Commit Graph

908 Commits

Author SHA1 Message Date
Antonio Della Fortuna
8c3ac56bc5 Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades 2023-01-07 11:11:59 +01:00
Matthias
92800930e9 Improve backtest detail speed 2023-01-05 10:14:58 +01:00
Matthias
8e5b4750d6 Continue in "regular backtest" case (no detail-data available).
link to #7967
2023-01-04 18:08:45 +01:00
Antonio Della Fortuna
f2fa476dc6 max_open_trades should be an integer
Max open trades will be always an integer in the strategy (-1 for infinity), but in the config -1 will be parsed as infinity
2023-01-04 16:09:27 +01:00
Antonio Della Fortuna
5fd85368a9 Added support for max_open_trades hyperopting 2023-01-04 10:34:44 +01:00
Matthias
ad0d7c9a9e Don't allow DCA trades to go beyond max order size
closes  #7924
2022-12-23 16:09:35 +01:00
froggleston
f5359985e8 Make CLI option and docs clearer that we're handling signals not trades 2022-12-08 18:47:09 +00:00
froggleston
5a4e99b413 Add support for collating and analysing rejected trades in backtest 2022-12-05 15:34:31 +00:00
Matthias
2219d2f491
Merge pull request #7707 from freqtrade/bt/full_detail
backtesting - use full detail timeframe
2022-11-27 16:09:23 +01:00
Robert Caulk
cd6f87be17
Merge pull request #7728 from freqtrade/improve_timerange
Simplify timerange handling
2022-11-17 19:57:48 +01:00
Matthias
0a702cdd26 Ensure more methods are typechecked 2022-11-14 20:56:35 +01:00
Matthias
0f9c5f8d41 Simplify timerange handling 2022-11-10 18:28:18 +01:00
Matthias
884014a4b9 Fix some minor typos 2022-11-07 18:35:28 +00:00
Matthias
ded57fb301 Remove no longer valid test part 2022-11-05 20:32:31 +01:00
Matthias
d089fdae34 Fix current-time_det calculation 2022-11-05 20:02:36 +01:00
Matthias
0888b53b5a Udpate current_time handling for detail loop 2022-11-05 17:02:27 +01:00
Matthias
a11d579bc2 Verify order fills on "detail" timeframe 2022-11-05 17:02:27 +01:00
Wagner Costa Santos
6606a0113f refactoring - remove unnecessary config file 2022-10-20 14:53:25 -03:00
Wagner Costa Santos
52b60c5cbb Merge branch 'develop' into backtest_live_models 2022-10-20 11:59:37 -03:00
Matthias
c3d4fb9f1b Simplify backtest calling interface 2022-10-18 06:39:55 +02:00
Matthias
6252ae466e Convert position_stacking to attribute of backtest 2022-10-17 06:57:26 +02:00
Matthias
8534dfb0d4 Extract backtest 1 candle from main function 2022-10-17 06:57:26 +02:00
Matthias
0e8cf366f5 Keep trade state in LocalTrade 2022-10-17 06:57:26 +02:00
Matthias
e82baf5f60 Use helper-method to modify trades_open 2022-10-16 16:45:16 +02:00
Evgeniy Vladimirov
de9f5660f3 Fix counting available trade slots in backtesting. 2022-10-16 12:56:59 +03:00
Matthias
b6c096d3bc Simplify backtest condition 2022-10-16 09:22:56 +02:00
Matthias
05ca725e4d Remove no longer needed local state 2022-10-15 12:07:22 +02:00
Wagner Costa Santos
02fc59d473 Merge branch 'develop' into backtest_live_models 2022-10-13 15:52:19 -03:00
Matthias
f019471051 Don't round prices if no custom prices have been used
closes #7573
2022-10-13 19:51:42 +02:00
Wagner Costa Santos
3081e73f8a Merge branch 'develop' into backtest_live_models 2022-10-10 14:53:45 -03:00
Marek Cieplucha
3264d7b890
Fix for #7534 in backtesting 2022-10-04 20:27:13 +02:00
Matthias
2ce265bed3
Merge pull request #7473 from freqtrade/feat/producerpairlist
Producerpairlist
2022-09-30 06:54:15 +02:00
Wagner Costa Santos
6845a5c6ea backtest_live_models - refactoring after PR review 2022-09-29 01:48:38 -03:00
Matthias
30a5bb08dd partial exits should account for leverage 2022-09-27 19:53:55 +02:00
Wagner Costa Santos
3c002ff752 Merge branch 'develop' into backtest_live_models 2022-09-27 10:27:47 -03:00
Matthias
8c2e473ee5 Fix test warning 2022-09-27 08:53:29 +00:00
Wagner Costa Santos
182d9e5426 Merge branch 'develop' into backtest_live_models 2022-09-26 17:23:44 -03:00
Matthias
cf5267a4d3
Merge pull request #7481 from chusri/develop
✏️ fixed typo from StaticPairlist to StaticPairList
2022-09-26 18:11:56 +02:00
Matthias
8e0811d9de Call cleanup explicitly 2022-09-26 09:35:21 +00:00
Thaweesak Chusri
c4784c6695 ✏️ fixed typo from StaticPairlist to StaticPairList 2022-09-26 11:05:27 +08:00
Wagner Costa Santos
5880f7a638 backtest_live_models - params validation and get timerange from live models in BT 2022-09-25 23:14:00 -03:00
Matthias
0c810868de Add Dataprovider to pairlist 2022-09-25 09:22:21 +02:00
Matthias
585342f193
Merge pull request #7454 from freqtrade/fix_backtesting_dfsize_freqai
Ensure the DF has the same size in backtesting FreqAI
2022-09-24 16:17:39 +02:00
paranoidandy
2cc00a1a2c
Allow use of --strategy-list with freqai, with warning (#7455)
* Allow use of --strategy-list with freqai, with warning

* ensure populate_any_indicators is identical for resused identifiers

* use pair instead of metadata["pair"]

Co-authored-by: robcaulk <rob.caulk@gmail.com>
2022-09-24 13:21:01 +02:00
Wagner Costa Santos
b1dbc3a65f remove function remove_training_from_backtesting and ensure BT period is correct with startup_candle_count 2022-09-22 12:13:51 -03:00
Matthias
667853c504 Use Alias to type config objects 2022-09-18 13:20:55 +02:00
Matthias
e5368f5a14 backtesting confirm_trade_entry should pass correct amount, not stake-amount
closes #7423
2022-09-16 13:24:20 +00:00
Matthias
4d69df08dd trunc to amount precision before checking valid partial exits
closes #7368
2022-09-07 06:43:08 +02:00
Matthias
df50b1928d Fix funding fee calculation for backtesting 2022-09-03 15:01:42 +02:00
Matthias
a88ffd2c9d Merge branch 'develop' into move_datadownload 2022-08-31 10:23:45 +00:00
Matthias
226fa5d93c Simplify liquidation price calling structure 2022-08-29 07:04:48 +02:00
Matthias
2b70c3d0c0 support price callback for partial exits in bt
This will align results to how live works.
closes #7292
2022-08-27 08:50:09 +02:00
Matthias
01126c43f7 Fix liquidation price tier calculation
closes #7294
2022-08-26 20:14:24 +02:00
robcaulk
4b7e640f31 reduce code duplication, optimize auto data download per tf 2022-08-26 13:56:44 +02:00
Matthias
53d46a0385 align max_entry_position_adjustment behavior of backtesting to live
closes #7293
2022-08-25 20:36:17 +02:00
Matthias
6636f17e0f Simplify usage of amount_to_contract precision 2022-08-25 07:08:22 +02:00
Matthias
32faad9333 Fix backtest calculation problem with DCA
closes #7287
2022-08-24 20:36:08 +02:00
Matthias
fe7108ae75 Convert amount to contracts before comparing for close
closes #7279
2022-08-23 06:37:38 +02:00
robcaulk
ac42c0153d deprecate indicator_max_period_candles, automatically compute startup candles for FreqAI backtesting. 2022-08-22 18:19:07 +02:00
Matthias
f6d832c6d9 Add get_option to expose ft_has via method 2022-08-21 17:51:46 +02:00
Matthias
5b3f031590 Use hyperopt safe amount precision method 2022-08-20 14:13:15 +02:00
Matthias
0da0600836 Have backtesting respect tradable size
closes #7161
2022-08-20 11:41:11 +02:00
Matthias
fa89368c02 Add test for precision backpopulation 2022-08-16 11:11:52 +02:00
Matthias
15a1c59a91 Backtesting should cache precisionMode 2022-08-16 10:15:19 +02:00
Matthias
711b6b1a1a Merge branch 'develop' into precise_calcs 2022-08-16 09:29:39 +02:00
Matthias
c3f159bd57 Add precision fields to database 2022-08-15 19:58:40 +02:00
Matthias
3b827ee60a Add "freqai.enabled" flag to disable freqAI via config flag
aligns with how other optional modules work in freqtrade.
2022-08-13 09:24:04 +02:00
Matthias
f6545ebdb8 Disallow backtesting with --strategy-list for now. 2022-08-13 09:10:03 +02:00
Matthias
9a82898d6b Merge branch 'develop' into feat/freqai 2022-08-09 06:22:57 +02:00
robcaulk
26de992d20 ensure user sets startup candles in backtesting mode 2022-08-05 12:23:14 +02:00
Matthias
d75e0a9820 Fix Flake8 errors after flake update 2022-08-01 06:43:59 +02:00
Kavinkumar
a4bada3ebe
Partial exit using average price (#6545)
Introduce Partial exits
2022-07-31 14:19:04 +02:00
Matthias
d046f0cc5e Improve method wording for liquidation price setter 2022-07-30 16:11:31 +02:00
Matthias
8711b7d99f Liquidations cannot be rejected. 2022-07-30 16:10:16 +02:00
Matthias
995be90f91 Liquidation should be a separate exit type 2022-07-30 16:10:16 +02:00
Matthias
61c41fd919 Merge branch 'develop' into feat/freqai 2022-07-24 16:18:58 +02:00
Matthias
2eb1d18c2a Don't load leverage tiers when not necessary 2022-07-23 19:56:38 +02:00
Matthias
f6bfd89cef Merge branch 'develop' into feat/freqai 2022-07-16 18:14:34 +02:00
Matthias
e52f82b565 Add leverage to custom_stake_amount callback
closes #7047
2022-07-08 19:44:20 +02:00
robcaulk
a6077ac7f4 Merge feat/freqai into develop to get new features 2022-07-03 16:17:13 +02:00
Matthias
07aa372e2a Ensure bot_loop_start is called in hyperopt, too
closes #7001
2022-07-03 14:10:59 +02:00
Matthias
2b07d34611 Revert several undesired changes 2022-06-23 20:47:51 +02:00
Matthias
8bf0bf10c5 Merge branch 'develop' into pr/SmartManoj/6859 2022-06-23 20:43:35 +02:00
Matthias
8c46d19071 Fix backtesting bug
balance was never released on cancelled trades
2022-06-18 16:27:54 +02:00
Matthias
017fd03180 Fix but with late entries in backtesting 2022-06-18 09:05:22 +02:00
Matthias
3c62df6b86 Ensure the same timestamp is used for backtest and signal export 2022-06-15 06:53:52 +02:00
Matthias
7eacb847b0 Fix backtesting bug when order is not replaced 2022-06-08 20:21:45 +02:00
Matthias
f709222943 Properly close out orders in backtesting 2022-06-05 22:12:27 +02:00
Matthias
a790bad1e4 Add entry_tag to leverage callback
closes #6929
2022-06-05 10:24:54 +02:00
Matthias
34a44b9dd2 Fix backtesting bug when canceling orders
closes #6911
2022-05-31 20:32:41 +02:00
Matthias
66edbcd3d5 Fix slight backtesting bug in edge-case scenarios 2022-05-31 20:08:34 +02:00
robcaulk
7523ed825e automatically detect maximum required data based on user fed indicators (to avoid NaNs in dataset for rolling indicators), add new config parameter for backtesting to let users increase their startup_candles to accommodate high timeframe indicators, add docs to explain all. Add new feature for automatic indicator duplication according to user defined intervals (exhibited in example strat and configs now). 2022-05-31 18:42:27 +02:00
Matthias
eaa656f859 Hyperoptable parameters can be instance attributes 2022-05-30 07:07:47 +02:00
Matthias
1ee08d22d2 Delay parameter init
closes #6894
2022-05-29 16:39:52 +02:00
Matthias
3e66275c98 Refactor bot_start to separate function
to be reused further ...
2022-05-25 20:01:21 +02:00
Matthias
d6773bc32c
Merge pull request #6886 from freqtrade/fix/typing
Fix/typing
2022-05-24 19:41:59 +02:00
Matthias
a8ee77cd5e Simplify backtesting typechecking 2022-05-24 19:13:35 +02:00
Matthias
23e089061b
Merge pull request #6870 from freqtrade/should_exit_list
Should exit list
2022-05-24 06:57:50 +02:00
Matthias
0a713faca8 Fix some type errors 2022-05-24 06:54:16 +02:00
robcaulk
e1c068ca66 add config asserts, use .get method with default values for optional functionality, move data_cleaning_* to freqai_interface (away from user custom pred model) since it is controlled by config params. 2022-05-23 12:07:09 +02:00