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 |
|
Matthias
|
5a43dd4766
|
don't hard-default --timeframes via argparse
|
2023-07-09 15:32:51 +02:00 |
|
Matthias
|
a9e239ca7a
|
Don't use future date for downloading new trade data
closes #8860
|
2023-07-07 11:23:34 +02:00 |
|
Matthias
|
942f0b4fbd
|
Move format_ms_time to datetime_helpers
|
2023-07-07 08:59:07 +02:00 |
|
Matthias
|
0be4084eac
|
Don't allow downloading wrong pairs
Prior to this, BTC/USDT:USDT could be downloaded to the spot directory, as it was filtered inproperly.
|
2023-06-17 18:14:58 +02:00 |
|
Matthias
|
66b34edc0b
|
Clarify variable name
|
2023-06-17 18:03:57 +02:00 |
|
Matthias
|
7453ff2fb5
|
Migrate download-data out of commands section
|
2023-06-17 17:53:12 +02:00 |
|
Matthias
|
e0d5242a45
|
Reduce download-data verbosity
|
2023-06-17 17:53:12 +02:00 |
|
Matthias
|
fc11c79b77
|
Fix not working date format output
|
2023-06-11 08:51:20 +02:00 |
|
Matthias
|
1d03e8bc5f
|
Reduce arrow usage further
|
2023-05-18 07:00:36 +02:00 |
|
Matthias
|
6e395ad7c9
|
Refactor methods in backtesting
|
2023-04-28 16:09:09 +02:00 |
|
Matthias
|
0753f427b1
|
Simplify storage
|
2023-04-28 15:29:15 +02:00 |
|
Matthias
|
e20d9c8f98
|
Impoved errorhandling, better typesafety
|
2023-04-28 15:25:25 +02:00 |
|
Matthias
|
fc2a3c9f17
|
Implement further improvements, improve typehinting
|
2023-04-28 15:17:35 +02:00 |
|
Matthias
|
8dd8c24595
|
Merge branch 'develop' into pr/froggleston/7861
|
2023-04-28 14:59:03 +02:00 |
|
Matthias
|
76ae539e61
|
Minor edit
|
2023-04-28 14:59:00 +02:00 |
|
Matthias
|
e2cd23b1d2
|
Remove deprecated pandas option
|
2023-04-10 16:33:56 +02:00 |
|
Matthias
|
8ae44c204e
|
Merge pull request #8361 from TheJoeSchr/feature/trades-feather
featherdatahandler: implement trades_store/_trades_load
|
2023-03-27 21:05:30 +02:00 |
|
Matthias
|
ed0e7ead31
|
Fix wrong import
|
2023-03-27 20:36:05 +02:00 |
|
Matthias
|
3928051baf
|
Revert unneeded formatting changes
|
2023-03-27 20:35:26 +02:00 |
|
Matthias
|
ad58bac810
|
Type WS messagetypes
|
2023-03-24 20:54:28 +01:00 |
|
Joe Schr
|
e16db814fa
|
featherdatahandler: implement trades_store/_trades_load
|
2023-03-21 17:56:51 +01:00 |
|
Matthias
|
cd9c2c4c23
|
Merge branch 'develop' into pr/froggleston/7861
|
2023-03-19 15:00:20 +01:00 |
|
Matthias
|
d45599ca3b
|
Fix some type errors
|
2023-03-15 21:09:25 +01:00 |
|
Matthias
|
764001a4c2
|
Don't reuse variable
|
2023-03-01 20:32:32 +01:00 |
|
Matthias
|
d014e4590e
|
use Path.open() instead of open
|
2023-02-25 17:15:54 +01:00 |
|
Matthias
|
34c42be74f
|
Fix minor stylistic errors
|
2023-02-23 20:06:10 +01:00 |
|
Joe Schr
|
7d906fd4c2
|
refactor(if-gate): use temp variable instead of if-gate
|
2023-02-23 10:58:43 +01:00 |
|
Matthias
|
ecff21ac21
|
type Orderbook
|
2023-02-15 07:01:36 +01:00 |
|
Matthias
|
1dc3c58775
|
Convert missing candle count to int
closes #8082
|
2023-01-31 11:04:56 +00:00 |
|
Matthias
|
410324ac19
|
time-jump detection should happen on the trimmed dataframe
Fixes comment in #7615
|
2023-01-31 10:13:21 +00:00 |
|
Matthias
|
8108a48f39
|
Follow PEP 484 - no implicit optionals
|
2023-01-21 20:01:56 +01:00 |
|
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 |
|
froggleston
|
813724bd82
|
Add a new analysis group to output stats grouped by exit_tag
|
2023-01-16 13:28:40 +00:00 |
|
Antonio Della Fortuna
|
b0f1d914c8
|
Changed max_open_trades type to int or inf
|
2023-01-15 11:44:10 +01:00 |
|
Matthias
|
ee7b505dcb
|
Add data migration method
|
2023-01-12 20:59:43 +01:00 |
|
Stefano Ariestasia
|
329d95366a
|
Merge branch 'freqtrade:develop' into bt-metrics
|
2023-01-06 08:04:00 +08:00 |
|
Matthias
|
6470635753
|
In cases of no losing trade, sortino ratio can't be calculated.
closes #7977
|
2023-01-04 17:55:24 +01:00 |
|
Matthias
|
6f031f005d
|
Fix flake error
|
2023-01-03 20:29:08 +01:00 |
|
zhanglei14
|
63db1fd894
|
Fix Backtesting Analysis Column Wrong
|
2023-01-04 01:38:07 +08:00 |
|
Stefano Ariestasia
|
5188464fc0
|
fix typo
|
2022-12-31 02:03:02 +09:00 |
|
Matthias
|
32bbe603cb
|
Fix sortino std calculation
|
2022-12-28 14:59:49 +01:00 |
|
Matthias
|
d5b516842c
|
Fix 2 docstrings
|
2022-12-28 14:44:23 +01:00 |
|
Matthias
|
02eb00fa33
|
Merge branch 'develop' into pr/stash86/7810
|
2022-12-28 14:04:54 +01:00 |
|
Matthias
|
cd4faa9c59
|
keep max_stake_amount through backtests
|
2022-12-27 18:08:20 +01:00 |
|
Matthias
|
63f114395a
|
is_short should be a boolean
|
2022-12-26 14:02:47 +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 |
|
Matthias
|
ca2a878b86
|
Update test naming
|
2022-12-14 20:06:55 +01:00 |
|
Matthias
|
fa260e6560
|
Move "replace or append" decision to dataprovider
|
2022-12-14 19:56:54 +01:00 |
|
Matthias
|
a693495a6d
|
Improve external_candle aggregation
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
414c0ce050
|
change unused var
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
6717dff19b
|
update overlapping candle handling, move append to misc
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
0602479f7d
|
minor changes, update candle appending to support overlaps
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
0d5b2eed94
|
fix same candle handling
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
ccd1aa70a2
|
change log calls to debug, handle already received candle
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
c050eb8b8b
|
add candle difference calculation to dataprovider
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
d2c8487ecf
|
update add_external_candle, fix breaking on ping error, handle empty dataframes
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
36a00e8de0
|
update add_external_candle returns
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
4cbb3341d7
|
change how missing candles will be handled
|
2022-12-12 22:47:35 -07:00 |
|
Timothy Pogue
|
9660e445b8
|
use new channel apis in emc, extend analyzed df to include list of dates for candles
|
2022-12-12 22:47:35 -07:00 |
|
froggleston
|
6f08b610d6
|
Merge branch 'develop' of github.com:froggleston/freqtrade into reject_report
|
2022-12-08 18:48:33 +00:00 |
|
froggleston
|
f5359985e8
|
Make CLI option and docs clearer that we're handling signals not trades
|
2022-12-08 18:47:09 +00:00 |
|
Stefano Ariestasia
|
89c7c2fec6
|
isort fix
|
2022-12-07 18:09:57 +09:00 |
|
Stefano Ariestasia
|
611e35ed81
|
flake8 fix
|
2022-12-07 15:47:58 +09:00 |
|
Matthias
|
24edc276ea
|
Simplify new_candle message
|
2022-12-05 19:46:39 +01:00 |
|
Matthias
|
5e533b550f
|
Emit a simple "new candle" message to allow UI's to refresh charts
|
2022-12-05 18:19:19 +01:00 |
|
froggleston
|
5a4e99b413
|
Add support for collating and analysing rejected trades in backtest
|
2022-12-05 15:34:31 +00:00 |
|
Stefano Ariestasia
|
f410b1b14d
|
Update metrics.py
|
2022-11-28 08:56:49 +09:00 |
|
froggleston
|
1a3f88c7b9
|
Replace separate start/end date option with usual timerange option
|
2022-11-27 11:30:13 +00:00 |
|
froggleston
|
4790aaaae1
|
Implement cli options for backtesting-analysis date filtering
|
2022-11-26 16:58:56 +00:00 |
|
froggleston
|
391817243c
|
Tidy up complex functions
|
2022-11-25 16:12:15 +00:00 |
|