barbarius
1bb04bb0c2
Moved daily avg trade row next to total trades on backtest results
2021-06-16 11:40:55 +02:00
Matthias
cf7394d01c
Export backtesting results by default
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closes #4977
2021-06-14 19:57:24 +02:00
Matthias
eaf0aac77e
Remove OrderedDict
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as we're no longer supporting python 3.6
2021-06-13 11:47:18 +02:00
Matthias
d54ee0eb04
Refactor hyperopt_tools naming
2021-06-13 11:24:24 +02:00
Matthias
ef208012c4
Merge pull request #5104 from freqtrade/enums_own_module
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Enums own package
2021-06-10 05:31:14 +01:00
Bruno Gouvea
40f1ede775
Simplifying HO's result function
2021-06-09 12:03:24 -03:00
Matthias
d16a619489
Move SellType Enum to it's own module
2021-06-08 21:04:34 +02:00
Bruno Gouvea
3cce668353
Creating a control variable to determine the existence of max drawdown in the final result.
2021-06-08 02:57:44 -03:00
Bruno Gouvea
816bb531b3
Creating fake column for legacy mode on max drawdown
2021-06-08 02:42:55 -03:00
Bruno Gouvea
4595db39aa
Displaying max. drawdown only when it is not legacy mode.
2021-06-08 02:18:00 -03:00
Bruno Gouvea
c513c9685d
Remove blank line (PEP8)
2021-06-07 18:20:04 -03:00
Bruno Gouvea
5c3a418e65
Adjusting drawdown column position.
2021-06-07 18:15:26 -03:00
Bruno Gouvea
35d6140068
Displays the max drawdown in the hyper optimization results table.
2021-06-07 17:53:19 -03:00
Matthias
f920c26802
fix Hyperopt-list avg-time filters
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These should use a numeric field (which currently isn't available).
closes #5061
2021-05-31 20:01:40 +02:00
Matthias
8a56af9192
Update onlyprofit loss should use absolute profit
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closes #4934
2021-05-28 08:38:46 +02:00
Matthias
a89364aa98
Merge branch 'develop' into pr/Antreasgr/4838
2021-05-27 14:59:39 +02:00
Matthias
3014bc3467
Don't use Sum sign in hyperopt to avoid compatibility problems
2021-05-27 14:22:11 +02:00
Matthias
cf39dd2163
Fix csv-export error with new hyperopt format
2021-05-27 13:08:28 +02:00
Matthias
8e89d3e6e4
Fix sort error
2021-05-25 19:33:34 +02:00
Matthias
cc5769e900
Convert np.int64 to proper int
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closes #5018
2021-05-25 19:24:56 +02:00
Matthias
af16614bf2
Fix formatting issue
2021-05-24 07:48:36 +02:00
Priveyes
6f990c5976
Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant
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freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result
rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE)
ValueError: Out of range float values are not JSON compliant
2021-05-23 18:49:07 +02:00
Matthias
971d5b2ecc
Merge pull request #5002 from freqtrade/track_rejected_trades
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Track rejected trades
2021-05-23 14:56:50 +01:00
Matthias
3f956441fc
Properly format % of zero_duration_trades
2021-05-23 15:53:54 +02:00
Matthias
a39860e0de
Add tests for rejected signals
2021-05-23 14:15:02 +02:00
Matthias
7f125315b0
Track Rejected Trades
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closes #3423
2021-05-23 09:42:05 +02:00
Matthias
02faeb60a3
Merge pull request #4943 from rokups/rk/statistics
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Extra statistics
2021-05-23 08:38:27 +01:00
Rokas Kupstys
db985cbc2e
Fix hyperopt-show failing to display old results with missing new fields.
2021-05-23 09:45:26 +03:00
Rokas Kupstys
25cc4eae96
Fix tests that broke after table formatting changed.
2021-05-22 15:25:37 +02:00
Rokas Kupstys
981b2df7ca
Include win:loss ratio in results tables.
2021-05-21 12:18:08 +03:00
Rokas Kupstys
debd98ad9a
Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.
2021-05-21 11:36:23 +03:00
Rokas Kupstys
e1dc1357ce
Add drawdown column to strategy summary table.
2021-05-21 11:36:23 +03:00
Rokas Kupstys
edcfa94093
Include zero duration trades in backtesting report.
2021-05-21 11:36:23 +03:00
Matthias
f398888865
Refactor preprocessed trimming to seperate method
2021-05-21 08:26:19 +02:00
Kamontat Chantrachirathumrong
6172e67fcd
Update hyperopt.py
2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong
c2b9da68e1
fix indent
2021-05-20 11:56:11 +07:00
Kamontat Chantrachirathumrong
1b3bfb2e7f
found root cause.
2021-05-20 11:50:15 +07:00
Kamontat Chantrachirathumrong
48210170e7
wrap with is not empty
2021-05-20 11:49:25 +07:00
Kamontat Chantrachirathumrong
082fb11bbe
Avoid having error cannot set a frame with no defined index and a scalar
2021-05-20 01:54:48 +07:00
Matthias
ef4d1c24d7
Merge pull request #4941 from brookmiles/fix-stoploss-above-candle
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prevent backtest stoploss trade price being set above candle high
2021-05-19 06:20:35 +02:00
Matthias
7a9853bfe1
Fix "Too many open Files" exception
2021-05-18 20:39:55 +02:00
Matthias
36eba0f110
Don't use "r+" memmap, but "r2
2021-05-17 21:05:48 +02:00
Matthias
6aa574fa2b
Convert ROI result to proper json object
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closes #4952
2021-05-17 20:58:50 +02:00
Matthias
4f968b4a6f
Merge pull request #4926 from rokups/rk/misc-fixes
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Two fixes
2021-05-15 15:11:07 +02:00
Rokas Kupstys
2d5f465f1b
Fix protections being loaded multiple times for first strategy when backtesting.
2021-05-15 13:37:03 +03:00
Rokas Kupstys
29fed37df3
Fix exception when few pairs with no data do not result in aborting backtest.
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Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty.
Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning.
Exception:
```
Traceback (most recent call last):
File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main
return_code = args['func'](args)
File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting
backtesting.start()
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start
min_date, max_date = self.backtest_one_strategy(strat, data, timerange)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy
results = self.backtest(
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest
data: Dict = self._get_ohlcv_as_lists(processed)
File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__
iloc._setitem_with_indexer(indexer, value, self.name)
File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer
raise ValueError(
ValueError: cannot set a frame with no defined index and a scalar
```
2021-05-15 13:37:03 +03:00
Brook Miles
2eac23a15f
if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by confirm_trade_exit
2021-05-15 15:38:51 +09:00
Matthias
5e73195b30
Use linux lineseperator at all times
2021-05-15 07:01:32 +02:00
Matthias
ecee42f561
Read pickle file in mmap mode
2021-05-13 20:13:04 +02:00
Matthias
1055862bc0
Extract data-load + dump from hyperopt
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(Reduces memory-usage as the dataframes go out of scope)
2021-05-12 21:15:01 +02:00
