freqtrade_origin

mirror of https://github.com/freqtrade/freqtrade.git synced 2024-11-16 05:03:55 +00:00

Author	SHA1	Message	Date
Reigo Reinmets	b2c2852f86	Initial backtesting support. This does make it rather slow.	2021-12-09 23:21:35 +02:00
Matthias	edd80c3006	Merge branch 'develop' into feat/short	2021-12-09 06:34:07 +01:00
Matthias	c981cc335d	Remove wrong comment	2021-12-04 14:51:55 +01:00
Matthias	68ac8008ec	Call custom_exit_price only for sell_signal and custom_sell	2021-12-04 14:14:22 +01:00
Matthias	86910b58dc	Bracket entry/exit prices to low/high of the candle	2021-12-03 17:44:53 +01:00
Matthias	d1209fe415	Merge branch 'develop' into pr/GluTbl/5756	2021-12-03 17:37:44 +01:00
Matthias	2f17fa2765	Update more to use candleType	2021-12-03 14:15:35 +01:00
Matthias	5493212672	More candletype changes	2021-12-03 13:04:31 +01:00
Matthias	77443d5abc	Merge pull request #6011 from freqtrade/lev/backtesting correctly apply leverage to backtesting	2021-12-01 19:49:40 +01:00
Matthias	67f3570bf3	Merge branch 'develop' into feat/short	2021-12-01 07:21:36 +01:00
Matthias	a2a974fc6d	correctly apply leverage to backtesting	2021-11-30 20:32:34 +01:00
Matthias	6ca6f62509	Remove duplicate code in optimize_reports	2021-11-27 09:39:10 +01:00
Matthias	450293878f	Merge pull request #5964 from stash86/fix-docs Add more words on VolumePairlist backtest error message	2021-11-26 07:48:24 +01:00
Matthias	897788de17	Reformulate exception to be "nicer"	2021-11-26 07:02:50 +01:00
Matthias	cc9ea1d466	Merge pull request #5935 from freqtrade/short_buy_tag_compat Short buy tag compat	2021-11-26 06:29:56 +01:00
Stefano Ariestasia	5307d2bf3b	Trimming the sentence	2021-11-25 17:04:04 +09:00
Stefano Ariestasia	0d1e84cf55	Add more words Because apparently, we get at least 1 question about this everyday in Discord	2021-11-25 16:00:10 +09:00
Matthias	ce0593c0e1	Merge branch 'develop' into feat/short	2021-11-23 07:35:26 +01:00
Rokas Kupstys	78a00f2518	Use market data to get base and quote currencies in @informative() decorator.	2021-11-22 09:27:45 +02:00
Matthias	c26c0b6822	Merge branch 'feat/short' into short_buy_tag_compat	2021-11-21 19:31:59 +01:00
Matthias	aad37bb8f3	Merge pull request #5924 from freqtrade/feat/leverage call leverage methods	2021-11-21 19:30:27 +01:00
Matthias	63d94aa585	short should be allowed for all non-spot modes	2021-11-21 19:29:08 +01:00
Matthias	fb519a5b39	Add comment with reasoning to ignore leverage in min_amount calculation	2021-11-21 10:28:40 +01:00
Matthias	192ac88314	Update optimize-reports to enter_tag wording	2021-11-21 10:20:09 +01:00
Matthias	36deced00b	Remove more buy_tag references	2021-11-21 09:55:10 +01:00
Matthias	6247608cc6	top/bottom cap leverage	2021-11-19 07:11:19 +01:00
Matthias	021d1b518c	Call "leverage" to determine leverage to be used.	2021-11-18 20:55:45 +01:00
Matthias	5a8824171c	Add short/long metrics to backtest result	2021-11-18 20:42:43 +01:00
Matthias	0a50017c84	Add long/short support to backtesting	2021-11-18 20:34:59 +01:00
Matthias	f40221dd9f	Merge branch 'develop' into feat/short	2021-11-18 20:20:01 +01:00
Matthias	8638e6fe47	Simplify tradingmode parsing	2021-11-18 19:58:44 +01:00
Matthias	e0fd880c11	Improve some more pct formattings	2021-11-11 16:12:23 +01:00
Matthias	4eb9038358	Some more fixes to % formatting	2021-11-11 15:06:16 +01:00
Matthias	23a566b478	validate_stake_amount should not be a private method	2021-11-10 06:38:24 +01:00
Matthias	e4cca63163	Align sell_reason assignment location trade mode sets it after "exit confirmation" - so should backtesting detected in #5828	2021-11-08 19:32:13 +01:00
Matthias	ebc38159b8	Merge branch 'develop' into feat/short	2021-11-06 15:24:52 +01:00
raphael	ae2343db93	Update optimize_reports Update show_backtest_reults() to preserve backwards compatibility by fixing KeyError: 'results_per_buy_tag' for older hyperopt result files.	2021-11-04 10:25:13 -04:00
Matthias	431b96de98	Merge branch 'develop' into pr/theluxaz/5710	2021-11-03 19:43:36 +01:00
Matthias	4249fcefba	Merge pull request #5150 from cryptomeisternox/backtesting-filter Adding command for Filtering and print trades	2021-11-01 09:43:49 +01:00
Matthias	c094ac5762	Merge branch 'develop' into feat/short	2021-10-30 19:45:19 +02:00
Matthias	20904f1ca4	Add tests for new command	2021-10-30 19:43:42 +02:00
Matthias	72ecb45d86	Add test for backtest_show logic	2021-10-30 16:53:48 +02:00
Matthias	d60001e886	Stoploss cannot be below candle low fix #5816	2021-10-30 16:14:13 +02:00
Matthias	f472709438	Add option to show sorted pairlist Allows easy copy/pasting of the pairlist to a configuration	2021-10-30 10:50:40 +02:00
Matthias	6f1e719216	Merge branch 'develop' into pr/cryptomeisternox/5150	2021-10-30 10:26:05 +02:00
Matthias	201fe108bc	Merge pull request #5607 from TreborNamor/develop a new hyperopt loss created that uses calmar ratio	2021-10-29 09:20:44 +02:00
Matthias	5cdae2ce3f	Remove CalmarDaily hyperopt loss	2021-10-29 06:53:40 +02:00
Matthias	20a61e03da	Merge pull request #5786 from SimonEbner/clean_up_file_handles Clean up file handles	2021-10-25 19:49:07 +02:00
Robert Roman	88b96d5d1b	Update hyperopt_loss_calmar.py	2021-10-25 00:45:10 -05:00
Simon Ebner	f7926083ca	Clean up unclosed file handles Close all file handles that are left dangling to avoid warnings such as ``` ResourceWarning: unclosed file <_io.TextIOWrapper name='...' mode='r' encoding='UTF-8'> params = json_load(filename.open('r')) ```	2021-10-24 23:15:05 +02:00
Simon Ebner	df033d92ef	Improve performance of decimalspace.py decimalspace.py is heavily used in the hyperoptimization. The following benchmark code runs an optimization which is taken from optimizing a real strategy (wtc). The optimized version takes on my machine approx. 11/12s compared to the original 32s. Results are equivalent in both cases. ``` import freqtrade.optimize.space import numpy as np import skopt import timeit def init(): Decimal = freqtrade.optimize.space.decimalspace.SKDecimal Integer = skopt.space.space.Integer dimensions = [Decimal(low=-1.0, high=1.0, decimals=4, prior='uniform', transform='identity')] * 20 return skopt.Optimizer( dimensions, base_estimator="ET", acq_optimizer="auto", n_initial_points=5, acq_optimizer_kwargs={'n_jobs': 96}, random_state=0, model_queue_size=10, ) def test(): opt = init() actual = opt.ask(n_points=2) expected = [[ 0.7515, -0.4723, -0.6941, -0.7988, 0.0448, 0.8605, -0.108, 0.5399, 0.763, -0.2948, 0.8345, -0.7683, 0.7077, -0.2478, -0.333, 0.8575, 0.6108, 0.4514, 0.5982, 0.3506 ], [ 0.5563, 0.7386, -0.6407, 0.9073, -0.5211, -0.8167, -0.3771, -0.0318, 0.2861, 0.1176, 0.0943, -0.6077, -0.9317, -0.5372, -0.4934, -0.3637, -0.8035, -0.8627, -0.5399, 0.6036 ]] absdiff = np.max(np.abs(np.asarray(expected) - np.asarray(actual))) assert absdiff < 1e-5 def time(): opt = init() print('dt', timeit.timeit("opt.ask(n_points=20)", globals=locals())) if __name__ == "__main__": test() time() ```	2021-10-24 18:14:24 +02:00
Matthias	22dd2ca003	Fix mypy type errors	2021-10-24 15:18:29 +02:00
Matthias	17432b2823	Improve some stylings	2021-10-24 09:15:05 +02:00
Matthias	dffb4c5d53	Merge branch 'develop' into pr/TreborNamor/5607	2021-10-24 08:55:10 +02:00
Sam Germain	aed22f7dad	Merge branch 'develop' into feat/short	2021-10-22 11:45:27 -06:00
Matthias	78724e304e	Merge branch 'develop' into pr/theluxaz/5710	2021-10-21 17:46:39 +02:00
theluxaz	0e085298e9	Fixed test failures.	2021-10-21 17:25:38 +03:00
Matthias	96f99699e0	Merge pull request #4606 from rextea/add_days_breakdown_to_backtesting_summary Add days breakdown table to backtesting	2021-10-21 13:56:30 +02:00
Matthias	e458c9867a	Styling fixes	2021-10-21 07:45:15 +02:00
Matthias	7b5346b984	Add test for breakdown-stats	2021-10-21 07:11:39 +02:00
Matthias	fa028c2134	Support day/week/month breakdowns	2021-10-21 06:58:40 +02:00
Matthias	7197f4ce77	Don't show daily % profit (it's wrong)	2021-10-20 20:01:31 +02:00
Matthias	de5497c766	backtest_days cannot be below 1	2021-10-20 19:39:37 +02:00
theluxaz	905f3a1a50	Removed exit_tag from Trade objects.	2021-10-20 17:58:50 +03:00
Sam Germain	3fffc315ac	Merge branch 'develop' into feat/short	2021-10-20 08:11:53 -06:00
Matthias	5454460227	Revert initial_points to 30 closes #5760	2021-10-20 07:46:15 +02:00
theluxaz	1fdc4425dd	Changed exit_tag to be represented as sell_reason	2021-10-20 01:26:15 +03:00
GluTbl	00406ea7d5	Update backtesting.py Support for custom entry-prices and exit-prices during backtesting.	2021-10-19 17:15:45 +05:30
theluxaz	5ecdd1d112	Merge branch 'develop' into freqtrade-development	2021-10-19 00:00:15 +03:00
theluxaz	69a59cdf37	Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions	2021-10-18 23:56:41 +03:00
Matthias	7d8cd736b8	Support days-breakdown also for hyperopt results	2021-10-17 16:49:39 +02:00
Matthias	47bba331c1	Merge branch 'develop' into pr/rextea/4606	2021-10-17 16:29:31 +02:00
Matthias	69fdb8edfa	Merge branch 'develop' into feat/short	2021-10-17 10:40:08 +02:00
Matthias	0e7d903a6f	Merge pull request #5644 from slyons/develop Add ability to ignore unparameterized spaces	2021-10-14 08:07:07 +02:00
Sam Germain	bd488cc086	Merge branch 'develop' into feat/short	2021-10-13 17:56:40 -06:00
theluxaz	0bb7ea10ab	Fixed minor header for backtesting	2021-10-14 01:34:30 +03:00
theluxaz	ed39b8dab0	fixed profit total calculation	2021-10-14 01:18:16 +03:00
Matthias	aed919a05f	Simplify "no-space-configured" error handling by moving it to hyperopt_auto	2021-10-13 19:54:35 +02:00
theluxaz	b151cf032b	Merge branch 'develop' of https://github.com/theluxaz/freqtrade into main # Conflicts: # freqtrade/freqtradebot.py # freqtrade/optimize/backtesting.py	2021-10-13 02:01:26 +03:00
theluxaz	80b71790bc	Added some bigfixes for sell_tag	2021-10-13 01:22:53 +03:00
theluxaz	b898f86364	Added sell_tag and buy/sell telegram performance functions	2021-10-13 00:02:28 +03:00
sid	30bc96cf3f	simplify expression	2021-10-09 06:36:23 +05:30
sid	46c320513a	use profit_abs	2021-10-07 08:07:07 +05:30
sid	6ba46b38bd	fix formatting	2021-10-06 13:46:05 +05:30
sid	c0d01dbc26	add max_drawdown loss	2021-10-06 13:24:27 +05:30
Sam Germain	e8b4cf6eaa	Merge branch 'develop' into feat/short	2021-10-02 03:15:12 -06:00
Scott Lyons	df45f467c6	Adding ability to ignore unparameterized spaces	2021-09-30 01:11:02 -07:00
Robert Roman	ca973c05d1	Merge branch 'freqtrade:develop' into develop	2021-09-28 10:16:36 -05:00
Robert Roman	626a40252d	resolved mypy error error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"	2021-09-27 17:33:29 -05:00
Robert Roman	c3414c3b78	resolved mypy error error: Signature of "hyperopt_loss_function" incompatible with supertype "IHyperOptLoss"	2021-09-27 17:32:49 -05:00
Matthias	5726886b06	Reduce backtest-noise from "pandas slice" warning	2021-09-27 20:52:19 +02:00
Robert Roman	bdca3e2343	Merge branch 'freqtrade:develop' into develop	2021-09-26 15:37:09 -05:00
Matthias	a926f54a25	Add "side" parameter to custom_stake_amount	2021-09-26 19:35:54 +02:00
Matthias	84e013de2d	Update confirm_trade_entry to support "side" parameter	2021-09-26 19:33:22 +02:00
Matthias	4d49f1a0c7	Reset columns by dropping instead of resetting	2021-09-26 15:39:34 +02:00
Matthias	4fd00db630	Use "combined" enter_tag column	2021-09-26 15:22:37 +02:00
Matthias	6319c104fe	Fix unreliable backtest-result when using webserver mode	2021-09-26 15:07:48 +02:00
Matthias	2a678bdbb4	Update buy_tag column to long_tag	2021-09-26 08:37:44 +02:00
Robert Roman	24baad7884	Add Calmar Ratio Daily This hyper opt loss calculates the daily Calmar ratio.	2021-09-25 16:28:36 -05:00
Robert Roman	3b99c84b0a	resolved the total profit issue I resolved the total profit issue and locally ran flak8 and isort	2021-09-23 21:31:33 -05:00
Matthias	0e13d57e57	Update advise_* methods to entry/exit	2021-09-22 20:42:31 +02:00
Matthias	4c6b1cd55b	Add very simple short logic to test-strategy	2021-09-22 20:36:03 +02:00
Robert Roman	c6b684603c	removed trade_count inside if statement i removed trade_count inside if statement. Even though it helps overfitting, It is not useful when running hyperopt on small datasets.	2021-09-22 09:21:43 -05:00
Robert Roman	b946f8e7f1	I sorted imports with isort	2021-09-22 09:18:17 -05:00
Robert Roman	3834bb86ff	updated line 42 I removed the minus sign on max drawdown.	2021-09-21 20:25:17 -05:00
Robert Roman	3845d55186	a new hyperopt loss created that uses calmar ratio This is a new hyperopt loss file that uses the Calmar Ratio. Calmar Ratio = average annual rate of return / maximum drawdown	2021-09-21 20:04:23 -05:00
Sam Germain	778f0d9d0a	Merged feat/short into lev-strat	2021-09-19 17:44:12 -06:00
Rokas Kupstys	5dc78a0c66	[SQUASH] Get rid of _initialize() and fix informatives for dynamic pairlists.	2021-09-18 10:48:53 +03:00
Rokas Kupstys	dfa61b7ad2	[SQUASH] Fix informatives for each pair not being created because dataprovider was not available. Fix not being able to have informative dataframe of a pair in whitelist.	2021-09-18 10:48:53 +03:00
Matthias	853c3a4433	Merge pull request #5587 from raph92/patch-3 Update prepare_trials_columns() return type	2021-09-18 08:08:18 +02:00
raphael	4b2c1a9b8e	Remove trailing whitespace	2021-09-17 14:39:15 -04:00
raphael	e715f2a253	Update formatting Line 302 was too long	2021-09-17 14:23:26 -04:00
raphael	9525a5b96c	Add type to "trials" parameter	2021-09-17 14:10:37 -04:00
Matthias	4d558879e9	Merge branch 'feat/short' into pr/samgermain/5378	2021-09-17 19:33:35 +02:00
raphael	124e97f3b9	Remove ununsed variables from export_csv_file	2021-09-17 11:57:36 -04:00
raphael	3a98fb72a4	Update prepare_trials_columns() return type Was returning str, updated to pd.DataFrame	2021-09-17 11:42:33 -04:00
Matthias	d680fdf33a	Merge branch 'develop' into feat/short	2021-09-17 11:16:37 +02:00
Matthias	994c3c3a4c	Add some errorhandling for custom estimator	2021-09-16 07:13:25 +02:00
Matthias	c0811ae896	Add possibility to override estimator from within hyperopt	2021-09-15 21:36:53 +02:00
Matthias	57ea0c322f	Rename indicator_space to buy_indicator_space	2021-09-15 20:20:31 +02:00
Sam Germain	d77ab337bf	merged with develop	2021-09-14 18:26:46 -06:00
Matthias	315ea1e116	Merge pull request #5566 from freqtrade/remove_hyperopt Remove legacy hyperopt	2021-09-14 19:20:58 +02:00
Sam Germain	5225bd4a5b	Merge branch 'develop' into feat/short	2021-09-13 14:02:23 -06:00
Matthias	a12c3ecc9b	Remove credentials whenever dry-run is set from within the exchange	2021-09-13 20:27:32 +02:00
Matthias	fd6bf591f8	Update some tests to remove explicit hyperopt interface	2021-09-12 08:18:13 +02:00
Matthias	dad4a49e81	Remove legacy hyperopt interface from hyperopt.py	2021-09-12 08:18:13 +02:00
Sam Germain	695a8fc73b	comment updates, formatting, TODOs	2021-09-08 03:09:39 -06:00
Matthias	68b75af08e	Fix bug with inversed sell signals in backtesting	2021-09-05 08:59:18 +02:00
Matthias	ca44d2e092	Merge branch 'feat/short' into pr/samgermain/5378	2021-09-04 19:54:34 +02:00
Matthias	5184cc7749	Merge branch 'develop' into feat/short	2021-09-02 07:03:14 +02:00
Matthias	b0c4f079c2	Merge branch 'develop' into feat/backtest_detail	2021-08-31 20:16:42 +02:00
Matthias	2ce458810b	rename default_hyperopt_loss file	2021-08-26 19:39:57 +02:00
Matthias	053d6d8ee1	Merge branch 'feat/short' into pr/samgermain/5378	2021-08-25 20:34:52 +02:00
Matthias	e1c3b7fd8c	Merge branch 'develop' into feat/short	2021-08-25 20:31:40 +02:00
Matthias	7fb570cc58	hyperopt Fallback methods should not be used.	2021-08-25 20:28:55 +02:00
Matthias	23d21d8ace	Fix wrong message if protection-space is missing closes #5480	2021-08-25 19:57:10 +02:00
Matthias	cb4889398b	Fix backtesting bug	2021-08-25 07:03:48 +02:00
Matthias	6524edbb4e	Simplify should_exit interface	2021-08-24 20:47:54 +02:00
Matthias	b40f985b13	Add short-exit logic to backtesting	2021-08-24 20:02:40 +02:00
Matthias	eb71ee847c	Rename backtest index constants	2021-08-24 06:56:06 +02:00
Matthias	11bd8e912e	Fix some tests	2021-08-24 06:52:28 +02:00
Matthias	7a977a8eaf	Merge branch 'feat/short' into pr/samgermain/5378	2021-08-24 06:28:16 +02:00
Matthias	957551ea97	Merge branch 'develop' into feat/short	2021-08-24 06:25:06 +02:00
Matthias	7373b39015	Initial support for backtesting with short	2021-08-23 21:16:26 +02:00
Matthias	3e8164bfca	Use proper exchange name in backtesting	2021-08-23 21:13:47 +02:00
Sam Germain	a5be535cc9	strategy interface: removed some changes	2021-08-21 17:06:04 -06:00
Sam Germain	e2d5299116	Name changes for strategy	2021-08-18 13:22:54 -06:00
Matthias	fa4ec9f83e	Add explicit test for get_sell_trade_entry	2021-08-15 14:52:24 +02:00
Matthias	8405ccc15e	Seperate detail data loading from regular backest-data loading	2021-08-14 16:33:01 +02:00
Matthias	88172fab82	Allow "detailed" backtesting timeframe to look into the candle	2021-08-14 16:04:23 +02:00
Matthias	bdbac37be7	Merge pull request #5399 from rokups/rk/fix-buy-tag-backtest Fix buy_tag not being saved to trade object.	2021-08-12 06:36:33 +02:00
Rokas Kupstys	f6267c7514	Fix buy_tag not being saved to trade object. Column is mistakenly excluded because advise_buy() creating this column runs after code detecting presence of buy_tag column.	2021-08-11 15:21:23 +03:00
ipqhjjybj	65d025923d	add code	2021-08-11 14:35:16 +08:00
Matthias	0b6aedbc4c	Merge pull request #5395 from freqtrade/fix/hyperopt-show Stream hyperopt-result in small batches	2021-08-10 19:54:02 +02:00
Matthias	039d6384ed	Stream hyperopt-result in small batches Avoiding memory-exhaustion on huge hyperopt results closes #5305 closes #5149	2021-08-10 10:12:57 +02:00
Matthias	3f160c7144	Cache dataframe before cutting the first candle This allows providing the "current closed" candle in all cases.	2021-08-10 09:14:29 +02:00
Matthias	5bfb9edf02	Only query date once from list	2021-08-09 15:42:17 +02:00
Matthias	895b912c71	Fix recently introduced lookahead bias in backtesting closes #5388	2021-08-09 14:54:47 +02:00
Matthias	a5f796bc97	refactor ohlcvdata_to_dataframe to advise_all_indicators	2021-08-09 14:53:18 +02:00
Matthias	f17942b68f	Fix random test failure	2021-08-09 11:18:18 +02:00
Matthias	47f641d12f	Remove hyperopt-pickle result support	2021-08-09 07:04:18 +02:00
Matthias	3bd0c3d009	Remove legacy code from export to csv	2021-08-08 11:02:54 +02:00
Matthias	faf16a64e5	Remove legacy hyperopt file support	2021-08-08 10:22:45 +02:00
Matthias	0ae4eccea5	Refactor Hyperopt-list and hyperopt-show to reduce some duplicate code	2021-08-08 10:06:35 +02:00
Matthias	6532aba765	Merge pull request #5360 from freqtrade/hyperopt_protections Hyperopt protections and Boolean parameter	2021-08-07 09:42:05 +02:00
Sam Germain	b9356a5564	Autopep8 formatting	2021-08-06 16:35:39 -06:00
Matthias	a6454cfc39	Autoenable protections when protection-space is selected	2021-08-04 07:17:29 +02:00
Matthias	091bf7c4d2	Output protection space	2021-08-04 06:50:14 +02:00
Matthias	544e0da6c2	Add protection parameter space	2021-08-04 06:50:14 +02:00
Matthias	800b2eeaf0	Load protections as part of backtest() this enables different values in hyperopt per epoch	2021-08-04 06:50:14 +02:00
Matthias	dfc17f2bd1	Fix ci failure	2021-08-03 07:21:11 +02:00
Matthias	4ab03f7e37	Don't load fallback methods for autohyperopt	2021-08-02 21:17:56 +02:00
Matthias	e70a742005	Reorder space methods in hyperopt	2021-08-02 21:12:10 +02:00
Matthias	056bc93bc6	backtesting needs startup_candle_count fixes informative-pair loading being different between --strategy-list and --strategy.	2021-08-01 19:17:52 +02:00
Matthias	1ccc89d1e9	Store fully analyzed dataframe	2021-07-31 10:00:24 +02:00
Matthias	b1cbc75e93	Properly cache pair dataframe in backtesting (without startup-range).	2021-07-31 08:45:04 +02:00
Matthias	138b126d03	Merge pull request #5299 from kevinjulian/feat/kevinjulian/add-buy-signal-name Add buy signal name	2021-07-30 08:23:11 +02:00
kevinjulian	aea5da0c73	changes testcase	2021-07-23 11:42:43 +07:00
kevinjulian	f5a660f845	caps BUY_TAG_IDX	2021-07-21 20:19:56 +07:00
kevinjulian	49886874aa	rename to buy_tag	2021-07-21 20:05:35 +07:00
kevinjulian	5d04d6ffa7	fix edge testcase	2021-07-20 23:40:32 +07:00
kevinjulian	cbfedf8b29	fix backtest testcase	2021-07-20 23:25:00 +07:00
Kevin Julian	edf9c08f06	Merge branch 'develop' into feat/kevinjulian/add-buy-signal-name	2021-07-20 19:19:46 +07:00
kevinjulian	ed30c023cd	fix some testcase	2021-07-20 19:08:14 +07:00
kevinjulian	9e63bdbac9	feat: add buy signal name	2021-07-20 04:58:20 +07:00
Matthias	365479f5e0	Remove startup-candles after populating buy/sell signals closes #5242	2021-07-18 11:06:41 +02:00
Matthias	7b7d9c02d7	Merge pull request #5243 from freqtrade/feat/webservermode_progress Introduce webserver mode subcommand	2021-07-18 10:48:55 +02:00
Matthias	38296e8689	Merge pull request #5189 from rokups/rk/custom-stake Implement strategy-controlled stake sizes	2021-07-11 19:45:43 +02:00
Matthias	7ea0a74c53	Default to proposed stake	2021-07-11 14:11:41 +02:00
Rokas Kupstys	0e4466ca1e	Implement strategy-controlled stake sizes. Expose `self.wallet` to a strategy.	2021-07-11 12:38:58 +03:00
Matthias	ad26b0dad0	Don't void backtest object when not necessary	2021-07-10 10:59:00 +02:00
Matthias	6129c5ca9e	Fix deprecation warnings from pandas 1.3.0 closes #5251	2021-07-09 20:46:38 +02:00
Matthias	2f33b97b95	Validate startup candles for backtesting correctly closes #5250	2021-07-09 07:20:43 +02:00
octaviusgus	d1104bd434	fix daily profit data and daily profit curve example	2021-07-06 22:47:39 +02:00
Matthias	005da97183	extract backtesting abort functionality	2021-07-06 19:48:28 +02:00
Matthias	830b2548bc	Add backtest stopping	2021-07-06 19:48:28 +02:00
Matthias	134c61126e	Properly track bt progress ...	2021-07-06 19:48:28 +02:00
Matthias	048008756f	Add progress tracking for backtesting	2021-07-06 19:48:28 +02:00
Matthias	800e314bfd	Store backtesting results in backtest instance	2021-07-06 19:48:28 +02:00
octaviusgus	4aa2ae37bd	add daily_profit_list added extra key daily_profit in return of optimize_reports.generate_daily_stats this allows us to analyze and plot a daily profit chart / equity line using snippet below inside jupyter notebook ``` # Plotting equity line (starting with 0 on day 1 and adding daily profit for each backtested day) from freqtrade.configuration import Configuration from freqtrade.data.btanalysis import load_backtest_data, load_backtest_stats import plotly.express as px import pandas as pd # strategy = 'Strat' # config = Configuration.from_files(["user_data/config.json"]) # backtest_dir = config["user_data_dir"] / "backtest_results" stats = load_backtest_stats(backtest_dir) strategy_stats = stats['strategy'][strategy] equity = 0 equity_daily = [] for dp in strategy_stats['daily_profit']: equity_daily.append(equity) equity += float(dp) dates = pd.date_range(strategy_stats['backtest_start'], strategy_stats['backtest_end']) df = pd.DataFrame({'dates':dates,'equity_daily':equity_daily}) fig = px.line(df, x="dates", y="equity_daily") fig.show() ```	2021-07-04 14:38:17 +02:00
Matthias	898bef1837	Merge pull request #5219 from freqtrade/hyperopt_paramfile automatic Hyperopt paramfile	2021-07-04 13:56:52 +02:00
Matthias	77293b1f1e	Remove Zero duration Trades after the recent backtesting fixes, this metric no longer makes sense, as it can't really be 0 any longer.	2021-07-04 10:50:10 +02:00
Matthias	a4096318e0	Provide full backtest-statistics to Hyperopt loss functions closes #5223	2021-07-04 10:15:19 +02:00
Matthias	9d6860337f	Merge pull request #5212 from rokups/rk/trailing-stop-2 Trailing stoploss in backtesting v2	2021-07-03 08:39:30 +02:00
Matthias	fbd91cd3f8	Improve formatting to avoid backslash newlines	2021-07-03 08:22:21 +02:00
Matthias	b25ad68c44	Fix np.bool_ not outputting correctly	2021-07-02 20:52:25 +02:00
Matthias	15e36a20e1	Improve naming of default hyperopt serializer	2021-06-30 19:48:34 +02:00
Rokas Kupstys	bc0742ae67	Fix extremely optimistic results when using a combination of custom_stoploss and trailing_stop.	2021-06-30 09:10:50 +03:00
Matthias	0809225a0a	Update documentation to mention parameter strategy files	2021-06-30 07:05:20 +02:00
Matthias	645da51b5f	Add test for parameter loading	2021-06-30 06:55:10 +02:00
Matthias	dcf53ac3ff	Add test for try_eport_params	2021-06-30 06:33:40 +02:00
Matthias	84703080b8	Extract hyperopt_defaults_serializer to hyperopt_tools	2021-06-29 20:51:29 +02:00
Matthias	62cdbdc26a	Automatically export hyperopt parameters	2021-06-29 20:51:25 +02:00
barbarius	a8117c6e0b	Refactored to use results variable from for loop	2021-06-29 11:24:49 +02:00
Matthias	8ca0076332	Fix small typos	2021-06-29 06:50:47 +02:00
Matthias	d4514f5f16	Introduce File versions to hyperopt result files	2021-06-29 06:50:47 +02:00
Matthias	a7e9e362b7	Simplify printing logic for non-optimized parameters	2021-06-29 06:50:47 +02:00
Matthias	8b7010fc9a	Update pprint name	2021-06-29 06:50:47 +02:00
Matthias	aa5181ca81	Properly export non-optimized parameters	2021-06-29 06:50:47 +02:00
Matthias	34e6ce431f	Print non-optimized parameters (also stop / roi)	2021-06-29 06:50:47 +02:00
Matthias	2310deec53	Update name to get non-optimized parameters	2021-06-29 06:50:47 +02:00
Matthias	8cdd1e3aef	Fix some type errors	2021-06-29 06:50:47 +02:00
Matthias	2bf17f71e7	Dump parameters from hyperopt-show	2021-06-29 06:50:47 +02:00
barbarius	a0f28f4a15	Added max open trades to strategy summary first line	2021-06-28 17:05:12 +02:00
barbarius	2e5b719de8	Added timerange above multiple strategy backtest result summary table	2021-06-28 10:54:54 +02:00
barbarius	c99ae3b419	Added timerange above multiple strategy backtest result summary table	2021-06-28 10:20:34 +02:00
Matthias	1067a9f356	Move strategy-override signals to top-level of the config closes #2867	2021-06-26 16:06:13 +02:00
aayush-jain18	d294ef10d7	unexpected docstring params	2021-06-25 23:56:16 +05:30
aayush-jain18	a46f60bd94	spell corrections	2021-06-25 22:10:04 +05:30
Matthias	e40d481d09	Merge pull request #5014 from Rikj000/hyperopt-show-include-non-optimized-in-json BugFix - `hyperopt-show --print-json` include non-optimized params	2021-06-19 07:42:15 +01:00
Rik Helsen	656bebd4da	🪲 Included completely non_optimized spaces in json + swapped merge dictionary order	2021-06-18 22:03:04 +02:00
Matthias	e1010ff592	Don't load protections from config if strategy defines a property	2021-06-18 19:55:53 +02:00
Rik Helsen	1567804509	⚡ kwargs merge dictionaries instead of using loops	2021-06-17 22:41:49 +02:00
Cryptomeister Nox	85979c3176	* Adding command for Filtering * Read latest Backtest file and print trades	2021-06-17 20:35:02 +02:00
Rik Helsen	546ca01071	♻️ Fixed flake8 warning	2021-06-17 20:33:21 +02:00
Rik Helsen	90d37f5ec6	🔀 Merged upstream branches and fixed merge conflicts	2021-06-17 20:24:20 +02:00
Matthias	8bb464bd64	Merge pull request #5108 from rokups/rk/pessimistic-trailing-stoploss Implement most pessimistic handling of trailing stoploss.	2021-06-17 18:41:00 +01:00
Matthias	b38ab84a13	Add documentation mention about new behaviour	2021-06-17 06:48:41 +02:00
Matthias	1c9def2fdb	Update freqtrade/optimize/optimize_reports.py	2021-06-16 20:17:44 +01:00
barbarius	1bb04bb0c2	Moved daily avg trade row next to total trades on backtest results	2021-06-16 11:40:55 +02:00
Rokas Kupstys	6d5fc96714	Implement most pessimistic handling of trailing stoploss.	2021-06-15 09:05:36 +03:00
Matthias	cf7394d01c	Export backtesting results by default closes #4977	2021-06-14 19:57:24 +02:00
Matthias	eaf0aac77e	Remove OrderedDict as we're no longer supporting python 3.6	2021-06-13 11:47:18 +02:00
Matthias	d54ee0eb04	Refactor hyperopt_tools naming	2021-06-13 11:24:24 +02:00
Matthias	ef208012c4	Merge pull request #5104 from freqtrade/enums_own_module Enums own package	2021-06-10 05:31:14 +01:00
Bruno Gouvea	40f1ede775	Simplifying HO's result function	2021-06-09 12:03:24 -03:00
Matthias	d16a619489	Move SellType Enum to it's own module	2021-06-08 21:04:34 +02:00
Bruno Gouvea	3cce668353	Creating a control variable to determine the existence of max drawdown in the final result.	2021-06-08 02:57:44 -03:00
Bruno Gouvea	816bb531b3	Creating fake column for legacy mode on max drawdown	2021-06-08 02:42:55 -03:00
Bruno Gouvea	4595db39aa	Displaying max. drawdown only when it is not legacy mode.	2021-06-08 02:18:00 -03:00
Bruno Gouvea	c513c9685d	Remove blank line (PEP8)	2021-06-07 18:20:04 -03:00
Bruno Gouvea	5c3a418e65	Adjusting drawdown column position.	2021-06-07 18:15:26 -03:00
Bruno Gouvea	35d6140068	Displays the max drawdown in the hyper optimization results table.	2021-06-07 17:53:19 -03:00
Matthias	f920c26802	fix Hyperopt-list avg-time filters These should use a numeric field (which currently isn't available). closes #5061	2021-05-31 20:01:40 +02:00
Matthias	8a56af9192	Update onlyprofit loss should use absolute profit closes #4934	2021-05-28 08:38:46 +02:00
Matthias	a89364aa98	Merge branch 'develop' into pr/Antreasgr/4838	2021-05-27 14:59:39 +02:00
Matthias	3014bc3467	Don't use Sum sign in hyperopt to avoid compatibility problems	2021-05-27 14:22:11 +02:00
Matthias	cf39dd2163	Fix csv-export error with new hyperopt format	2021-05-27 13:08:28 +02:00
Matthias	8e89d3e6e4	Fix sort error	2021-05-25 19:33:34 +02:00
Matthias	cc5769e900	Convert np.int64 to proper int closes #5018	2021-05-25 19:24:56 +02:00
Rikj000	bd44deea0d	BugFix - hyperopt-show --print-json include non-optimized params	2021-05-24 18:51:33 +02:00
Matthias	af16614bf2	Fix formatting issue	2021-05-24 07:48:36 +02:00
Priveyes	6f990c5976	Fix a rare error in save_result : ValueError: Out of range float values are not JSON compliant freqtrade/freqtrade/optimize/hyperopt.py", line 166, in _save_result rapidjson.dump(epoch, f, default=str, number_mode=rapidjson.NM_NATIVE) ValueError: Out of range float values are not JSON compliant	2021-05-23 18:49:07 +02:00
Matthias	971d5b2ecc	Merge pull request #5002 from freqtrade/track_rejected_trades Track rejected trades	2021-05-23 14:56:50 +01:00
Matthias	3f956441fc	Properly format % of zero_duration_trades	2021-05-23 15:53:54 +02:00
Matthias	a39860e0de	Add tests for rejected signals	2021-05-23 14:15:02 +02:00
Matthias	7f125315b0	Track Rejected Trades closes #3423	2021-05-23 09:42:05 +02:00
Matthias	02faeb60a3	Merge pull request #4943 from rokups/rk/statistics Extra statistics	2021-05-23 08:38:27 +01:00
Rokas Kupstys	db985cbc2e	Fix hyperopt-show failing to display old results with missing new fields.	2021-05-23 09:45:26 +03:00
Rokas Kupstys	25cc4eae96	Fix tests that broke after table formatting changed.	2021-05-22 15:25:37 +02:00
Rokas Kupstys	981b2df7ca	Include win:loss ratio in results tables.	2021-05-21 12:18:08 +03:00
Rokas Kupstys	debd98ad9a	Make results table more compact by merging win/draw/loss columns and drawdown abs/% into single columns.	2021-05-21 11:36:23 +03:00
Rokas Kupstys	e1dc1357ce	Add drawdown column to strategy summary table.	2021-05-21 11:36:23 +03:00
Rokas Kupstys	edcfa94093	Include zero duration trades in backtesting report.	2021-05-21 11:36:23 +03:00
Matthias	f398888865	Refactor preprocessed trimming to seperate method	2021-05-21 08:26:19 +02:00
Kamontat Chantrachirathumrong	6172e67fcd	Update hyperopt.py	2021-05-20 11:56:31 +07:00
Kamontat Chantrachirathumrong	c2b9da68e1	fix indent	2021-05-20 11:56:11 +07:00
Kamontat Chantrachirathumrong	1b3bfb2e7f	found root cause.	2021-05-20 11:50:15 +07:00
Kamontat Chantrachirathumrong	48210170e7	wrap with is not empty	2021-05-20 11:49:25 +07:00
Kamontat Chantrachirathumrong	082fb11bbe	Avoid having error `cannot set a frame with no defined index and a scalar`	2021-05-20 01:54:48 +07:00
Matthias	ef4d1c24d7	Merge pull request #4941 from brookmiles/fix-stoploss-above-candle prevent backtest stoploss trade price being set above candle high	2021-05-19 06:20:35 +02:00
Matthias	7a9853bfe1	Fix "Too many open Files" exception	2021-05-18 20:39:55 +02:00
Matthias	36eba0f110	Don't use "r+" memmap, but "r2	2021-05-17 21:05:48 +02:00
Matthias	6aa574fa2b	Convert ROI result to proper json object closes #4952	2021-05-17 20:58:50 +02:00
Matthias	4f968b4a6f	Merge pull request #4926 from rokups/rk/misc-fixes Two fixes	2021-05-15 15:11:07 +02:00
Rokas Kupstys	2d5f465f1b	Fix protections being loaded multiple times for first strategy when backtesting.	2021-05-15 13:37:03 +03:00
Rokas Kupstys	29fed37df3	Fix exception when few pairs with no data do not result in aborting backtest. Exception is triggered by backtesting 20210301-20210501 range with BAKE/USDT pair (binance). Pair data starts on 2021-04-30 12:00:00 and after adjusting for startup candles pair dataframe is empty. Solution: Since there are other pairs with enough data - skip pairs with no data and issue a warning. Exception: ``` Traceback (most recent call last): File "/home/rk/src/freqtrade/freqtrade/main.py", line 37, in main return_code = args['func'](args) File "/home/rk/src/freqtrade/freqtrade/commands/optimize_commands.py", line 53, in start_backtesting backtesting.start() File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 502, in start min_date, max_date = self.backtest_one_strategy(strat, data, timerange) File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 474, in backtest_one_strategy results = self.backtest( File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 365, in backtest data: Dict = self._get_ohlcv_as_lists(processed) File "/home/rk/src/freqtrade/freqtrade/optimize/backtesting.py", line 199, in _get_ohlcv_as_lists pair_data.loc[:, 'buy'] = 0 # cleanup from previous run File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 692, in __setitem__ iloc._setitem_with_indexer(indexer, value, self.name) File "/home/rk/src/freqtrade/venv/lib/python3.9/site-packages/pandas/core/indexing.py", line 1587, in _setitem_with_indexer raise ValueError( ValueError: cannot set a frame with no defined index and a scalar ```	2021-05-15 13:37:03 +03:00
Brook Miles	2eac23a15f	if stoploss price is above the candle high, set it to candle open instead. this can occur if stoploss had previously been reached but the sell was prevented by `confirm_trade_exit`	2021-05-15 15:38:51 +09:00
Matthias	5e73195b30	Use linux lineseperator at all times	2021-05-15 07:01:32 +02:00
Matthias	ecee42f561	Read pickle file in mmap mode	2021-05-13 20:13:04 +02:00
Matthias	1055862bc0	Extract data-load + dump from hyperopt (Reduces memory-usage as the dataframes go out of scope)	2021-05-12 21:15:01 +02:00
Matthias	24a1d5a96f	Change default hyperopt-name to be shorter	2021-05-12 19:06:13 +02:00
Matthias	3cbe40875d	read hyperopt results from pickle or json	2021-05-12 06:06:30 +02:00
Matthias	06bf1aa274	Store epochs as json per line	2021-05-12 05:58:25 +02:00
Matthias	7398ea88e0	Change optimize_reports to convert dates to string earlier	2021-05-11 20:37:49 +02:00
Matthias	92186d89a2	Add some changes to strategytemplate	2021-05-09 09:56:36 +02:00
Rokas Kupstys	8d8c782bd0	Slice dataframe in backtesting, preventing access to rows past current time.	2021-05-08 18:40:49 +03:00
Rokas Kupstys	f1eb653545	Fix strategy protections not being loaded in backtesting.	2021-05-08 10:29:47 +03:00
Rokas Kupstys	1b01ad6f85	Make exchange parameter optional and do not use it as parameter in backtesting.	2021-05-08 10:29:47 +03:00
Matthias	4b6cd69c81	Add test for no-exchange dataprovider	2021-05-08 10:29:47 +03:00
Rokas Kupstys	d344194b36	Fix dataprovider in hyperopt.	2021-05-08 10:29:47 +03:00
Rokas Kupstys	6fb4d83ab3	Fix dataprovider in hyperopt.	2021-05-08 10:29:47 +03:00
Rokas Kupstys	cdfa6adbe5	Store pair datafrmes in dataprovider for backtesting.	2021-05-08 10:29:47 +03:00
Rokas Kupstys	d34da3f981	Revert "Add dataframe parameter to custom_stoploss() and custom_sell() methods." This reverts commit `595b8735f8`. # Conflicts: # freqtrade/optimize/backtesting.py # freqtrade/strategy/interface.py	2021-05-08 10:29:47 +03:00
Matthias	513be11fd9	Fix hyperopt output closes #4892	2021-05-07 20:23:11 +02:00
Matthias	554f5f14b6	Raise exception if no data is left	2021-05-07 06:41:15 +02:00
Matthias	4f529fe424	Don't use Arrow to get min/max backtest dates	2021-05-06 19:43:14 +02:00
Matthias	da574e4e69	Small style fixes	2021-05-03 06:30:41 +02:00
Matthias	fc110ea418	Support csv export for new and old versions	2021-05-02 20:41:45 +02:00
Matthias	287b43e999	Output strategy results including non-optimized parameters	2021-05-02 11:30:53 +02:00
Matthias	d069ad43d8	Small reformatting in hyperopt	2021-05-02 11:01:26 +02:00
Matthias	8ee0b0d8e8	Store not optimized parameters (if applicable)	2021-05-02 10:46:04 +02:00
Matthias	46f0f66039	Keep dimensions stored in hyperopt class There is no point in regenerating them and it will cause some overhead as all space classes will be recreated for every epoch.	2021-05-02 09:48:37 +02:00
Matthias	ced5cc7ce2	Don't recalculate min/max date - they won't change between epochs	2021-05-02 09:46:27 +02:00
Matthias	ecdfb6e5ed	Fix output of % for new format	2021-05-02 09:46:27 +02:00
Matthias	881cba336a	Show backtesting result in hyperopt-show	2021-05-02 09:46:27 +02:00
Matthias	420e75af65	Extract show_backtest_result for one strategy	2021-05-02 09:46:27 +02:00
Matthias	97478abb9d	Move format explanation string to HyperoptTools	2021-05-02 09:46:27 +02:00
Matthias	f2e182002d	Simplify calling backtesting by returning the proper result	2021-05-02 09:46:27 +02:00
Matthias	e2e1d34828	Extract stake_currency param from hyperopt-explanationstring	2021-05-02 09:46:27 +02:00
Matthias	6aaaad29d7	Use backtesting output for hyperopt results	2021-05-02 09:46:27 +02:00
Matthias	545cba7fd8	Refactor optimize_report we should not calculate non-daily statistics in the daily stats method	2021-05-02 09:46:27 +02:00
Matthias	9994fce577	Extract generation of report for one strategy to it's own method	2021-05-02 09:46:27 +02:00
Matthias	b125c975c7	Rename strategy_comparison method	2021-05-02 09:46:27 +02:00
Matthias	ac2e1eb3d7	Don't import joblib for regular strategies	2021-05-02 08:44:16 +02:00
Matthias	1cb430f59b	Remove encoding specifics, gitattributes to echeckout as utf8	2021-05-01 17:41:40 +02:00
Matthias	e0ca3c014c	Don't completely remove encode/decode	2021-05-01 17:12:48 +02:00
Matthias	30da307d13	Remove encode/decode for hyperopt	2021-05-01 17:01:52 +02:00
Matthias	e381df9098	extract has_space to Hyperopt-Tools	2021-05-01 16:36:35 +02:00
Matthias	7c8a367442	Update docs to not promote stoploss / take-profit	2021-04-28 20:36:06 +02:00
Matthias	2061162d79	Convert trade-opendate to python datetime	2021-04-26 20:01:13 +02:00
Rokas Kupstys	98f6fce2ec	Use correct sell reason in case of custom sell reason.	2021-04-25 09:48:40 +03:00
Rokas Kupstys	595b8735f8	Add dataframe parameter to custom_stoploss() and custom_sell() methods.	2021-04-25 09:48:40 +03:00
Rokas Kupstys	1aad128d85	Support returning a string from custom_sell() and have it recorded as custom sell reason.	2021-04-25 09:48:40 +03:00
Matthias	88f26971fa	Use defaultdict for backtesting	2021-04-24 19:15:09 +02:00
Matthias	f12e002686	Merge pull request #4775 from freqtrade/fix_wallet_unlimited Fix wallet unlimited	2021-04-24 15:54:06 +02:00
Matthias	df16fbd742	Add "dataload complete" message to backtest + hyperopt	2021-04-23 19:22:41 +02:00
Matthias	d8c8a8d8c2	Remvoe pointless arguments from get_trade_stake_amount	2021-04-21 20:01:10 +02:00
Matthias	cfa9315e2a	Prevent out of candle ROI sells	2021-04-20 20:29:53 +02:00
Matthias	ce870bbcf7	Use 3 decimals for ROI space	2021-04-15 21:38:20 +02:00
Matthias	52c482cecf	Convert trailing and roi defaults to skdecimal	2021-04-14 20:36:34 +02:00
Matthias	e820814809	Default-stoploss-hyperopt should use decimal space, nto real	2021-04-14 20:32:34 +02:00
Matthias	9804e20114	Don't use _set_value for autoOpt-Spaces	2021-04-10 09:53:48 +02:00
Matthias	34e47db18d	Test SKDecimal space	2021-04-09 22:15:24 +02:00
Matthias	5f67400649	Add SKDecimal Space	2021-04-09 21:58:15 +02:00
Matthias	7b2a0d46cb	Fix typo	2021-04-05 15:38:25 +02:00
Matthias	b470672dfd	Merge pull request #4596 from rokups/rk/hyper-strategy Support for creating auto-hyperoptable strategies.	2021-04-05 13:55:32 +02:00
Matthias	bd5e1c5096	Merge pull request #4660 from rextea/order_pairlist_results Sort pair lists by total profit	2021-04-04 19:47:33 +02:00
rextea	9e56f6d4eb	Sort pair lists by total profit	2021-04-04 01:19:38 +03:00
Matthias	9d4b5cc6bb	Fix typo	2021-04-03 19:56:20 +02:00
Matthias	41cb2a6451	Merge branch 'develop' into pr/rokups/4596	2021-04-03 17:00:37 +02:00
Matthias	6555454bd2	Remove more ticker_interval occurances	2021-04-03 16:54:47 +02:00
Rokas Kupstys	ea43d5ba85	Implement DecimalParameter and rename FloatParameter to RealParameter.	2021-04-02 17:08:16 +03:00
Matthias	5acdc9bf42	Fix type errors by converting all hyperopt methods to instance methods	2021-04-01 06:47:23 +02:00
Rokas Kupstys	5e5b11d4d6	Split "enabled" to "load" and "optimize" parameters.	2021-03-31 12:31:28 +03:00
Matthias	2869d5368d	Allow edge to use dynamic pairlists closes #4298	2021-03-30 20:20:24 +02:00
Matthias	89bbfd2324	Remove candle_count from dataframe before backtesting closes #3754	2021-03-29 20:26:54 +02:00
Matthias	8022386404	Type custom_hyperopt	2021-03-27 18:00:07 +01:00
Matthias	786ddc6a91	remove unused imports	2021-03-27 10:47:33 +01:00
rextea	76a02ff70a	fix indentations	2021-03-26 18:49:17 +03:00
rextea	2bed41da5d	Add days breakdown table to backtesting	2021-03-26 18:40:50 +03:00
Rokas Kupstys	40f5c7853e	[SQUASH] Add a way to temporarily disable a parameter (excludes from parameter loading/hyperopt) and print parameter values when executed.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	fd45dfd894	[SQUASH] Make skopt imports optional.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	11689100e7	[SQUASH] Fix exception when HyperOpt nested class is not defined.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	e9f0babe8a	[SQUASH] Use HyperStrategyMixin as part of IStrategy interface.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	2d13e5fd50	[SQUASH] Oopsies.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	bb89e44e19	[SQUASH] Address PR comments. * Split Parameter into IntParameter/FloatParameter/CategoricalParameter. * Rename IHyperStrategy to HyperStrategyMixin and use it as mixin. * --hyperopt parameter is now optional if strategy uses HyperStrategyMixin. * Use OperationalException() instead of asserts.	2021-03-26 16:56:24 +02:00
Rokas Kupstys	0a205f52b0	Optional support for defining hyperopt parameters in a strategy file and reusing common hyperopt/strategy parts.	2021-03-26 16:56:24 +02:00
Matthias	8da7d5c009	Merge pull request #4594 from rextea/add_confirm_exit_enter_tade_to_backtesting Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-25 20:26:56 +01:00
Matthias	292ea8c1d0	Update backtesting.py	2021-03-25 09:34:33 +01:00
rextea	0ca95aa0c2	Change rate to acctual close rate	2021-03-25 10:25:25 +02:00
Matthias	ec15610bff	Fix isort issue	2021-03-24 19:21:07 +01:00
rextea	f51f4b1817	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:35:46 +02:00
rextea	dc4ea604dd	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:19:16 +02:00
rextea	eb5d69dcd4	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:12:08 +02:00
rextea	6856963aef	Add confirm_trade_exit and confirm_trade_entry to backtesting	2021-03-23 10:09:41 +02:00
Matthias	76ca3c219f	extract result-printing from hyperopt class	2021-03-17 20:45:15 +01:00
Matthias	b57c150654	Final balance should include forcesold pairs	2021-03-14 09:48:40 +01:00
Matthias	cd8d9f2930	Merge pull request #4534 from rokups/patch-1 Provide access to strategy instance from hyperopt class.	2021-03-13 17:14:47 +01:00
Rokas Kupstys	5e872273d1	Provide access to strategy instance from hyperopt class.	2021-03-13 15:13:42 +02:00
Matthias	d1acc8092c	Improve backtest performance	2021-03-13 10:17:14 +01:00
Matthias	0db5c9746f	Merge pull request #4454 from freqtrade/backtest_compound_speed Backtest compound, wallet, ...	2021-03-10 10:07:40 +01:00
Matthias	4b550dab17	Always reset fake-databases Otherwise results may stick around for the next strategy	2021-03-08 19:40:29 +01:00
Matthias	0b81b58d28	Use pandas.values.tolist instead of itertuples speeds up backtesting closes #4494	2021-03-07 11:28:54 +01:00
Patrick Weber	4532222010	Fixed line length in HyperOpt for new name Fixed line length errors and multiple f strings to facilitate strategy being added in the name	2021-03-05 13:16:49 -06:00
Patrick Weber	345f7404e9	Add strategy name to HyperOpt results filename This just extends the HyperOpt result filename by adding the strategy name. This allows analysis of HyperOpt results folder with no additional necessary context. An alternative idea would be to expand the result dict, but the additional static copies are non value added.	2021-03-05 12:56:11 -06:00
Matthias	731ab5d2a7	Fix too long line errors	2021-03-05 19:22:57 +01:00
Matthias	bc05d03126	Make best / worst day absolute	2021-03-05 19:21:09 +01:00
raoulus	0968ecc1af	added "Median profit" column to hyperopt -> export-csv	2021-03-04 17:27:04 +01:00
Matthias	078b77d41b	Fix crash when using unlimited stake and no trades are made	2021-03-02 16:12:22 +01:00
Joe Schr	55a315be14	fix: avg_stake_amount should not be `NaN` if df is empty	2021-03-02 13:38:55 +01:00
Matthias	2083cf6ddf	Fix mypy errors introduced by Arrow update	2021-03-01 08:57:57 +01:00
Matthias	9cb37409fd	Explicitly convert starting-balance to float	2021-02-28 09:56:29 +01:00
Matthias	b2e9295d7f	Small stylistic fixes	2021-02-27 19:57:42 +01:00
Matthias	324b9dbdff	Simplify wallet code	2021-02-27 10:33:25 +01:00
Matthias	98f3142b30	Improve handling of backtesting params	2021-02-27 09:33:00 +01:00
Matthias	fc256749af	Add test for backtesting _enter_trade	2021-02-27 09:33:00 +01:00
Matthias	53a57f2c81	Change some types Fix types of new model object	2021-02-27 09:33:00 +01:00
Matthias	03eb23a4ce	2 levels of Trade models, one with and one without sqlalchemy Fixes a performance issue when backtesting with sqlalchemy, as that uses descriptors for all properties.	2021-02-27 09:33:00 +01:00
Matthias	394a6bbf2a	Fix some type errors	2021-02-27 09:33:00 +01:00
Matthias	52acacbed5	Check min-trade-stake in backtesting	2021-02-27 09:33:00 +01:00
Matthias	f04f07299c	Improve backtesting metrics	2021-02-27 09:33:00 +01:00
Matthias	7913166453	Improve performance by updating wallets only when necessary	2021-02-27 09:33:00 +01:00
Matthias	f367375e5b	ABS drawdown should show wallet high and low values	2021-02-27 09:33:00 +01:00
Matthias	0d2f877e77	Use absolute drawdown calc	2021-02-27 09:32:59 +01:00
Matthias	74fc4bdab5	Shorten debug log	2021-02-27 09:32:59 +01:00
Matthias	72f21fc5ec	Add trade-volume metric	2021-02-27 09:32:59 +01:00
Matthias	35e6a9ab3a	Backtest-reports should calculate total gains based on starting capital	2021-02-27 09:32:59 +01:00
Matthias	8d61a26382	Allow dynamic stake for backtesting and hyperopt	2021-02-27 09:32:59 +01:00
Matthias	e4abe902fc	Enable compounding for backtesting	2021-02-27 09:32:59 +01:00
Matthias	0faa6f84dc	Improve Wallet logging disabling for backtesting	2021-02-27 09:32:59 +01:00
Matthias	081b9be45c	use get_all_locks to get locks for backtest result	2021-02-27 09:32:59 +01:00
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
Matthias	23bad8fd9f	Rename DefahltHyperoptLoss function to ShortTradeDurHyperOptLoss	2020-10-10 14:22:29 +02:00
Matthias	23278e52db	remove obsolete logging statements	2020-10-08 20:22:59 +02:00
Matthias	e8f2c09f08	Extract handling of left open trades to seperate method	2020-10-08 20:11:45 +02:00
Matthias	52502193c4	Backtesting should not double-loop for sell signals	2020-10-07 20:59:05 +02:00
Matthias	40b61bbfe3	Adjust trailing-stop to be python compliant	2020-10-05 07:44:12 +02:00
Matthias	cb74c9bcde	Fix hyperopt output	2020-10-03 13:27:06 +02:00
Matthias	6977ffdbf9	Merge branch 'develop' into isort_config	2020-09-28 20:21:55 +02:00
Matthias	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +02:00
Matthias	c42a924df8	Load latest file	2020-09-27 16:50:42 +02:00
Matthias	ff96cf154c	Keep hyperopt result history	2020-09-27 16:33:26 +02:00
Matthias	b736691e0e	Remove hyperopt --continue	2020-09-27 16:18:28 +02:00
Matthias	bb27b236ce	Remove unused arguments	2020-09-26 14:55:12 +02:00
Matthias	ff3e2641ae	generate_backtest_stats must take config options from the strategy config as a strategy can override certain options.	2020-09-25 20:47:37 +02:00
Matthias	378f03a5b1	Add relevant parameters to stored backtest result	2020-09-25 06:37:40 +02:00
Matthias	6674285b12	Merge pull request #3756 from allenday/patch-1 prettify hyperopt console output	2020-09-19 17:43:05 +02:00
Matthias	f0d7f18cf9	Pad wins / draws / losses for hyperopt with spaces instead of 0's	2020-09-19 17:32:22 +02:00
Matthias	ec01f20bf8	Add ratio to sell reason stats	2020-09-16 20:27:28 +02:00
Allen Day	f63a378967	Update hyperopt.py zero pad wins/draws/losses (W/D/L) column to preserve alignment in console pretty print	2020-09-07 23:26:55 +08:00
Matthias	284d39930f	Allow using pairlists through dataprovider in backtesting	2020-08-30 10:07:28 +02:00
Matthias	d8a6410fd1	Fix small bug when using max-open-trades -1 in backtesting	2020-08-23 09:00:57 +02:00
Matthias	3d93236709	Remove unused import	2020-08-21 14:55:47 +02:00
Matthias	301f74fd1b	Merge pull request #3418 from freqtrade/hyperopt_colorama_init Test colorama init again (after the fixes done to progressbar)	2020-08-21 14:54:35 +02:00
Matthias	4f1179d85c	Test for empty case	2020-08-20 20:11:58 +02:00
Matthias	f5a9001dc0	Handle backtest results without any trades	2020-08-20 19:51:36 +02:00
Matthias	3d515ed5bf	Merge pull request #3558 from freqtrade/bt_add_maxdrawdown Revise backtesting export format, add some metrics	2020-08-19 06:39:47 +02:00
Matthias	9982ad2f36	Add profit to backtest summary output	2020-08-18 16:59:24 +02:00
Matthias	668d167adc	Add docstring to store_backtest_stats	2020-08-18 16:15:24 +02:00
Matthias	4eb17b4daf	Remove unneeded function	2020-08-18 15:20:37 +02:00
Matthias	a6dac9acf3	Merge pull request #3667 from freqtrade/hyperopt_enable_dataprovider Hyperopt enable dataprovider	2020-08-17 07:00:48 +02:00
Matthias	1f153f51ee	Merge pull request #3660 from freqtrade/hyperopt_default_tests Move DefaultHyperopt to tests	2020-08-17 06:49:55 +02:00
Matthias	b98107375e	Improve formatting of result string to be a bit conciser	2020-08-14 07:31:14 +02:00
Matthias	d76ee43246	Show wins / draws / losses in hyperopt table	2020-08-14 07:14:10 +02:00
Matthias	05bd099f51	Merge branch 'develop' into pr/yazeed/3008	2020-08-14 06:58:09 +02:00
Matthias	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +02:00
Matthias	fca41a44bb	Also logg timeframe	2020-08-08 20:20:58 +02:00
Matthias	2afe1d5b11	Add link to full sample	2020-08-08 17:30:31 +02:00
Matthias	dd430455e4	Enable dataprovier for hyperopt	2020-08-08 17:04:32 +02:00
Matthias	8b6d10daf1	Move DefaultHyperopt to test folder (aligned to strategy)	2020-08-06 08:50:41 +02:00
Matthias	aab5596fa6	Convert trade open / close to timestamp (to allow uniform analysis of backtest and real trade data - while giving control of date-formatting to the endsystem.	2020-07-27 07:20:40 +02:00
Matthias	977a6d4e9c	Add profit_total to results line	2020-07-26 16:10:48 +02:00
Matthias	454046f745	Add stake_currency and max_opeN_trades to backtest result	2020-07-26 15:55:54 +02:00
Matthias	8d0f338bf2	Timestamps should be in ms	2020-07-26 15:23:21 +02:00
Matthias	9ed5fed887	Fix output format to be of an identical type	2020-07-26 15:17:54 +02:00
Matthias	902e8fa62f	Fix wrong spelling in one subcomponent	2020-07-26 14:39:00 +02:00
Matthias	c1191400a4	Allow 0 fee value by correctly checking for None	2020-07-15 19:20:20 +02:00
Matthias	bdf611352e	Update summary-metrics output	2020-07-14 19:34:01 +02:00
Matthias	1fc4451d2f	Avoid \ linebreak	2020-07-03 20:32:04 +02:00
Matthias	0d15a87af8	Remove old store_backtest method	2020-07-03 20:21:32 +02:00
Matthias	987188e41f	Add avgduration for winners and losers	2020-07-03 19:58:02 +02:00
Matthias	8e0ff4bd86	Add Win / draw / losing days	2020-07-03 19:45:45 +02:00
Matthias	42868ad24a	Add best / worst day to statistics	2020-07-03 19:30:29 +02:00
Matthias	7c5587aeaa	exportfilename can be a file or directory	2020-07-03 06:58:27 +02:00
Matthias	2ed808da1f	Extract .last_result.json to constant	2020-07-03 06:58:27 +02:00
Matthias	59e0ca0aaa	Add pairlist to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	c13ec4a1d4	implement fallback loading for load_backtest_data	2020-07-03 06:58:27 +02:00
Matthias	7727292861	Rename duration to trade_duration	2020-07-03 06:58:27 +02:00
Matthias	f368aabcc7	Add amount to backtest-result	2020-07-03 06:58:27 +02:00
Matthias	6e94734678	Add fee to backtestresult	2020-07-03 06:58:27 +02:00
Matthias	03ab61959b	Add test for generate_backtest_stats	2020-07-03 06:58:27 +02:00
Matthias	075eb0a161	Fix sequence of saving	2020-07-03 06:58:27 +02:00
Matthias	0fa56be9d2	remove openIndex and closeIndex from backtest-report	2020-07-03 06:58:27 +02:00
Matthias	04cbc2cde5	Shorten variable	2020-07-03 06:58:27 +02:00
Matthias	b068e7c564	Rename open_time and close_time to *date	2020-07-03 06:58:27 +02:00
Matthias	415853583b	Save backtest-stats	2020-07-03 06:58:27 +02:00
Matthias	81c8e8677d	use 0 as profit mean, not nan	2020-07-03 06:58:27 +02:00
Matthias	480c5117f1	Handle empty return strings	2020-07-03 06:58:27 +02:00
Matthias	5fce7f3b22	Add market Change closes #2524 and #3518	2020-07-03 06:58:27 +02:00
Matthias	cf044d166e	Tests should use new Datetime format too	2020-07-03 06:58:27 +02:00
Matthias	fbddfaeacf	Introduce DatetimePrintFormat	2020-07-03 06:58:27 +02:00
Matthias	cbcf3dbb43	Add more metrics to summarytable	2020-07-03 06:58:27 +02:00
Matthias	6922fbc3aa	Add max_drawdown error handler	2020-07-03 06:58:27 +02:00
Matthias	455b26ea48	Add max drawdown to backtesting	2020-07-03 06:58:27 +02:00
hroff-1902	02c0488d45	Merge pull request #3453 from freqtrade/fix/3363 Backtesting should load pairlists after the strategy	2020-06-29 21:53:33 +03:00
Matthias	0b2982caed	Merge branch 'develop' into hyperopt_colorama_init	2020-06-16 10:16:41 +02:00
Matthias	761407f74d	Merge pull request #3430 from freqtrade/timeframe ticker_interval -> timeframe	2020-06-15 13:47:26 +02:00
Matthias	a3506f4d8e	Merge branch 'develop' into timeframe	2020-06-15 06:35:55 +02:00
Matthias	d337fb6c6a	Update some comments	2020-06-15 06:35:31 +02:00
hroff-1902	ea77edce05	Make flake happy	2020-06-13 18:54:54 +03:00
hroff-1902	3d9b107761	Changes after review	2020-06-13 17:12:37 +03:00
Felipe Lambert	69ac5c1ac7	change hyperopt return to better copy to strategy file	2020-06-10 14:35:31 -03:00
Matthias	72ae4b1500	Load pairlist after strategy to use strategy-config fail in certain conditions when using strategy-list Fix #3363	2020-06-07 16:15:26 +02:00
Matthias	a75b94f143	use bracket notation for dataframe access	2020-06-07 15:40:00 +02:00
Matthias	68395d2745	Use bracket notation to query results in hyperopt	2020-06-07 15:39:59 +02:00
Matthias	04779411f5	Add docstring to backtest_stats	2020-06-07 15:39:59 +02:00
Matthias	070913f327	Rename text_table generation	2020-06-07 11:35:02 +02:00
Matthias	499c6772d1	Rename tabulate methods they don't "generate" anything	2020-06-07 11:31:33 +02:00
Matthias	a6f6724752	Reorder functions in optimize_report	2020-06-07 11:29:14 +02:00
hroff-1902	64881a94e2	Merge branch 'develop' into timeframe	2020-06-02 15:56:34 +03:00
Matthias	a8005819c9	Add class-level attributes to hyperopt and strategy	2020-06-02 10:19:27 +02:00
Matthias	f9bb1a7f22	Update more occurances of ticker_interval	2020-06-02 10:02:55 +02:00
Matthias	3e895ae74a	Some more replacements of ticker_interval	2020-06-02 09:41:42 +02:00
Matthias	cadc50ce9b	Replace more occurances of ticker_interval with timeframe	2020-06-01 20:49:40 +02:00
Matthias	d9afef8fe1	Move colorama_init to where it was	2020-06-01 09:37:10 +02:00
Matthias	ffa93377b4	Test colorama init again (after the fixes done to progressbar)	2020-06-01 09:34:03 +02:00
Matthias	091693308a	Correctly call show_backtest_results	2020-06-01 09:25:26 +02:00
Matthias	ceaf32d304	Extract backtesting report generation from show_backtest_Results	2020-06-01 09:24:05 +02:00
Matthias	f202e09b10	Extract conversion to trades list to it's own function	2020-06-01 08:57:31 +02:00
Matthias	18a5787a2c	Reorder typing imports Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>	2020-05-27 19:17:15 +02:00
Matthias	abf79e4ab4	Use temporary variable to clean up code	2020-05-25 20:47:48 +02:00
Matthias	6a9a8f927e	Rename some methods, improve some testing	2020-05-25 20:46:31 +02:00
Matthias	462c35cf75	Move stats generation to the top	2020-05-25 20:22:22 +02:00
Matthias	027ea64d48	Fix docstrings, extract strategy-list results	2020-05-25 19:55:02 +02:00
Matthias	db257e9f7f	Rename method to be public	2020-05-25 19:50:23 +02:00
Matthias	18a2dad684	Extract data generation from generate_text_table	2020-05-25 19:35:32 +02:00
Matthias	0917b17efd	Refactor result_line to return dict	2020-05-25 19:21:01 +02:00
Matthias	876a9e4f44	finish refactor of sell_reason table	2020-05-25 07:08:15 +02:00
Matthias	d17300fd84	Refactor sell reason stats to return a dict	2020-05-25 07:02:24 +02:00
Matthias	9d1ad70bb7	Split optimize generation from printing	2020-05-25 06:44:51 +02:00
Florian Merz	889a153731	fix PEP8	2020-05-03 17:29:56 +02:00
Florian Merz	690bb7646a	hyperopt csv export - add params	2020-05-03 17:00:12 +02:00
Matthias	509f38d3aa	Use non-deprectated parameter for progressbar	2020-05-01 17:59:24 +02:00
hroff-1902	726e52aaa7	Use skopt model_queue_size instead of custom hack	2020-04-29 10:49:25 +03:00
hroff-1902	c26835048c	Hyperopt cleanup, do not use 'trials'	2020-04-28 22:56:19 +03:00
hroff-1902	a01ed170f5	Improve hyperopt-list logging	2020-04-28 17:33:07 +03:00
hroff-1902	9ebc997e9d	Merge pull request #3215 from freqtrade/backtest_use_pairlists Backtest use pairlists	2020-04-27 13:34:06 +03:00
Matthias	fb8a85da01	Disallow VolumePairList from backtesting for now	2020-04-27 07:56:17 +02:00
Matthias	e8530c36d3	Remove pairlists from hyperopt too (it holds a reference to exchange)	2020-04-25 15:46:20 +02:00
Matthias	8987859044	Enable pairlist parsing for backtesting and hyperopt	2020-04-25 15:37:13 +02:00
hroff-1902	d9f255a6c0	Fix asterisk printing for csv output	2020-04-25 12:49:14 +03:00
Yazeed Al Oyoun	c9711678fd	fixed indent	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	181b12b3a8	added wins/draws/losses	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	6147498fd4	fixed indent	2020-04-25 11:31:51 +02:00
Yazeed Al Oyoun	2fb3d94938	added wins/draws/losses	2020-04-25 11:31:51 +02:00
hroff-1902	2d994f6feb	Better printing of asterisk	2020-04-24 21:57:29 +03:00
hroff-1902	6e5f0869b3	Remove another unused method	2020-04-24 18:39:08 +03:00
hroff-1902	5c012d79eb	Remove unused method	2020-04-24 18:14:07 +03:00
Matthias	d36e2cf6ab	Fix random test failure in hyperopt	2020-04-16 07:06:47 +02:00
hroff-1902	8b6a7e685e	Merge pull request #3133 from freqtrade/backtesting_filenameexpanding [minor] Fix filename handling with --strategy-list	2020-04-15 12:02:19 +03:00
hroff-1902	4d80f52db4	Merge pull request #3134 from freqtrade/backtesting_memory Backtesting memory and dataframe	2020-04-13 23:08:45 +03:00
Fredrik81	2c1c1c7f16	Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-04-11 17:42:32 +02:00
Fredrik81	d9e54ab7a4	Update freqtrade/optimize/hyperopt.py nice find Co-Authored-By: Matthias <xmatthias@outlook.com>	2020-04-11 17:42:19 +02:00
Fredrik81	4707484a4c	Fix issue with colring enabled + styling	2020-04-09 11:42:13 +02:00
Fredrik81	cdc774549e	Merge branch 'develop' into progress-bar	2020-04-08 01:56:43 +02:00
Fredrik81	132f5f73f5	Update hyperopt.py	2020-04-07 10:44:18 +02:00
Fredrik81	c95906cfcf	Update hyperopt.py	2020-04-07 10:42:15 +02:00
Fredrik81	d5609d4997	Changed back to progressbar2 for better handling of logger. Coloring still needs some work (bug + what colors to use)	2020-04-06 13:12:32 +02:00
Matthias	de47186263	Use .loc for assignments	2020-04-02 19:31:48 +02:00
Matthias	cf6e6488c7	Fix filename handling with --strategy-list	2020-04-02 17:29:18 +02:00
Matthias	3d4664c2a6	Remove unnecessary import	2020-03-15 15:40:12 +01:00
Matthias	e1b08ad76c	Add docstring to store_backtest_result	2020-03-15 15:38:26 +01:00
Matthias	e95665ceca	Make backtestresult storing independent from printing	2020-03-15 15:36:23 +01:00
Matthias	a13d581658	Move backtest-result visualization out of backtesting class	2020-03-15 15:17:53 +01:00
Matthias	6106d59e1a	Move store_backtest_results to optimize_reports	2020-03-15 15:17:35 +01:00
Matthias	328dbd3930	Remove unnecessary parameter to generate_text_table_sell_reason	2020-03-15 15:04:48 +01:00
Matthias	0f1640bed4	convert exportfilename to Path when config parsing	2020-03-15 09:39:45 +01:00
hroff-1902	51f52c8609	Merge branch 'develop' into no-ticker-2	2020-03-13 16:43:52 +03:00
hroff-1902	a7ed51c642	return back the name of the hyperopt data file	2020-03-13 04:04:23 +03:00
hroff-1902	ebb0187f40	dataframe -> df_analyzed in backtesting and edge	2020-03-13 03:54:56 +03:00
Fredrik81	5737139979	Small fix	2020-03-12 16:47:09 +01:00
Fredrik81	1a59fc11be	doh	2020-03-12 02:36:18 +01:00
Fredrik81	df1ae565dc	clean-up	2020-03-12 02:26:41 +01:00
Fredrik81	9387ed923c	fix for empty lines	2020-03-12 02:07:50 +01:00
Fredrik81	81cbb92556	Switch to TQDM	2020-03-11 22:30:36 +01:00
Fredrik81	3a8b68c0fd	Initial work on progressbar	2020-03-10 20:30:36 +01:00
hroff-1902	73c19da4b9	Adjust handling of zero stdev in loss functions	2020-03-10 13:44:16 +03:00
hroff-1902	f148b5f734	cosmetics in lambdas	2020-03-10 10:38:37 +03:00
Fredrik81	bd158eefd2	Fixed loggin	2020-03-10 03:02:52 +01:00
Fredrik81	2f5fc731bb	Removed overwrite option	2020-03-09 18:53:30 +01:00
Fredrik81	cb419614cd	Spelling miss	2020-03-08 23:00:21 +01:00
Fredrik81	4ad93ed6bb	Changed output for null columns	2020-03-08 22:41:05 +01:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Fredrik81	7606d814fa	Initial work on csv-file export. Missing docs and tests	2020-03-05 01:58:33 +01:00
hroff-1902	57523d58df	Merge pull request #2994 from Fredrik81/hyperopt-table Added dynamic print table function to hyperopt	2020-03-04 23:44:53 +03:00
Fredrik81	090d1e8a70	Alignment and cleanups	2020-03-04 20:51:09 +01:00
Fredrik81	7652a2bb95	Updated table layout and aligning better for hyperopt	2020-03-04 00:10:47 +01:00
Fredrik81	399c419163	Changed table formating. Adding some code to align hyperopt table generation. WIP	2020-03-03 01:14:56 +01:00
hroff-1902	82bdd01843	Merge pull request #3003 from Fredrik81/cores-and-arguments Hyperopt: fix number of CPU cores, jobs and total epochs	2020-03-03 02:12:21 +03:00
hroff-1902	52cd5f9127	Better use enumerate: more correct and more pythonic	2020-03-03 01:42:25 +03:00
hroff-1902	45c9496792	Do not run optimizer for 'jobs' epochs for the last iteration	2020-03-03 01:33:11 +03:00
hroff-1902	a7d4755859	optimize calculation of current_jobs	2020-03-03 01:20:14 +03:00
hroff-1902	92425642da	Fix config_jobs	2020-03-03 01:00:24 +03:00
Fredrik81	0e4862b0c8	Added logging if argument is miss-configured	2020-03-02 22:58:54 +01:00
Fredrik81	7713cfeb79	Corrected logic for -j + and - argument	2020-03-02 21:02:32 +01:00
Fredrik81	f08c7eedf1	Changed jobs to be dynamic for last loop	2020-03-01 14:35:13 +01:00
Fredrik81	75b4f1a442	Fix alignment of higher values	2020-03-01 14:12:27 +01:00
Fredrik81	e89fd33229	Fix for more arguments	2020-02-29 23:57:15 +01:00
Fredrik81	7a4edb1cd8	Fix: When total epochs is less than cpu cores	2020-02-29 23:41:59 +01:00
Fredrik81	23ae0653bd	Changed table output to match hyperopt-list command	2020-02-29 23:24:08 +01:00
hroff-1902	0528af1700	Merge pull request #2879 from freqtrade/sortino_hyperopt_loss Sortino hyperopt loss	2020-02-29 11:36:27 +03:00
Fredrik81	349aa2f957	Added dynamic print table function to hyperopt	2020-02-28 21:54:04 +01:00
hroff-1902	bee8e92f02	Final changes, use sqrt i.o. statistics.pstdev	2020-02-28 23:50:25 +03:00
Fredrik81	55d471190a	Changed table style of backtesting and alignment of headers	2020-02-27 13:28:28 +01:00
hroff-1902	893d9cde8d	Merge pull request #2943 from Fredrik81/add-print-table Added function to print hyperopt-list as table using tabulate	2020-02-27 05:22:41 +03:00
Fredrik81	cd7efde6c0	Fixed coloring so it's only targeting the values not the table borders	2020-02-24 22:06:21 +01:00
Fredrik81	23bf135b8a	Alignment of table content, changed coloring, changed 'Best' column to show if it's initial_point or best	2020-02-24 11:01:14 +01:00
Yazeed Al Oyoun	3fb6818bd8	Merge branch 'develop' into sortino_hyperopt_loss	2020-02-19 02:37:25 +01:00
Fredrik Rydin	2058b492eb	Added function to print hyperopt-list as table using tabulate	2020-02-18 22:46:53 +01:00
Matthias	6335d81ceb	Merge branch 'develop' into data_handler	2020-02-16 15:12:14 +01:00
hroff-1902	674898bd32	Fix usage of vars in the commented out line	2020-02-16 15:26:40 +03:00
hroff-1902	42dfda9231	Adjust docstring	2020-02-16 13:46:07 +03:00
hroff-1902	fbe5cc44da	Use statistics.pstdev	2020-02-16 13:43:23 +03:00
hroff-1902	1e84b2770c	Fix values of downside_returns	2020-02-16 04:10:53 +03:00
hroff-1902	161dd1a3e6	Rename risk_free_return to minumum_accepted_return	2020-02-16 03:55:16 +03:00
hroff-1902	b2328cdf4f	Do not subtract risk_free_ratio twice	2020-02-13 07:07:35 +03:00
hroff-1902	9ec9a7b124	Fix t_index to be normalized	2020-02-09 21:20:15 +03:00
hroff-1902	c89a32224c	Fix SharpeHyperOptLossDaily	2020-02-09 18:40:19 +03:00
Matthias	d65a06947d	Merge branch 'develop' into data_handler	2020-02-09 15:16:43 +01:00
hroff-1902	61ced5e926	Fix typo	2020-02-08 02:49:06 +03:00
Yazeed Al Oyoun	e8b9d88eb6	moved line for total_downside	2020-02-07 16:44:55 +03:00
Yazeed Al Oyoun	a46b7bcd6d	more fixes...	2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun	9bcc5d2eed	fixed downside_returns to read from profit_percent_after_slippage	2020-02-07 16:36:12 +03:00
Yazeed Al Oyoun	728ab0ff21	Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily	2020-02-07 16:35:28 +03:00
Yazeed Al Oyoun	b56a1f0603	initial push of sortino, work not done, still need own tests	2020-02-07 16:34:20 +03:00
Yazeed Al Oyoun	deb0b7ad67	Added both SortinoHyperOptLoss and SortinoHyperOptLossDaily	2020-02-07 16:30:37 +03:00
Yazeed Al Oyoun	44d67389d2	initial push of sortino, work not done, still need own tests	2020-02-07 16:29:27 +03:00
Yazeed Al Oyoun	ff819386e1	added draws to backtesting tables, reduced len of some labels to help fit this without increasing total width	2020-02-07 03:51:50 +01:00
Yazeed Al Oyoun	5b00eaa42d	Updated Strategy Summary table to match other backtesting tables (#2864 )	2020-02-06 06:58:58 +01:00
Yazeed Al Oyoun	9639ffb140	added daily sharpe ratio hyperopt loss method, ty @djacky (#2826 ) * more consistent backtesting tables and labels * added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table. * added daily sharpe ratio hyperopt loss method, ty @djacky * removed commented code * removed unused profit_abs * added proper slippage to each trade * replaced use of old value total_profit * Align quotes in same area * added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily * fixed some more line alignments * updated docs to include SharpeHyperOptLossDaily * Update dockerfile to 3.8.1 * Run tests against 3.8 * added daily sharpe ratio hyperopt loss method, ty @djacky * removed commented code * removed unused profit_abs * added proper slippage to each trade * replaced use of old value total_profit * added daily sharpe ratio test and modified hyperopt_loss_sharpe_daily * updated docs to include SharpeHyperOptLossDaily * docs fixes * missed one fix * fixed standard deviation line * fixed to bracket notation * fixed to bracket notation * fixed syntax error * better readability, kept np.sqrt(365) which results in annualized sharpe ratio * fixed method arguments indentation * updated commented out debug print line * renamed after slippage profit_percent so it wont affect _calculate_results_metrics() * Reworked to fill leading and trailing days * No need for np; make flake happy * Fix risk free rate Co-authored-by: Matthias <xmatthias@outlook.com> Co-authored-by: hroff-1902 <47309513+hroff-1902@users.noreply.github.com>	2020-02-06 06:49:08 +01:00
hroff-1902	d457d43999	Merge pull request #2833 from hroff-1902/type-hints Add some type hints	2020-02-03 23:24:26 +03:00
Yazeed Al Oyoun	3499f1b85c	better readability and more consistent with daily sharpe loss method	2020-02-02 08:47:33 +01:00
hroff-1902	f3d500085c	Add some type hints	2020-02-02 07:00:40 +03:00
Matthias	19d4e1435c	Merge pull request #2828 from yazeed/line_alignment_fixes fixed some more line alignments	2020-02-01 11:19:28 +01:00
Yazeed Al Oyoun	d038bcedb0	fixed some more line alignments	2020-01-31 22:37:05 +01:00
Matthias	c396ad4daa	Align quotes in same area	2020-01-31 20:41:51 +01:00
Yazeed Al Oyoun	907a61152c	added rounding to Tot Profit % on Sell Reasosn table to be consistent with other percentiles on table.	2020-01-31 04:53:37 +01:00
Yazeed Al Oyoun	e2b3907df5	more consistent backtesting tables and labels	2020-01-31 04:39:18 +01:00
Matthias	1b9af9d2d8	Merge branch 'develop' into data_handler	2020-01-26 20:31:13 +01:00
Matthias	f347e5934a	Small adjustments for moved commands	2020-01-26 13:46:01 +01:00
Matthias	e033df6a2f	Move optimize_commands to commands module	2020-01-26 13:46:01 +01:00
Matthias	6e85280467	Adjust imports	2020-01-26 13:46:01 +01:00
Matthias	bd4dd8403b	Fix type-errors with stake_amount	2020-01-25 12:49:37 +01:00
hroff-1902	f4c7edf551	No args for backtest(), use arguments	2020-01-25 12:49:37 +01:00
Matthias	7d2d0235a0	Fix typo in sell-reason table generation	2020-01-22 06:08:34 +01:00
Matthias	fc2970f41b	Merge branch 'develop' into data_handler	2020-01-21 06:58:48 +01:00
Tejesh	f73f0b1653	Update comments on backtesting	2020-01-15 19:29:00 +05:30
Matthias	785cd2a640	Rename test module	2020-01-09 06:53:51 +01:00
Matthias	c475729c13	Extract edge reporting to optimize_reports	2020-01-09 06:52:34 +01:00
Matthias	989ab646a9	Add profit % to sell_reason table	2020-01-09 06:46:39 +01:00
Matthias	a9fbad0741	Improve docstrings	2020-01-02 09:37:54 +01:00
Matthias	904e1647e1	Extract generate_text_table_strategy to seperate module	2020-01-02 09:31:53 +01:00
Matthias	caec345c0b	Extract generate_text_table_sell_reason from backtesting class	2020-01-02 09:31:53 +01:00
Matthias	18a53f4467	Extract generate_text_table from backtesting class	2020-01-02 09:31:47 +01:00
Matthias	699c0d6bc3	Merge branch 'develop' into data_handler	2019-12-30 19:40:43 +01:00
Matthias	2537b8cb0c	Merge pull request #2725 from freqtrade/minor_fix [Minor] Edge-cli should use exchangeresolver	2019-12-30 19:27:40 +01:00
Matthias	1ffda29fd2	Adjust improts to new exception location	2019-12-30 15:02:17 +01:00
Matthias	fb3a53b8af	Use ExchangeResolver for edge_cli too	2019-12-30 14:28:34 +01:00
Matthias	f4a532ef6d	Pass format to load_data	2019-12-28 14:57:39 +01:00
Matthias	416517b0c9	Move trim_dataframe from history to converter	2019-12-28 11:01:41 +01:00
hroff-1902	6db75bc244	Merge pull request #2706 from freqtrade/data_dir Convert datadir within config to Path	2019-12-28 05:14:48 +03:00
Matthias	e5aed098b5	Enhance backtest results with sell reason profit / loss table	2019-12-25 09:39:29 +01:00
Matthias	c6b9c8eca0	Forgot to save	2019-12-23 19:32:31 +01:00
Matthias	c6d2233978	Convert StrategyLoader to static loader	2019-12-23 10:23:48 +01:00
Matthias	6d5aca4f32	Convert hyperoptloss resolver to static loader	2019-12-23 10:09:08 +01:00
Matthias	248ef5a0ea	Convert HyperoptResolver to static loader	2019-12-23 10:06:19 +01:00
Matthias	560acb7cea	Convert ExchangeResolver to static loader class	2019-12-23 10:03:18 +01:00
Matthias	fc5764f9df	Edge small cleanup	2019-12-19 19:55:21 +01:00
hroff-1902	cf4c3642ce	Minor improvements in data.history	2019-12-18 01:06:03 +03:00
Matthias	a2964afd42	Rename profit_percent to profit_ratio to be consistent	2019-12-17 08:53:30 +01:00
hroff-1902	26ab108890	Fix mypy errors in develop	2019-12-15 01:10:09 +03:00
hroff-1902	1cc174c007	Merge pull request #2624 from freqtrade/backtest_refactor handle and document ROI=-1	2019-12-14 23:11:36 +03:00
hroff-1902	e26f563f4b	Merge pull request #2655 from freqtrade/avoid_keyerror_backtest Use first pair of pairlist to get fee	2019-12-14 23:10:40 +03:00
Matthias	2f7181e236	Merge pull request #2648 from hroff-1902/hyperopt-random-state Seed hyperopt random_state if not passed	2019-12-14 15:54:59 +01:00
hroff-1902	f2266ea9f4	Use shorter range for seeded random-state	2019-12-14 15:17:45 +03:00
Matthias	a48c0ad868	Use first pair of pairlist to get fee Use this instead of hardcoded ETH/BTC - so backtesting works with exchanges without ETH/BTC pair	2019-12-14 12:55:02 +01:00
Matthias	703924d6c4	Merge pull request #2643 from freqtrade/mins Remove min (plural) from codebase	2019-12-12 14:27:39 +01:00
hroff-1902	6e778ad710	Seed hyperopt random_state if not passed	2019-12-12 03:12:28 +03:00
Matthias	f44e3dc319	Merge pull request #2642 from hroff-1902/fix-hyperopt-trailing Fix generation of hyperopt trailing params	2019-12-11 19:53:42 +01:00
Matthias	7c7ca1cb90	Remove min (plural) from codebase	2019-12-11 07:12:37 +01:00
Matthias	b2a9b87be3	Merge pull request #2632 from freqtrade/dependabot/pip/develop/scikit-learn-0.22 Bump scikit-learn from 0.21.3 to 0.22	2019-12-10 16:20:39 +01:00
Matthias	3f9f29ba4e	Fix Flake8 import error	2019-12-10 16:10:51 +01:00
hroff-1902	3448f86263	Suppress scikit-learn FutureWarnings from skopt imports	2019-12-10 15:46:29 +03:00
hroff-1902	641e3fdf7a	Fix generation of hyperopt trailing params	2019-12-10 03:32:43 +03:00
hroff-1902	0e4ef33d6a	Merge pull request #2581 from hroff-1902/hyperopt-list Add hyperopt-list and hyperopt-show commands	2019-12-10 00:30:26 +03:00
Matthias	de33ec4250	use sell_row.open also when the active ROI value just changed	2019-12-09 16:52:12 +01:00
Matthias	45d12dbc83	Avoid a few calculations during backtesting	2019-12-07 15:28:56 +01:00
Matthias	3163cbdf8a	Apply special case for negative ROI	2019-12-07 15:18:12 +01:00
Matthias	3091869115	refactor get_close_rate out of get_sell_trade-entry	2019-12-07 14:30:14 +01:00
hroff-1902	d21ae4edd3	Add fixes for comments in the review	2019-12-05 23:29:31 +03:00
Matthias	4b0a4c936a	Fix hyperopt with ticker_interval from strategy	2019-12-05 20:31:02 +01:00
hroff-1902	b61f43835d	Make flake happy	2019-12-05 01:11:06 +03:00
hroff-1902	017a94adc1	Merge develop	2019-12-05 01:08:38 +03:00
hroff-1902	54694dd3a4	Manual merge of some conflicts in hyperopt	2019-12-04 23:14:47 +03:00
hroff-1902	668d42447f	Refactor log_trials_result()	2019-12-01 16:15:00 +03:00
hroff-1902	69b0767165	Merge remote-tracking branch 'upstream/develop' into hyperopt-trailing-space	2019-12-01 03:28:23 +03:00
hroff-1902	a88bfa8ded	Fix: trailing_stop_positive should be positive	2019-12-01 02:27:17 +03:00
hroff-1902	8f9b5095b5	Fix some tests	2019-11-27 22:52:43 +03:00
hroff-1902	8e7512161a	Add hyperopt-list and hyperopt-show commands	2019-11-26 15:01:42 +03:00
Matthias	af3eea3805	Move config json validation to after strategy loading Otherwise attributes are mandatory in configuration while they could be set in the strategy	2019-11-25 07:05:30 +01:00
hroff-1902	067267f4cf	Log messages improved (plural/singular)	2019-11-23 12:20:41 +03:00
hroff-1902	737c07c5b6	Make mypy happy	2019-11-23 11:51:52 +03:00
hroff-1902	097cdcb57a	Save epochs at intermediate points	2019-11-23 11:32:33 +03:00
hroff-1902	e7ddd81251	Merge branch 'develop' into hyperopt-trailing-space	2019-11-23 03:42:58 +03:00
Matthias	9b050523e9	Merge pull request #2397 from freqtrade/feat/new_args_system require subcommand for all actions	2019-11-14 06:28:42 +01:00
Matthias	5b62ad876e	Remove hyperopts occurances	2019-11-13 09:39:00 +01:00
Matthias	c449e39280	Replace more occurances of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	1c57a4ac35	more replacements of ticker_interval	2019-11-12 15:13:06 +01:00
Matthias	d801dec6aa	Some more places with ticker_interval gone	2019-11-12 15:13:06 +01:00
Matthias	e4bdb92521	Replace some occurances of ticker_interval with timeframe	2019-11-12 15:13:06 +01:00
hroff-1902	31ab32f0b9	Always set trailing_stop=True with 'trailing' hyperspace	2019-11-08 12:47:28 +03:00
hroff-1902	f90676cfc5	Add trailing stoploss hyperspace	2019-11-08 03:07:43 +03:00
Matthias	ca77dbe8da	Fix UnicodeError in hyperopt output	2019-11-06 19:33:15 +01:00
Matthias	eb0b0350e0	Introduce remove_credentials to remove code duplication	2019-11-05 12:39:19 +01:00
Matthias	1e44f93c31	Fix pandas access warning	2019-11-03 10:58:31 +01:00
Matthias	861f10dca6	Allow populate-indicators to come from strategy	2019-11-02 11:10:33 +01:00
Matthias	132a4da7cf	Small style fixes and adjusted tests	2019-10-27 10:56:38 +01:00
Matthias	33164ac78e	Refactor loading of bt data to backtesting ...	2019-10-27 09:44:56 +01:00
Matthias	bd4a23beeb	Refactor start-adjust logic to timerange	2019-10-27 09:44:56 +01:00
Matthias	6382a4cd04	Implement startup-period to default-strategy	2019-10-27 09:44:56 +01:00
Matthias	704121c197	Move most logic to history	2019-10-27 09:44:56 +01:00
Matthias	9c7696a8ce	Add required_startup to backtesting	2019-10-27 09:44:56 +01:00
hroff-1902	4ec83a2c24	DefaultHyperOpts --> DefaultHyperOpt; hyperopts --> hyperopt where it's not correct	2019-10-18 23:29:19 +03:00
Matthias	85c4546333	Merge pull request #2343 from hroff-1902/move-experimental Move experimental settings to ask_strategy	2019-10-10 16:08:11 +02:00
hroff-1902	2ec8376af9	Merge pull request #2342 from freqtrade/fix/negativeroi Don't have backtest sells outside of a candle	2019-10-08 11:19:34 +03:00
Matthias	0664a8c0e6	add `--fee` to change fees to other values	2019-10-05 15:29:00 +02:00
hroff-1902	9b23376415	Move experimental settings to ask_strategy	2019-10-05 13:29:59 +03:00
Matthias	7ea9da9605	Fix #2277	2019-10-05 10:54:28 +02:00
Matthias	dc47a391da	Move ignore to corrct line for mypy 730	2019-09-30 19:32:46 +02:00
Matthias	ed10048394	Merge pull request #2308 from hroff-1902/hyperopt-config Allow use of config in custom hyperopt methods	2019-09-28 10:36:46 +02:00
hroff-1902	4ac53f1549	Shorten the default hyperopt stoploss space	2019-09-28 04:13:53 +03:00
hroff-1902	9db915853a	Allow use of config in custom hyperopt methods	2019-09-26 11:59:21 +03:00
Matthias	5237723f22	Merge pull request #2303 from freqtrade/feat/hyperopt_optional_install Optional hyperopt dependency installation	2019-09-26 09:42:16 +02:00
Matthias	b994f5c273	Merge pull request #2294 from hroff-1902/fix-skopt-memory3 Fix skopt memory exhaustion	2019-09-25 19:55:27 +02:00
Matthias	27cc73f47e	Dynamically import hyperopt modules	2019-09-25 11:40:34 +02:00
hroff-1902	665e0570ae	Fix hyperopt position stacking	2019-09-25 03:41:22 +03:00
hroff-1902	6ffb8b7a70	Fix wordings in comment	2019-09-23 13:25:31 +03:00
hroff-1902	0c6164df7e	Fix memory exhaustion in skopt models list	2019-09-23 13:03:43 +03:00
Matthias	313091eb1c	some more refresh_pairs cleanups	2019-09-20 20:22:51 +02:00
Matthias	1cd8ed0c1a	Remove --refresh-pairs	2019-09-20 20:02:07 +02:00
hroff-1902	69f29e8907	minor: Cleanup for backtesting	2019-09-18 22:57:17 +03:00
hroff-1902	5cbc073dd1	minor: Cleanup hyperopt	2019-09-16 21:46:15 +03:00
hroff-1902	76e45883bd	Merge pull request #2253 from hroff-1902/backtesting-improve-logs Improve logs for backtesting	2019-09-14 11:23:46 +03:00
Matthias	e6ccc1427c	have Arguments return a dict instead of Namespace	2019-09-12 20:16:39 +02:00
hroff-1902	849d694c27	Don't inherit from object	2019-09-12 04:39:52 +03:00
hroff-1902	9bdfaf3803	Remove quotes around the pairs	2019-09-11 23:32:08 +03:00
hroff-1902	35580b135a	Improve backtesting logs	2019-09-10 10:42:45 +03:00
hroff-1902	3d028f512e	Merge pull request #2235 from hroff-1902/eliminate_import_strategy Allow --strategy for hyperopt	2019-09-08 12:23:48 +03:00
hroff-1902	2b00a5d90a	Get rid of import_strategy()	2019-09-08 02:43:02 +03:00
Matthias	972b8a1726	Remove defaulting to test_data folder when no datadir is present	2019-09-07 21:06:20 +02:00
hroff-1902	2e49125e87	Merge branch 'develop' into hyperopt-simplified-interface	2019-09-06 15:11:06 +03:00
Matthias	7af445adf3	Merge pull request #2137 from hroff-1902/hyperopt-adaptive-roi-space Hyperopt: adaptive roi_space	2019-09-06 06:26:52 +02:00
hroff-1902	9a6a89c238	allow simplified hyperopt interface	2019-09-03 19:54:28 +03:00
hroff-1902	d9c2b7d460	fix fetching ticker_interval from strategy	2019-08-26 22:31:24 +03:00
hroff-1902	bfc68ec792	minor cleanup in Backtesting	2019-08-25 23:36:42 +03:00
Matthias	513e84880e	Don't escape ticks where it's not needed	2019-08-25 20:38:51 +02:00
hroff-1902	067208bc9d	make backtesting an attribute of Hyperopt	2019-08-24 00:10:35 +03:00
Matthias	91b0394433	Merge pull request #2156 from freqtrade/remove_live Remove deprecated option live - deprecate -r	2019-08-22 15:33:39 +02:00
Matthias	aaeeb9c0c6	Merge branch 'develop' into align_userdata	2019-08-21 19:41:10 +02:00
hroff-1902	fcb0ff1b60	do not round values in the debug message	2019-08-20 23:42:44 +03:00
hroff-1902	17b3f01b28	Merge branch 'develop' into hyperopt-adaptive-roi-space	2019-08-20 23:00:23 +03:00
hroff-1902	cadf573170	round printed stoploss value as well	2019-08-20 22:24:59 +03:00
hroff-1902	a12876da92	fine printing for floats in the roi tables (round to 5 digits after the decimal point)	2019-08-20 22:17:21 +03:00
Matthias	9e24992835	Remove calls to load_data using live=	2019-08-20 07:00:43 +02:00
Matthias	9e8ca8d4bf	Merge pull request #2138 from freqtrade/history_docstrings Refactorings to history	2019-08-20 06:35:54 +02:00
Matthias	0a478bc0dc	Merge branch 'develop' into align_userdata	2019-08-18 15:00:12 +02:00
Matthias	09286d4918	file_dump_json accepts Path - so we should feed it that	2019-08-16 13:04:48 +02:00
hroff-1902	e525275d10	make flake and mypy happy	2019-08-15 23:13:46 +03:00
hroff-1902	4fa92ec0fa	hyperopt: --print-json option added	2019-08-15 21:39:04 +03:00
hroff-1902	5b9711c002	adaptive roi_space	2019-08-14 13:25:49 +03:00
Matthias	51c3a31bb5	Correct imports and calls to parse_timerange	2019-08-14 10:07:32 +02:00
Matthias	c0784b7c33	Merge pull request #2089 from hroff-1902/hyperopt-print-colorized Hyperopt print colorized results	2019-08-13 19:36:06 +02:00
hroff-1902	8f92912852	final colorization schema colorization schema-2: red, green, bright/dim colorization schema-3: red, green, bright only green bests colorization schema-4: no red, green for profit, bright for bests	2019-08-12 21:08:52 +03:00
hroff-1902	e5dcd520ba	cosmetics in sample_hyperopt and default_hyperopt	2019-08-12 02:19:50 +03:00
Matthias	2c5a499a8b	Merge branch 'develop' into align_userdata	2019-08-10 20:15:07 +02:00
Matthias	74e583a612	Merge pull request #2094 from hroff-1902/hyperopt-roi-stoploss Simplify custom hyperopts -- no need to copy ugly methods in every custom implementation	2019-08-10 15:49:52 +02:00
hroff-1902	ae39f6fba5	use of termcolor eliminated	2019-08-09 14:51:03 +03:00
Cedric Schmeits	8ad5afd3a1	As -sharp_ratio is returned the value should be nagative. This leads in a high positive result of the loss function, as it is a minimal optimizer	2019-08-08 22:10:51 +02:00
hroff-1902	0d4a2c6c3a	advanced sample hyperopt added; changes to helpstrings	2019-08-08 22:51:37 +03:00
Matthias	3d3b0938e5	Merge pull request #2101 from freqtrade/backtest_ticker_interval_unset Backtest ticker interval unset	2019-08-07 14:20:36 +02:00
Matthias	7e91a0f4a8	Fail gracefully if ticker-interval is not set	2019-08-06 06:45:44 +02:00
Matthias	bc2e920ae2	Adjust code to verify "current" candle for buy/sells	2019-08-05 20:07:29 +02:00
hroff-1902	c6444a10a8	move roi_space, stoploss_space, generate_roi_table to IHyperOpt	2019-08-05 18:07:25 +03:00
Matthias	383b24ab84	Merge branch 'develop' into align_userdata	2019-08-05 06:55:51 +02:00
hroff-1902	9cbab35de0	colorization by means of termcolor and colorama	2019-08-04 22:54:19 +03:00
hroff-1902	f200f52a16	hyperopt print colorized results	2019-08-03 19:09:42 +03:00
hroff-1902	13620df717	'with values:' line removed	2019-08-03 11:05:05 +03:00
hroff-1902	3b65c986ee	wordings fixed	2019-08-03 10:20:20 +03:00
hroff-1902	aa8f44f68c	improvements to hyperopt output	2019-08-02 22:22:58 +03:00
Matthias	39e8e507d9	Merge branch 'develop' into align_userdata	2019-08-02 20:08:26 +02:00
hroff-1902	065ebd39ef	cleanup in hyperopt	2019-08-01 23:57:26 +03:00
Matthias	bcccdda7c0	Merge branch 'develop' into align_userdata	2019-08-01 19:33:45 +02:00
Matthias	8cef567abc	create and use hyperopt-results folder	2019-07-31 07:10:17 +02:00
hroff-1902	8f1f416a52	hyperopt cleanup and output improvements	2019-07-30 11:47:28 +03:00
Matthias	2c7a248307	Use user_data_dir in hyperopt	2019-07-28 14:57:05 +02:00
Matthias	0a253d66d0	Remove os.path from hyperopt	2019-07-28 14:57:05 +02:00
hroff-1902	e9b77298a7	max() removed	2019-07-25 08:17:41 +03:00
hroff-1902	0c2c094db6	minor: add OnlyProfitHyperOptLoss	2019-07-23 18:51:24 +03:00
Matthias	639a4d5cf7	Allow importing interface from hyperopt.py	2019-07-17 07:15:43 +02:00
Matthias	0e500de1a0	Add sample loss and improve docstring	2019-07-17 06:32:24 +02:00
Matthias	8ccfc0f316	Remove unused variables	2019-07-17 06:24:40 +02:00
Matthias	ec49b22af3	Add sharpe ratio hyperopt loss	2019-07-16 06:45:13 +02:00
Matthias	d23179e25c	Update hyperopt-loss to use resolver	2019-07-16 06:27:43 +02:00
Matthias	7d62bb8c53	Revert --clean argument to --continue	2019-07-16 05:51:26 +02:00
Matthias	07a1c48e8c	Fix wrong intendation for custom-hyperopt check	2019-07-15 23:14:07 +02:00
Matthias	7be25313a5	Add some mypy ignores	2019-07-15 22:59:28 +02:00
Matthias	55e8092cbf	Add sharpe ratio as loss function	2019-07-15 22:52:33 +02:00
Matthias	e5170582de	Adapt tests to new loss-function method	2019-07-15 22:45:14 +02:00
Matthias	710443d200	Add documentation for custom hyperopt	2019-07-15 21:38:49 +02:00
Matthias	2a20423be6	Allow loading custom hyperopt loss functions	2019-07-15 21:35:42 +02:00
Matthias	2fedae6060	Move unnecessary things out of generate_optimizer	2019-07-15 20:31:55 +02:00
Matthias	b1b4048f97	Add test for hyperopt	2019-07-15 20:28:02 +02:00
Matthias	107f00ff8f	Add hyperopt option to clean temporary pickle files	2019-07-15 20:17:15 +02:00
Matthias	5144e98a82	Merge pull request #2015 from hroff-1902/refactor/config2 Make configuration a module	2019-07-15 19:41:57 +02:00
Matthias	cbe25178d7	Merge pull request #2009 from hroff-1902/fix-2008 fix #2008	2019-07-15 10:55:33 +02:00
hroff-1902	65f77306d3	using logger.debug, info was too noisy	2019-07-14 21:00:48 +03:00
hroff-1902	efbc7cccb1	enable --dmmp for hyperopt	2019-07-14 20:56:17 +03:00
hroff-1902	1bdffcc73b	make configuration a sep. module, including arguments	2019-07-12 00:49:23 +03:00
hroff-1902	e993e010f4	Fix #2013	2019-07-11 23:02:57 +03:00
hroff-1902	c474e2ac86	fix #2008	2019-07-10 01:53:40 +03:00
Matthias	700bc087d3	Merge pull request #1952 from hroff-1902/fix/1948 Fix #1948	2019-06-27 19:36:06 +02:00
hroff-1902	e5a8030dd7	comment added	2019-06-27 16:42:10 +03:00
Matthias	a07653a6cc	Merge branch 'develop' into fix/validate_dataframe	2019-06-24 06:21:08 +02:00
hroff-1902	7fbdf36c64	avoid code duplication while selecting min_roi entries	2019-06-23 19:23:51 +03:00
Matthias	4cbcb5f36f	Move .title to ExchangeResolver (it does not make sense to do this over and over again)	2019-06-22 16:52:14 +02:00
Matthias	7a0d86660e	Mypy type errors	2019-06-21 07:10:30 +02:00
hroff-1902	813c008af2	setup_configuration() cleanup	2019-06-16 21:37:43 +03:00
Matthias	89ff614e1d	Add pair as parameter, and warn when fillup was necessary	2019-06-15 13:46:19 +02:00
Matthias	55079831a1	Don't explicitly validate backtest data (it's done while loading now).	2019-06-15 13:45:50 +02:00
Misagh	ad9dc349e4	edge cli should override stake_amount	2019-06-15 12:20:32 +02:00
Matthias	1afe6c1437	Don't run validation per strategy, it's only eneded once	2019-06-14 19:37:54 +02:00
Matthias	4dc3a0ca1d	Small cleanup to reduce dict lookups during backtesting/hyperopt	2019-06-10 16:20:19 +02:00
hroff-1902	90b0f1daa8	minor optimize cleanup	2019-06-10 02:08:54 +03:00
Matthias	c2f6897d8b	Move download of live data to load_data Avoids code duplication in backtesting and plot_dataframe	2019-05-29 20:20:20 +02:00
Matthias	55bdd26439	Edgecli -> Edge for Runmode and start_edge()	2019-05-28 19:25:01 +02:00
Matthias	104f1212e6	Move edge_cli_start to optimize	2019-05-25 20:06:15 +02:00
Matthias	236c392d28	Don't load hyperopts / optimize dependency tree if that module is not used	2019-05-25 20:00:31 +02:00
Matthias	b38c43141c	Adjust imports to new location	2019-05-25 16:53:35 +02:00
Matthias	9225cdea8a	Move validate_backtest_data and get_timeframe to histoyr	2019-05-25 16:51:52 +02:00
hroff-1902	c3e93e7593	fix reduce() TypeError in hyperopts	2019-05-24 23:08:56 +03:00
hroff-1902	406e266bb4	typo in comment fixed	2019-05-22 14:34:35 +03:00
hroff-1902	2c9a519c5e	edge: handle properly the 'No trades' case	2019-05-22 14:21:36 +03:00
hroff-1902	8b95e12468	log message adjusted in backtesting and hyperopt	2019-05-15 12:05:35 +03:00
hroff-1902	5677c4882e	minor: add ticker data validation; log backtesting interval	2019-05-13 23:56:59 +03:00
hroff-1902	00b4501c59	avg profit and total profit corrected (to be %, not ratio); comments cleaned up a bit; typo in the log msg fixed	2019-05-12 21:14:00 +03:00
hroff-1902	0f43e0bb7d	minor hyperopt output improvements	2019-05-10 10:54:44 +03:00
hroff-1902	e7b81e4d46	hyperopt --min-trades parameter	2019-05-01 15:27:58 +03:00
hroff-1902	ea44bbff9f	prevent hyperopt from running simultaneously	2019-04-25 11:11:04 +03:00
Matthias	bf56e25404	Merge pull request #1746 from hroff-1902/json-defaults Support for defaults in json schema	2019-04-24 12:20:39 +02:00
Matthias	d16ccd7e37	Merge branch 'develop' into json-defaults	2019-04-24 09:51:04 +02:00
hroff-1902	6a0f527e0e	merge --job-workers and commit printing debug log messages with the opt state	2019-04-24 10:35:04 +03:00
hroff-1902	2898067318	Merge branch 'develop' into hyperopt-jobs	2019-04-24 10:31:03 +03:00
hroff-1902	fc4ef2b430	Merge branch 'develop' into hyperopt-opt-params	2019-04-23 21:58:27 +03:00
hroff-1902	e3b0474901	Merge branch 'develop' into hyperopt-jobs	2019-04-23 21:34:38 +03:00
hroff-1902	cc9f899cd6	removed explicit dependency on multiprocessing module	2019-04-23 21:25:36 +03:00
hroff-1902	a022b1a6c1	--random-state for optimzer to get reproducible results added	2019-04-23 21:18:52 +03:00
Matthias	4971b9fc39	Merge pull request #1793 from hroff-1902/hyperopt-debug-state hyperopt: print optimizer state in debug log messages	2019-04-23 20:11:04 +02:00
hroff-1902	3e3fce5f38	print optimizer state in debug log messages	2019-04-23 09:49:24 +03:00
hroff-1902	7c8e26c717	-j/--job-workers option added for controlling the number of joblib parallel worker processes used in hyperopt docs refreshed	2019-04-23 00:52:07 +03:00
hroff-1902	ad85ac3dde	make --refresh-pairs-cached common option for optimization; added support for it into hyperopt	2019-04-22 21:24:45 +03:00

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2185 Commits