1015 Commits

Author	SHA1	Message	Date
Matthias	666f2fc10a	Fix bug where amount becomes 0 ... closes #10003	2024-03-25 20:59:39 +01:00
Axel-CH	996fcb6f56	fix current_time parameter of order_filled usage in backtest	2024-03-18 22:07:43 -04:00
Axel-CH	08c1866cdc	fix mypy artype error	2024-03-18 20:57:47 -04:00
Axel-CH	d1e1b8410b	add order parameter to order_filled callback	2024-03-18 20:47:27 -04:00
Axel-CH	18a3489a6f	add order_filled callback to bot and backtest	2024-03-18 15:46:47 -04:00
Matthias	6f0f4f06ef	Merge pull request #6908 from eSeR1805/feature_keyval_storage ... Persistent storage of user-custom information	2024-03-08 07:00:17 +01:00
Matthias	1176c16b93	REmove unnecessary assignment	2024-03-03 12:41:51 +01:00
Matthias	e2d3774b07	Clearer wallets variable/parameter wording	2024-02-25 09:07:53 +01:00
Matthias	4700782f60	Merge branch 'develop' into feature_keyval_storage	2024-02-07 07:13:41 +01:00
Matthias	c5948693a3	enable sub-minute backtest detail timeframes ... closes #9635	2024-02-03 13:14:46 +01:00
Matthias	0d14b7a800	perf: only create detail timedelta object once for detail backtests	2024-02-02 07:03:44 +01:00
Matthias	79b8496f38	Fix backtesting not setting entry_tag out of position adjustments	2024-01-30 07:24:36 +01:00
Matthias	830a004dfd	Move response handling to interface wrappermethod	2024-01-30 07:24:36 +01:00
Matthias	95e51bf816	allow adjust_trade_position to return tuples in backtesting	2024-01-30 07:24:36 +01:00
Matthias	e8288a34c9	add ft_order_tag to backtesting	2024-01-30 07:24:36 +01:00
Matthias	39ffee381b	Improve type hint	2024-01-30 07:24:36 +01:00
Matthias	85dd371ee3	use prepared timedelta object for backtesting	2024-01-24 17:57:18 +01:00
Matthias	a1b93dc915	Improve call sequence	2024-01-23 06:42:12 +01:00
Matthias	7fcbe9788d	Extract database cleanup functions to persistence package	2024-01-10 19:53:06 +01:00
Matthias	983764ad0a	Add "migrate funding fee timeframe" logic	2024-01-04 16:44:17 +01:00
Matthias	a12f368796	Move binance migration to behind migrations gate	2024-01-04 16:25:40 +01:00
Matthias	d5d3188b99	Load "correct" timeframes (mark vs. funding fees)...	2024-01-04 15:30:06 +01:00
Matthias	3e7d5bbae8	Merge pull request #9515 from stash86/bt-metrics ... In partial exit, do full exit if remaining == 0	2023-12-30 16:39:46 +01:00
Matthias	e664527da6	Align backtest and bot method	2023-12-29 20:02:24 +01:00
Stefano Ariestasia	f7c7990aff	Merge branch 'freqtrade:develop' into bt-metrics	2023-12-20 20:33:45 +09:00
Matthias	94363061ae	Attempt fix timerange problem	2023-12-18 20:06:49 +00:00
robcaulk	9a9a6eaa63	Revert "Merge pull request #9450 from freqtrade/fix/startup-candle-count" ... This reverts commit 15771043f7, reversing changes made to b417a0297b.	2023-12-17 17:44:15 +01:00
Matthias	9e2e60e7ad	Correct conditions for remaining stake checking	2023-12-14 20:34:58 +01:00
Matthias	bb2024f789	Add "full partial exit" logic to backtesting	2023-12-14 20:08:03 +01:00
Matthias	47a952e41c	Don't use config['stake_amount'] in wallets	2023-12-12 22:43:46 +01:00
Matthias	55efaec83d	Merge pull request #9522 from freqtrade/bt/improve_futures_speed ... Improve funding fee calculation	2023-12-12 06:33:57 +01:00
Matthias	105cd99395	use max_open_trades from straetgy instead of config	2023-12-11 19:52:49 +01:00
Matthias	db7799d2fb	Use variable instead of config for startup_candle_count	2023-12-11 19:42:13 +01:00
Matthias	30f94ef5b7	Use LocalTrade for typehint	2023-12-11 19:12:08 +01:00
Matthias	8964c138f1	Call funding fee calculation whenever a trade is closed	2023-12-10 14:00:06 +01:00
Matthias	074343f0f1	Don't calculate funding_fees on every iteration	2023-12-10 14:00:06 +01:00
Matthias	966eb59fd3	Extract funding fee calculation to separate method	2023-12-10 14:00:06 +01:00
robcaulk	d52936fd42	chore: try to keep startup_candle_count behaving the same as a normal FT strat	2023-11-20 09:13:01 +01:00
Matthias	0a5cee6a73	Ensure we're not erroring on invalid custom_entry / exit prices ... closes #9323	2023-10-19 22:06:21 +02:00
Matthias	b65fa98cee	Simplify backtesting by using current_time more consequently	2023-10-11 19:45:00 +02:00
Matthias	b57821b273	Add set_funding_fees to backtesting	2023-10-11 19:38:58 +02:00
Matthias	504f51fabb	Fix liquidation price setting in backtesting ... closes #9205	2023-09-27 06:40:24 +02:00
Matthias	966247baaf	Make sure use_db is set as early as possible.	2023-09-23 18:20:19 +02:00
Axel-CH	a7cd9d77f2	ignore custom_entry_price trade object type test, remove LocalTrade as type	2023-09-16 13:58:59 -04:00
axel	cf96ad1d1b	add trade param to custom entry price in interface, bot, backtesting, exemples	2023-09-16 02:32:03 -04:00
Matthias	8c95207ca4	Merge branch 'develop' into pr/Axel-CH/8779	2023-09-07 20:19:25 +02:00
Matthias	1a8b793c0a	Merge branch 'develop' into feat/stoploss_adjust	2023-08-29 07:04:08 +02:00
Matthias	95daff182d	Update backtesting to not use open_order_id	2023-08-25 07:08:24 +02:00
Matthias	452e1ab016	get_analyzed_dataframe should provide dataframe with startup candles ... closes #7389	2023-08-15 19:43:04 +02:00
Matthias	161ab14ed0	Avoid lookahead bias through informative pairs in callbacks	2023-08-15 17:48:07 +02:00
Matthias	070a1990e8	Improve handling of None values from custom_stoploss	2023-08-14 16:46:33 +02:00
Matthias	fc60c0df19	Add call to stoploss-adjust for backtesting	2023-08-14 16:00:33 +02:00
Matthias	d53b6871ea	Bump pre-commit mypy	2023-08-14 13:22:55 +02:00
Matthias	08bc615826	Further simplify backtest order handling	2023-08-14 13:22:55 +02:00
Matthias	bcc2dd9803	Simplify backtest order closing	2023-08-14 13:22:55 +02:00
Matthias	d7e9f87b33	Improve comment indent	2023-08-14 13:22:55 +02:00
Matthias	d7556cd66a	Remove duplicate call in backtesting	2023-08-14 13:22:55 +02:00
Matthias	1a1103c239	Add backtest-result typing	2023-07-30 10:54:03 +02:00
Matthias	6659d26131	Merge branch 'develop' into dataformat/feather	2023-07-29 20:04:12 +02:00
Matthias	9bfe96d4d6	Simplify advise calls by extracting that part into a method.	2023-07-21 20:27:52 +02:00
Matthias	91bf8abf38	Add comment to clarify usage of trim_dataframes	2023-07-21 20:22:44 +02:00
Matthias	626ea6b119	Add backtesting support for order.stake_amount	2023-07-15 14:55:22 +02:00
Matthias	17296fdf9c	Use proper cost for order ... closes #8906	2023-07-15 09:02:17 +02:00
Matthias	b593205ad9	No need to use .get() for properties with default values	2023-07-12 18:29:12 +02:00
Matthias	cca8c4e5b8	Update default dataformat to feather	2023-07-12 18:23:30 +02:00
Matthias	05ea36f03b	Fix performance when running tons of backtests	2023-06-09 06:45:34 +02:00
Matthias	1552d81f45	Simplify load_exchange interface	2023-05-13 11:03:26 +02:00
Matthias	023c155a25	Extract signals generation from backtesting class	2023-04-28 16:14:16 +02:00
Matthias	6e395ad7c9	Refactor methods in backtesting	2023-04-28 16:09:09 +02:00
Matthias	8dd8c24595	Merge branch 'develop' into pr/froggleston/7861	2023-04-28 14:59:03 +02:00
Matthias	80a27bc0db	Fix random uvicorn error	2023-03-26 18:18:52 +02:00
Matthias	1c9abd9e35	Properly respect can_short flag in backtesting ... closes #8387	2023-03-26 17:27:52 +02:00
Matthias	c14ac8a205	Properly handle non-replaced first entry orders	2023-03-26 16:46:41 +02:00
Matthias	b09fb5826f	don't use "can_short" in backtesting to determine application of leverage	2023-03-26 16:21:51 +02:00
Matthias	73b59df77b	Merge branch 'develop' into pr/paranoidandy/8272	2023-03-26 11:22:24 +02:00
Matthias	86aef7cf9d	Add current_time to bot_loop_start callbak	2023-03-26 11:22:19 +02:00
Matthias	b317524ed7	protect adjust_trade_position from crashing in case of unsafe code	2023-03-24 20:27:45 +01:00
Matthias	ce3efa8f00	Remove pointless asserts	2023-03-19 18:05:08 +01:00
Matthias	cd9c2c4c23	Merge branch 'develop' into pr/froggleston/7861	2023-03-19 15:00:20 +01:00
Matthias	af6fc886f6	Small refactor for new methods	2023-03-19 14:56:41 +01:00
Matthias	8f29312c9e	Minimum re-entry stake should not include stoploss	2023-03-14 08:14:01 +01:00
Andy Lawless	a3dee9350f	Move bot_loop_start call to run on every candle	2023-03-03 20:37:05 +00:00
Matthias	6e9ff5fdd8	Merge pull request #8202 from freqtrade/remove-populate-any-indicators ... remove populate_any_indicators	2023-03-03 06:33:25 +01:00
Matthias	b5f55c9b14	Improve type safety in backtesting	2023-03-01 20:32:32 +01:00
Matthias	f6b3998bbd	Fix backtesting type incompatibilities	2023-03-01 20:32:32 +01:00
robcaulk	fd4e27d889	remove populate_any_indicators	2023-02-21 14:22:40 +01:00
Matthias	f57394c1ce	Merge branch 'develop' into bybit	2023-01-30 07:23:41 +01:00
Matthias	25dfbb5a08	Compare stake amout >= in backtesting ... closes #8067	2023-01-29 12:47:16 +01:00
Matthias	9286cbed86	add partial Docstring to backtesting enter_trade	2023-01-29 11:02:31 +01:00
Matthias	34e7433844	Add leverage to dry-run liquidation price calculation	2023-01-24 07:21:56 +01:00
Matthias	8108a48f39	Follow PEP 484 - no implicit optionals	2023-01-21 20:01:56 +01:00
Matthias	bb355cfac5	improve naming of backtest function	2023-01-21 19:46:27 +01:00
Matthias	80bb120026	Simplify backtesting by removing now unnecessary private function	2023-01-21 18:01:01 +01:00
Matthias	89eb1b0084	funding-fees need to be recalculated for detailed timeframes, too. ... closes #7978	2023-01-21 17:47:37 +01:00
Matthias	c8ecedf6d5	Clarify a variable via typehint	2023-01-17 20:05:18 +01:00
Antonio Della Fortuna	5e10bb2cca	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades	2023-01-16 20:19:46 +01:00
Antonio Della Fortuna	b0f1d914c8	Changed max_open_trades type to int or inf	2023-01-15 11:44:10 +01:00
Matthias	cbcee02ded	call data migration from backtesting	2023-01-14 20:07:33 +01:00
Antonio Della Fortuna	534aa8f7ff	Merge branch 'develop' of https://github.com/freqtrade/freqtrade into max-open-trades ... # Conflicts: # freqtrade/optimize/backtesting.py	2023-01-11 18:55:57 +01:00
Antonio Della Fortuna	464cb4761c	Fixed max_open_trades update from hyperopt ... Fixed max_open_trades update from hyperopt + removed max_open_trades as a param to backtesting + refactoring	2023-01-08 12:39:39 +01:00