Commit Graph

2277 Commits

Author SHA1 Message Date
creslinux
ed4bf32f2a Fixed Stop closing in Index 0
when buy opening on Index 1
2018-07-17 10:59:17 +00:00
creslinux
baaf0a5b21 Handle when 0 trades are found in any pairs being tested. 2018-07-17 08:12:21 +00:00
creslinux
a313917347 Handle a buy on the last candle
We will never see this, as buy is on close which is the end of backtest
e.g there is no next candle OPEN to buy at, or on
2018-07-16 18:59:48 +00:00
creslinux
357c8c0ba0 sensible defaults 2018-07-16 18:32:41 +00:00
creslinux
3b0cb7bc33 Added ujson and py_find_1st to setup.py 2018-07-16 18:06:31 +00:00
creslinux
8d5da4e6ad changed defaults
Seperated save trades and print trades options.
2018-07-16 17:48:11 +00:00
creslinux
ec1960530b Added Show trades option
If true, prints trades ordered by date after summary.
Useful for spotting trends.
2018-07-16 17:06:06 +00:00
creslinux
99d16e82c0 disable time calcs output on vector displaying in debug. Excessive. 2018-07-16 16:30:11 +00:00
creslinux
885a653439 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:18:54 +00:00
creslinux
059aceb582 Disabled full debug on in last commit
Switched Stops to trigger on Low
Switched Stops to pay stop-rate not close.
2018-07-16 16:12:33 +00:00
creslinux
0f3339f74f use ujson to load ticker files 30% faster from disk. 2018-07-16 16:09:42 +00:00
creslinux
4a39a754f4 Fixed: self.use_backslap = Bool on line97
If self.use_backslap = True   Backslap executes
If self.use_backslap = False  Original Backtest Code executes
2018-07-16 15:57:15 +00:00
creslinux
5aaf454f12 GAS trades verified from candle data to excel by hand
All pass
3 sells 1 stop loss
2018-07-16 15:48:06 +00:00
creslinux
fb0edd71ff in tech test 2018-07-16 14:16:35 +00:00
creslinux
eed29a6b8a update 2018-07-16 13:16:18 +00:00
creslinux
7174f27eb8 Rewrite to used algned numpy/dataframes
updated logic
added vector fill for abs/profit/duration in single hit on results.
2018-07-16 12:01:02 +00:00
creslinux
a8b62a21cc hmm 2018-07-15 17:03:47 +00:00
creslinux
4e68362d46 Works with reporting output
Bugs
Calculating % prof ok, but abs wrong

BAT/BTC DF is very broken all OHLC are the same - but exposes a
buy after stop on last row "oddness" to be investigated / handled
2018-07-15 10:33:00 +00:00
creslinux
71c3106f8f Added ABS and Fees
Fixed Index Alignment that was off moving from scratch to FT
Fixed Stoploss,
  its a negative in FT, had been using positve stop -1 in scratch
2018-07-15 09:30:01 +00:00
creslinux
07175ebc5a up 2018-07-14 23:45:06 +00:00
creslinux
90e3c38757 First cut, Bslap
science project replacement for freqtrade backtest analysis

- appprox 300-500x quicker to execute

- fixes stop on close take close price bug in FT
Bslap is configurable but by default stops are triggerd on
low and pay stop price

Not implimented dynamic stops or roi
2018-07-14 22:54:23 +00:00
Janne Sinivirta
bd46b4faf3
Merge pull request #1015 from freqtrade/xmatthias-patch-1
add missing s to Backtest cum results
2018-07-11 16:18:07 +03:00
Matthias
46708e7d29
Merge pull request #1014 from freqtrade/pyup-scheduled-update-2018-07-11
Scheduled daily dependency update on wednesday
2018-07-11 14:50:09 +02:00
Matthias
06c9494a46
add missing s to Backtest cum results 2018-07-11 14:50:04 +02:00
pyup-bot
8f6252b312 Update ccxt from 1.15.35 to 1.15.42 2018-07-11 14:23:06 +02:00
Janne Sinivirta
1f16ff268f
Merge pull request #1010 from jblestang/refactoring_create_trade_function
Refactoring Create Trade
2018-07-11 07:23:03 +03:00
Janne Sinivirta
aa2366346a
Merge pull request #1001 from xmatthias/feat/backtest_cum_profit
Add cumulative profit to backtest result table
2018-07-11 07:21:28 +03:00
Janne Sinivirta
8b72560eba
Merge pull request #1006 from freqtrade/update_plotly
Update plotly
2018-07-11 07:20:33 +03:00
Jean-Baptiste LE STANG
773fb5953b Reafcotring Create Trade 2018-07-10 15:10:56 +02:00
Matthias
3540ba3712
Merge pull request #1009 from freqtrade/pyup-scheduled-update-2018-07-10
Scheduled daily dependency update on tuesday
2018-07-10 14:35:33 +02:00
pyup-bot
d546a4b29f Update ccxt from 1.15.28 to 1.15.35 2018-07-10 14:23:08 +02:00
Janne Sinivirta
b4be3c2499
Merge pull request #1002 from xmatthias/test/use_open_backtest
Use open-rates for backtesting
2018-07-10 09:20:32 +03:00
Matthias
6be6448334 replace "transparent" with rgb to fix exception in plotly 3.0.0 2018-07-09 21:56:29 +02:00
Matthias
f5bc65b877 update plotly 2018-07-09 21:56:24 +02:00
Matthias
a7a82635b4
Merge pull request #1004 from berlinguyinca/patch-2
Fixing database issues
2018-07-09 21:54:21 +02:00
Samuel Husso
b9916b60f9
Merge pull request #1005 from freqtrade/pyup-scheduled-update-2018-07-09
Scheduled daily dependency update on monday
2018-07-09 08:26:54 -05:00
pyup-bot
b773e3472a Update ccxt from 1.15.27 to 1.15.28 2018-07-09 14:23:06 +02:00
Gert Wohlgemuth
4654792784
Fixing database issues
1. if database is defined in config file, it currently tosses an exception that only export file or db is defined
2. if trades are loaded from databases, plot crashes with an exception 'cannot compare tz-naive and tz-aware datetime-like objects'
3. if Trade is not closed, crashes with exception that NoneType has no field timestamp

all should be fixed
2018-07-08 22:43:34 -07:00
Matthias
750d737b7d Add tests for change to open_rate 2018-07-08 20:18:34 +02:00
Matthias
0bd9674b5c
Merge pull request #1000 from pan-long/fix-doc
Update doc for manually fix trade
2018-07-08 20:07:25 +02:00
Matthias
8b06000f0f Use open-rates for backtesting 2018-07-08 20:03:11 +02:00
Matthias
efaa8f16e7 Improve formattiong of table 2018-07-08 20:01:33 +02:00
Matthias
38487644f0 fix tests for backtest-result output table 2018-07-08 19:55:16 +02:00
Matthias
1a24afef77 add cumsum to backtest-results 2018-07-08 19:55:04 +02:00
Janne Sinivirta
8fb146ba6a
Merge pull request #992 from freqtrade/backtest_optimize
reduce calculation effort by removing a call to calc_profit_percent
2018-07-08 17:41:50 +03:00
Janne Sinivirta
05b078b8dd
Merge pull request #999 from freqtrade/pyup-scheduled-update-2018-07-08
Scheduled daily dependency update on sunday
2018-07-08 17:40:42 +03:00
Janne Sinivirta
6926e468a4
Merge pull request #984 from freqtrade/test_backtest_results
Test backtest results
2018-07-08 17:40:12 +03:00
Janne Sinivirta
34764108cc
Merge pull request #997 from freqtrade/fix/timedout_candle
don't flag data as outdated which isn't
2018-07-08 17:36:03 +03:00
pyup-bot
17c9c183f5 Update pandas from 0.23.2 to 0.23.3 2018-07-08 14:23:07 +02:00
pyup-bot
cc107bb3cc Update ccxt from 1.15.25 to 1.15.27 2018-07-08 14:23:05 +02:00