78 Commits

Author	SHA1	Message	Date
Matthias	53a2f55cf0	Merge branch 'develop' into pr/nicolaspapp/6715	2022-05-01 10:03:10 +02:00
Matthias	c6c569b772	chore: split BTAnalyais to metrics	2022-04-30 14:47:27 +02:00
Matthias	4262f84744	Merge branch 'develop' into pr/nicolaspapp/6715	2022-04-30 14:22:18 +02:00
Matthias	4143ebbeae	Add CAGR calculation to backtesting	2022-04-25 10:51:11 +02:00
Matthias	5ff2261b74	Improve test to explicitly test for dates	2022-04-25 07:32:32 +02:00
Matthias	9bc6bbe472	Improve test for max_drawdown calculations	2022-04-25 07:23:16 +02:00
Matthias	4254d86658	Move test-backtestfiles to separate directory	2022-04-11 20:32:02 +02:00
Matthias	f090dcc597	Merge branch 'develop' into feat/short	2022-01-22 17:56:01 +01:00
Matthias	bb1d8fb54f	Improve message when no hyperopt fie is found ... closes #6266	2022-01-21 15:24:26 +01:00
Matthias	3cdb672ac3	Improve test coverage	2022-01-16 19:11:20 +01:00
Matthias	522496d9e2	Add Compatibility code for BT_DATA_COLUMNS	2022-01-07 17:17:35 +01:00
Matthias	46809f08fe	Merge branch 'develop' into feat/short	2022-01-07 10:13:16 +01:00
Matthias	b3a4ecaf77	Remove old backtest format support	2022-01-06 19:49:25 +01:00
Matthias	28011a3907	Update bt_results filename to new.json	2022-01-06 19:28:04 +01:00
Matthias	4e2b9203d7	Remove no longer used BT_DATA_COLUMNS_MID	2022-01-05 20:40:59 +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	8373a4e713	Small Adjustments to improve compatibility	2022-01-04 19:17:08 +01:00
Matthias	4d9b4ddc28	Update hyperopt-tools to use account drawdown	2022-01-04 17:43:39 +01:00
Matthias	09fae25c94	Fix some tests after drawdown calculation change	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
Sam Germain	1a132758d0	merged with feat/short	2021-09-27 23:26:20 -06:00
Matthias	c791b95405	Use new TestStrategy (V3) by default in tests	2021-09-21 20:24:08 +02:00
Sam Germain	043bfcd5ad	Fixed a lot of failing tests"	2021-09-19 20:24:22 -06:00
Matthias	6d96b11279	Rename DefaultStrategy	2021-08-26 07:25:53 +02:00
Matthias	fd3afdc230	plot-profit should use absolute values	2021-04-25 10:10:09 +02:00
Matthias	fc256749af	Add test for backtesting _enter_trade	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
Matthias	1a166f639d	Add test for calcuate_csum	2021-02-14 19:44:13 +01:00
Matthias	ea0ffbae73	use profit_ratio in calculate_cum_profit	2021-01-29 19:06:57 +01:00
Matthias	13ad6dd461	Fix documentation	2021-01-25 19:56:40 +01:00
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	84ced92002	Fix mock-tests missing some fields	2021-01-03 06:49:07 +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	9df366d943	Apply isort to tests	2020-09-28 19:43:15 +02:00
Matthias	15bb0af1b3	Add some test-coverage	2020-09-28 00:36:13 +02:00
Matthias	3cb1a9a5a9	Support loading results from a specific hyperopt history file	2020-09-27 17:03:30 +02:00
Matthias	3c521f55b2	Add 6th mock trade	2020-09-10 07:40:19 +02:00
Matthias	98840eef3c	Add 5th mock trade	2020-09-09 07:01:43 +02:00
Matthias	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +02:00
Matthias	8300eb59d4	Extend create_mock_trades to create 4 trades ... 2 closed, and 2 open trades	2020-07-23 07:50:28 +02:00
Matthias	d999fa2a7e	Test autogetting result filename	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	5b1a7ba00f	Test multistrat loading	2020-07-03 06:58:27 +02:00
Matthias	f952f74bf1	Add test for new format	2020-07-03 06:58:27 +02:00
Matthias	573502d972	Update test for load_trades_from_db	2020-07-03 06:58:27 +02:00