56 Commits

Author	SHA1	Message	Date
Matthias	03d2d5dc5d	Update bt_output types	2024-06-13 06:43:31 +02:00
Matthias	dd469944c9	Extract per-tag subresults from main backtest_result method	2024-06-13 06:43:31 +02:00
Matthias	156eeb90b9	Output mixed tags table	2024-06-13 06:43:31 +02:00
Matthias	68b8b29089	Calculated mixed tags results	2024-06-13 06:43:31 +02:00
Matthias	1b2cfc9857	Simplify generate_tag_metrics logic	2024-06-11 19:53:22 +02:00
Matthias	2ec4449558	Use better column header for backtest output	2024-06-11 19:08:24 +02:00
Matthias	09b1b1ab94	Use "trades" wording in backtest tables	2024-06-11 07:03:47 +02:00
Matthias	90efd04617	Improve typing in backtesting	2024-06-11 06:47:23 +02:00
Matthias	c1d26d0330	Don't calculate the "legacy" version of drawdown anymore.	2024-05-19 17:57:21 +02:00
Matthias	a6b07ec96f	Remove compatibility layer for calculate_max_drawdown	2024-05-15 06:54:17 +02:00
Matthias	94786454b7	Use calc_drawdown method throughout the bot	2024-05-14 19:37:41 +02:00
Matthias	9291698561	A few more formatting updates	2024-05-13 19:49:15 +02:00
Matthias	b97ff77d65	Update a few missed ruff format updates	2024-05-13 07:10:25 +02:00
Matthias	a9732c6195	Fix odd formatting by ruff format	2024-05-13 07:10:25 +02:00
Matthias	801ab4acc9	ruff format: optimize	2024-05-13 07:10:25 +02:00
Matthias	a8eabd0b2e	Update remaining files with new import sorting	2024-05-13 07:10:24 +02:00
Stefano Ariestasia	4c2586b3aa	remove duplicate stat from BT table	2024-05-11 10:24:55 +09:00
Matthias	8004829696	Further reduce problematic default args	2024-04-20 09:15:11 +02:00
Matthias	54d9dbaea8	Formatting	2024-04-16 20:54:12 +02:00
Matthias	d7920c4b64	Simplify backtest storage	2024-04-16 20:53:06 +02:00
Matthias	c8a5904959	Store and load backtest-market-change data	2024-04-16 19:27:41 +02:00
Matthias	18a4d6972d	generate_filename should be private	2024-04-16 18:02:00 +02:00
Matthias	e7b907a175	Enhance / simplify bt-storage logic ... Removes repeated filename generation pattern	2024-04-16 06:57:58 +02:00
Matthias	7b5e444333	Improve code stability	2024-03-30 13:36:19 +01:00
Matthias	0906f050e5	Fix remaining tests	2024-03-30 13:28:13 +01:00
Matthias	be26e31235	Remove obsolete code, improve resilience	2024-03-30 13:20:43 +01:00
Matthias	36f1111d92	Remove custom handling for exit reason stats. ... It's not different from regular tag outputs, really	2024-03-30 13:11:59 +01:00
Matthias	9726c4ae21	don't use cum profit	2024-03-30 11:28:23 +01:00
Matthias	7895eeb3b6	Fix tests after modified output	2024-03-30 11:20:41 +01:00
Matthias	0a186eb8b7	Remove Cum Profit % ... it's a missleading metric in any case where stake-amount is not 100% identical.	2024-03-30 11:18:56 +01:00
Matthias	c0e9726f49	don't use "1M" - but be explicit in the intend	2024-02-27 06:20:08 +01:00
Matthias	74bb1a29b6	Fix indentation	2024-01-06 17:55:03 +01:00
Matthias	9f682b5829	Improve Coin formatter naming	2024-01-06 16:02:47 +01:00
Matthias	e1ad87a565	Extract number-formatters from misc	2024-01-06 13:04:49 +01:00
Matthias	ec1b2e1da5	Remove further deprecated metric report	2024-01-04 14:51:21 +01:00
Matthias	73970d27bf	Remove deprecated bt-output option	2024-01-04 14:45:42 +01:00
Matthias	292ef85d96	Add additional, optional arguments to metadata files ... closes #9517	2023-12-31 12:07:02 +01:00
Matthias	b19f17fdfa	Improve handling of bt results in optimize_reports	2023-10-30 18:26:01 +01:00
Matthias	81cd241954	Update API backtest to return proper metadata	2023-08-03 07:05:57 +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	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
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
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