Matthias
1717733b0f
Merge pull request #10221 from freqtrade/hyp/profit-drawdown
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improve MaxDrawDownHyperOptLoss
2024-05-20 09:01:21 +02:00
Matthias
c1d26d0330
Don't calculate the "legacy" version of drawdown anymore.
2024-05-19 17:57:21 +02:00
Matthias
3bf02c8a64
Simplify hyperopt drawdown logic
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Reduces tons of fallback logic
2024-05-19 17:57:05 +02:00
Matthias
480477d17a
Improve profitdrawdownhyperopt balancing
2024-05-19 10:12:50 +02:00
Matthias
2a1ff7f9b3
Try improve profit-drawdown hyperopt
2024-05-19 09:45:32 +02:00
Matthias
a6b07ec96f
Remove compatibility layer for calculate_max_drawdown
2024-05-15 06:54:17 +02:00
Matthias
94786454b7
Use calc_drawdown method throughout the bot
2024-05-14 19:37:41 +02:00
Matthias
0aa3ec2845
Have hyperopt-loss function use calc_max_drawdown
2024-05-14 19:28:48 +02:00
Matthias
9291698561
A few more formatting updates
2024-05-13 19:49:15 +02:00
Matthias
b97ff77d65
Update a few missed ruff format updates
2024-05-13 07:10:25 +02:00
Matthias
a9732c6195
Fix odd formatting by ruff format
2024-05-13 07:10:25 +02:00
Matthias
801ab4acc9
ruff format: optimize
2024-05-13 07:10:25 +02:00
Matthias
2c60985e2d
ruff format: optimize analysis
2024-05-13 07:10:25 +02:00
Matthias
da7addcd98
ruff format: hyperopt
2024-05-13 07:10:25 +02:00
Matthias
f1ef537dfa
ruff format: hyperopt-loss
2024-05-13 07:10:25 +02:00
Matthias
a8eabd0b2e
Update remaining files with new import sorting
2024-05-13 07:10:24 +02:00
Stefano Ariestasia
4c2586b3aa
remove duplicate stat from BT table
2024-05-11 10:24:55 +09:00
Matthias
866f059d6a
Use FtPrecise to avoid rounding errors
2024-05-04 11:25:07 +02:00
Matthias
ab93fd3be4
Enhance trade to verify #10166
2024-05-04 11:21:25 +02:00
Matthias
ee7be1cd5a
move "add_bt_trade" call for entries into enter_trade function
2024-05-04 09:14:56 +02:00
Matthias
c81c07c24a
Add docstring for process_exit_order
2024-05-04 09:07:56 +02:00
Matthias
67636abb30
Fix #10166 with fewer side-effects
2024-05-04 09:01:05 +02:00
Matthias
e5b79eee5a
Extract _process_exit_order to separate function
2024-05-04 09:00:46 +02:00
Matthias
62a3ed6f8d
partial exit order should not close immediately
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closes #10166
2024-05-04 08:41:24 +02:00
Matthias
997db6c706
Type-ignore
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we can't type variables of the list-comprehension ...
2024-04-27 19:59:53 +02:00
Matthias
3f2f2a1dbd
Use worst case of maker / taker fee for backtest
2024-04-27 18:26:23 +02:00
Matthias
8004829696
Further reduce problematic default args
2024-04-20 09:15:11 +02:00
Christian Clauss
99b4767bf4
Fix typos discovered by codespell
2024-04-18 22:51:25 +02:00
Matthias
54d9dbaea8
Formatting
2024-04-16 20:54:12 +02:00
Matthias
d7920c4b64
Simplify backtest storage
2024-04-16 20:53:06 +02:00
Matthias
c8a5904959
Store and load backtest-market-change data
2024-04-16 19:27:41 +02:00
Matthias
18a4d6972d
generate_filename should be private
2024-04-16 18:02:00 +02:00
Matthias
a0a22f62e0
Update typehint for backtesting
2024-04-16 18:00:24 +02:00
Matthias
e7b907a175
Enhance / simplify bt-storage logic
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Removes repeated filename generation pattern
2024-04-16 06:57:58 +02:00
Matthias
094bbb3a50
Remove pointless docstring comment
2024-04-11 21:02:54 +02:00
Matthias
df2432bc18
Re-align adjust_trade_position bt with live.
2024-04-11 20:57:03 +02:00
Matthias
7b5e444333
Improve code stability
2024-03-30 13:36:19 +01:00
Matthias
0906f050e5
Fix remaining tests
2024-03-30 13:28:13 +01:00
Matthias
be26e31235
Remove obsolete code, improve resilience
2024-03-30 13:20:43 +01:00
Matthias
36f1111d92
Remove custom handling for exit reason stats.
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It's not different from regular tag outputs, really
2024-03-30 13:11:59 +01:00
Matthias
9726c4ae21
don't use cum profit
2024-03-30 11:28:23 +01:00
Matthias
7895eeb3b6
Fix tests after modified output
2024-03-30 11:20:41 +01:00
Matthias
0a186eb8b7
Remove Cum Profit %
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it's a missleading metric in any case where stake-amount is not 100% identical.
2024-03-30 11:18:56 +01:00
Matthias
82565a9667
Merge pull request #9955 from Axel-CH/feature/trade-lifecycle-callbacks
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Feature: trade lifecycle callbacks
2024-03-28 19:35:53 +01:00
Matthias
666f2fc10a
Fix bug where amount becomes 0
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closes #10003
2024-03-25 20:59:39 +01:00
Axel-CH
996fcb6f56
fix current_time parameter of order_filled usage in backtest
2024-03-18 22:07:43 -04:00
Axel-CH
08c1866cdc
fix mypy artype error
2024-03-18 20:57:47 -04:00
Axel-CH
d1e1b8410b
add order parameter to order_filled callback
2024-03-18 20:47:27 -04:00
Axel-CH
18a3489a6f
add order_filled callback to bot and backtest
2024-03-18 15:46:47 -04:00
hippocritical
01c0fd0420
If enable_protections are enabled, disable all
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- some work on all pairs, and we don't check protections either so ... just disable them completely
- added info in the docs
Changed pairs-check to if no definition is in the config (but it s maybe in the strategy) it will just force-set it to the proper amount of len(config['pairs']
2024-03-17 09:53:45 +01:00