Commit Graph

2074 Commits

Author SHA1 Message Date
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
Matthias
9f682b5829 Improve Coin formatter naming 2024-01-06 16:02:47 +01:00
Matthias
e1ad87a565 Extract number-formatters from misc 2024-01-06 13:04:49 +01:00
Matthias
983764ad0a Add "migrate funding fee timeframe" logic 2024-01-04 16:44:17 +01:00
Matthias
a12f368796 Move binance migration to behind migrations gate 2024-01-04 16:25:40 +01:00
Matthias
d5d3188b99 Load "correct" timeframes (mark vs. funding fees)... 2024-01-04 15:30:06 +01:00
Matthias
ec1b2e1da5 Remove further deprecated metric report 2024-01-04 14:51:21 +01:00
Matthias
73970d27bf Remove deprecated bt-output option 2024-01-04 14:45:42 +01:00
Matthias
292ef85d96 Add additional, optional arguments to metadata files
closes #9517
2023-12-31 12:07:02 +01:00
Matthias
3e7d5bbae8
Merge pull request #9515 from stash86/bt-metrics
In partial exit, do full exit if remaining == 0
2023-12-30 16:39:46 +01:00
Matthias
e664527da6 Align backtest and bot method 2023-12-29 20:02:24 +01:00
Stefano Ariestasia
f7c7990aff
Merge branch 'freqtrade:develop' into bt-metrics 2023-12-20 20:33:45 +09:00
Matthias
94363061ae Attempt fix timerange problem 2023-12-18 20:06:49 +00:00
robcaulk
9a9a6eaa63 Revert "Merge pull request #9450 from freqtrade/fix/startup-candle-count"
This reverts commit 15771043f7, reversing
changes made to b417a0297b.
2023-12-17 17:44:15 +01:00
Stevan Stevic
c580e8783f fixup 2023-12-16 22:36:56 +01:00
Stevan Stevic
bc1ad3acbd Improve logging 2023-12-16 22:09:02 +01:00
Matthias
e3fda16d16 Don't overpopulate points at the first iteration
improves hyperopt-performance quite some.
2023-12-15 06:19:50 +01:00
Matthias
9e2e60e7ad Correct conditions for remaining stake checking 2023-12-14 20:34:58 +01:00
Matthias
bb2024f789 Add "full partial exit" logic to backtesting 2023-12-14 20:08:03 +01:00
Matthias
47a952e41c Don't use config['stake_amount'] in wallets 2023-12-12 22:43:46 +01:00
Matthias
55efaec83d
Merge pull request #9522 from freqtrade/bt/improve_futures_speed
Improve funding fee calculation
2023-12-12 06:33:57 +01:00
Matthias
105cd99395 use max_open_trades from straetgy instead of config 2023-12-11 19:52:49 +01:00
Matthias
db7799d2fb Use variable instead of config for startup_candle_count 2023-12-11 19:42:13 +01:00
Matthias
30f94ef5b7 Use LocalTrade for typehint 2023-12-11 19:12:08 +01:00
Matthias
8964c138f1 Call funding fee calculation whenever a trade is closed 2023-12-10 14:00:06 +01:00
Matthias
074343f0f1 Don't calculate funding_fees on every iteration 2023-12-10 14:00:06 +01:00
Matthias
966eb59fd3 Extract funding fee calculation to separate method 2023-12-10 14:00:06 +01:00
Robert Caulk
15771043f7
Merge pull request #9450 from freqtrade/fix/startup-candle-count
Bug: freqai backtesting startup_candle_count handling
2023-12-02 21:01:11 +01:00
chas s
10ae0ed9c1
Removed redudant negative from sentence 2023-11-20 16:33:22 -06:00
robcaulk
d52936fd42 chore: try to keep startup_candle_count behaving the same as a normal FT strat 2023-11-20 09:13:01 +01:00
Matthias
b8a6330c3f Improve pandas handling 2023-10-30 19:16:22 +01:00
Matthias
9297a90d7f Use proper indexing to avoid deprecation warnings 2023-10-30 18:26:25 +01:00
Matthias
b19f17fdfa Improve handling of bt results in optimize_reports 2023-10-30 18:26:01 +01:00
Matthias
0a5cee6a73 Ensure we're not erroring on invalid custom_entry / exit prices
closes #9323
2023-10-19 22:06:21 +02:00
Matthias
b65fa98cee Simplify backtesting by using current_time more consequently 2023-10-11 19:45:00 +02:00
Matthias
b57821b273 Add set_funding_fees to backtesting 2023-10-11 19:38:58 +02:00
Stefano Ariestasia
f14b4133c3 fix wording 2023-10-03 13:36:31 +09:00
Stefano
609ed2d7b3 fix return values 2023-10-03 08:41:05 +09:00
Stefano Ariestasia
183166b3fb fix output if no variance, and fix docs 2023-10-03 08:27:28 +09:00
Matthias
84335d58b3 Greatly speed up recursive by caching exchange 2023-10-02 06:34:35 +02:00
Matthias
19af144b33 Improve of analysis files further 2023-10-01 07:58:46 +02:00
Matthias
7e6f2cba53 Move analysis command into their own subspace 2023-10-01 07:54:09 +02:00
Matthias
659cbd987a
Merge pull request #9152 from stash86/bt-metrics
Add recursive-analysis sub-command
2023-09-29 17:59:37 +02:00
Stefano Ariestasia
7971cb29bb fix error message 2023-09-29 14:17:44 +09:00
Matthias
37550d3bdb Fix typo in --strategy_list 2023-09-28 21:01:37 +02:00
Matthias
504f51fabb Fix liquidation price setting in backtesting
closes #9205
2023-09-27 06:40:24 +02:00
Matthias
966247baaf Make sure use_db is set as early as possible. 2023-09-23 18:20:19 +02:00
Stefano
89d47ffd8f 4 more tests 2023-09-21 17:47:51 +09:00
Stefano
b9e9f82503 first test done 2023-09-21 16:45:43 +09:00
Stefano Ariestasia
37fa186c55 remove 1 column 2023-09-20 22:43:01 +09:00
Stefano Ariestasia
1555667da7 Merge remote-tracking branch 'origin/bt-metrics2' into bt-metrics2 2023-09-20 17:55:59 +09:00
Stefano Ariestasia
8a52a7b50d
Merge branch 'freqtrade:develop' into bt-metrics2 2023-09-20 17:48:52 +09:00
Axel-CH
a7cd9d77f2 ignore custom_entry_price trade object type test, remove LocalTrade as type 2023-09-16 13:58:59 -04:00
axel
cf96ad1d1b add trade param to custom entry price in interface, bot, backtesting, exemples 2023-09-16 02:32:03 -04:00
Stefano Ariestasia
08dffc95d8 fix wording 2023-09-13 11:58:28 +09:00
Stefano Ariestasia
5019fb5bf3 fix flake8 2023-09-12 19:58:40 +09:00
Stefano Ariestasia
a0e0d7fe27 more fixes 2023-09-12 19:57:16 +09:00
Stefano Ariestasia
6377fd2689 flake8 fix 2023-09-12 19:54:25 +09:00
root
bd9ea9bd8c precommit fix 2023-09-12 19:50:39 +09:00
Stefano Ariestasia
cfeefa8754 remove prepare data from baseanalysis 2023-09-12 19:29:13 +09:00
Stefano Ariestasia
475d8486bb fix mutable Backtest 2023-09-12 19:21:01 +09:00
Stefano Ariestasia
4d1810c2b6 update lookahead analysis 2023-09-12 19:11:19 +09:00
Stefano Ariestasia
6360e7fb15 debug 2023-09-12 16:20:04 +09:00
Stefano Ariestasia
40695a39d5 add missing var 2023-09-12 16:14:25 +09:00
Stefano Ariestasia
008f621211 create BaseAnalysis class 2023-09-12 15:42:32 +09:00
Stefano Ariestasia
5608bbde9c
Merge branch 'freqtrade:develop' into bt-metrics 2023-09-12 13:56:24 +09:00
Matthias
2ee152c5a6
Merge pull request #8779 from Axel-CH/feature/multiple_open_orders
Feature: Multiple open orders
2023-09-10 17:22:26 +02:00
Matthias
f8b97b6aa7 Fix dtype mismatch error 2023-09-08 07:05:38 +02:00
Matthias
8c95207ca4 Merge branch 'develop' into pr/Axel-CH/8779 2023-09-07 20:19:25 +02:00
Stefano Ariestasia
cea3f7d3fa fix flake8 2023-09-04 11:53:59 +09:00
Stefano Ariestasia
a9f63c6a99 fix mypy 2023-09-04 11:52:09 +09:00
Stefano Ariestasia
0ada2d9390 fix mypy 2023-09-04 11:45:25 +09:00
Stefano Ariestasia
e1b6b9b5a6 ruff fix 2023-09-04 11:41:24 +09:00
root
3fea2a35a2 pre-commit fixes 2023-09-04 11:38:13 +09:00
Stefano Ariestasia
821a598ff4 fix ruff 2023-09-04 11:35:44 +09:00
Stefano Ariestasia
b77f926cdd add recursive analysis 2023-09-04 10:53:04 +09:00
Matthias
1a8b793c0a Merge branch 'develop' into feat/stoploss_adjust 2023-08-29 07:04:08 +02:00
Matthias
95daff182d Update backtesting to not use open_order_id 2023-08-25 07:08:24 +02:00
Matthias
452e1ab016 get_analyzed_dataframe should provide dataframe with startup candles
closes #7389
2023-08-15 19:43:04 +02:00
Matthias
161ab14ed0 Avoid lookahead bias through informative pairs in callbacks 2023-08-15 17:48:07 +02:00
Matthias
070a1990e8 Improve handling of None values from custom_stoploss 2023-08-14 16:46:33 +02:00
Matthias
fc60c0df19 Add call to stoploss-adjust for backtesting 2023-08-14 16:00:33 +02:00
Matthias
d53b6871ea Bump pre-commit mypy 2023-08-14 13:22:55 +02:00
Matthias
08bc615826 Further simplify backtest order handling 2023-08-14 13:22:55 +02:00
Matthias
bcc2dd9803 Simplify backtest order closing 2023-08-14 13:22:55 +02:00
Matthias
d7e9f87b33 Improve comment indent 2023-08-14 13:22:55 +02:00
Matthias
d7556cd66a Remove duplicate call in backtesting 2023-08-14 13:22:55 +02:00
Matthias
05e1828617 Improve Fee check 2023-08-09 20:26:08 +02:00
Matthias
4a62ebbf93 Don't hardcode fee, but use fee from the very first iteration. 2023-08-09 18:36:09 +02:00
hippocritical
25602ceac3 Added a fixed fee to 0.02 (any fixed value would suffice) since kucoin dynamically decides which pair gets which amount of fees and thereby producing false-positives upon verifying the entries/exits.
Added a check for timerange being set.
2023-08-05 08:24:47 +02:00
hippocritical
065899b426
Merge branch 'freqtrade:develop' into develop 2023-08-05 07:36:29 +02:00
Matthias
81cd241954 Update API backtest to return proper metadata 2023-08-03 07:05:57 +02:00
hippocritical
fe6deef1bd
Merge branch 'freqtrade:develop' into develop 2023-08-02 20:02:55 +02:00
Matthias
1a1103c239 Add backtest-result typing 2023-07-30 10:54:03 +02:00
Matthias
3148cd39c2 Don't drop metadata from original dict when storing backtest results 2023-07-30 10:54:03 +02:00
Matthias
6659d26131 Merge branch 'develop' into dataformat/feather 2023-07-29 20:04:12 +02:00
Matthias
47fca02ba0 Improve docstring 2023-07-25 07:06:42 +02:00