Commit Graph

653 Commits

Author SHA1 Message Date
Matthias
2e642593e5 Update formatting of hyperopt_conf fixture 2022-07-16 11:47:32 +02:00
Matthias
07aa372e2a Ensure bot_loop_start is called in hyperopt, too
closes #7001
2022-07-03 14:10:59 +02:00
Matthias
53bfa7931d Add rudimentary test for prior bug
Test fails without the fix in 8c46d19071
2022-06-18 16:32:22 +02:00
Matthias
3c62df6b86 Ensure the same timestamp is used for backtest and signal export 2022-06-15 06:53:52 +02:00
Matthias
0b806af487 Add orders column to btresult 2022-06-06 10:59:10 +02:00
Matthias
5bf021be2e Enhance hyperoptable strategy to test instance parameters 2022-05-30 07:08:37 +02:00
Matthias
42ae8ba6fb Refactor hyperopt parameters to separate file 2022-05-23 20:18:09 +02:00
Matthias
d5486f17d8 Update Test to use StrategyV3 2022-05-18 10:57:19 +02:00
eSeR1805
bb7ffd8fbe
Update testcases relying on BT results. 2022-05-17 14:08:35 +03:00
eSeR1805
99aea454b5
Update testcases to match reporting. 2022-05-17 01:42:48 +03:00
eSeR1805
ec54b47b6e
Flake fix. 2022-05-14 16:39:27 +03:00
மனோஜ்குமார் பழனிச்சாமி
9d13c87292 cleaned up backtesting
Solves the [bug](https://github.com/freqtrade/freqtrade/runs/6425715015?check_suite_focus=true)
2022-05-13 21:46:25 +05:30
eSeR1805
eca8d16c61
Minor fix and enhancement for TC51. 2022-05-07 17:31:56 +03:00
Matthias
70bac41d89 Add more backtest test scenarios 2022-05-06 19:50:10 +02:00
Matthias
2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805
496bf84e3a
Merge branch 'develop' into feat_readjust_entry 2022-05-04 21:43:41 +03:00
Matthias
b2f33944ec Add preliminary backtesting test 2022-05-04 07:13:02 +02:00
Matthias
4262f84744 Merge branch 'develop' into pr/nicolaspapp/6715 2022-04-30 14:22:18 +02:00
Matthias
2acb68e6e2 Move hyperopt-loss functions to their own package 2022-04-30 13:59:23 +02:00
Sam Germain
4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Sam Germain
23431a7106 removed invalid plotting and test_default_strategy tests for bot_start, edited edge test 2022-04-29 22:21:22 -06:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
Matthias
d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Sam Germain
810e190e16 added tests for bot_start 2022-04-25 17:48:57 -06:00
Matthias
ec2582a4ae Update tests to no longer use Strategy V1 2022-04-25 07:02:09 +02:00
Matthias
25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias
89f16ad3a5
Merge pull request #6543 from froggleston/v3_fixes
Add support for storing buy candle indicator rows in backtesting results
2022-04-23 09:45:11 +02:00
Matthias
7328553c0b
Merge pull request #6563 from italodamato/opt-ask-force-new-points
Optimize only new points
2022-04-23 09:43:33 +02:00
Matthias
dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston
b3cb722646 Use joblib instead of pickle, add signal candle read/write test, move docs to new Advanced Backtesting doc 2022-04-20 13:38:52 +01:00
froggleston
3ad1411f5e Fix imports 2022-04-19 13:08:01 +01:00
froggleston
84f486295d Add tests for new storing of backtest signal candles 2022-04-19 12:48:21 +01:00
Nicolas Papp
c8e4687833 Plots and hyperopt 2022-04-11 16:41:48 -03:00
Matthias
4254d86658 Move test-backtestfiles to separate directory 2022-04-11 20:32:02 +02:00
Matthias
baefda80d1 Enable flake8 E226 rule 2022-04-11 18:02:06 +02:00
Matthias
68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias
54633e90a7 Merge branch 'develop' into pr/italodamato/6563 2022-04-10 09:16:31 +02:00
Matthias
b1378efdeb ignore_roi_if_buy_signal -> ignore_roi_if_entry_signal 2022-04-05 20:21:39 +02:00
Matthias
4897731030 use_sell_signal -> use_exit_signal 2022-04-05 20:10:20 +02:00
Matthias
5ce5c70be6 sell_profit_offset -> exit_profit_offset 2022-04-05 20:03:27 +02:00
Matthias
bba9629a2a Rename sell_profit_only to exit_profit_only 2022-04-05 20:00:35 +02:00
Matthias
6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias
54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias
dc462e63fe update BTContainer use_sell_signal 2022-04-03 19:27:30 +02:00
Matthias
d94b73b396 Update some documentation 2022-04-03 10:44:27 +02:00
Matthias
543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias
f742d21690 Add test showing #6629 2022-04-02 16:16:26 +02:00
Matthias
a13d4e5519 Renumber backtest-detail tests 2022-04-01 07:00:51 +02:00
Italo
a3b401a762 highlight random points in hyperopt results table 2022-03-30 00:29:14 +01:00
Matthias
743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias
dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias
b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias
08777abd85 Update backtesting output terminology to "exit" 2022-03-22 06:43:37 +01:00
Matthias
eb08b92180 Raise exception when ticker_interval is set. 2022-03-20 09:01:36 +01:00
Matthias
9b2ec5e653 Fix missleading variable naming 2022-03-17 06:58:08 +01:00
Matthias
20f02eb773 Add test for stoploss case 2022-03-16 21:28:24 +01:00
Matthias
2fab3de4d7 More backtest-detail tests 2022-03-16 20:12:09 +01:00
Matthias
295668d06c Add a few testcases 2022-03-16 20:12:09 +01:00
Matthias
c934f939e3 Update a few more short tests 2022-03-16 20:12:09 +01:00
Matthias
c0781a98e8 Add ROI test 2022-03-16 20:12:09 +01:00
Matthias
298797cbfd Add stoploss short test 2022-03-16 20:12:09 +01:00
Matthias
c47b5b9087 Update bt_detail column descriptions 2022-03-16 20:12:00 +01:00
adriance
7dd57e8c04 format 2022-03-14 18:39:11 +08:00
adriance
1d4eeacc6d fix test_backtest__enter_trade_futures row data error 2022-03-14 17:55:42 +08:00
Matthias
efc313b28b
Merge pull request #6512 from freqtrade/short_order_types
Short order types renamal
2022-03-12 09:32:16 +01:00
Matthias
93a91bdeee Update order_Types documentation 2022-03-09 07:44:21 +01:00
Matthias
51828a0b0b Update buy-signals to entry wording 2022-03-09 07:03:37 +01:00
Matthias
3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias
d2a163e2cf rename column to liquidation_price 2022-03-07 17:16:33 +01:00
Sam Germain
c9988e0aa2 test_backtest__enter_trade_futures comment calculations include liquidation buffer 2022-03-02 12:46:31 -06:00
Sam Germain
c0e11beced linting 2022-03-02 01:30:52 -06:00
Sam Germain
c0fb6f7e85 test_backtest__enter_trade_futures - fixed formula in comments 2022-03-02 01:26:47 -06:00
Matthias
1c4a7c25d7 Fix failing test 2022-03-02 07:14:36 +01:00
Matthias
478d440e80 Test backtesting with USDT pairs 2022-03-02 07:00:07 +01:00
Matthias
1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias
c39e7368ee Split backtesting test to properly initialize it 2022-02-28 19:58:44 +01:00
Matthias
8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Sam Germain
1121965c6e liq backtesting tests 2022-02-27 14:28:28 -06:00
Sam Germain
499e21517b test_persistence tests for stoploss with leverage adjustements 2022-02-26 13:55:37 -06:00
Matthias
fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias
42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias
8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Sam Germain
88a8ff2f4e Merge branch 'feat/short' into leverage-tiers 2022-02-16 08:05:51 -06:00
Matthias
e7bfb4fd5c Add test case for "sell below close" case 2022-02-16 13:42:39 +01:00
Matthias
30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Matthias
acd7f26a9d update tc36 to properly cover #6261 2022-02-14 20:00:31 +01:00
Sam Germain
a99cf2eeed redid get_max_leverage 2022-02-12 23:02:07 -06:00
Sam Germain
fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias
9f47853661
Merge pull request #6235 from freqtrade/backtest_order_timeout
Backtest order timeout
2022-02-09 07:12:35 +01:00
Matthias
dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias
85767d0d70 Add timedout_*_orders to tests 2022-02-07 19:33:22 +01:00
Sam Germain
33b04b1992 deleted outdated todos 2022-02-07 02:47:18 -06:00
zx
0b01fcf047 Add ProfitDrawdownHyperoptLoss method 2022-02-06 15:40:54 +01:00
Matthias
22173851d6 Detail tests for custom exit pricing 2022-02-05 16:28:47 +01:00
Matthias
2a59ef7311 Add detail tests for timeout behaviour 2022-02-05 16:28:47 +01:00
Matthias
58fad72778 Update wallets when necessary
closes #6321
2022-02-05 16:28:47 +01:00
Matthias
f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Sam Germain
3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain
7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain
6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain
30519aa3be Changed name Collateral -> MarginMode, collateral -> margin_mode, and _supported_trading_mode_margin_pairs -> _supported_trading_margin_pairs 2022-02-01 13:05:40 -06:00
Matthias
463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias
4b9d55dbe2 Add test for backtest dataprovider
(should cache the correct candle)
2022-01-27 18:59:23 +01:00
Matthias
88ccfedd32 Improve wording of "no history found" error 2022-01-26 06:53:00 +01:00
Matthias
6492e1cd76 Investigate random test failure 2022-01-23 17:42:18 +01:00
Matthias
bf0b95b3d8 Improve backtest tests 2022-01-22 19:46:11 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Matthias
314a544881 Add Failing test for get_strategy_run_id
Fails because max_open_trades is "inf"
emulates behaviour of `max_open_trades=-1` when loading the
configuration)
2022-01-22 08:09:08 +01:00
Matthias
bb1d8fb54f Improve message when no hyperopt fie is found
closes #6266
2022-01-21 15:24:26 +01:00
Rokas Kupstys
5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month].
Fix an issue where config modification during runtime would prevent use of cached results.
2022-01-19 11:44:35 +02:00
Matthias
5bb48eaed0 Replace Nan with 0 or None in backtesting
part of #6224
2022-01-16 14:49:29 +01:00
Matthias
9becce9897 Update failing test 2022-01-15 17:30:40 +02:00
Rokas Kupstys
526ed7fa9a Add test_backtest_start_multi_strat_caching test flexing backtest result caching. 2022-01-15 17:30:40 +02:00
Rokas Kupstys
16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Reigo Reinmets
8e424f7c73
Merge branch 'freqtrade:develop' into dca 2022-01-08 14:57:15 +02:00
Matthias
dad080f56f Merge branch 'develop' into feat/short 2022-01-08 10:45:15 +01:00
Matthias
827b8d3e4c Don't use test_datadir as userdata dir
use tmpdir
2022-01-07 20:00:20 +01:00
Matthias
46809f08fe Merge branch 'develop' into feat/short 2022-01-07 10:13:16 +01:00
Matthias
e540959c27 Remove btdata from generate_strategy_stats 2022-01-07 09:27:07 +01:00
Matthias
1203d08d1e generate_pair_metrics does not need processed dict 2022-01-07 09:27:07 +01:00
Matthias
4e2b9203d7 Remove no longer used BT_DATA_COLUMNS_MID 2022-01-05 20:40:59 +01:00
Matthias
2ca90577a6 Update strategy-comparison test 2022-01-05 20:29:40 +01:00
Matthias
2ecaf9f8b4 Update backtest-result test-files to latest format 2022-01-05 20:26:24 +01:00
Sam Germain
501f473164 Merge branch 'develop' into feat/short 2022-01-04 22:47:33 -06:00
Matthias
09fae25c94 Fix some tests after drawdown calculation change 2022-01-04 17:07:31 +01:00
Matthias
937f5e3d0f No longer use legacy mode for tests 2022-01-04 17:06:40 +01:00
Matthias
7ea5b0e359 Simplify hyperopt test setup 2022-01-04 17:06:40 +01:00
Matthias
fac6956eeb Fix test failure after merge 2022-01-02 22:25:40 +01:00
Matthias
711a6a6dbc Merge branch 'develop' into pr/xataxxx/6079 2022-01-02 22:21:41 +01:00
Sam Germain
33ab3c1bea Removed some todo-lev comments 2022-01-01 14:10:24 -06:00
Matthias
ddfbe55e7c Merge branch 'develop' into feat/short 2022-01-01 19:16:49 +01:00
Rokas Kupstys
a715083fc0 Reduce memory usage by not holding on to no longer needed data. 2021-12-31 12:10:01 +02:00
Matthias
b1b2eebd11 Change sequence of ROI/sell signal to favor sell-signal 2021-12-30 20:00:58 +01:00
Reigo Reinmets
aa54592ec7
Merge branch 'freqtrade:develop' into dca 2021-12-25 21:06:26 +02:00
Matthias
6fdad8c6bd Prevent exception, ensure deletion occurs 2021-12-25 14:03:44 +01:00
Matthias
356b2d3d91 Reestablish backward compatibility 2021-12-25 13:47:28 +01:00
Matthias
b1feb69ca9 Use Pathlib to delete testfile 2021-12-25 10:30:59 +01:00
Reigo Reinmets
ea79eb55e9 Remove this test change from DCA branch. 2021-12-25 10:43:25 +02:00
Reigo Reinmets
d11a8928d4 Fix test not running when user_data contains historical data. 2021-12-25 10:39:27 +02:00
Reigo Reinmets
de79d25caf Refactoring to use strategy based configuration 2021-12-24 12:38:43 +02:00
Reigo Reinmets
0c4664e8f4 Lock file is not always left behind so handle it. 2021-12-23 17:39:43 +02:00
Reigo Reinmets
bc60139ae3 I really should make this flake8 / isort check automatic before commit. 2021-12-23 16:40:47 +02:00
Reigo Reinmets
8393c99b62 Whoops, missing a line. 2021-12-23 16:25:27 +02:00
Reigo Reinmets
8bf1001b33 Fix test failing when user_data already contains data... 2021-12-23 12:41:37 +02:00
Reigo Reinmets
db2f0660fa Some more compatibility fixes. 2021-12-18 11:15:59 +02:00
Reigo Reinmets
30673f84f9 Flake8 compatibility 2021-12-18 11:00:25 +02:00
Reigo Reinmets
1017b68af9 Fix some unit-tests. Use common trade entry code. 2021-12-13 02:27:09 +02:00
Reigo Reinmets
f97662e816 Add position_adjustment_enable config keyword to enable it. 2021-12-11 00:28:12 +02:00
Matthias
22cda87211 Update some tests after merge 2021-12-02 19:05:06 +01:00