90 Commits

Author	SHA1	Message	Date
Matthias	261822147c	Fix remaining arrow testcases	2023-05-18 07:00:36 +02:00
Matthias	c0713eb77f	More tests to dt_helpers	2023-05-18 07:00:36 +02:00
Matthias	222ecdecd2	Improve code quality	2023-03-19 17:50:08 +01:00
Matthias	32bbe603cb	Fix sortino std calculation	2022-12-28 14:59:49 +01:00
Matthias	f21185d1c4	Add tests for new metrics	2022-12-28 14:05:04 +01:00
Matthias	882e68c68b	Rename backtest-result from new to "not new".	2022-12-26 15:33:14 +01:00
Matthias	6a15a9b412	Update backtest-result_new ... fixing the calculation of profit_abs - which was incorrect previously.	2022-12-26 15:33:14 +01:00
Matthias	34951f59d2	Update failing tests	2022-09-30 06:44:19 +02:00
Matthias	8c2e473ee5	Fix test warning	2022-09-27 08:53:29 +00:00
Matthias	4aec2db14d	Remove isClose from tests in favor of pytest.approx	2022-08-31 08:25:56 +00:00
Matthias	0b806af487	Add orders column to btresult	2022-06-06 10:59:10 +02:00
Nicolas Papp	f9244aad92	Fix on max drawdown formula to match tests	2022-05-01 12:25:53 -03:00
Matthias	53a2f55cf0	Merge branch 'develop' into pr/nicolaspapp/6715	2022-05-01 10:03:10 +02:00
Matthias	c6c569b772	chore: split BTAnalyais to metrics	2022-04-30 14:47:27 +02:00
Matthias	4262f84744	Merge branch 'develop' into pr/nicolaspapp/6715	2022-04-30 14:22:18 +02:00
Matthias	4143ebbeae	Add CAGR calculation to backtesting	2022-04-25 10:51:11 +02:00
Matthias	5ff2261b74	Improve test to explicitly test for dates	2022-04-25 07:32:32 +02:00
Matthias	9bc6bbe472	Improve test for max_drawdown calculations	2022-04-25 07:23:16 +02:00
Matthias	4254d86658	Move test-backtestfiles to separate directory	2022-04-11 20:32:02 +02:00
Matthias	f090dcc597	Merge branch 'develop' into feat/short	2022-01-22 17:56:01 +01:00
Matthias	bb1d8fb54f	Improve message when no hyperopt fie is found ... closes #6266	2022-01-21 15:24:26 +01:00
Matthias	3cdb672ac3	Improve test coverage	2022-01-16 19:11:20 +01:00
Matthias	522496d9e2	Add Compatibility code for BT_DATA_COLUMNS	2022-01-07 17:17:35 +01:00
Matthias	46809f08fe	Merge branch 'develop' into feat/short	2022-01-07 10:13:16 +01:00
Matthias	b3a4ecaf77	Remove old backtest format support	2022-01-06 19:49:25 +01:00
Matthias	28011a3907	Update bt_results filename to new.json	2022-01-06 19:28:04 +01:00
Matthias	4e2b9203d7	Remove no longer used BT_DATA_COLUMNS_MID	2022-01-05 20:40:59 +01:00
Matthias	2ecaf9f8b4	Update backtest-result test-files to latest format	2022-01-05 20:26:24 +01:00
Sam Germain	501f473164	Merge branch 'develop' into feat/short	2022-01-04 22:47:33 -06:00
Matthias	8373a4e713	Small Adjustments to improve compatibility	2022-01-04 19:17:08 +01:00
Matthias	4d9b4ddc28	Update hyperopt-tools to use account drawdown	2022-01-04 17:43:39 +01:00
Matthias	09fae25c94	Fix some tests after drawdown calculation change	2022-01-04 17:07:31 +01:00
Matthias	ddfbe55e7c	Merge branch 'develop' into feat/short	2022-01-01 19:16:49 +01:00
Matthias	78ba2d3fc7	Add underwaterplot calculation to btanalysis	2022-01-01 14:39:58 +01:00
Matthias	bd98637ae9	Fail gracefully from plot-profit when no data is provided ... closes #6132	2021-12-30 10:14:45 +01:00
Sam Germain	1a132758d0	merged with feat/short	2021-09-27 23:26:20 -06:00
Matthias	c791b95405	Use new TestStrategy (V3) by default in tests	2021-09-21 20:24:08 +02:00
Sam Germain	043bfcd5ad	Fixed a lot of failing tests"	2021-09-19 20:24:22 -06:00
Matthias	6d96b11279	Rename DefaultStrategy	2021-08-26 07:25:53 +02:00
Matthias	fd3afdc230	plot-profit should use absolute values	2021-04-25 10:10:09 +02:00
Matthias	fc256749af	Add test for backtesting _enter_trade	2021-02-27 09:33:00 +01:00
Matthias	aed23d55c2	Add starting balance to profit cumsum calculation	2021-02-27 09:33:00 +01:00
Matthias	0d2f877e77	Use absolute drawdown calc	2021-02-27 09:32:59 +01:00
Matthias	1a166f639d	Add test for calcuate_csum	2021-02-14 19:44:13 +01:00
Matthias	ea0ffbae73	use profit_ratio in calculate_cum_profit	2021-01-29 19:06:57 +01:00
Matthias	13ad6dd461	Fix documentation	2021-01-25 19:56:40 +01:00
Matthias	deb8432d33	Streamline trade to dataframe conversion	2021-01-24 08:58:41 +01:00
Matthias	84ced92002	Fix mock-tests missing some fields	2021-01-03 06:49:07 +01:00
Matthias	8cdc795a44	Rename persistence.init to init_db	2020-10-16 08:15:18 +02:00
Matthias	6977ffdbf9	Merge branch 'develop' into isort_config	2020-09-28 20:21:55 +02:00