Matthias
504f51fabb
Fix liquidation price setting in backtesting
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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
2ee152c5a6
Merge pull request #8779 from Axel-CH/feature/multiple_open_orders
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Feature: Multiple open orders
2023-09-10 17:22:26 +02:00
Matthias
f8b97b6aa7
Fix dtype mismatch error
2023-09-08 07:05:38 +02:00
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
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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
05e1828617
Improve Fee check
2023-08-09 20:26:08 +02:00
Matthias
4a62ebbf93
Don't hardcode fee, but use fee from the very first iteration.
2023-08-09 18:36:09 +02:00
hippocritical
25602ceac3
Added a fixed fee to 0.02 (any fixed value would suffice) since kucoin dynamically decides which pair gets which amount of fees and thereby producing false-positives upon verifying the entries/exits.
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Added a check for timerange being set.
2023-08-05 08:24:47 +02:00
hippocritical
065899b426
Merge branch 'freqtrade:develop' into develop
2023-08-05 07:36:29 +02:00
Matthias
81cd241954
Update API backtest to return proper metadata
2023-08-03 07:05:57 +02:00
hippocritical
fe6deef1bd
Merge branch 'freqtrade:develop' into develop
2023-08-02 20:02:55 +02:00
Matthias
1a1103c239
Add backtest-result typing
2023-07-30 10:54:03 +02:00
Matthias
3148cd39c2
Don't drop metadata from original dict when storing backtest results
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
47fca02ba0
Improve docstring
2023-07-25 07:06:42 +02:00
Matthias
327b055468
Add consecutive wins/losses to backtest output
2023-07-24 07:22:33 +02:00
Matthias
f26b49ee06
Ensure return value is an int, not a np.int
2023-07-24 07:09:19 +02:00
Matthias
0f046ceaf2
Implement calc_consecutive_losses
2023-07-24 06:36:24 +02:00
hippocritical
5b8800ee18
didnt intend to change the timerange itself, but the logger-output of the timerange
2023-07-23 20:20:15 +02:00
hippocritical
5bb74e448e
Merge remote-tracking branch 'origin/develop' into develop
2023-07-23 20:08:27 +02:00
hippocritical
e4b488cb84
added stake_amount to a fixed 10k value.
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In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount.
reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.
Edited docs to reflect that change.
2023-07-23 20:05:29 +02:00
hippocritical
70fa175f57
Merge branch 'freqtrade:develop' into develop
2023-07-23 20:01:59 +02:00
Matthias
6ddbc8c00d
Move generate_wins_draw_losses to bt_output (it's an output function, not a calculation)
2023-07-23 19:57:47 +02:00
hippocritical
ad428aa9b0
added stake_amount to a fixed 10k value.
...
In a combination with a wallet size of 1 billion it should never be able to run out of money avoiding false-positives of some users who just wanted to test a strategy without actually checking how the stake_amount-variable should be used in combination with the strategy-function custom_stake_amount
reason: some strategies demand a custom_stake_amount of 1$ demanding a very large wallet-size (which already was set previously)
Others start with 100% of a slot size and subdivide the base-orders and safety-orders down to finish at 100% of a slot-size and use unlimited stake_amount.
Edited docs to reflect that change too
2023-07-23 19:50:12 +02:00
hippocritical
1ab357dc32
added mentioning which pair + timerange + idx is biased for visibility and debugging purposes
2023-07-23 15:29:25 +02:00
hippocritical
a33be8a349
added dummy-varholders in case a not-last-trade is force-exit and else the indexes would shift ruining the analysis and making debugging easier (since the same ID will always be the same ID again)
2023-07-23 13:48:54 +02:00
hippocritical
a5f5293bc8
added logger-output when something is skipped or aborted
2023-07-23 11:23:02 +02:00
Matthias
955a63725a
Improve resiliance when showing older backtest results
2023-07-22 19:43:20 +02:00
Stefano Ariestasia
40d7d05e4e
merge 2 expectancy functions
2023-07-22 17:29:43 +09:00
Stefano Ariestasia
4812bcc28b
flake8 fiz
2023-07-22 09:13:24 +09:00
Stefano Ariestasia
c048e7229a
modify expectancy and expectancy ratio
2023-07-22 08:36:51 +09:00
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
9c1fea0e7b
Add winrate to several bt metrics
2023-07-20 20:51:38 +02:00
Matthias
c64c10e76f
Use Fstrings in hyperopt-tools
2023-07-17 18:20:26 +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
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closes #8906
2023-07-15 09:02:17 +02:00
