530874 Add test showing broken inheritance hyperopt 2022-07-16 11:49:33 +02:00
Matthias
2e642593e5 Update formatting of hyperopt_conf fixture 2022-07-16 11:47:32 +02:00
Matthias
07aa372e2a Ensure bot_loop_start is called in hyperopt, too
closes #7001
2022-07-03 14:10:59 +02:00
Matthias
53bfa7931d Add rudimentary test for prior bug
Test fails without the fix in 8c46d19071
2022-06-18 16:32:22 +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
Matthias
5bf021be2e Enhance hyperoptable strategy to test instance parameters 2022-05-30 07:08:37 +02:00
Matthias
42ae8ba6fb Refactor hyperopt parameters to separate file 2022-05-23 20:18:09 +02:00
Matthias
d5486f17d8 Update Test to use StrategyV3 2022-05-18 10:57:19 +02:00
eSeR1805
bb7ffd8fbe
Update testcases relying on BT results. 2022-05-17 14:08:35 +03:00
eSeR1805
99aea454b5
Update testcases to match reporting. 2022-05-17 01:42:48 +03:00
eSeR1805
ec54b47b6e
Flake fix. 2022-05-14 16:39:27 +03:00
மனோஜ்குமார் பழனிச்சாமி
9d13c87292 cleaned up backtesting
Solves the [bug](https://github.com/freqtrade/freqtrade/runs/6425715015?check_suite_focus=true)
2022-05-13 21:46:25 +05:30
eSeR1805
eca8d16c61
Minor fix and enhancement for TC51. 2022-05-07 17:31:56 +03:00
Matthias
70bac41d89 Add more backtest test scenarios 2022-05-06 19:50:10 +02:00
Matthias
2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805
496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
Matthias
b2f33944ec Add preliminary backtesting test 2022-05-04 07:13:02 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
Sam Germain
4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Sam Germain
23431a7106 removed invalid plotting and test_default_strategy tests for bot_start, edited edge test 2022-04-29 22:21:22 -06:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias
d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Sam Germain
810e190e16 added tests for bot_start 2022-04-25 17:48:57 -06:00
Matthias
ec2582a4ae Update tests to no longer use Strategy V1 2022-04-25 07:02:09 +02:00
Matthias
25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias
89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
Matthias
7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
Optimize only new points
2022-04-23 09:43:33 +02:00
Matthias
dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +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
3ad1411f5e Fix imports 2022-04-19 13:08:01 +01:00
froggleston
84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
Nicolas Papp
c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias
4254d86658 Move test-backtestfiles to separate directory 2022-04-11 20:32:02 +02:00
Matthias
baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Matthias
68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias
54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias
b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias
4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00