lychiyu/freqtrade_origin
1
0
Fork 0
mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-14 04:03:55 +00:00
Code Issues Actions 1 Packages Projects Releases Wiki Activity
23,701 Commits 15 Branches 95 Tags 549 MiB
1c81a21bb6
Commit Graph

957 Commits

Author SHA1 Message Date
Matthias
6659d26131 Merge branch 'develop' into dataformat/feather 2023-07-29 20:04:12 +02:00
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
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
Matthias
b593205ad9 No need to use .get() for properties with default values 2023-07-12 18:29:12 +02:00
Matthias
cca8c4e5b8 Update default dataformat to feather 2023-07-12 18:23:30 +02:00
Matthias
05ea36f03b Fix performance when running tons of backtests 2023-06-09 06:45:34 +02:00
Matthias
1552d81f45 Simplify load_exchange interface 2023-05-13 11:03:26 +02:00
Matthias
023c155a25 Extract signals generation from backtesting class 2023-04-28 16:14:16 +02:00
Matthias
6e395ad7c9 Refactor methods in backtesting 2023-04-28 16:09:09 +02:00
Matthias
8dd8c24595 Merge branch 'develop' into pr/froggleston/7861 2023-04-28 14:59:03 +02:00
Matthias
80a27bc0db Fix random uvicorn error 2023-03-26 18:18:52 +02:00
Matthias
1c9abd9e35 Properly respect can_short flag in backtesting 
closes  #8387
 2023-03-26 17:27:52 +02:00
Matthias
c14ac8a205 Properly handle non-replaced first entry orders 2023-03-26 16:46:41 +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
73b59df77b Merge branch 'develop' into pr/paranoidandy/8272 2023-03-26 11:22:24 +02:00
Matthias
86aef7cf9d Add current_time to bot_loop_start callbak 2023-03-26 11:22:19 +02:00
Matthias
b317524ed7 protect adjust_trade_position from crashing in case of unsafe code 2023-03-24 20:27:45 +01:00
Matthias
ce3efa8f00 Remove pointless asserts 2023-03-19 18:05:08 +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
8f29312c9e Minimum re-entry stake should not include stoploss 2023-03-14 08:14:01 +01:00
Andy Lawless
a3dee9350f Move bot_loop_start call to run on every candle 2023-03-03 20:37:05 +00:00
Matthias
6e9ff5fdd8
Merge pull request #8202 from freqtrade/remove-populate-any-indicators 
remove populate_any_indicators
 2023-03-03 06:33:25 +01:00
Matthias
b5f55c9b14 Improve type safety in backtesting 2023-03-01 20:32:32 +01:00
Matthias
f6b3998bbd Fix backtesting type incompatibilities 2023-03-01 20:32:32 +01:00
robcaulk
fd4e27d889 remove populate_any_indicators 2023-02-21 14:22:40 +01:00
Matthias
f57394c1ce Merge branch 'develop' into bybit 2023-01-30 07:23:41 +01:00
Matthias
25dfbb5a08 Compare stake amout >= in backtesting 
closes #8067
 2023-01-29 12:47:16 +01:00
Matthias
9286cbed86 add partial Docstring to backtesting enter_trade 2023-01-29 11:02:31 +01:00
Matthias
34e7433844 Add leverage to dry-run liquidation price calculation 2023-01-24 07:21:56 +01:00
Matthias
8108a48f39 Follow PEP 484 - no implicit optionals 2023-01-21 20:01:56 +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
89eb1b0084 funding-fees need to be recalculated for detailed timeframes, too. 
closes #7978
 2023-01-21 17:47:37 +01:00
Matthias
c8ecedf6d5 Clarify a variable via typehint 2023-01-17 20:05:18 +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
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
Antonio Della Fortuna
534aa8f7ff Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 
# Conflicts:
#	freqtrade/optimize/backtesting.py
 2023-01-11 18:55:57 +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
Antonio Della Fortuna
8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
Matthias
92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available). 
link to #7967
 2023-01-04 18:08:45 +01:00
Antonio Della Fortuna
f2fa476dc6 max_open_trades should be an integer 
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
 2023-01-04 16:09:27 +01:00
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size 
closes  #7924
 2022-12-23 16:09:35 +01:00
froggleston
f5359985e8 Make CLI option and docs clearer that we're handling signals not trades 2022-12-08 18:47:09 +00:00
froggleston
5a4e99b413 Add support for collating and analysing rejected trades in backtest 2022-12-05 15:34:31 +00:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail 
backtesting - use full detail timeframe
 2022-11-27 16:09:23 +01:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange 
Simplify timerange handling
 2022-11-17 19:57:48 +01:00
Matthias
0a702cdd26 Ensure more methods are typechecked 2022-11-14 20:56:35 +01:00
Matthias
0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias
884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Matthias
0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias
a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
Wagner Costa Santos
6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Wagner Costa Santos
52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
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
Matthias
8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias
e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias
b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
Matthias
05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Wagner Costa Santos
02fc59d473 Merge branch 'develop' into backtest_live_models 2022-10-13 15:52:19 -03:00
Matthias
f019471051 Don't round prices if no custom prices have been used 
closes #7573
 2022-10-13 19:51:42 +02:00
Wagner Costa Santos
3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
Marek Cieplucha
3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias
2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist 
Producerpairlist
 2022-09-30 06:54:15 +02:00
Wagner Costa Santos
6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Matthias
30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Wagner Costa Santos
3c002ff752 Merge branch 'develop' into backtest_live_models 2022-09-27 10:27:47 -03:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Wagner Costa Santos
182d9e5426 Merge branch 'develop' into backtest_live_models 2022-09-26 17:23:44 -03:00
Matthias
cf5267a4d3
Merge pull request #7481 from chusri/develop 
✏️ fixed typo from StaticPairlist to StaticPairList
 2022-09-26 18:11:56 +02:00
Matthias
8e0811d9de Call cleanup explicitly 2022-09-26 09:35:21 +00:00
Thaweesak Chusri
c4784c6695 ✏️ fixed typo from StaticPairlist to StaticPairList 2022-09-26 11:05:27 +08:00
Wagner Costa Santos
5880f7a638 backtest_live_models - params validation and get timerange from live models in BT 2022-09-25 23:14:00 -03:00
Matthias
0c810868de Add Dataprovider to pairlist 2022-09-25 09:22:21 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai 
Ensure the DF has the same size in backtesting FreqAI
 2022-09-24 16:17:39 +02:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455) 
* Allow use of --strategy-list with freqai, with warning

* ensure populate_any_indicators is identical for resused identifiers

* use pair instead of metadata["pair"]

Co-authored-by: robcaulk <rob.caulk@gmail.com>
 2022-09-24 13:21:01 +02:00
Wagner Costa Santos
b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Matthias
667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
Matthias
e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount 
closes #7423
 2022-09-16 13:24:20 +00:00
Matthias
4d69df08dd trunc to amount precision before checking valid partial exits 
closes #7368
 2022-09-07 06:43:08 +02:00
Matthias
df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Matthias
226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias
2b70c3d0c0 support price callback for partial exits in bt 
This will align results to how live works.
closes #7292
 2022-08-27 08:50:09 +02:00
Matthias
01126c43f7 Fix liquidation price tier calculation 
closes #7294
 2022-08-26 20:14:24 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias
53d46a0385 align max_entry_position_adjustment behavior of backtesting to live 
closes #7293
 2022-08-25 20:36:17 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias
32faad9333 Fix backtest calculation problem with DCA 
closes #7287
 2022-08-24 20:36:08 +02:00
Matthias
fe7108ae75 Convert amount to contracts before comparing for close 
closes #7279
 2022-08-23 06:37:38 +02:00