Commit Graph

1906 Commits

Author SHA1 Message Date
Matthias
327b055468 Add consecutive wins/losses to backtest output 2023-07-24 07:22:33 +02:00
Matthias
f26b49ee06 Ensure return value is an int, not a np.int 2023-07-24 07:09:19 +02:00
Matthias
0f046ceaf2 Implement calc_consecutive_losses 2023-07-24 06:36:24 +02:00
Matthias
6ddbc8c00d Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation) 2023-07-23 19:57:47 +02:00
Matthias
955a63725a Improve resiliance when showing older backtest results 2023-07-22 19:43:20 +02:00
Stefano Ariestasia
40d7d05e4e merge 2 expectancy functions 2023-07-22 17:29:43 +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
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
9c1fea0e7b Add winrate to several bt metrics 2023-07-20 20:51:38 +02:00
Matthias
c64c10e76f Use Fstrings in hyperopt-tools 2023-07-17 18:20:26 +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
accc1b509b Simplify class setups without inheritance 2023-06-29 12:16:10 +00:00
Matthias
1717f86702 Extract edge output to proper module 2023-06-25 17:45:01 +02:00
Matthias
72504e62ad Extract btstorage methods 2023-06-25 17:42:58 +02:00
Matthias
65e8359908 Improve naming of new file 2023-06-25 17:11:13 +02:00
Matthias
794bca1379 Split optimize report generation from visualization 2023-06-25 17:09:57 +02:00
Matthias
5e084ad2e5 convert optimize_reports to a package 2023-06-25 17:08:41 +02:00
Matthias
bf872e8ed4 Simplify comparison depth 2023-06-17 14:25:46 +02:00
Matthias
6bb75f0dd4 Simplify import if only one element is used 2023-06-17 10:12:36 +02:00
Matthias
34e7e3efea Simplify imports 2023-06-17 08:40:09 +02:00
Matthias
964bf76469 Invert parameters for initialize_single_lookahead_analysis
otherwise their order is reversed before calling LookaheadAnalysis for no good reason
2023-06-15 20:42:26 +02:00
Matthias
ad74e65673 Simplify configuration setup 2023-06-15 20:26:45 +02:00
hippocritical
6656740f21 Moved config overrides to its' own function
Added config overrides to dry_run_wallet and max_open_trades to avoid false positives.
2023-06-09 22:11:30 +02:00
Matthias
16b3363970 Fix type problem 2023-06-09 07:16:06 +02:00
Matthias
b89390c06b Reduce log verbosity during bias tester runs 2023-06-09 07:15:36 +02:00
Matthias
05ea36f03b Fix performance when running tons of backtests 2023-06-09 06:45:34 +02:00
Matthias
6b736c49d4 Dont persist Backtesting to avoid memory leak 2023-06-08 20:13:28 +02:00
hippocritical
6b3b5f201d export_to_csv: Added forced conversion of float64 to int to remove the .0 values once and for all ... 2023-05-28 22:13:29 +02:00
hippocritical
eec7837167 - modified help-string for the cli-option lookahead_analysis_exportfilename
- moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
- added a check to automatically edit the config['backtest_cache'] to be 'none'
- adjusted test_lookahead_helper_export_to_csv to catch the new catching of errors
- adjusted test_lookahead_helper_text_table_lookahead_analysis_instances to catch the new catching of errors
- changed lookahead_analysis.start result-reporting to show that not enough trades were caught including x of y
2023-05-28 20:52:58 +02:00
hippocritical
9bb25be880 modified help-string for the cli-option lookahead_analysis_exportfilename
moved doc from utils.md to lookahead-analysis.md and modified it (unfinished)
added a check to automatically edit the config['backtest_cache'] to be 'none'
2023-05-27 22:31:47 +02:00
hippocritical
eb31b574c1 added returns to text_table_lookahead_analysis_instances
filled in test_lookahead_helper_text_table_lookahead_analysis_instances
2023-05-26 12:55:54 +02:00
Matthias
104fa9e32d Use logger, not the logging module 2023-05-20 19:58:14 +02:00
Matthias
9869a21951 Move strategy to it's own directory to avoid having other 2023-05-20 19:51:54 +02:00
Matthias
e183707979 Further test lookahead_helpers 2023-05-20 19:51:54 +02:00
Matthias
ceddcd9242 Move most of the logic to lookahead_analysis helper 2023-05-20 19:51:54 +02:00
Matthias
1c4a7c7a05 Split Lookahead helper to separate file 2023-05-20 19:51:54 +02:00
Matthias
2e675efa13 Initial fix - test 2023-05-20 11:15:30 +02:00
Matthias
2e79aaae00 Remove usage of args.
It's clumsy to use and prevents specifying settings in the configuration.
2023-05-20 11:02:13 +02:00
hippocritical
36f14249d4
Merge branch 'freqtrade:develop' into develop 2023-05-13 22:41:02 +02:00
Matthias
1552d81f45 Simplify load_exchange interface 2023-05-13 11:03:26 +02:00
hippocritical
91ce1cb2ae removed overwrite_existing_exportfilename_content (won't use it myself, wouldn't make sense for others to not overwrite something they re-calculated)
switched from args to config (args still work)
renamed exportfilename to lookahead_analysis_exportfilename so if users decide to put something into it then it won't compete with other configurations
2023-05-10 22:41:27 +02:00
hippocritical
9aac367534 Merge remote-tracking branch 'origin/develop' into develop 2023-05-08 22:58:30 +02:00
hippocritical
b252bdd3c7 made purging of config.freqai.identifier variable 2023-05-08 22:35:13 +02:00
hippocritical
2306c74dc1 adjusted code to matthias' specifications
did not change the code so that it only loads data once yet.
2023-05-06 21:56:11 +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