443 Commits

Author	SHA1	Message	Date
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
Matthias	2083cf6ddf	Fix mypy errors introduced by Arrow update	2021-03-01 08:57:57 +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	7913166453	Improve performance by updating wallets only when necessary	2021-02-27 09:33:00 +01:00
Matthias	74fc4bdab5	Shorten debug log	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	9361aa1c95	Add wallets to backtesting	2021-02-27 09:32:59 +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	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	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	e73203acb8	FIx bug with dmmp	2020-11-01 10:51:07 +01:00
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	2591a34db4	Don't use arrow objects for backtesting	2020-10-18 16:18:52 +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	253b7b763e	Apply isort to freqtrade codebase	2020-09-28 19:40:46 +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	284d39930f	Allow using pairlists through dataprovider in backtesting	2020-08-30 10:07:28 +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	87e4a82041	Merge branch 'develop' into bt_add_maxdrawdown	2020-08-09 08:34:36 +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	c1191400a4	Allow 0 fee value by correctly checking for None	2020-07-15 19:20:20 +02:00
Matthias	0d15a87af8	Remove old store_backtest method	2020-07-03 20:21:32 +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	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	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	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
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	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
hroff-1902	64881a94e2	Merge branch 'develop' into timeframe	2020-06-02 15:56:34 +03:00
Matthias	cadc50ce9b	Replace more occurances of ticker_interval with timeframe	2020-06-01 20:49:40 +02:00
Matthias	091693308a	Correctly call show_backtest_results	2020-06-01 09:25:26 +02:00
Matthias	fb8a85da01	Disallow VolumePairList from backtesting for now	2020-04-27 07:56:17 +02:00
Matthias	8987859044	Enable pairlist parsing for backtesting and hyperopt	2020-04-25 15:37:13 +02:00
Matthias	de47186263	Use .loc for assignments	2020-04-02 19:31:48 +02:00
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	ebb0187f40	dataframe -> df_analyzed in backtesting and edge	2020-03-13 03:54:56 +03:00
hroff-1902	3208faf7ed	Do not use ticker where it's not a ticker	2020-03-08 20:47:02 +03:00
Fredrik81	55d471190a	Changed table style of backtesting and alignment of headers	2020-02-27 13:28:28 +01:00
Matthias	d65a06947d	Merge branch 'develop' into data_handler	2020-02-09 15:16:43 +01:00
Yazeed Al Oyoun	5b00eaa42d	Updated Strategy Summary table to match other backtesting tables (#2864)	2020-02-06 06:58:58 +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
hroff-1902	f3d500085c	Add some type hints	2020-02-02 07:00:40 +03:00
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	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	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	c475729c13	Extract edge reporting to optimize_reports	2020-01-09 06:52:34 +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	1ffda29fd2	Adjust improts to new exception location	2019-12-30 15:02:17 +01:00
Matthias	f4a532ef6d	Pass format to load_data	2019-12-28 14:57:39 +01:00