1912 Commits

Author	SHA1	Message	Date
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
Matthias	e99af87b6d	store periodic breakdown in backtest results ... This will enable the webserver to use this data.	2023-04-24 10:59:30 +02:00
Matthias	7ff35fea3c	Default weekly report to monday ... 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 ... 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 ... 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 ... 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 ... 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	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 ... # Conflicts: # freqtrade/optimize/backtesting.py	2023-01-11 18:55:57 +01:00
Matthias	811f13e09a	Merge pull request #7981 from freqtrade/backtest_detail_speed ... 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 ... 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). ... 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	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 ... 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
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
Matthias	79c041b62d	Update tests for new export format	2022-11-25 16:57:58 +01:00
Matthias	8c014bd365	Export trade-counts to csv ... closes #7789	2022-11-25 16:57:45 +01:00
Matthias	8ee8b6e943	Improve hyperopt list output ... closes #7789	2022-11-25 16:31:21 +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
Matthias	c8e6dad9cd	use exit_reason to determine left open trades	2022-10-15 12:00:20 +02:00
Matthias	9d4ba767c4	Update usages of search_all_objects	2022-10-14 14:50:52 +00:00
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