149 Commits

Author	SHA1	Message	Date
Matthias	a0f9c1bf7b	Avoid failure when calculating max-drawdown ... occurs if if no winning trade is recorded.	2022-01-06 13:51:15 +01:00
Matthias	4e2b9203d7	Remove no longer used BT_DATA_COLUMNS_MID	2022-01-05 20:40:59 +01:00
Sam Germain	501f473164	Merge branch 'develop' into feat/short	2022-01-04 22:47:33 -06:00
Matthias	7a2b50ce8b	Update drawdown calculation to account drawdown	2022-01-04 17:07:31 +01:00
Matthias	ddfbe55e7c	Merge branch 'develop' into feat/short	2022-01-01 19:16:49 +01:00
Matthias	78ba2d3fc7	Add underwaterplot calculation to btanalysis	2022-01-01 14:39:58 +01:00
Matthias	bd98637ae9	Fail gracefully from plot-profit when no data is provided ... closes #6132	2021-12-30 10:14:45 +01:00
Matthias	c26c0b6822	Merge branch 'feat/short' into short_buy_tag_compat	2021-11-21 19:31:59 +01:00
Matthias	36deced00b	Remove more buy_tag references	2021-11-21 09:55:10 +01:00
Matthias	0a50017c84	Add long/short support to backtesting	2021-11-18 20:34:59 +01:00
Matthias	2a678bdbb4	Update buy_tag column to long_tag	2021-09-26 08:37:44 +02:00
slowy07	f24a951ec5	fix: typo spelling grammar	2021-08-16 19:16:24 +07:00
kevinjulian	49886874aa	rename to buy_tag	2021-07-21 20:05:35 +07:00
kevinjulian	cbfedf8b29	fix backtest testcase	2021-07-20 23:25:00 +07:00
Matthias	a7bd8b0aa5	Fix exception in plotting when no trades where generated ... as seen in #4981	2021-05-22 17:03:16 +02:00
Matthias	fd3afdc230	plot-profit should use absolute values	2021-04-25 10:10:09 +02:00
Matthias	53a57f2c81	Change some types ... Fix types of new model object	2021-02-27 09:33:00 +01:00
Matthias	aed23d55c2	Add starting balance to profit cumsum calculation	2021-02-27 09:33:00 +01:00
Matthias	0d2f877e77	Use absolute drawdown calc	2021-02-27 09:32:59 +01:00
Florian Reitmeir	5c263c7ffd	add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed	2021-02-14 19:41:12 +01:00
Matthias	5724371a4f	Fix types for numpy 1.20.0 upgrade	2021-01-31 11:21:23 +01:00
Matthias	ea0ffbae73	use profit_ratio in calculate_cum_profit	2021-01-29 19:06:57 +01:00
Matthias	789a980a30	Fix tests for new export format	2021-01-24 19:42:32 +01:00
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	0d4cf32086	Slightly adapt to pandas incompatibility	2020-12-28 09:50:48 +01:00
Matthias	8cdc795a44	Rename persistence.init to init_db	2020-10-16 08:15:18 +02:00
Matthias	6977ffdbf9	Merge branch 'develop' into isort_config	2020-09-28 20:21:55 +02:00
Matthias	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +02:00
Matthias	6e70ae6e95	Improve code quality	2020-09-27 19:40:55 +02:00
Matthias	3cb1a9a5a9	Support loading results from a specific hyperopt history file	2020-09-27 17:03:30 +02:00
Matthias	c42a924df8	Load latest file	2020-09-27 16:50:42 +02:00
Matthias	309ea1246a	Update config to use single quotes	2020-08-26 20:52:09 +02:00
Matthias	4eb17b4daf	Remove unneeded function	2020-08-18 15:20:37 +02:00
Matthias	d56f9655e2	Update notebook with new statistics example	2020-07-03 07:20:43 +02:00
Matthias	d999fa2a7e	Test autogetting result filename	2020-07-03 06:58:27 +02:00
Matthias	7c5587aeaa	exportfilename can be a file or directory	2020-07-03 06:58:27 +02:00
Matthias	2ed808da1f	Extract .last_result.json to constant	2020-07-03 06:58:27 +02:00
Matthias	afefe92523	Add multi-strategy loading logic	2020-07-03 06:58:27 +02:00
Matthias	c13ec4a1d4	implement fallback loading for load_backtest_data	2020-07-03 06:58:27 +02:00
Matthias	04eaf2c39c	Add test for get_last_backtest_Result	2020-07-03 06:58:27 +02:00
Matthias	7727292861	Rename duration to trade_duration	2020-07-03 06:58:27 +02:00
Matthias	af9a9592b7	Remove unnecessary statement	2020-07-03 06:58:27 +02:00
Matthias	dacb40a976	Add get_latest_backtest_filename	2020-07-03 06:58:27 +02:00
Matthias	b068e7c564	Rename open_time and close_time to *date	2020-07-03 06:58:27 +02:00
Matthias	415853583b	Save backtest-stats	2020-07-03 06:58:27 +02:00
Matthias	5fce7f3b22	Add market Change ... closes #2524 and #3518	2020-07-03 06:58:27 +02:00
Matthias	a3506f4d8e	Merge branch 'develop' into timeframe	2020-06-15 06:35:55 +02:00
Matthias	3f9ab0846d	Rename profitperc to profit_percent	2020-06-07 15:39:59 +02:00
Matthias	f9bb1a7f22	Update more occurances of ticker_interval	2020-06-02 10:02:55 +02:00
Matthias	1a984ac677	Explicitly raise ValueError if trades are empty	2020-05-21 07:12:53 +02:00
hroff-1902	f2b1802666	Merge pull request #3137 from freqtrade/fix_maxdrawdown ... [minor] Fix maxdrawdown	2020-04-14 16:03:25 +03:00
Matthias	ddf37ef059	Add test to demonstrate that the dataframe is not changed	2020-04-14 08:02:42 +02:00
Matthias	4ee0cbb575	Reset index to correctly gather index	2020-04-12 10:40:02 +02:00
orehunt	20abb379aa	trim trades to the available ohlcv data before plotting profits	2020-04-06 15:54:17 +02:00
Matthias	41d5c40f10	Correctly test drawdown plot	2020-04-05 14:44:44 +02:00
Matthias	e204170eb6	Fix max_drawdown bug finding low before high!	2020-04-05 14:29:40 +02:00
Matthias	3e1bef888a	Fix flake8 error	2020-03-18 19:40:13 +01:00
Fredrik81	0920d6fce4	Update freqtrade/data/btanalysis.py ... Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-03-18 11:01:09 +01:00
Fredrik81	8c33e07dc6	Update based on comments	2020-03-15 21:20:32 +01:00
hroff-1902	57ff3ff450	Merge branch 'develop' into plot-trades	2020-03-15 13:31:00 +03:00
Matthias	0f1640bed4	convert exportfilename to Path when config parsing	2020-03-15 09:39:45 +01:00
Fredrik81	27faf12fde	Fix if no file exists	2020-03-14 22:15:03 +01:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Matthias	9d8970a76b	Add test and formatting to drawdown	2020-03-03 20:23:44 +01:00
Matthias	33a63562cb	make drawdown function less restrictive	2020-03-03 07:23:38 +01:00
Matthias	e050511ddc	Add test for max_drawdown calculation	2020-03-03 07:20:41 +01:00
Matthias	3479f7d986	Add max_drawdown function	2020-03-03 07:15:03 +01:00
hroff-1902	f3d500085c	Add some type hints	2020-02-02 07:00:40 +03:00
Matthias	2c8e8d8ef6	Align columns for btanalysis loading	2020-01-02 09:51:47 +01:00
Matthias	a2964afd42	Rename profit_percent to profit_ratio to be consistent	2019-12-17 08:53:30 +01:00
Matthias	1c57a4ac35	more replacements of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	da57396d07	Fix UTC handling of timestamp() conversation in fetch_my_trades	2019-11-08 06:55:07 +01:00
hroff-1902	f435384bf0	Merge pull request #2451 from freqtrade/bt_analysis_maxopen ... Bt analysis maxopen at any time	2019-11-01 00:13:31 +03:00
Matthias	dd408aa5d6	Add analyze_trade_parallelism analysis function	2019-10-30 14:07:23 +01:00
Matthias	dac88c6aed	extract Find parallel trades per interval	2019-10-30 13:35:55 +01:00
Matthias	26a5800a7f	Extract get_trades function	2019-10-30 11:12:49 +01:00
Matthias	e82460bde6	Fix create_cum_profit to work with trades that don't open on candle ... opens	2019-10-28 14:24:12 +01:00
Matthias	f41c659cb2	Plotting trades from database should show correct duration	2019-10-19 13:18:52 +02:00
Matthias	2ae398913d	Fix bug in bt-analysis when multiple trades sell at the same time	2019-08-24 15:11:31 +02:00
Matthias	545e5c5bc6	simplify load_trades call	2019-08-24 15:11:31 +02:00
Matthias	4d1ce8178c	intend if to be clearer	2019-08-04 10:38:37 +02:00
Matthias	c4e30862ee	load_trades_db should give as many columns as possible	2019-08-03 19:55:54 +02:00
Matthias	76d22bc743	Show correct valueerror message	2019-08-02 09:41:24 +02:00
Matthias	a0cecc6c52	Fix test after pandas 0.25.0 update	2019-07-24 06:29:50 +02:00
Matthias	b3644f7fa0	Fix typo in docstring	2019-07-03 06:26:39 +02:00
Matthias	5a11ffcad8	Add test for add_profit	2019-06-30 10:24:10 +02:00
Matthias	6b387d320e	extract combine_tickers to btanalysis	2019-06-30 10:04:43 +02:00
Matthias	8aa327cb8a	Add load_trades abstraction (to load trades from either DB or file)	2019-06-29 20:52:23 +02:00
Matthias	edd3fc8825	Add test for create_cum_profit	2019-06-29 17:22:47 +02:00
Matthias	044be3b93e	Add create_cum_profit column	2019-06-29 16:57:04 +02:00
Matthias	eba7327058	Merge branch 'develop' into split_btanalysis_load_trades	2019-06-24 07:15:14 +02:00
hroff-1902	116d8e853e	typos in docstrings fixed	2019-06-23 23:10:37 +03:00
Matthias	559d5ebd1d	Remove combined load-method since it's confusing	2019-06-22 16:20:41 +02:00
Matthias	de38aea164	Fix sequence of loading trades	2019-06-22 15:45:20 +02:00
Matthias	fc3e3c468c	File existence is checked in load_backtest_data	2019-06-16 19:35:21 +02:00
Matthias	1cd8415723	Move extract_trades_of_period to btanlaysis	2019-06-16 19:33:48 +02:00
Matthias	c7643e142b	Move load_trades to bt_anlaysis	2019-06-16 19:33:48 +02:00
Matthias	9f7f089d8a	adjust plot_dataframe to use btanalysis	2019-03-16 17:28:28 +01:00
Matthias	e1f48c2b46	Add btanalysis file	2019-03-16 17:28:28 +01:00