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
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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
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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
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- 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
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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
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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.
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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)
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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
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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
Matthias
e99af87b6d
store periodic breakdown in backtest results
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This will enable the webserver to use this data.
2023-04-24 10:59:30 +02:00
Matthias
7ff35fea3c
Default weekly report to monday
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closes #8502
2023-04-17 20:20:38 +02:00
Matthias
cf770d496b
Improve visual display of progressbar
2023-04-09 18:25:50 +02:00
Matthias
bfd9e35e34
Replace hyperopt progressbar with rich progressbar
2023-04-09 18:17:22 +02:00
Matthias
df51111c33
Always show strategy summary
2023-04-09 08:53:36 +02:00
Matthias
dd8900a1c6
Improve ordering of backtest output
2023-04-09 08:53:36 +02:00
Matthias
f03a99918a
Ensure hyper param file can be loaded
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closes #8452
2023-04-04 20:04:28 +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
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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
c92f28bf6f
ruff: Activate UP ruleset
2023-03-19 17:57:56 +01:00
Matthias
222ecdecd2
Improve code quality
2023-03-19 17:50:08 +01:00
Matthias
f455e3327c
Simplify method further
2023-03-19 15:01:37 +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
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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
Matthias
d014e4590e
use Path.open() instead of open
2023-02-25 17:15:54 +01:00
Matthias
34c42be74f
Fix minor stylistic errors
2023-02-23 20:06:10 +01:00
Matthias
0f878daa98
Remove some too generic noqa statements
2023-02-22 19:56:32 +01:00
robcaulk
fd4e27d889
remove populate_any_indicators
2023-02-21 14:22:40 +01:00
Matthias
5073c780d8
.agg would like strings, not the sum function.
2023-01-31 11:22:04 +00:00
Matthias
f57394c1ce
Merge branch 'develop' into bybit
2023-01-30 07:23:41 +01:00
Matthias
25dfbb5a08
Compare stake amout >= in backtesting
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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.
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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
ab12aace5f
changed trades_space
to max_open_trades_space
2023-01-15 11:50:40 +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
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# Conflicts:
# freqtrade/optimize/backtesting.py
2023-01-11 18:55:57 +01:00
Matthias
811f13e09a
Merge pull request #7981 from freqtrade/backtest_detail_speed
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Improve backtest detail speed
2023-01-09 18:21:54 +01:00
Antonio Della Fortuna
10d8b016e4
Changed max_open_trades default range for optimization
2023-01-08 12:48:36 +01:00
Antonio Della Fortuna
24ace646c3
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-08 12:40:01 +01:00
Antonio Della Fortuna
464cb4761c
Fixed max_open_trades update from hyperopt
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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
root
7bf531c8b8
isort fix
2023-01-07 09:50:05 +09:00
Stefano Ariestasia
c1042996db
flake8 fix
2023-01-07 09:46:46 +09:00
Stefano Ariestasia
6198b21001
update calmar loss
2023-01-07 09:30:16 +09:00
Stefano Ariestasia
d3b1aa7f01
update sortino calc
2023-01-07 09:19:06 +09:00
Stefano Ariestasia
157bf962f7
add missing imports
2023-01-07 09:14:56 +09:00
Stefano Ariestasia
86ba7dae92
change sharpe hyperopt loss
2023-01-07 08:56:40 +09:00
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).
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link to #7967
2023-01-04 18:08:45 +01:00
Antonio Della Fortuna
f2fa476dc6
max_open_trades should be an integer
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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
ce661cb58b
Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades
2023-01-04 10:35:09 +01:00
Antonio Della Fortuna
5fd85368a9
Added support for max_open_trades hyperopting
2023-01-04 10:34:44 +01:00
Matthias
02eb00fa33
Merge branch 'develop' into pr/stash86/7810
2022-12-28 14:04:54 +01:00
Stefano Ariestasia
6353f3ac1a
fix formulas and implement new metrics
2022-12-26 08:19:51 +09:00
Matthias
7a5439321c
Show new metrics in backtesting
2022-12-25 21:29:37 +01:00
Matthias
ad0d7c9a9e
Don't allow DCA trades to go beyond max order size
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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
854f056eaf
Fix missing Path constructors
2022-12-05 16:16:36 +00:00