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635 Commits

Author SHA1 Message Date
Yazeed Al Oyoun
6b279f297c fixed test 2020-02-07 16:45:07 +03:00
Yazeed Al Oyoun
a46b7bcd6d more fixes... 2020-02-07 16:44:43 +03:00
Yazeed Al Oyoun
951a19fb00 added tests for both sortino methods 2020-02-07 16:44:30 +03:00
Yazeed Al Oyoun
aa2cb937b1 flake8 :) 2020-02-07 03:54:47 +01:00
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
Matthias
97e48080e8
Merge pull request #2839 from hroff-1902/list-hyperopts-2 
Add list-hyperopts subcommand
 2020-02-06 07:06:36 +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
d2cac1d8fd
Merge branch 'develop' into spreadfilter 2020-02-04 16:54:46 +03:00
untoreh
aa54fd2251 - added spread filter 
- minimum value to volume pairlist
 2020-02-04 14:49:59 +01:00
Matthias
54303880d3
Merge pull request #2849 from freqtrade/dependabot/pip/develop/pandas-1.0.0 
Bump pandas from 0.25.3 to 1.0.0
 2020-02-03 20:34:17 +01:00
Matthias
cbabc295c7 Don't convert to datetime - but convert to datetime64 instead 2020-02-03 20:25:43 +01:00
hroff-1902
64f04845b6
Merge pull request #2850 from freqtrade/try_fix_randoM-test 
make sure asyncio_loop is not initialized within ccxt code
 2020-02-03 17:45:49 +03:00
Matthias
f6c09160ab make sure asyncio_loop is not initialized within ccxt code 2020-02-03 15:17:36 +01:00
Matthias
2b69e7830d Fix failing CI test 2020-02-02 20:08:50 +01:00
hroff-1902
d12e03e50d Fix test inconsistency in test_freqtradebot.py 2020-02-02 20:01:25 +03:00
hroff-1902
cd0534efcc Add test 2020-02-02 19:41:22 +03:00
hroff-1902
e8c1abc509
Merge pull request #2799 from freqtrade/fix_stoploss_recreated 
Fix stoploss recreated
 2020-02-02 16:59:45 +03:00
hroff-1902
6594679e52
Merge pull request #2779 from freqtrade/stoploss_market 
Stoploss on exchange for Kraken
 2020-02-02 14:48:45 +03:00
Matthias
12317b1c53 Add some rudimentary tests for questions 2020-02-01 14:46:43 +01:00
Matthias
d1a3a2d000 Add tests for build_config 2020-02-01 14:22:40 +01:00
Matthias
cfa6a3e3d3 Don't overwrite files 2020-02-01 14:12:21 +01:00
Yazeed Al Oyoun
e2b3907df5 more consistent backtesting tables and labels 2020-01-31 04:39:18 +01:00
Matthias
83baa6ee2e Add test stub 2020-01-29 22:47:15 +01:00
Matthias
2f0775fa1b Extract build-config tests to new file 2020-01-29 21:31:09 +01:00
Matthias
940bfbee96 Move start_config out of build_commands file 2020-01-29 21:28:01 +01:00
Matthias
49c9258a08 enhance test 2020-01-29 20:43:10 +01:00
Matthias
dd83cb1b95 Extract selection generation to a seperate method 2020-01-29 20:27:38 +01:00
hroff-1902
68771a7861 Remove state attr from Worker 2020-01-29 17:08:36 +03:00
Matthias
1ef148317d Merge branch 'develop' into stoploss_market 2020-01-26 20:33:41 +01:00
Matthias
1b9af9d2d8 Merge branch 'develop' into data_handler 2020-01-26 20:31:13 +01:00
Matthias
02563019fc move setup_utils_config to configuration module 2020-01-26 14:15:53 +01:00
Matthias
a3e9d04383 Adjust imports to new place for arguments 2020-01-26 13:46:01 +01:00
Matthias
f347e5934a Small adjustments for moved commands 2020-01-26 13:46:01 +01:00
Matthias
b254bdfea3 Move plot_utils to plot_commands 2020-01-26 13:46:01 +01:00
Matthias
70a0346b0a Move data-stuff to data-commands 2020-01-26 13:46:01 +01:00
Matthias
7e23304187 Adjust tests to new paths 2020-01-26 13:46:01 +01:00
Matthias
6e85280467 Adjust imports 2020-01-26 13:46:01 +01:00
Matthias
a3ac05cc16 Fix missed mock 2020-01-25 13:38:13 +01:00
hroff-1902
52f0ed5310 Adjust tests 2020-01-25 12:49:37 +01:00
Matthias
72c273aaed Add test for closed trade case 2020-01-23 21:07:21 +01:00
Matthias
70b9bd9c0e Verify if trade is closed before acting on Stoploss_on_exchange 2020-01-23 20:36:48 +01:00
Matthias
f5a44e4fc4 open_order_id should be None when handling stoploss orders 2020-01-23 19:38:35 +01:00
Matthias
1d141cd406 Merge branch 'develop' into stoploss_market 2020-01-23 19:35:05 +01:00
Matthias
bc4c469797 Merge branch 'develop' into stoploss_market 2020-01-22 20:51:52 +01:00
Matthias
f36bc80ad1 Add parametrized tests for get_buy_rate 2020-01-22 19:43:02 +01:00
Matthias
8a940eb0c1 Align price finding function name on buy side with get_sell_rate 2020-01-22 14:46:28 +01:00
Matthias
fc2970f41b Merge branch 'develop' into data_handler 2020-01-21 06:58:48 +01:00
hroff-1902
66415d48d4
Merge pull request #2787 from freqtrade/dry_run_optional 
remove default value calls for dry_run
 2020-01-20 23:08:17 +03:00
Matthias
1bf475fa1a Remove .get calls for dry_run - it's a mandatory property 2020-01-20 20:24:40 +01:00
Matthias
6e3336cb30 Adapt test to verify behaviour of stoploss_on_exchange in dry-run 2020-01-20 20:10:06 +01:00
Matthias
10d9db72a8 Adjust tests slightly 2020-01-19 20:06:04 +01:00
Matthias
cf9331919f move exchange-specific order-parsing to exchange class 
Related to stoploss_on_exchange in combination with trailing stoploss.

Binance contains stopPrice in the info, while kraken returns the same
value as "price".
 2020-01-19 19:54:30 +01:00
Matthias
f1629c907a Implement stoploss for kraken 2020-01-19 14:40:09 +01:00
Matthias
e6f1912443 Use named arguments for stoploss create_order call 2020-01-19 14:40:09 +01:00
Matthias
16b34e11ca Complete rename of stoploss_limit to stoploss 2020-01-19 14:40:09 +01:00
Matthias
256fc2e78c Rename stoploss_limit to stoploss 2020-01-19 13:30:56 +01:00
Matthias
da0af489a2 Adjust tests to pass in order_types instead of rate 2020-01-19 13:25:41 +01:00
hroff-1902
2f82122fc4
Merge pull request #2763 from freqtrade/fix/precision_rounding 
Fix/precision rounding
 2020-01-17 01:25:30 +03:00
Matthias
fa1e9dd70d Adjust tests to allow updating within safe_sell_amount 2020-01-15 21:53:04 +01:00
Matthias
90ed4c665b Cover equal case via test 2020-01-15 19:59:08 +01:00
Matthias
c8806a16a1 Allow wallet update from /balance 2020-01-15 06:43:41 +01:00
Matthias
1e58cd70ad Adapt tests to round price up 2020-01-14 20:16:47 +01:00
Matthias
d7957bd791 add advanced tests for price_to_precision 2020-01-14 16:04:39 +01:00
Matthias
425ec53b28 Combine amount_to_precision tests into one 2020-01-14 16:01:35 +01:00
Matthias
797dc8a4da Add more detailed tests for amount_to_precision 2020-01-14 15:54:53 +01:00
Matthias
d12a2a5888
Merge pull request #2752 from freqtrade/plotting/indicator_strategy 
Allow enhanced plot-dataframe configuration
 2020-01-13 19:53:15 +01:00
Matthias
5fcab1eee8 Align method names to internal ccxt names 
These methods are reimplemented from ccxt so we can test their behaviour.
 2020-01-12 14:55:05 +01:00
Matthias
b60d7ad42f Use ccxt.decimal_to_precision instead of our own calculation 2020-01-12 14:41:09 +01:00
Matthias
fa1f9bcdbd expose precisionMode from exchange class 2020-01-12 14:37:45 +01:00
Matthias
3519cebf66 Add test for failing stake_validation 2020-01-11 13:14:19 +01:00
Matthias
60b47b6eec Add tests for get_quote_currencies 2020-01-11 12:01:34 +01:00
Matthias
ca2880537d Modify tests to skip stake_currency validations 2020-01-11 11:54:11 +01:00
Matthias
13274964a9 Implement validation for valid stake currency 2020-01-11 11:54:00 +01:00
Matthias
235a10ab86 Don't suppport <1m timeframes 2020-01-11 11:36:28 +01:00
Matthias
90a9052377
Merge pull request #2734 from freqtrade/relative_stake 
Relative stake maximum tradable amount
 2020-01-11 08:18:35 +01:00
Matthias
fab19ae3a7 Implement last_stake_amount_min_ratio 2020-01-10 06:36:28 +01:00
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
b25f28d1ad
Merge pull request #2730 from freqtrade/extract_bt_reporting 
Extract backtest reporting
 2020-01-09 06:09:05 +01:00
Matthias
888ea58df2 Add tests for new behaviour 2020-01-05 19:51:12 +01:00
Matthias
ca054799d0 Add tests for amend_last_stake_amount 2020-01-05 13:25:21 +01:00
Matthias
a75420f75f Merge branch 'develop' into relative_stake 2020-01-05 12:55:55 +01:00
Matthias
7daa5bc338 Don't return None from unlimited_stake - 0 handles this just as well 2020-01-05 12:50:44 +01:00
Matthias
4eaaec9d1a Implement pair_to_filename to datahandler 
includes tests - taken from #2744 and modified to adapt to new structure
 2020-01-05 10:36:08 +01:00
Matthias
53499e01de Clearly differentiate trade buys sells (positive and negative) 
* Swap trade buys to cyan circles
* Show sell-reason description on buy too
* Green positive sells - red negative / 0 sells
 2020-01-04 20:27:27 +01:00
Matthias
2409261cb7 Merge branch 'develop' into data_handler 2020-01-04 11:36:27 +01:00
Matthias
b5a806dec7 Fix typo and add tests for create_plotconfig 2020-01-04 11:30:21 +01:00
Matthias
4628024de6 Adapt tests to new add_indicator methodology 2020-01-04 11:18:51 +01:00
hroff-1902
3798f94d4c
Merge pull request #2732 from freqtrade/config_validation_split 
Config validation split
 2020-01-03 23:41:44 +03:00
Matthias
7e7c82cf4a Small adjustments to relative_stake PR 2020-01-03 11:34:17 +01:00
Matthias
f3beaa3374 Deprecate capital_available_percentage 2020-01-03 10:58:31 +01:00
Matthias
6d01653bfe Adapt test to test more cases with reduced tradable_balance 2020-01-03 10:41:34 +01:00
Matthias
455838648d Apply get_available_balance logic to regular trades, too 2020-01-03 10:41:10 +01:00
Matthias
a8d56b2850 IMplement check for unlimited settings 
verifying that either max_open_trades or stake_amount is set for
operations without edge
 2020-01-03 07:07:59 +01:00
hroff-1902
b24d359a27
Merge pull request #2737 from freqtrade/plotting_percent 
show percent in sell hover message.
 2020-01-02 22:04:34 +03:00
Matthias
90744ff5ab show percent instead of ratio (!) 2020-01-02 19:36:31 +01:00
Matthias
94afb7cb1d Improve integration test with a few additional tests 2020-01-02 13:45:03 +01:00
Matthias
bfef3cf497 Add additional test case for lower balance ratios 2020-01-02 13:38:08 +01:00
Matthias
64db1f6736 Prepare tests to valiate reduced full amount. 2020-01-02 13:16:18 +01:00
Matthias
9325880fe5 Split config-validation requires 2020-01-02 10:39:32 +01:00
Matthias
2c8e8d8ef6 Align columns for btanalysis loading 2020-01-02 09:51:47 +01:00
Matthias
8cc48cf4b0 Fix tests where mocks fail now 2020-01-02 09:31:53 +01:00
Matthias
10ee23622a Extract tests for backtest_reports to their own test module 2020-01-02 09:31:53 +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
3327ebf2b1
Merge pull request #2720 from hroff-1902/refactor-create-trades 
Refactor create trades
 2019-12-31 15:34:12 +01:00
Matthias
26a2395aeb Include Pair name in exception log message 2019-12-31 07:11:09 +01:00
Matthias
9d518b9d29 Add comment and don't hardcode 4 in test 2019-12-31 07:05:21 +01:00
Matthias
6ebb9017c7 Improve test enter_positions 2019-12-31 07:03:57 +01:00
Matthias
a88464de3a Improve some test code 2019-12-31 07:01:58 +01:00
hroff-1902
fd7af587da Rename process_maybe_execute_buys() --> enter_positions() 2019-12-30 22:50:56 +03:00
hroff-1902
84918ad424 Rename process_maybe_execute_sells() --> exit_positions() 2019-12-30 22:08:36 +03:00
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
8e9a3e8fc8 Capture FtBaseException at the outermost level 2019-12-30 15:11:07 +01:00
Matthias
1ffda29fd2 Adjust improts to new exception location 2019-12-30 15:02:17 +01:00
Matthias
20abf67779 Add Debug "code" for randomly failing test 2019-12-30 14:29:36 +01:00
Matthias
df7ceb4ccb Fix misinformation in /status table 2019-12-29 19:53:02 +01:00
hroff-1902
ce84f74528 Adjust tests 2019-12-29 05:00:22 +03:00
hroff-1902
433fd2a7c3
Merge pull request #2652 from freqtrade/safe_sell_amount 
Safe sell amount
 2019-12-29 00:09:21 +03:00
Matthias
ae1b28aab7 Remove get_datahandlerclass from package exposes 2019-12-28 14:32:11 +01:00
hroff-1902
09b77d9f14
Merge pull request #2718 from hroff-1902/minor-freqtrade-2 
Minor: code cleanup in freqtradebot
 2019-12-28 14:55:42 +03:00
Matthias
9e4fc00a0f Add test for convert_ohlcv 2019-12-28 11:03:06 +01:00
Matthias
70f3ff0461 Add test for convert_trades_Format 2019-12-28 11:03:06 +01:00
Matthias
e7054adc49 Add tests for start_convert_data 2019-12-28 11:03:06 +01:00
Matthias
28787a001c Move convert functions to convert module 2019-12-28 11:02:34 +01:00
Matthias
6860491189 Rename datahandler module to history module 
Also move previous history.py into this module - so everything is
bundled
 2019-12-28 11:01:42 +01:00
Matthias
65f539e9d8 More tests for datahandler 2019-12-28 11:01:42 +01:00
Matthias
d65c1eea7a Add some tests for datahandler 2019-12-28 11:01:42 +01:00
Matthias
a3144cb2f0 remove trim_tickerlist 2019-12-28 11:01:42 +01:00
Matthias
baa942ff98 Don't use function to resolve pairname for test 2019-12-28 11:01:42 +01:00
Matthias
32c2ce146e Remove last usage of load_tickerlist 2019-12-28 11:01:42 +01:00
Matthias
4b277afc52 Remove test for load_tickerdata 2019-12-28 11:01:42 +01:00
Matthias
5479c67178 Clean up some codes which use list-based tests 2019-12-28 11:01:41 +01:00
Matthias
80dbba1280 Remove unnecessary mocks 2019-12-28 11:01:41 +01:00
Matthias
aa39f2160b Use load_data instead of a sequence of calls 
in tests which don't test this
 2019-12-28 11:01:41 +01:00
Matthias
a2567bea64 Remove unnecessary mock 2019-12-28 11:01:41 +01:00
Matthias
7a6476c9ba Update tests 2019-12-28 11:01:41 +01:00
Matthias
e4f185f357 Remove 'line' from load_cached_data tests 
Users are unable to use line anyway, it's only there for tests
 2019-12-28 11:01:41 +01:00
Matthias
df085a6f15 Fix small bug and test 2019-12-28 11:01:41 +01:00
Matthias
e861f05b75 Move dataframe trim to within jsondatahandler 2019-12-28 11:01:41 +01:00
Matthias
b7c1d55491 Modify tests to point to datahandlers 2019-12-28 11:01:41 +01:00
Matthias
9876d126ca Use handler for trades 2019-12-28 11:01:41 +01:00
Matthias
416517b0c9 Move trim_dataframe from history to converter 2019-12-28 11:01:41 +01:00
Matthias
9d8ea2f13b Replace calls to load_tickerdata_file with DataHandler calls 2019-12-28 11:01:41 +01:00
hroff-1902
004993583b
Merge pull request #2712 from freqtrade/strategylist 
add list-strategies subcommand
 2019-12-28 12:32:06 +03:00
Matthias
443fd8f7dd Merge branch 'develop' into safe_sell_amount 2019-12-28 09:42:52 +01:00