Commit Graph

2170 Commits

Author SHA1 Message Date
Matthias
2d31314eb4 feat: bt-result to tabulate 2024-07-09 06:54:04 +02:00
Matthias
06a0264f2b feat: period breakdown -> rich table 2024-07-09 06:51:11 +02:00
Matthias
315351b573 feat: Tag table -> rich 2024-07-09 06:49:33 +02:00
Matthias
a605ae20a7 feat: initial backtest table to rich 2024-07-09 06:43:12 +02:00
Matthias
5765bb4a4f feat: Update initial bt table 2024-07-09 06:38:10 +02:00
Matthias
64d22bbd89 chore: Fix fstring incompatibility with older python versions 2024-07-08 18:20:39 +02:00
Matthias
49a60fa67f Properly support "--no-color" for hyperopt 2024-07-08 06:44:21 +02:00
Matthias
94565d0d39 "best" should be shown in gold 2024-07-07 20:03:49 +02:00
Matthias
004e1101e7 Improve resiliance, drop compatibility test 2024-07-07 17:12:30 +02:00
Matthias
879797e7c5 chore: remove no longer used result formatting methods 2024-07-07 17:12:30 +02:00
Matthias
f51b63fc37 Fix wrong type for live running 2024-07-07 16:33:47 +02:00
Matthias
4d6f399131 Implement colors for hyperopt-output 2024-07-07 16:28:02 +02:00
Matthias
f05c019757 feat: Update output for hyperopt to Rich 2024-07-07 16:15:09 +02:00
Matthias
69628736b2 feat: add hyperopt output functionality 2024-07-07 15:29:58 +02:00
Matthias
dba7f9968b chore: fix minor type gotcha 2024-07-07 12:58:44 +02:00
Matthias
8e2f28955e feat: rich table for recursive analysis 2024-07-07 10:05:17 +02:00
Matthias
5e88bd231d feat: lookahead-heplpers -> rich table 2024-07-07 10:00:36 +02:00
Matthias
e705471946 chore: don't return what ain't being needed 2024-07-07 09:49:15 +02:00
Matthias
deeabbca12 chore: Don't override builtins 2024-07-05 08:51:20 +02:00
Matthias
dd42a79234 Remove most explicit "supports backtesting" checks 2024-06-21 14:57:57 +02:00
Matthias
03d2d5dc5d Update bt_output types 2024-06-13 06:43:31 +02:00
Matthias
dd469944c9 Extract per-tag subresults from main backtest_result method 2024-06-13 06:43:31 +02:00
Matthias
156eeb90b9 Output mixed tags table 2024-06-13 06:43:31 +02:00
Matthias
68b8b29089 Calculated mixed tags results 2024-06-13 06:43:31 +02:00
Matthias
1b2cfc9857 Simplify generate_tag_metrics logic 2024-06-11 19:53:22 +02:00
Matthias
2ec4449558 Use better column header for backtest output 2024-06-11 19:08:24 +02:00
Matthias
09b1b1ab94 Use "trades" wording in backtest tables 2024-06-11 07:03:47 +02:00
Matthias
90efd04617 Improve typing in backtesting 2024-06-11 06:47:23 +02:00
Matthias
2f83ff73e2 Further bandid noqa's 2024-06-08 09:27:40 +02:00
Matthias
50e4d273f4 noqa empty passes on version detection 2024-06-08 09:23:02 +02:00
Matthias
dc92787f1d Fix gone-wrong hyperopt fix
closes #10192
2024-05-25 11:52:41 +02:00
Matthias
1717733b0f
Merge pull request #10221 from freqtrade/hyp/profit-drawdown
improve MaxDrawDownHyperOptLoss
2024-05-20 09:01:21 +02:00
Matthias
c1d26d0330 Don't calculate the "legacy" version of drawdown anymore. 2024-05-19 17:57:21 +02:00
Matthias
3bf02c8a64 Simplify hyperopt drawdown logic
Reduces tons of fallback logic
2024-05-19 17:57:05 +02:00
Matthias
480477d17a Improve profitdrawdownhyperopt balancing 2024-05-19 10:12:50 +02:00
Matthias
2a1ff7f9b3 Try improve profit-drawdown hyperopt 2024-05-19 09:45:32 +02:00
Matthias
a6b07ec96f Remove compatibility layer for calculate_max_drawdown 2024-05-15 06:54:17 +02:00
Matthias
94786454b7 Use calc_drawdown method throughout the bot 2024-05-14 19:37:41 +02:00
Matthias
0aa3ec2845 Have hyperopt-loss function use calc_max_drawdown 2024-05-14 19:28:48 +02:00
Matthias
9291698561 A few more formatting updates 2024-05-13 19:49:15 +02:00
Matthias
b97ff77d65 Update a few missed ruff format updates 2024-05-13 07:10:25 +02:00
Matthias
a9732c6195 Fix odd formatting by ruff format 2024-05-13 07:10:25 +02:00
Matthias
801ab4acc9 ruff format: optimize 2024-05-13 07:10:25 +02:00
Matthias
2c60985e2d ruff format: optimize analysis 2024-05-13 07:10:25 +02:00
Matthias
da7addcd98 ruff format: hyperopt 2024-05-13 07:10:25 +02:00
Matthias
f1ef537dfa ruff format: hyperopt-loss 2024-05-13 07:10:25 +02:00
Matthias
a8eabd0b2e Update remaining files with new import sorting 2024-05-13 07:10:24 +02:00
Stefano Ariestasia
4c2586b3aa remove duplicate stat from BT table 2024-05-11 10:24:55 +09:00
Matthias
866f059d6a Use FtPrecise to avoid rounding errors 2024-05-04 11:25:07 +02:00
Matthias
ab93fd3be4 Enhance trade to verify #10166 2024-05-04 11:21:25 +02:00
Matthias
ee7be1cd5a move "add_bt_trade" call for entries into enter_trade function 2024-05-04 09:14:56 +02:00
Matthias
c81c07c24a Add docstring for process_exit_order 2024-05-04 09:07:56 +02:00
Matthias
67636abb30 Fix #10166 with fewer side-effects 2024-05-04 09:01:05 +02:00
Matthias
e5b79eee5a Extract _process_exit_order to separate function 2024-05-04 09:00:46 +02:00
Matthias
62a3ed6f8d partial exit order should not close immediately
closes #10166
2024-05-04 08:41:24 +02:00
Matthias
997db6c706 Type-ignore
we can't type variables of the list-comprehension ...
2024-04-27 19:59:53 +02:00
Matthias
3f2f2a1dbd Use worst case of maker / taker fee for backtest 2024-04-27 18:26:23 +02:00
Matthias
8004829696 Further reduce problematic default args 2024-04-20 09:15:11 +02:00
Christian Clauss
99b4767bf4 Fix typos discovered by codespell 2024-04-18 22:51:25 +02:00
Matthias
54d9dbaea8 Formatting 2024-04-16 20:54:12 +02:00
Matthias
d7920c4b64 Simplify backtest storage 2024-04-16 20:53:06 +02:00
Matthias
c8a5904959 Store and load backtest-market-change data 2024-04-16 19:27:41 +02:00
Matthias
18a4d6972d generate_filename should be private 2024-04-16 18:02:00 +02:00
Matthias
a0a22f62e0 Update typehint for backtesting 2024-04-16 18:00:24 +02:00
Matthias
e7b907a175 Enhance / simplify bt-storage logic
Removes repeated filename generation pattern
2024-04-16 06:57:58 +02:00
Matthias
094bbb3a50 Remove pointless docstring comment 2024-04-11 21:02:54 +02:00
Matthias
df2432bc18 Re-align adjust_trade_position bt with live. 2024-04-11 20:57:03 +02:00
Matthias
7b5e444333 Improve code stability 2024-03-30 13:36:19 +01:00
Matthias
0906f050e5 Fix remaining tests 2024-03-30 13:28:13 +01:00
Matthias
be26e31235 Remove obsolete code, improve resilience 2024-03-30 13:20:43 +01:00
Matthias
36f1111d92 Remove custom handling for exit reason stats.
It's not different from regular tag outputs, really
2024-03-30 13:11:59 +01:00
Matthias
9726c4ae21 don't use cum profit 2024-03-30 11:28:23 +01:00
Matthias
7895eeb3b6 Fix tests after modified output 2024-03-30 11:20:41 +01:00
Matthias
0a186eb8b7 Remove Cum Profit %
it's a missleading metric in any case where stake-amount is not 100% identical.
2024-03-30 11:18:56 +01:00
Matthias
82565a9667
Merge pull request #9955 from Axel-CH/feature/trade-lifecycle-callbacks
Feature: trade lifecycle callbacks
2024-03-28 19:35:53 +01:00
Matthias
666f2fc10a Fix bug where amount becomes 0
closes #10003
2024-03-25 20:59:39 +01:00
Axel-CH
996fcb6f56 fix current_time parameter of order_filled usage in backtest 2024-03-18 22:07:43 -04:00
Axel-CH
08c1866cdc fix mypy artype error 2024-03-18 20:57:47 -04:00
Axel-CH
d1e1b8410b add order parameter to order_filled callback 2024-03-18 20:47:27 -04:00
Axel-CH
18a3489a6f add order_filled callback to bot and backtest 2024-03-18 15:46:47 -04:00
hippocritical
01c0fd0420 If enable_protections are enabled, disable all
- some work on all pairs, and we don't check protections either so ... just disable them completely
- added info in the docs

Changed pairs-check to if no definition is in the config (but it s maybe in the strategy) it will just force-set it to the proper amount of len(config['pairs']
2024-03-17 09:53:45 +01:00
Matthias
225ef6b8ca Update to latest ruff format 2024-03-11 17:50:47 +01:00
Matthias
6f0f4f06ef
Merge pull request #6908 from eSeR1805/feature_keyval_storage
Persistent storage of user-custom information
2024-03-08 07:00:17 +01:00
Matthias
1176c16b93 REmove unnecessary assignment 2024-03-03 12:41:51 +01:00
Matthias
c0e9726f49 don't use "1M" - but be explicit in the intend 2024-02-27 06:20:08 +01:00
Matthias
0021e2c205 fillna needs explicit type. 2024-02-27 06:19:54 +01:00
Matthias
e2d3774b07 Clearer wallets variable/parameter wording 2024-02-25 09:07:53 +01:00
Matthias
4700782f60 Merge branch 'develop' into feature_keyval_storage 2024-02-07 07:13:41 +01:00
Matthias
c5948693a3 enable sub-minute backtest detail timeframes
closes #9635
2024-02-03 13:14:46 +01:00
Matthias
0d14b7a800 perf: only create detail timedelta object once for detail backtests 2024-02-02 07:03:44 +01:00
Matthias
79b8496f38 Fix backtesting not setting entry_tag out of position adjustments 2024-01-30 07:24:36 +01:00
Matthias
830a004dfd Move response handling to interface wrappermethod 2024-01-30 07:24:36 +01:00
Matthias
95e51bf816 allow adjust_trade_position to return tuples in backtesting 2024-01-30 07:24:36 +01:00
Matthias
e8288a34c9 add ft_order_tag to backtesting 2024-01-30 07:24:36 +01:00
Matthias
39ffee381b Improve type hint 2024-01-30 07:24:36 +01:00
Matthias
85dd371ee3 use prepared timedelta object for backtesting 2024-01-24 17:57:18 +01:00
Matthias
a1b93dc915 Improve call sequence 2024-01-23 06:42:12 +01:00
Matthias
ea1b3c38f8 remove last utcnow usage 2024-01-14 20:00:30 +01:00
Matthias
7fcbe9788d Extract database cleanup functions to persistence package 2024-01-10 19:53:06 +01:00
Matthias
74bb1a29b6 Fix indentation 2024-01-06 17:55:03 +01:00