Janne Sinivirta
0b3190552e
Merge pull request #1018 from freqtrade/feat/sell_reason
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Record sell reason
2018-07-24 09:09:45 +03:00
Matthias
4fb9823cfb
fix rebase problem
2018-07-19 19:50:06 +02:00
Matthias
760c79c5e9
Use .center() to output trades header line
2018-07-19 19:39:08 +02:00
Matthias
a452864b41
Use namedtuple for sell_return
2018-07-19 19:39:08 +02:00
Matthias
506aa0e3d3
Add print_sales table and test
2018-07-19 19:34:14 +02:00
Matthias
2a61629014
Export sell_reason from backtest
2018-07-19 19:29:31 +02:00
Matthias
cbffd3650b
add sell_reason to backtesting
2018-07-19 19:29:31 +02:00
Janne Sinivirta
0cc1b66ae7
Merge pull request #1037 from freqtrade/fix/backtest-comment
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replace --realistic with 2 separate flags
2018-07-19 17:33:19 +03:00
Janne Sinivirta
6070d819b8
Merge pull request #1040 from freqtrade/xmatthias_backtest_duration
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Fix backtest duration calculation
2018-07-19 17:32:11 +03:00
Matthias
8f254031c6
Add short form for parameters, change default for hyperopt
2018-07-19 13:19:36 +02:00
Matthias
aa69177436
Properly check emptyness and adjust floatfmt
2018-07-19 13:14:21 +02:00
Matthias
79b1030435
output duration in a more readable way
2018-07-18 20:08:55 +02:00
Matthias
f9f6a3bd04
cast to int to keep exports constant
2018-07-18 09:29:51 +02:00
Matthias
8e4d2abd4e
Fix typo
2018-07-18 09:10:17 +02:00
Matthias
08237abe20
Fix wrong backtest duration
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identified in #1038
2018-07-18 09:06:12 +02:00
creslinux
3184c85dca
default settings to trigger low, take stop
2018-07-17 21:33:11 +00:00
Matthias
c82276ecbe
add --disable-max-market-positions
2018-07-17 21:05:03 +02:00
Matthias
e17618407b
Rename --realistic-simulation to --enable-position-stacking
2018-07-17 20:26:59 +02:00
creslinux
8cea0517eb
Added stop_stops
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stop_stops is an int value
when number of stops in a pair reached the int the pair is stopped
trading.
This allows backtest to align with my pre_trade_mgt that does the same
in dry and live operations
2018-07-17 11:22:38 +00:00
creslinux
ed4bf32f2a
Fixed Stop closing in Index 0
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when buy opening on Index 1
2018-07-17 10:59:17 +00:00
creslinux
baaf0a5b21
Handle when 0 trades are found in any pairs being tested.
2018-07-17 08:12:21 +00:00
creslinux
a313917347
Handle a buy on the last candle
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We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
creslinux
357c8c0ba0
sensible defaults
2018-07-16 18:32:41 +00:00
creslinux
8d5da4e6ad
changed defaults
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Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
creslinux
ec1960530b
Added Show trades option
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If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
creslinux
99d16e82c0
disable time calcs output on vector displaying in debug. Excessive.
2018-07-16 16:30:11 +00:00
creslinux
885a653439
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
creslinux
059aceb582
Disabled full debug on in last commit
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Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux
0f3339f74f
use ujson to load ticker files 30% faster from disk.
2018-07-16 16:09:42 +00:00
creslinux
4a39a754f4
Fixed: self.use_backslap = Bool on line97
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If self.use_backslap = True Backslap executes
If self.use_backslap = False Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux
5aaf454f12
GAS trades verified from candle data to excel by hand
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All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux
fb0edd71ff
in tech test
2018-07-16 14:16:35 +00:00
creslinux
eed29a6b8a
update
2018-07-16 13:16:18 +00:00
creslinux
7174f27eb8
Rewrite to used algned numpy/dataframes
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updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
Janne Sinivirta
aeb4102bcb
refactor Analyze class methods to base Strategy class
2018-07-16 08:23:39 +03:00
Janne Sinivirta
85e6c9585a
remove pass-through methods from Analyze
2018-07-16 08:23:39 +03:00
Janne Sinivirta
a74147c472
move strategy initialization outside Analyze
2018-07-16 08:23:39 +03:00
creslinux
a8b62a21cc
hmm
2018-07-15 17:03:47 +00:00
creslinux
4e68362d46
Works with reporting output
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Bugs
Calculating % prof ok, but abs wrong
BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
creslinux
71c3106f8f
Added ABS and Fees
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Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
creslinux
07175ebc5a
up
2018-07-14 23:45:06 +00:00
creslinux
90e3c38757
First cut, Bslap
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science project replacement for freqtrade backtest analysis
- appprox 300-500x quicker to execute
- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price
Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
Matthias
06c9494a46
add missing s to Backtest cum results
2018-07-11 14:50:04 +02:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
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Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Matthias
8b06000f0f
Use open-rates for backtesting
2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7
Improve formattiong of table
2018-07-08 20:01:33 +02:00
Matthias
1a24afef77
add cumsum to backtest-results
2018-07-08 19:55:04 +02:00
Samuel Husso
7dca3c6d03
freqtradebot,main,hyperopt: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
03c112a601
config, optimize: fstrings in use
2018-07-05 10:11:29 -05:00
Samuel Husso
d8d0579c5a
Merge pull request #930 from freqtrade/skopt
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Replace Hyperopt with scikit-optimize
2018-07-04 13:51:14 -05:00
Janne Sinivirta
bf4d0a9b70
sort imports
2018-07-04 10:31:35 +03:00
Janne Sinivirta
96bb2efe69
use joblib.dump and load for trials
2018-07-03 23:08:29 +03:00
Janne Sinivirta
c4a8435e00
change pickle file name to better suit it's current purpose
2018-07-03 22:17:43 +03:00
Janne Sinivirta
3a7056ea1b
run at least one epoch
2018-07-03 21:55:22 +03:00
Janne Sinivirta
2cde540645
remove dead code
2018-07-03 21:50:45 +03:00
Janne Sinivirta
ef59f9ad24
sort imports in hyperopt.py
2018-07-03 21:50:24 +03:00
Janne Sinivirta
ee4754cfb9
avoid re-serialization of whole dataframe
2018-07-03 14:49:58 +03:00
Janne Sinivirta
2713fdb860
use cpu count explicitly in job count
2018-07-03 11:46:56 +03:00
Janne Sinivirta
79aab4cce2
use fstring
2018-07-03 11:44:54 +03:00
Janne Sinivirta
fa8fc3e4ce
handle the case where we have zero buys
2018-07-02 11:46:55 +03:00
Janne Sinivirta
aec3f582e1
Merge branch 'develop' into skopt
2018-07-02 11:27:27 +03:00
Janne Sinivirta
0ce08932ed
mypy fixes
2018-06-30 09:54:31 +03:00
Michael Egger
6dd5f85fb6
Merge pull request #954 from freqtrade/feat/allow_backtest_plot
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allow backtest ploting
2018-06-29 19:44:06 +02:00
Janne Sinivirta
0bddc58ec4
extract loading previous results to a method
2018-06-25 11:38:14 +03:00
xmatthias
e70cb963f7
document what to do with exported backtest results
2018-06-24 17:00:00 +02:00
Janne Sinivirta
118a43cbb8
fixing tests for hyperopt
2018-06-24 15:27:53 +03:00
Anton
f82b809fcf
Merge with develop
2018-06-23 16:50:27 +03:00
Janne Sinivirta
642ad02316
remove unused import
2018-06-23 15:56:38 +03:00
Janne Sinivirta
ab9e2fcea0
fix guard names to match search space
2018-06-23 15:47:19 +03:00
Janne Sinivirta
136456afc0
add three triggers to hyperopting
2018-06-23 15:44:51 +03:00
xmatthias
0440a19171
export open/close rate for backtesting too
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preparation to allow plotting of backtest results
2018-06-23 14:19:50 +02:00
Janne Sinivirta
e8f2e6956d
to avoid pickle problems, get rid of reference to exchange after initialization
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a525cba8e9
switch signal handler to try catch. fix pickling and formatting output
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8272120c3a
convert stoploss and ROI search spaces to skopt format
2018-06-23 14:37:36 +03:00
Janne Sinivirta
8fee2e2409
move result logging out from optimizer
2018-06-23 14:37:36 +03:00
Janne Sinivirta
c415014153
use multiple jobs in acq
2018-06-23 14:37:36 +03:00
Janne Sinivirta
964cbdc262
increase initial sampling points
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a46badd5c0
reuse pool workers
2018-06-23 14:37:36 +03:00
Janne Sinivirta
0cb1aedf5b
problem with pickling
2018-06-23 14:37:36 +03:00
Janne Sinivirta
b485e6e0ba
start small
2018-06-23 14:37:36 +03:00
gcarq
78f50a1471
move logic from hyperopt to freqtrade.strategy
2018-06-23 14:37:36 +03:00
gcarq
5aae215c94
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 14:37:36 +03:00
Janne Sinivirta
a68c90c512
avoid calling exchange.get_fee inside loop
2018-06-23 14:37:36 +03:00
gcarq
c40e6a12d1
move logic from hyperopt to freqtrade.strategy
2018-06-23 11:13:49 +02:00
gcarq
3360bf4001
wrap strategies with HyperoptStrategy for module lookups with pickle
2018-06-23 10:42:33 +02:00
Janne Sinivirta
c73b9f5c77
avoid calling exchange.get_fee inside loop
2018-06-22 21:04:07 +03:00
xmatthias
251f7db3ca
require exchange object to delete pairs
2018-06-17 23:38:07 +02:00
xmatthias
21edcbdc27
Refactor exchange to class
2018-06-17 23:38:07 +02:00
Anton
ae94ab17f4
Merge branch 'develop' into feature-unlimited-stake_amount
2018-06-17 02:23:40 +03:00
Matthias
a5511e2e30
Merge pull request #894 from freqtrade/feature/force_close_backtest
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Display open trades after backtest period
2018-06-16 12:49:08 +02:00
Janne Sinivirta
0c85febe76
remove all mongodb related code
2018-06-16 09:09:28 +03:00
Janne Sinivirta
c1f8f641e6
remove use of hyperopt_conf.py
2018-06-16 09:09:28 +03:00
xmatthias
c0289ad844
use list comprehension to build list
2018-06-13 19:53:12 +02:00
xmatthias
e600be4f56
Reduce force-sell verbosity
2018-06-13 19:44:00 +02:00
xmatthias
6357812743
fix backtest report able
2018-06-13 06:57:49 +02:00
xmatthias
e3ced7c15e
extract export from backtest function
2018-06-12 22:29:30 +02:00
xmatthias
bfde33c945
Use timestamp() instead of strftime
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this will avoid a bug shifting epoch time by 1 hour:
https://stackoverflow.com/questions/11743019/convert-python-datetime-to-epoch-with-strftime
2018-06-12 21:12:55 +02:00
xmatthias
335d1fbbbc
Check if no backtest data is found and fail gracefully
2018-06-11 19:50:43 +02:00
Anton
ce663f6af5
Merge with develop
2018-06-11 16:25:05 +03:00
xmatthias
12e455cbf5
add buy/sell index to backtest result
2018-06-10 20:52:42 +02:00
