213 Commits

Author	SHA1	Message	Date
Matthias	53a2f55cf0	Merge branch 'develop' into pr/nicolaspapp/6715	2022-05-01 10:03:10 +02:00
Matthias	c6c569b772	chore: split BTAnalyais to metrics	2022-04-30 14:47:27 +02:00
Matthias	4262f84744	Merge branch 'develop' into pr/nicolaspapp/6715	2022-04-30 14:22:18 +02:00
Matthias	fbd142844f	Refactor bt-caching stuff to it's own module	2022-04-29 19:37:13 +02:00
Matthias	44000ae0b3	Fix CAGR missing for old results	2022-04-25 17:37:25 +02:00
Matthias	4143ebbeae	Add CAGR calculation to backtesting	2022-04-25 10:51:11 +02:00
Nicolas Papp	0f943c482b	PEP8 code compliance	2022-04-23 13:15:14 -03:00
Matthias	f2912f8815	Improve mypy runs	2022-04-23 11:31:12 +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	aa5984930d	Fix filename generation	2022-04-19 13:00:09 +01:00
froggleston	84f486295d	Add tests for new storing of backtest signal candles	2022-04-19 12:48:21 +01:00
froggleston	34fb8dacd7	Fix isort complaints	2022-04-16 17:03:24 +01:00
froggleston	a63affc5f1	Fix flake8 complaints	2022-04-16 16:32:04 +01:00
froggleston	f55a9940a7	Fix line spacing	2022-04-16 16:15:04 +01:00
froggleston	21734c5de7	Add pickle import	2022-04-16 14:46:30 +01:00
froggleston	26ba899d7d	Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST	2022-04-16 14:37:36 +01:00
Nicolas Papp	178240aa6c	Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown	2022-04-11 14:42:10 -03:00
Nicolas Papp	47a6ef4f00	Max relative drawdown	2022-04-10 12:53:47 -03:00
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
Matthias	5ce5c70be6	sell_profit_offset -> exit_profit_offset	2022-04-05 20:03:27 +02:00
Matthias	bba9629a2a	Rename sell_profit_only to exit_profit_only	2022-04-05 20:00:35 +02:00
Matthias	e894f620c2	Improve compatibility	2022-04-03 08:15:23 +02:00
Matthias	ec63cfd656	Add compatibility layer for backtesting results	2022-04-02 20:04:30 +02:00
Matthias	543aa74278	update sell_reason to exit_reason	2022-04-02 20:04:29 +02:00
Matthias	5b4f343d36	Update buy output for backtesting	2022-03-22 06:45:36 +01:00
Matthias	08777abd85	Update backtesting output terminology to "exit"	2022-03-22 06:43:37 +01:00
Matthias	0c6d92a7a6	Merge branch 'develop' into feat/short	2022-02-11 17:02:04 +01:00
Matthias	036c2888b4	Track timedout entry/exit orders	2022-02-07 18:49:30 +01:00
Matthias	f090dcc597	Merge branch 'develop' into feat/short	2022-01-22 17:56:01 +01:00
Rokas Kupstys	5fffc5033a	Rework backtesting --no-cahche to --cache=[none, day, week, month]. ... Fix an issue where config modification during runtime would prevent use of cached results.	2022-01-19 11:44:35 +02:00
Rokas Kupstys	16861db653	Implement previous backtest result reuse when config and strategy did not change.	2022-01-15 17:30:40 +02:00
Matthias	dad080f56f	Merge branch 'develop' into feat/short	2022-01-08 10:45:15 +01:00
Matthias	04976658da	Fix crash when using backtesting-show on a old backtestresult	2022-01-07 17:34:47 +01:00
Matthias	46809f08fe	Merge branch 'develop' into feat/short	2022-01-07 10:13:16 +01:00
Matthias	e540959c27	Remove btdata from generate_strategy_stats	2022-01-07 09:27:07 +01:00
Matthias	1203d08d1e	generate_pair_metrics does not need processed dict	2022-01-07 09:27:07 +01:00
Matthias	2a2392fd73	Update parameter name in docstring	2022-01-06 09:15:30 +01:00
Matthias	6abd6bceb9	Avoid recalculating statistics for comparison line	2022-01-05 20:16:48 +01:00
Matthias	8373a4e713	Small Adjustments to improve compatibility	2022-01-04 19:17:08 +01:00
Matthias	4d9b4ddc28	Update hyperopt-tools to use account drawdown	2022-01-04 17:43:39 +01:00
Matthias	7a2b50ce8b	Update drawdown calculation to account drawdown	2022-01-04 17:07:31 +01:00
Matthias	67f3570bf3	Merge branch 'develop' into feat/short	2021-12-01 07:21:36 +01:00
Matthias	6ca6f62509	Remove duplicate code in optimize_reports	2021-11-27 09:39:10 +01:00
Matthias	c26c0b6822	Merge branch 'feat/short' into short_buy_tag_compat	2021-11-21 19:31:59 +01:00
Matthias	192ac88314	Update optimize-reports to enter_tag wording	2021-11-21 10:20:09 +01:00
Matthias	5a8824171c	Add short/long metrics to backtest result	2021-11-18 20:42:43 +01:00
Matthias	0a50017c84	Add long/short support to backtesting	2021-11-18 20:34:59 +01:00
Matthias	e0fd880c11	Improve some more pct formattings	2021-11-11 16:12:23 +01:00
Matthias	4eb9038358	Some more fixes to % formatting	2021-11-11 15:06:16 +01:00