923 Commits

Author	SHA1	Message	Date
Matthias	712d503e6c	Use sell-reason value in backtesting, not the enum object	2021-02-27 09:32:59 +01:00
Matthias	b5177eadab	Extract close method for exchange	2021-02-27 09:32:59 +01:00
Matthias	4ce4eadc23	remove only ccxt objects when hyperopting	2021-02-27 09:32:59 +01:00
Matthias	9361aa1c95	Add wallets to backtesting	2021-02-27 09:32:59 +01:00
Matthias	11b20d6932	Add config to hyperopt_loss_function documentation	2021-02-17 07:04:29 +01:00
Matthias	eff0d46ea1	Merge pull request #4375 from flomerz/pass_processed_data ... pass data and config to loss function	2021-02-16 20:06:50 +01:00
Matthias	009a447d8a	Adjust documentation for new parameter in loss functions	2021-02-16 19:51:09 +01:00
Florian Merz	3e06cd8b3a	pass data and config to loss function	2021-02-16 10:11:33 +01:00
Florian Reitmeir	5c263c7ffd	add backtesting results abs profit min/abs profit max, to get a better view if a strategy has a enough money to succeed	2021-02-14 19:41:12 +01:00
Matthias	e7acee7904	Improve coin value output by rounding coin specific	2021-02-13 16:05:56 +01:00
Matthias	072abde9b7	Introduce round_coin_value to simplify coin rounding	2021-02-13 16:05:35 +01:00
Matthias	c659150d9f	Also print trade_duration in seconds to json	2021-01-25 19:42:34 +01:00
Matthias	62e43539c9	Limit max_open_trades to maximum available pairs ... closes #4008	2021-01-24 19:59:54 +01:00
Matthias	789a980a30	Fix tests for new export format	2021-01-24 19:42:32 +01:00
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	8ee264bc59	Don't use profit_percent for backtesting results anymore	2021-01-24 08:58:41 +01:00
Matthias	48977493bb	Backtesting does not need to convert to BacktestResult object	2021-01-24 08:58:41 +01:00
Matthias	7c80eeea95	Add use_custom_stoploss to optimize_report	2021-01-19 22:51:12 +01:00
Matthias	0b65fe6afe	Capture backtest start / end time	2021-01-14 19:09:25 +01:00
Matthias	9147106259	call bot_loop_start() in backtesting to allow setup-code to run	2021-01-14 19:09:25 +01:00
Matthias	baa1142afa	Use preprocessed to get min/max date in hyperopt	2021-01-14 19:09:21 +01:00
Matthias	9d4cdcad10	Extract backtesting of one strategy	2021-01-14 19:04:42 +01:00
Matthias	f3de0dd3eb	Fix support for protections in hyperopt ... closes #4208	2021-01-14 06:53:40 +01:00
Matthias	63a579dbab	Add sell_profit_offset parameter ... Allows defining positive offsets before enabling the sell signal	2021-01-11 19:30:25 +01:00
Matthias	f11fd2fee1	Sort imports	2020-12-23 17:00:02 +01:00
Matthias	67193bca3d	Move pairlists to be a plugin submodule	2020-12-23 16:54:35 +01:00
Matthias	266031a6be	Disallow PerformanceFilter for backtesting ... closes #4072	2020-12-16 19:24:47 +01:00
Matthias	f047297995	Improve wording, fix bug	2020-12-07 15:48:06 +01:00
Matthias	5849d07497	Export locks as part of backtesting	2020-12-07 11:39:01 +01:00
Matthias	bb51da8297	Fix slow backtest due to protections	2020-12-07 11:39:01 +01:00
Matthias	75a5161650	Support multis-strategy backtests with protections	2020-12-07 11:39:01 +01:00
Matthias	a3f9cd2c26	Only load protections when necessary	2020-12-07 11:39:01 +01:00
Matthias	e2d15f4082	Add parameter to enable protections for backtesting	2020-12-07 11:39:01 +01:00
Matthias	32189d27c8	Disable output from plugins in backtesting	2020-12-07 11:39:01 +01:00
Matthias	9f34aebdaa	Allow closing trades without message	2020-12-07 11:39:01 +01:00
Matthias	b606936eb7	Make changes to backtesting to incorporate protections	2020-12-07 11:39:01 +01:00
Matthias	e40d97e05e	Small formatting improvements	2020-11-28 17:52:29 +01:00
Matthias	5d3f59df90	Add best / worst trade	2020-11-28 17:45:56 +01:00
Matthias	a00f852cf9	Add best / worst pair to summary statistics	2020-11-28 17:37:10 +01:00
Matthias	a47d8dbe56	Small refactor, avoiding duplicate calculation of profits	2020-11-28 11:35:29 +01:00
Matthias	730c9ce471	Add Max_open_trades to summary metrics	2020-11-24 06:57:26 +01:00
Matthias	887d78171c	Merge pull request #3857 from freqtrade/arrow_deprecation_timestamp ... Convert timestamp to int_timestamp for all arrow occurances	2020-11-02 16:40:43 +01:00
Matthias	e73203acb8	FIx bug with dmmp	2020-11-01 10:51:07 +01:00
Matthias	7a092271c5	Merge branch 'develop' into arrow_deprecation_timestamp	2020-10-20 20:01:54 +02:00
Matthias	cf2ae788d7	Convert backtesting rows to Tuples for performance gains	2020-10-18 17:16:57 +02:00
Matthias	5d3a67d324	Don't debug-log during backtesting. ... Even though log-messages are surpressed, calling "debug" will always have to do something.	2020-10-18 16:38:16 +02:00
Matthias	b80a219d03	Improve typehints for backtesting	2020-10-18 16:35:23 +02:00
Matthias	380e6628e0	Merge branch 'develop' into feat/backtest_speedup_serialize	2020-10-18 16:19:04 +02:00
Matthias	2591a34db4	Don't use arrow objects for backtesting	2020-10-18 16:18:52 +02:00
Matthias	ecddaa663b	Convert timestamp to int_timestamp for all arrow occurances	2020-10-13 06:24:01 +02:00