Commit Graph

927 Commits

Author SHA1 Message Date
hroff-1902
c26835048c Hyperopt cleanup, do not use 'trials' 2020-04-28 22:56:19 +03:00
hroff-1902
a01ed170f5 Improve hyperopt-list logging 2020-04-28 17:33:07 +03:00
hroff-1902
fedcf1db52
Merge pull request #3217 from freqtrade/remove_deprecation
Remove deprecated pairlist and binary
2020-04-27 19:41:54 +03:00
hroff-1902
9ebc997e9d
Merge pull request #3215 from freqtrade/backtest_use_pairlists
Backtest use pairlists
2020-04-27 13:34:06 +03:00
Matthias
fb8a85da01 Disallow VolumePairList from backtesting for now 2020-04-27 07:56:17 +02:00
hroff-1902
485e324d36
Merge pull request #2872 from freqtrade/interface_ordertimeoutcallback
Buy order timeout callback
2020-04-25 19:02:15 +03:00
Matthias
9fa21628d7 Deprecate keys other than quoteVolume
fixes #2981
2020-04-25 16:29:17 +02:00
Matthias
d1a24db6b7 Remove deprecated pairlist and binary 2020-04-25 16:04:10 +02:00
Matthias
8987859044 Enable pairlist parsing for backtesting and hyperopt 2020-04-25 15:37:13 +02:00
Matthias
9627604ec3 change wording of log message 2020-04-24 07:58:18 +02:00
Matthias
461b0ef738 Add test verifying we're not reintroducing this in the future
Tests case of FTX, which returns mostly empty ticker info
2020-04-23 20:04:14 +02:00
Matthias
87f1060abc Default docker to log into log-dir 2020-04-21 19:47:49 +02:00
Matthias
431b244f43 Merge branch 'develop' into interface_ordertimeoutcallback 2020-04-19 06:58:44 +02:00
Matthias
c775d65126 Update typehint for cancel_order 2020-04-18 06:55:25 +02:00
Matthias
1069cb3616 Use cancel_order_with_result when cancelling orders after timeout 2020-04-17 17:53:56 +02:00
Matthias
5e3e0e819f Add tests for cancel_order_with_result 2020-04-17 17:53:18 +02:00
Matthias
800891a475 Add tests for cancel_order_with_result 2020-04-17 07:18:46 +02:00
hroff-1902
68be239a0e
Merge pull request #3146 from freqtrade/buy_order_timeout_logging
Improve handling for buy order cancels
2020-04-16 23:41:45 +03:00
hroff-1902
9364a9c4c4
Merge pull request #3168 from freqtrade/fix_pairlist_caching
Fix pairlist caching
2020-04-16 18:39:00 +03:00
hroff-1902
df79011aba
Merge pull request #3112 from freqtrade/trade_state_updates
Trade state updates
2020-04-16 12:05:19 +03:00
hroff-1902
b07d61f3d9
Merge pull request #3169 from freqtrade/fix_pricefilter
Fix pricefilter
2020-04-15 20:53:59 +03:00
hroff-1902
8b6a7e685e
Merge pull request #3133 from freqtrade/backtesting_filenameexpanding
[minor] Fix filename handling with --strategy-list
2020-04-15 12:02:19 +03:00
Matthias
33b6c7de5b Add tests for price_one_pip 2020-04-15 07:53:31 +02:00
Matthias
ac008a4758 Remove obsolete comment in tests 2020-04-15 06:58:54 +02:00
Matthias
1b2bf2c9b6 Add test for cached log method 2020-04-14 20:39:54 +02:00
Matthias
cfe1e4876a Improve testcase for cancel_order_empty 2020-04-14 19:20:47 +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
hroff-1902
4d80f52db4
Merge pull request #3134 from freqtrade/backtesting_memory
Backtesting memory and dataframe
2020-04-13 23:08:45 +03:00
Matthias
c03f637f5b Improve safe_value_fallback test 2020-04-09 20:01:21 +02:00
Matthias
cbf5bf6735 Add safe_value_fallback function 2020-04-09 19:34:48 +02:00
Matthias
346e09fed1 Add test verifying that cancel_order with empty remaining is causing the
bug
2020-04-09 19:32:10 +02:00
Matthias
296c616ce7 Add test for api-trades call 2020-04-07 19:50:13 +02:00
Matthias
bdc85ec89b Move create_mock_tests to conftest and add test for test_trade-history 2020-04-07 19:42:16 +02:00
Ork Blutt
2444fb9cd6 fix broken tests: remove duplicated value 2020-04-06 15:56:57 +02:00
Ork Blutt
c1f9595086 fix broken tests 2020-04-06 15:49:24 +02:00
Ork Blutt
815660c070 fix tests 2020-04-06 11:32:00 +02:00
Matthias
41d5c40f10 Correctly test drawdown plot 2020-04-05 14:44:44 +02:00
Matthias
a99c53f1ec Add test showing that high is before low 2020-04-05 14:29:03 +02:00
Matthias
d4dde01140 Add test 2020-04-02 20:23:20 +02:00
Matthias
cf6e6488c7 Fix filename handling with --strategy-list 2020-04-02 17:29:18 +02:00
Matthias
46f1d1f39f Failing test might be incompatibility 2020-04-02 11:54:30 +02:00
Matthias
9d7ad23d42 Fix test leakage 2020-04-02 08:20:50 +02:00
Matthias
0d51383b57 Format logmessages correctly 2020-04-01 20:31:21 +02:00
Matthias
5739ee6e15 Add test for trades data conversation 2020-04-01 20:12:28 +02:00
Matthias
437d4cda5d Add test data for trades 2020-04-01 20:12:13 +02:00
Matthias
ba03d96961 Test 5s offset on since 2020-04-01 20:04:36 +02:00
Matthias
0506caf986 Implement trades_remove_dulicates 2020-04-01 19:45:38 +02:00
Matthias
59f1a061f7 adapt exchange tests to use lists instead of dicts 2020-04-01 19:45:38 +02:00
Matthias
b95e9fe351 Fix mocks to return correct things 2020-04-01 19:45:38 +02:00
Matthias
1659ddcc5d Add conversion function from fetch_trades to list 2020-04-01 19:45:21 +02:00
hroff-1902
2915917680
Merge pull request #3107 from orehunt/check_dataframe_after_signals
check that the strategy dataframe matches the one given by the bot
2020-03-31 20:08:03 +03:00
Matthias
83cc121b70 Add tsts for assert_df (ensuring it raises when it should) 2020-03-29 11:44:36 +02:00
Matthias
cd2e738e35 Add test for assert error 2020-03-29 11:40:13 +02:00
Matthias
0887a0212c Adjust tests to pass validation 2020-03-29 11:29:31 +02:00
Matthias
78aa658255 Remove unnecessary test (it's a copy of the remaining test) 2020-03-29 11:27:40 +02:00
Matthias
95011919d3 Remove questionable handling of orders 2020-03-25 11:18:33 +01:00
Matthias
1e2fadbc02 Fix failing test 2020-03-25 09:43:04 +01:00
Matthias
19e5dbddc6 Add filled to all orders 2020-03-25 09:43:04 +01:00
Matthias
f3103be15c Fix test 2020-03-25 09:43:04 +01:00
Matthias
270ac2e8c1 Add check_order_cancelled_empty method to exchange 2020-03-25 09:43:04 +01:00
Matthias
9c351007f5 Provide reason for cancelled sell order 2020-03-25 09:43:04 +01:00
Matthias
91b058cf11 Fix typo in tests 2020-03-25 09:43:04 +01:00
hroff-1902
be5b68627c
Merge pull request #3093 from freqtrade/trades_abs_profit
Add close_profit_abs column
2020-03-25 11:13:56 +03:00
Matthias
4ea6f9d7eb
Merge pull request #3110 from freqtrade/fix_random_test
[minor] Test warnings with filter always on
2020-03-25 08:32:45 +01:00
Matthias
be41981ef0 Test warnings with filter always on 2020-03-24 20:10:15 +01:00
Matthias
8f7e113d79 Add additional test 2020-03-23 07:54:27 +01:00
Matthias
6c55b40fe0 Add test verifying config printing 2020-03-22 20:15:33 +01:00
Matthias
2c434e9b11 Add close_proit_abs column 2020-03-22 11:16:23 +01:00
Matthias
f320c0a410
Merge pull request #3087 from hroff-1902/edge-cosmetics-1
minor: Edge cosmetics
2020-03-20 08:12:21 +01:00
hroff-1902
3e0ffdce75 Adjust tests 2020-03-20 04:21:17 +03:00
Matthias
ecf3a3e070 Add test validating different return values 2020-03-19 19:44:10 +01:00
Matthias
ac6eef6922
Merge pull request #3062 from Fredrik81/plot-trades
Plotting: Fix if no file exists and new skip option
2020-03-18 20:00:50 +01:00
Matthias
3e1bef888a Fix flake8 error 2020-03-18 19:40:13 +01:00
Fredrik81
8c33e07dc6 Update based on comments 2020-03-15 21:20:32 +01:00
Matthias
3d4664c2a6 Remove unnecessary import 2020-03-15 15:40:12 +01:00
Matthias
fe50a0f3a1 Move test for store_bt_results to optimize_reports 2020-03-15 15:36:53 +01:00
Matthias
328dbd3930 Remove unnecessary parameter to generate_text_table_sell_reason 2020-03-15 15:04:48 +01:00
Matthias
a1bbeaa668 Merge branch 'develop' into interface_ordertimeoutcallback 2020-03-15 14:56:14 +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
2c0980aa3a Tests 2020-03-15 00:09:08 +01:00
Fredrik81
27faf12fde Fix if no file exists 2020-03-14 22:15:03 +01:00
Matthias
308d8fe2a9 Remove deprecation warnings due to date conversion 2020-03-14 10:44:46 +01:00
hroff-1902
51f52c8609
Merge branch 'develop' into no-ticker-2 2020-03-13 16:43:52 +03:00
Matthias
14e7f0bb13
Merge pull request #3049 from hroff-1902/hyperopt-no-unlimited
Do not allow unlimited stake_amount for hyperopt
2020-03-10 11:46:22 +01:00
hroff-1902
1b6e77649a Add test for hyperopt 2020-03-10 12:42:31 +03:00
hroff-1902
81b6a950ac Adjust test for backtesting 2020-03-10 12:42:11 +03:00
hroff-1902
52d89eadde
Merge pull request #3021 from Fredrik81/print-csv
Hyperopt: Add export CSV-file option
2020-03-10 10:46:58 +03:00
Fredrik81
2f5fc731bb Removed overwrite option 2020-03-09 18:53:30 +01:00
Matthias
c049651784 whitelist_for_active_markets should not remove blacklisted items 2020-03-09 11:30:28 +01:00
hroff-1902
3208faf7ed Do not use ticker where it's not a ticker 2020-03-08 20:47:02 +03:00
Matthias
acea49beaf Fix tests / test mocks 2020-03-07 13:01:26 +01:00
Matthias
df5adb6ca5 Exchange coingekko for coinmarketcap 2020-03-07 11:53:08 +01:00
Fredrik81
f0d56e23a3 PEP8 fix 2020-03-05 19:58:01 +01:00
Fredrik81
91db75a707 Added tests and updated doc 2020-03-05 19:43:43 +01:00
hroff-1902
7a3660cd6b Adjust webhook tests 2020-03-05 17:44:21 +03:00
hroff-1902
34093d1208
Merge branch 'develop' into no-percent-1 2020-03-05 14:27:12 +03:00
Matthias
97b194a454 Throttle may take longer than .10s on slow machines
This made this test fluky on windows CI ...
2020-03-05 06:20:36 +01:00
hroff-1902
57523d58df
Merge pull request #2994 from Fredrik81/hyperopt-table
Added dynamic print table function to hyperopt
2020-03-04 23:44:53 +03:00
Fredrik81
090d1e8a70 Alignment and cleanups 2020-03-04 20:51:09 +01:00
hroff-1902
33c1c8f726
Merge pull request #3018 from freqtrade/max_drawdown
Max drawdown in plot-profit
2020-03-04 20:42:57 +03:00
hroff-1902
dea4ef957e
Merge pull request #2982 from freqtrade/rate_side_optional
Rate side configurable
2020-03-04 16:07:08 +03:00
Fredrik81
7652a2bb95 Updated table layout and aligning better for hyperopt 2020-03-04 00:10:47 +01:00
Matthias
9d8970a76b Add test and formatting to drawdown 2020-03-03 20:23:44 +01:00
Matthias
720ed0eddd Remove flucky test assert 2020-03-03 09:36:04 +01:00
Matthias
e050511ddc Add test for max_drawdown calculation 2020-03-03 07:20:41 +01:00
Fredrik81
4aca8d7fcc PEP8 fix 2020-03-03 01:35:18 +01:00
Fredrik81
399c419163 Changed table formating. Adding some code to align hyperopt table generation. WIP 2020-03-03 01:14:56 +01:00
Matthias
6e2290c4f0 Allow last to be empty -
closes #3005
2020-03-02 20:05:54 +01:00
hroff-1902
8475baba4e
Merge pull request #2995 from freqtrade/stake_curr_empty
Allow Stake currency empty when using download-data
2020-03-02 00:53:09 +03:00
Matthias
7736f8d018 Add tests for fallkback 2020-03-01 09:34:42 +01:00
Fredrik81
379275e2d6 Updated tests 2020-03-01 03:24:04 +01:00
Fredrik81
267416eced Changed test for new table printing 2020-03-01 03:11:00 +01:00
Matthias
9336d8ee02 Try fix random testfailure 2020-02-29 15:44:45 +01:00
Matthias
5277d71913 Add test for empty stake-currency 2020-02-29 14:56:04 +01:00
hroff-1902
0528af1700
Merge pull request #2879 from freqtrade/sortino_hyperopt_loss
Sortino hyperopt loss
2020-02-29 11:36:27 +03:00
hroff-1902
e411717de9 No percent where ratio is to be used 2020-02-28 12:36:39 +03:00
Matthias
ac7fa8252b
Merge pull request #2985 from Fredrik81/pretty-backtesting
Changed table style of backtesting and alignment of headers
2020-02-28 06:20:34 +01:00
Matthias
5a02026f82 Add test validating behaviour 2020-02-27 19:35:58 +01:00
Fredrik81
55d471190a Changed table style of backtesting and alignment of headers 2020-02-27 13:28:28 +01:00
hroff-1902
893d9cde8d
Merge pull request #2943 from Fredrik81/add-print-table
Added function to print hyperopt-list as table using tabulate
2020-02-27 05:22:41 +03:00
Matthias
0fea3a7ea7 Some final polish to configurable_side 2020-02-26 19:50:17 +01:00
Matthias
e1cb6f4ae3 fix and improve tests in test_freqtradebot 2020-02-26 19:39:12 +01:00
Matthias
e7b9891335 Adapt rpc tests to corrected price side 2020-02-26 19:39:12 +01:00
hroff-1902
e6d003f8f2
Merge pull request #2973 from freqtrade/support_non_pairs
Support non pairs
2020-02-26 12:20:45 +03:00
Matthias
f38accb77b Return empty string if no quote / base currency can be found 2020-02-26 07:09:54 +01:00
hroff-1902
5a900858d8
Merge branch 'develop' into rate_caching 2020-02-26 04:04:20 +03:00
Matthias
31ac4598ba Fix last occurances of pair splitting 2020-02-25 07:16:37 +01:00
Matthias
d34515a5de Remove constraint to have pairs in base/quote format 2020-02-25 07:04:20 +01:00
Matthias
e9448dc5e2 Add tsts for quote and base currency 2020-02-25 07:01:23 +01:00
Matthias
61037ab7b8 Implement get_pair_base_curr and get_pair_quote_curr 2020-02-24 21:50:27 +01:00
Matthias
3e4f663418 Move pairlist validation to exchange (we need to use .quote) from
markets
2020-02-24 21:33:42 +01:00
Matthias
83959f0e56
Merge pull request #2959 from hroff-1902/throttling
Better throttling
2020-02-24 06:54:52 +01:00
Fredrik81
7eb62ed32e Remove old print option for hyperopt-list and made table as default 2020-02-24 00:33:01 +01:00
Matthias
e37f055dad Improve some tests 2020-02-23 13:12:00 +01:00
Matthias
9301f81fc8 Add test for user-sell_timeout handling 2020-02-23 13:09:46 +01:00
Matthias
634e7cc34a Implement handle_buy_trade_customcallback 2020-02-23 13:08:11 +01:00
hroff-1902
d2181bdd94 Adjust tests 2020-02-23 01:55:07 +03:00
Matthias
8cd77b2e27 Add some tests for strategy_wrapper 2020-02-22 11:55:40 +01:00
Matthias
2fe7b683cb Add tests for cached rates 2020-02-22 11:23:13 +01:00
Matthias
97e6e5e976 Implement caching in the correct place 2020-02-22 11:12:33 +01:00
Matthias
f5b4a6d3d7 Remove fetch_ticker caching 2020-02-22 11:10:05 +01:00
Matthias
135d9ddf7a Fix test due to changed dry-run cancel order 2020-02-21 20:35:54 +01:00
Matthias
bf556c8678 Merge branch 'develop' into interface_ordertimeoutcallback 2020-02-21 20:35:07 +01:00
Fredrik81
09226fd5d5 PEP8 correction 2020-02-20 19:18:42 +01:00
Fredrik81
e7b12704de Added test for details 2020-02-20 19:12:55 +01:00
hroff-1902
bee28a1061
Merge pull request #2944 from freqtrade/move_defaultstrategy
Move defaultstrategy
2020-02-20 08:52:24 +03:00
Matthias
10668bb249
Update tests/strategy/test_strategy.py
Co-Authored-By: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-20 06:22:36 +01:00
Matthias
a7342bd910 Fix non-existing strategy loading 2020-02-19 19:42:04 +01:00
Matthias
09d89fbfb3 Fix last test 2020-02-19 07:15:55 +01:00
Yazeed Al Oyoun
3fb6818bd8
Merge branch 'develop' into sortino_hyperopt_loss 2020-02-19 02:37:25 +01:00
Fredrik Rydin
585545405d Changed tests 2020-02-19 00:51:44 +01:00
Fredrik Rydin
2058b492eb Added function to print hyperopt-list as table using tabulate 2020-02-18 22:46:53 +01:00
Matthias
d91b9d1253 Fix some tests, don't default to freqtrade/strategy for imports 2020-02-18 20:26:20 +01:00
Matthias
1634297685 Move strategies to test subfolder 2020-02-18 20:12:10 +01:00
Matthias
6335d81ceb Merge branch 'develop' into data_handler 2020-02-16 15:12:14 +01:00
Matthias
44ac2409ff
Merge pull request #2923 from hroff-1902/status-strategies
Add printing statuses for enlisted strategies and hyperopts
2020-02-15 19:43:02 +01:00
hroff-1902
6139239b86 Address points stated in comments 2020-02-15 20:43:11 +03:00
hroff-1902
ddea4b9300 Fix test 2020-02-15 06:54:18 +03:00
hroff-1902
1cf19133f4 Added missing failing strategy 2020-02-15 05:41:58 +03:00
hroff-1902
29d9b6a46a Add test for enum failed 2020-02-15 04:32:10 +03:00
hroff-1902
93f9ff1b63 Fix existing test 2020-02-15 04:22:21 +03:00
Matthias
f024cc40d3 Fix windows test failure 2020-02-14 20:21:09 +01:00
Matthias
ecca7164d9 Fix small issue 2020-02-14 20:13:36 +01:00
Matthias
5efbdd25a7 Properly default to user_data/config.json if it exists 2020-02-14 20:04:05 +01:00
hroff-1902
4cdcf00ddc
Merge branch 'develop' into rpc_notification_fixes 2020-02-14 00:10:50 +03:00
Yazeed Al Oyoun
007cc94474 fixed tests to send refresh, since its no longer defaulted 2020-02-12 22:03:56 +01:00
Matthias
9a22ce69bd
Merge pull request #2908 from hroff-1902/tests_load_default_strategy
Do not instantiate directly DefaultStrategy in tests
2020-02-12 06:37:19 +01:00
hroff-1902
4f3376e2a1 Do not instantiate directly DefaultStrategy in tests 2020-02-12 01:39:15 +03:00
hroff-1902
e73dac8d91
Merge pull request #2905 from Fredrik81/hyperopt-more-filters
Adding --min-trades, --max-trades, --max-avg-profit, --max-total-profit for hyperopt-list
2020-02-11 23:46:48 +03:00
Fredrik Rydin
539343b20d Adding 2 more filter options for completeness 2020-02-11 21:29:55 +01:00
Yazeed Al Oyoun
899de8b27c modified tests for double partial call 2020-02-11 16:50:18 +01:00
Yazeed Al Oyoun
5f4c209fca fixed one more occurence of executed buy, and test 2020-02-11 16:14:49 +01:00
Fredrik Rydin
5b4d8d69ef Adding --min-trades and --max-trades for hyperopt-list 2020-02-11 16:02:08 +01:00
Yazeed Al Oyoun
fc29564974 Fixed messages and readability 2020-02-11 15:58:40 +01:00
Matthias
59a576ef3e
Merge pull request #2903 from hroff-1902/fix/tests_history-2
Minor: Fix tests_history.py
2020-02-11 07:14:13 +01:00
Matthias
81997cba8a
Merge pull request #2902 from hroff-1902/fix/tests_hyperopt_loss
Minor: Fix tests for hyperopt_loss
2020-02-11 07:13:29 +01:00
Matthias
57fcca9696
Merge pull request #2904 from hroff-1902/fix/tests_backtesting_container
Minor: Fix usage of an item from BTContainer in tests
2020-02-11 07:02:28 +01:00
hroff-1902
29f7c5071b Fix usage of an item from BTContainer in tests 2020-02-11 04:17:10 +03:00
hroff-1902
62bcb3d766 Fix tests in test_history.py 2020-02-11 03:43:20 +03:00
hroff-1902
2bcce33f23
Merge pull request #2888 from Fredrik81/hyperopt-filters
Added filter options to "hyperopt-list" in order to easier find epochs.
2020-02-10 23:59:40 +03:00
hroff-1902
d07c69809d Fix tests for hyperopt_loss 2020-02-10 18:32:41 +03:00
Matthias
83644ce5d8 Fix mypy type errors in tests 2020-02-10 10:35:48 +01:00
hroff-1902
0ba8d13de9
Merge pull request #2831 from xmatthias/feat/new_config
introduce new-config subcommand
2020-02-09 22:11:37 +03:00
Matthias
d65a06947d Merge branch 'develop' into data_handler 2020-02-09 15:16:43 +01:00
Fredrik Rydin
eb3783dc00 Fixed a blank line issue :-( 2020-02-09 14:30:29 +01:00
Fredrik Rydin
c648ec7c0c Added test cases and fixed a minor bug 2020-02-09 14:18:56 +01:00
Yazeed Al Oyoun
2796d3d8a0 added missing tests to increase coverage 2020-02-09 00:11:58 +01:00
Yazeed Al Oyoun
f3b1161640 wide notifications fixes 2020-02-08 21:02:52 +01:00
Matthias
abf10aec98 Merge branch 'develop' into feat/new_config 2020-02-07 17:02:14 +01:00
Yazeed Al Oyoun
6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun
aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
Yazeed Al Oyoun
ff819386e1 added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width 2020-02-07 03:51:50 +01:00
Matthias
2816b96650 Create strategy_wrapper to call user-defined code with 2020-02-06 20:26:04 +01:00
Matthias
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2
Add list-hyperopts subcommand
2020-02-06 07:06:36 +01:00
Yazeed Al Oyoun
5b00eaa42d
Updated Strategy Summary table to match other backtesting tables (#2864) 2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun
9639ffb140
added daily sharpe ratio hyperopt loss method, ty @djacky (#2826)
* more consistent backtesting tables and labels

* added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* Align quotes in same area

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* fixed some more line alignments

* updated docs to include SharpeHyperOptLossDaily

* Update dockerfile to 3.8.1

* Run tests against 3.8

* added daily sharpe ratio hyperopt loss method, ty @djacky

* removed commented code

* removed unused profit_abs

* added proper slippage to each trade

* replaced use of old value total_profit

* added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily

* updated docs to include SharpeHyperOptLossDaily

* docs fixes

* missed one fix

* fixed standard deviation line

* fixed to bracket notation

* fixed to bracket notation

* fixed syntax error

* better readability, kept np.sqrt(365) which results in  annualized sharpe ratio

* fixed method arguments indentation

* updated commented out debug print line

* renamed after slippage profit_percent so it wont affect _calculate_results_metrics()

* Reworked to fill leading and trailing days

* No need for np; make flake happy

* Fix risk free rate

Co-authored-by: Matthias <xmatthias@outlook.com>
Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>
2020-02-06 06:49:08 +01:00
hroff-1902
d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251 - added spread filter
- minimum value to volume pairlist
2020-02-04 14:49:59 +01:00
Matthias
54303880d3
Merge pull request #2849 from freqtrade/dependabot/pip/develop/pandas-1.0.0
Bump pandas from 0.25.3 to 1.0.0
2020-02-03 20:34:17 +01:00
Matthias
cbabc295c7 Don't convert to datetime - but convert to datetime64 instead 2020-02-03 20:25:43 +01:00
hroff-1902
64f04845b6
Merge pull request #2850 from freqtrade/try_fix_randoM-test
make sure asyncio_loop is not initialized within ccxt code
2020-02-03 17:45:49 +03:00
Matthias
f6c09160ab make sure asyncio_loop is not initialized within ccxt code 2020-02-03 15:17:36 +01:00
Matthias
2b69e7830d Fix failing CI test 2020-02-02 20:08:50 +01:00
hroff-1902
d12e03e50d Fix test inconsistency in test_freqtradebot.py 2020-02-02 20:01:25 +03:00
hroff-1902
cd0534efcc Add test 2020-02-02 19:41:22 +03:00
hroff-1902
e8c1abc509
Merge pull request #2799 from freqtrade/fix_stoploss_recreated
Fix stoploss recreated
2020-02-02 16:59:45 +03:00
hroff-1902
6594679e52
Merge pull request #2779 from freqtrade/stoploss_market
Stoploss on exchange for Kraken
2020-02-02 14:48:45 +03:00
Matthias
12317b1c53 Add some rudimentary tests for questions 2020-02-01 14:46:43 +01:00
Matthias
d1a3a2d000 Add tests for build_config 2020-02-01 14:22:40 +01:00
Matthias
cfa6a3e3d3 Don't overwrite files 2020-02-01 14:12:21 +01:00
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
83baa6ee2e Add test stub 2020-01-29 22:47:15 +01:00
Matthias
2f0775fa1b Extract build-config tests to new file 2020-01-29 21:31:09 +01:00
Matthias
940bfbee96 Move start_config out of build_commands file 2020-01-29 21:28:01 +01:00
Matthias
49c9258a08 enhance test 2020-01-29 20:43:10 +01:00
Matthias
dd83cb1b95 Extract selection generation to a seperate method 2020-01-29 20:27:38 +01:00
hroff-1902
68771a7861 Remove state attr from Worker 2020-01-29 17:08:36 +03:00
Matthias
1ef148317d Merge branch 'develop' into stoploss_market 2020-01-26 20:33:41 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
02563019fc move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
Matthias
a3e9d04383 Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias
b254bdfea3 Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
Matthias
70a0346b0a Move data-stuff to data-commands 2020-01-26 13:46:01 +01:00
Matthias
7e23304187 Adjust tests to new paths 2020-01-26 13:46:01 +01:00
Matthias
6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00
Matthias
a3ac05cc16 Fix missed mock 2020-01-25 13:38:13 +01:00
hroff-1902
52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias
72c273aaed Add test for closed trade case 2020-01-23 21:07:21 +01:00
Matthias
70b9bd9c0e Verify if trade is closed before acting on Stoploss_on_exchange 2020-01-23 20:36:48 +01:00
Matthias
f5a44e4fc4 open_order_id should be None when handling stoploss orders 2020-01-23 19:38:35 +01:00
Matthias
1d141cd406 Merge branch 'develop' into stoploss_market 2020-01-23 19:35:05 +01:00
Matthias
bc4c469797 Merge branch 'develop' into stoploss_market 2020-01-22 20:51:52 +01:00
Matthias
f36bc80ad1 Add parametrized tests for get_buy_rate 2020-01-22 19:43:02 +01:00
Matthias
8a940eb0c1 Align price finding function name on buy side with get_sell_rate 2020-01-22 14:46:28 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
hroff-1902
66415d48d4
Merge pull request #2787 from freqtrade/dry_run_optional
remove default value calls for dry_run
2020-01-20 23:08:17 +03:00
Matthias
1bf475fa1a Remove .get calls for dry_run - it's a mandatory property 2020-01-20 20:24:40 +01:00
Matthias
6e3336cb30 Adapt test to verify behaviour of stoploss_on_exchange in dry-run 2020-01-20 20:10:06 +01:00
Matthias
10d9db72a8 Adjust tests slightly 2020-01-19 20:06:04 +01:00
Matthias
cf9331919f move exchange-specific order-parsing to exchange class
Related to stoploss_on_exchange in combination with trailing stoploss.

Binance contains stopPrice in the info, while kraken returns the same
value as "price".
2020-01-19 19:54:30 +01:00
Matthias
f1629c907a Implement stoploss for kraken 2020-01-19 14:40:09 +01:00
Matthias
e6f1912443 Use named arguments for stoploss create_order call 2020-01-19 14:40:09 +01:00
Matthias
16b34e11ca Complete rename of stoploss_limit to stoploss 2020-01-19 14:40:09 +01:00
Matthias
256fc2e78c Rename stoploss_limit to stoploss 2020-01-19 13:30:56 +01:00
Matthias
da0af489a2 Adjust tests to pass in order_types instead of rate 2020-01-19 13:25:41 +01:00