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1015 Commits

Author SHA1 Message Date
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
eSeR1805
f755df2568
Merge branch 'develop' into feature_keyval_storage 
Update rpc/telegram to use MAX_MESSAGE_LENGTH.
 2022-08-11 11:26:45 +03:00
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
eSeR1805
9fdb8b07ac
Rename persistant storage infrastructure. 2022-06-19 15:56:50 +03:00
eSeR1805
0009b987e4
Merge branch 'develop' into feature_keyval_storage 2022-06-19 13:32:25 +03:00
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
eSeR1805
1551510c6f
Merge branch 'develop' into feature_keyval_storage 2022-06-09 11:35:35 +03:00
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
eSeR1805
9f1a7209d6
Merge branch 'develop' into feature_keyval_storage 2022-06-05 12:18:30 +03:00
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
eSeR1805
854bd9af2b
Merge branch 'develop' into feature_keyval_storage 2022-05-31 12:28:58 +03:00
eSeR1805
10917a280a
Add initial structure and wrapping. 2022-05-31 12:26:07 +03:00
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
Matthias
bdb904e714 Should_exit should return all sell signals 2022-05-22 10:17:49 +02:00
Matthias
f006978caf Be more explicit in default value 2022-05-21 17:35:49 +02:00
Matthias
2df42a3035 Move "funding fillup" logic to exchange class 2022-05-21 08:50:39 +02:00
Matthias
6bd5535d6c Use exchange method to combine funding and mark candles 2022-05-21 08:31:34 +02:00
froggleston
c499a92f57 Remove surplus mark columns, and make fillna on funding rate only 2022-05-20 11:48:53 +01:00
froggleston
363098d32d Fix reversed makr/funding_rate columns 2022-05-18 12:56:43 +01:00
froggleston
736f9f4972 Fix docs and add outer join support for merging funding rates across full timerange 2022-05-18 12:47:37 +01:00
மனோஜ்குமார் பழனிச்சாமி
2b61aa282a Removed None in dict.get() 
https://stackoverflow.com/a/12631641

Extra Changes: freqtrade\freqtradebot.py:70
freqtrade\plugins\pairlistmanager.py:31
 2022-05-18 03:41:10 +05:30
froggleston
37e4ede65c Fix flake issues 2022-05-17 22:32:17 +01:00
froggleston
bb758da940 Add support for fudging unavailable funding rates, allowing backtesting of timeranges where futures candles are available, but rates are not 2022-05-17 22:05:33 +01:00
eSeR1805
34684ec86a
Merge branch 'freqtrade:develop' into feat_bt_cancel_entry_reporting 2022-05-17 14:09:57 +03:00
eSeR1805
6e8f24f6a7
BT: track canceled/replaced orders also. 2022-05-17 14:07:02 +03:00
Matthias
6fd003c655
Merge pull request #6851 from eSeR1805/feat_bt_cancel_entry_reporting 
BT: Reporting canceled trade entries
 2022-05-17 07:05:26 +02:00
மனோஜ்குமார் பழனிச்சாமி
7cd0f8a7b1
Merge branch 'develop' into patch-10 2022-05-17 08:07:13 +05:30
eSeR1805
fb7c0792c0
Track trade entries canceled by user. 2022-05-17 01:41:01 +03:00
robcaulk
aae233bd6c try passing the check tests 2022-05-15 17:42:15 +02:00
robcaulk
b03c7b514d optional style for interfacing freqai with backtesting 2022-05-15 17:42:15 +02:00
Matthias
a0b25938f4 Fix exit_reason assignment in backtesting 2022-05-15 17:41:59 +02:00
robcaulk
764f9449b4 fix logger, debug some flake8 appeasements 2022-05-15 17:41:34 +02:00
robcaulk
fc837c4daa add freqao backend machinery, user interface, documentation 2022-05-15 17:38:58 +02:00
Matthias
18fd3bb333 Update stoploss handling for entry-order adjustment 2022-05-15 15:45:39 +02:00
eSeR1805
1c20fb7638
Refresh open_rate and stoploss on order replacement. 2022-05-14 16:37:04 +03:00
மனோஜ்குமார் பழனிச்சாமி
64670726a6
flake8 fix 2022-05-13 21:52:26 +05:30
மனோஜ்குமார் பழனிச்சாமி
71a80cab3a
fixed variable naming style 2022-05-13 21:19:40 +05:30
Matthias
277e07589e update/fix some comments and docs 2022-05-07 17:47:37 +02:00
Matthias
d11c44940e Slightly reword docs 
remove some Note-boxes - people tend to skip these.
 2022-05-06 06:42:01 +02:00
Matthias
2d9be6dace move open_rate updating to close_bt_order 2022-05-05 19:50:16 +02:00
eSeR1805
2bed0eab0c
BT: Update trade open_rate on first filled order. 2022-05-05 12:19:05 +03:00
eSeR1805
04c51d2d1a
Merge branch 'develop' into feat_readjust_entry 2022-05-01 21:42:15 +03:00
eSeR1805
4e43194dfe
BT: Refactor open order management. 2022-05-01 18:06:20 +03:00
Matthias
995c48b642 Merge branch 'develop' into pairlocks_direction 2022-05-01 14:59:04 +02:00
eSeR1805
9d205132d0
Revert unintended comment change. 2022-05-01 12:10:11 +03:00
eSeR1805
8c19953cdd
Quick exit when order should be maintained. 2022-05-01 12:08:19 +03:00
Matthias
4580127fa8 Small refactor 2022-04-30 14:51:57 +02:00
eSeR1805
3be2afdd88
Merge branch 'develop' into feat_readjust_entry 2022-04-30 13:39:23 +03:00
eSeR1805
ad0c5d9440
Refactor entry adjustment for backtesting. 2022-04-30 13:38:17 +03:00
Sam Germain
4a6f1e90c3 Merge branch 'develop' into bot-start 2022-04-29 22:23:42 -06:00
Matthias
fbd142844f Refactor bt-caching stuff to it's own module 2022-04-29 19:37:13 +02:00
eSeR1805
eb23170c43
Merge branch 'develop' into feat_readjust_entry 2022-04-28 23:06:52 +03:00
Matthias
d1a61f9c61 Don't start futures backtest if leverage-tiers don't contain pair 2022-04-28 20:05:19 +02:00
Matthias
30c9dc6975 Fix exit-signa being assigned when tag is set but no signal is present. 2022-04-27 13:53:11 +02:00
Rokas Kupstys
6d99222320 Add 'exit_tag' parameter to 'custom_exit_price' callback. 2022-04-26 10:01:51 +03:00
Sam Germain
4fd904e0a9 added bot_start to backtesting 2022-04-25 17:48:57 -06:00
froggleston
431c539cbd Fix isort import order 2022-04-25 10:42:24 +01:00
froggleston
580da21dda Move df append to pd concat 2022-04-25 10:31:19 +01:00
Matthias
737bdfe844 Use "side" parameter when calling Pairlocks 2022-04-24 14:33:24 +02:00
Matthias
7c79d937e0 Properly type "side" parameter 2022-04-24 14:33:24 +02:00
Matthias
9e199165b4 Update protection-interface to support per-side locks 2022-04-24 14:33:24 +02:00
Matthias
25c6c5e326 Update backtest sell terminology to exit 2022-04-24 14:30:50 +02:00
Matthias
3c17409bd7 Update buy to entry in backtesting 2022-04-24 14:28:15 +02:00
Matthias
580a2c6545 Don't repeat backtest-storing 2022-04-23 09:23:53 +02:00
Matthias
dff9d52b30 Remove hints on no longer used option, add very primitive test 2022-04-23 08:51:52 +02:00
froggleston
767592a1d6 Add signals enum to 'export' cli option 2022-04-22 18:46:12 +01:00
froggleston
f92997d378 Move signal candle generation into separate function 2022-04-20 14:05:33 +01:00
eSeR1805
d24ee9032a
Update usage in backtest. No functional update. 2022-04-18 21:21:38 +03:00
froggleston
34fb8dacd7 Fix isort complaints 2022-04-16 17:03:24 +01:00
froggleston
b738c4e695 Fix flake8 complaints 2022-04-16 16:49:20 +01:00
froggleston
7210a11730 Fix flake8 complaints 2022-04-16 16:37:06 +01:00
froggleston
a63affc5f1 Fix flake8 complaints 2022-04-16 16:32:04 +01:00
froggleston
b1bcf9f33c Fix backtest_enable typo 2022-04-16 14:58:17 +01:00
froggleston
8990ba2709 Fix store signal candles 2022-04-16 14:49:53 +01:00
froggleston
21734c5de7 Add pickle import 2022-04-16 14:46:30 +01:00
froggleston
26ba899d7d Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST 2022-04-16 14:37:36 +01:00
Robert Davey
afd3a32883
Merge branch 'develop' into v3_fixes 2022-04-16 14:23:13 +01:00
eSeR1805
bf5799ef9e
Add new functionality to backtesting. 2022-04-16 15:07:18 +03:00
Matthias
68fe7476c9 Update more terminology to forceexit 2022-04-10 15:56:29 +02:00
Matthias
8e98a2ff9f api - provide assset_currency via API 2022-04-09 16:42:18 +02:00
Matthias
ea1c55b161 Update backtesting to use row instead of sell_row 2022-04-07 19:43:34 +02:00
மனோஜ்குமார் பழனிச்சாமி
7e97e58820 renamed enter-side 2022-04-06 06:32:13 +05:30
Matthias
6d9218cb34 sell_signal -> exit_signal 2022-04-04 17:11:11 +02:00
Matthias
1917527179 custom_sell -> custom_exit 2022-04-04 17:04:43 +02:00
Matthias
54ad130bb9 Update force_sell to force_exit 2022-04-04 16:59:27 +02:00
Matthias
33841da382 Slightly imporve Typing by reusing long/short type 2022-04-04 16:51:57 +02:00
Matthias
f8783c908e Add side to custom_entry_price 2022-04-04 16:48:27 +02:00
Matthias
543aa74278 update sell_reason to exit_reason 2022-04-02 20:04:29 +02:00
Matthias
b0fab3ad50 Properly handle empty dataframes after trimming 
closes #6629
 2022-04-02 16:16:29 +02:00
adriance
d6082c33a7 fix type error 2022-03-28 21:29:50 +08:00
adriance
a0971a3e2c fix using future data to fill when use timeout 2022-03-28 21:00:05 +08:00
Matthias
6f1b14c013 Update buy_timeout and sell_timeout methods 2022-03-25 19:57:06 +01:00
Matthias
743a7b7849 Merge branch 'develop' into feat/short 2022-03-25 10:04:18 +01:00
Matthias
a004bcf00f Small refactor to backtesting 2022-03-25 08:03:32 +01:00
Matthias
dcfa3e8648 Update SellType to ExitType 2022-03-25 06:55:37 +01:00
Matthias
c07883b1f9 Move ExitCheckTuple to enums 2022-03-25 06:50:18 +01:00
Matthias
8d111d357a Update SellCheckTuple to new naming 2022-03-25 06:46:29 +01:00
Matthias
d7f76ee452 Update confirm_trade_exit to use sell_reason terminology 2022-03-25 06:37:40 +01:00
Matthias
b1e3ead88b Merge branch 'develop' into feat/short 2022-03-22 20:28:38 +01:00
Matthias
95f69b905a Remove ticker_interval support 2022-03-20 09:00:53 +01:00
Matthias
052758bbac Refactor price and stake out of _enter_trade 2022-03-19 15:45:43 +01:00
Matthias
b292f28b35 Call leverage before custom_stake_amount to properly determine min-stake-amount 2022-03-19 15:44:37 +01:00
Matthias
d6309449cf Fix short bug where close_rate is wrongly adjusted 2022-03-16 20:12:09 +01:00
Matthias
a89c1da19f Fix 2 bugs in ROI calculation 2022-03-16 20:12:09 +01:00
froggleston
162e94455b Add support for storing buy candle indicator rows in backtesting results 2022-03-16 12:16:24 +00:00
Matthias
7c9d2dd20a Fix a few more short bugs in backtesting 2022-03-16 07:00:50 +01:00
adriance
ceba4d6e9b Remove meaningless code 2022-03-15 14:03:06 +08:00
Matthias
cbbdf00ddd Update comments in short backtest rates 2022-03-15 06:39:07 +01:00
adriance
fd211166f0 fixed side error 2022-03-15 12:23:59 +08:00
adriance
7059892304 Optimize the code. Fix stop_rate judgment error 2022-03-15 12:04:02 +08:00
adriance
31182c4d80 format 2022-03-14 18:38:44 +08:00
adriance
26a74220fd remove buy filled logic 2022-03-14 13:43:42 +08:00
adriance
bea38a2e7c remove filled date logic 2022-03-14 13:42:52 +08:00
adriance
3d9c55d519 restore set_isolated_liq 2022-03-14 11:29:26 +08:00
adriance
0fce0f64d1 Merge branch 'feat/short' into fs_fix 2022-03-13 14:41:22 +08:00
adriance
52bf926066 fix duplicate long 2022-03-13 12:26:57 +08:00
adriance
b5662d6547 Merge branch 'feat/short' into fs_fix 2022-03-12 16:50:27 +08:00
Matthias
efc313b28b
Merge pull request #6512 from freqtrade/short_order_types 
Short order types renamal
 2022-03-12 09:32:16 +01:00
Matthias
20fc9459f2 Add test for can_short strategy attribute 2022-03-11 19:37:45 +01:00
adriance
499e9c3e98 fix duration 2022-03-10 00:34:59 +08:00
adriance
d579febfec add filled time 2022-03-09 23:55:57 +08:00
adriance
1c86e69c34 use filled time calculate duration 2022-03-09 21:55:13 +08:00
adriance
82e0eca128 add short close rate calu 2022-03-09 20:00:06 +08:00
Matthias
e492bf3159 Update order_types to use entry/exit definition 2022-03-09 06:37:08 +01:00
dingzhoufeng
9facd5b52a Merge branch 'feat/short' into fs_fix 2022-03-08 15:14:11 +08:00
dingzhoufeng
53ecdb931b add leverage 2022-03-08 12:26:43 +08:00
Matthias
3ff261e22c Update order time in force to use entry/exit wording 2022-03-07 19:55:15 +01:00
Matthias
e8206bc751 Simplify backtesting enter_Trade 2022-02-28 20:10:23 +01:00
Matthias
1b07ad92cf Merge branch 'feat/short' into pr/samgermain/6467 2022-02-28 20:07:19 +01:00
Matthias
79538368db Simplify liquidation price calculation 2022-02-28 19:47:21 +01:00
Matthias
1d27cbd01f Simplify leverage_prep interface 2022-02-28 19:34:10 +01:00
Matthias
8e2d3445a7 Move leverage_prep calculations to exchange class 2022-02-28 19:29:42 +01:00
Sam Germain
b103045a05 backtesting._enter_trade update liquidation price on increased position 2022-02-27 12:09:45 -06:00
Sam Germain
6fdcc714bf backtesting margin_mode key fix 2022-02-27 11:59:27 -06:00
Matthias
1b6548c8d8 Don't modify leverage through DCA 2022-02-27 15:44:23 +01:00
Matthias
bcfa73d492 Add "nr_of_successfull_entries" 2022-02-27 15:44:23 +01:00
Sam Germain
8af2ea754f add margin mode to backtesting 2022-02-26 14:11:21 -06:00
Sam Germain
6dbd249570 backtesting._enter_trade get liquidation_price and backtesting._leverage_prep 2022-02-26 13:55:01 -06:00
Matthias
fd936e26ae Merge branch 'develop' into feat/short 2022-02-24 19:56:42 +01:00
Matthias
42df65d4ec Make sure backtesting is cleaned up in tests 2022-02-24 14:22:49 +00:00
Matthias
8952829adc Merge branch 'develop' into feat/short 2022-02-23 06:28:15 +01:00
Matthias
70f4305dfa don't allow short trades in spot mode 2022-02-21 19:19:12 +01:00
Sam Germain
a9eb8ce1bf added todos back in 2022-02-16 05:47:41 -06:00
Matthias
64b98989d2 Update open candle ROI condition 2022-02-15 19:25:32 +01:00
Matthias
30f6dbfc40 Attempt fix for #6261 2022-02-14 20:02:38 +01:00
Sam Germain
19783e0d39 edited todos 2022-02-14 09:02:55 -06:00
Sam Germain
fc2d3649a1 edited todos 2022-02-12 16:23:14 -06:00
Matthias
0c6d92a7a6 Merge branch 'develop' into feat/short 2022-02-11 17:02:04 +01:00
Matthias
6a59103869 update wallets in backtesting to ensure a fresh wallet is used 
closes #6388
 2022-02-10 19:40:36 +01:00
Matthias
dcf8ad36f9 Backtesting should not allow unrealistic (automatic-filling) orders. 2022-02-08 19:12:01 +01:00
Matthias
b192c82731 Only call "custom_exit_price" for limit orders 2022-02-08 07:10:54 +01:00
Matthias
036c2888b4 Track timedout entry/exit orders 2022-02-07 18:49:30 +01:00
Matthias
644442e2f9 Track timedout orders 2022-02-06 13:37:31 +01:00
Matthias
17d748dd4c Improve handling of left_open_trades 2022-02-06 13:19:00 +01:00
Sam Germain
e0d42ad9a7
Update backtesting.py 2022-02-05 18:29:48 -06:00
Matthias
9bf86bbe27 Extract backtesting row validation to separate function 2022-02-05 16:28:47 +01:00
Matthias
58fad72778 Update wallets when necessary 
closes #6321
 2022-02-05 16:28:47 +01:00
Matthias
4ea79a32e4 Use Order object for ft_timeout check 2022-02-05 16:28:47 +01:00
Matthias
1e603985c5 Extract backtesting order cancelling 2022-02-05 16:28:47 +01:00
Matthias
6637dacd7f Extract protections in backtesting 2022-02-05 16:28:47 +01:00
Matthias
7ac44380f7 Extract backtest order closing to models class 2022-02-05 16:28:46 +01:00
Matthias
090554f197 Try fill backtest order imediately for adjusted order 2022-02-05 16:28:21 +01:00
Matthias
f4149ee462 Force ROI to be within candle 2022-02-05 16:28:21 +01:00
Matthias
44e616c264 Add unfilledtimeout to required props for backtesting 2022-02-05 16:28:21 +01:00
Matthias
49cecf1cb2 Small cosmetic fix 2022-02-05 16:28:21 +01:00
Rokas Kupstys
9140679bf4 Backtest order timeout continued. 2022-02-05 16:28:21 +01:00
Rokas Kupstys
15698dd1ca Fix errors so it runs, implement timeout handling. 2022-02-05 16:28:21 +01:00
Matthias
f7a1cabe23 Add first version to fill orders "later" in backtesting 2022-02-05 16:28:21 +01:00
Matthias
c12e5a3b6c Initial idea backtesting order timeout 2022-02-05 16:28:21 +01:00
Sam Germain
8b57827676 exchange.get_max_pair_stake_amount hard set leverage to 0 2022-02-04 14:26:15 -06:00
Sam Germain
dc6cb445fd Merge branch 'feat/short' into max-amount 2022-02-04 04:42:38 -06:00
Sam Germain
3ee2b7978c wallets.validate_stake_amount added param max_stake_available 2022-02-03 20:33:16 -06:00
Sam Germain
7465037906 freqtradebot.execute_entry test for too high stake amount 2022-02-03 20:33:16 -06:00
Sam Germain
8c680d75b9 moved max_stake_amount check for None to exchange.get_max_pair_stake_amount 2022-02-03 20:33:16 -06:00
Sam Germain
6b6b35ac1c check for max stake limit in freqtradebot and backtesting 2022-02-03 20:33:04 -06:00
Sam Germain
edc0e9c75f backtesting._get_ohlcv_as_lists changed candle_type to candle_type_def 2022-02-03 17:48:34 -06:00
Sam Germain
977f87659c edited backtesting._get_sell_trade_entry TODO: removed "Other fees" 2022-02-03 17:48:33 -06:00
Sam Germain
73d10b5c02 backtesting._get_ohlcv_as_lists removed # TODO-lev: Candle-type should be conditional, either "spot" or futures 2022-02-03 17:48:33 -06:00
Matthias
a4e1aaa9bd
Merge pull request #6307 from freqtrade/bt_shift 
Remove shift in analyzed dataframe columns
 2022-02-02 19:52:10 +01:00
Matthias
463714832d Merge branch 'develop' into feat/short 2022-01-29 14:19:30 +01:00
Matthias
5d0c2bcb44 Shift candles after pushing them to dataprovider 
this will ensure that the signals are not shifted in callbacks
closes #6234
 2022-01-28 07:25:10 +01:00
Matthias
002226f5fd Update setting to max_entry_position_adjustment 2022-01-27 16:57:50 +01:00
Stefano Ariestasia
0fa7986369
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-25 10:30:18 +09:00
Matthias
e252830229 Add entry_tag to "entry" callbacks 2022-01-24 07:02:01 +01:00
Reigo Reinmets
451eca51c8 Optimise the multiple usages of the same timestamp. 2022-01-23 20:58:25 +02:00
Reigo Reinmets
e67a54f7a9 Fix missing order time info in backtesting. 2022-01-23 20:52:35 +02:00
Matthias
7429f535c1 Imrpove code by reusing available properties 2022-01-23 18:59:09 +01:00
Matthias
ad28543d4d Update kraken calculation 2022-01-22 19:46:11 +01:00
Matthias
a0c0c4dcbe Update funding_fee formula to correctly calculate fees for long trades 2022-01-22 19:46:10 +01:00
Matthias
f26cd19146 Merge index and mark rates as part of dataload 2022-01-22 19:45:46 +01:00
Matthias
84c6d92d4c calculate_funding_fees is actually a public exchange interface (used in backtesting). 2022-01-22 19:45:46 +01:00
Matthias
e9e7fd749b Support funding-fees while running backtest 2022-01-22 19:45:43 +01:00
Matthias
f090dcc597 Merge branch 'develop' into feat/short 2022-01-22 17:56:01 +01:00
Italo
82f0d4d056 set stoploss at trade creation 2022-01-22 14:03:12 +00:00
Stefano Ariestasia
f3a152a5a2
Merge branch 'freqtrade:develop' into pos_adjust 2022-01-21 17:11:36 +09:00
Matthias
a6c7f45545 Update webserver backtseting to reuse prior results 2022-01-20 06:51:48 +01:00
Stefano Ariestasia
62ea1a445e add lines to show_config message 2022-01-20 10:03:26 +09:00
Rokas Kupstys
5fffc5033a Rework backtesting --no-cahche to --cache=[none, day, week, month]. 
Fix an issue where config modification during runtime would prevent use of cached results.
 2022-01-19 11:44:35 +02:00
Matthias
2bcfc0c90c Add warning about cache problems 2022-01-16 18:01:05 +01:00
Matthias
5bb48eaed0 Replace Nan with 0 or None in backtesting 
part of #6224
 2022-01-16 14:49:29 +01:00
Rokas Kupstys
2b7405470a Fix timerange check. 2022-01-15 17:30:40 +02:00
Rokas Kupstys
16861db653 Implement previous backtest result reuse when config and strategy did not change. 2022-01-15 17:30:40 +02:00
Reigo Reinmets
13bc5c5d8f Fine, this does look better. 2022-01-13 20:24:21 +02:00
Reigo Reinmets
678be0b773 Slightly move code. 2022-01-13 20:16:45 +02:00
Reigo Reinmets
3b7167ab07 Fix backtesting missing filled amounts in orders. 2022-01-10 20:30:40 +02:00
Reigo Reinmets
0bca07a32a Added min_stake, max_stake. Removed pair as its included in trade. 2022-01-08 17:20:02 +02:00