488 Commits

Author	SHA1	Message	Date
Matthias	35cc7da9b3	fix: keep pair index per pair ... closes #11479	2025-03-09 15:00:13 +01:00
Matthias	e1f6702932	feat: add SQN calculation as backtest metric	2025-03-02 15:41:43 +01:00
Matthias	f8f21cfc9c	fix: Improve error message for download-data edgecase ... hyperliquid doesn't provide historic data, neither klines nor trades. This made the error message missleading. closes #11270	2025-01-22 06:58:22 +01:00
Matthias	f1c5d4a970	chore: ruff format updates	2025-01-13 18:05:20 +01:00
Matthias	b57cedeab7	Merge pull request #11178 from TheJoeSchr/fix/orderflow_imbalance_list ... Fix:orderflow returns a list for stacked imbalances	2025-01-07 19:10:14 +01:00
Matthias	e2bdf2a97f	tests: fix remaining hdf5 occurance	2025-01-06 13:31:29 +01:00
Matthias	6760d44761	tests: Update tests with removed hdf5 handler	2025-01-06 13:26:06 +01:00
Joe Schr	fd7272ba63	chore: fix unterminated string literal in test runner	2025-01-03 19:01:59 +01:00
Joe Schr	12adbeb7f3	fix: don't sort stacked imbalances, return empty list if no found... ... ... also removes helper functions `stacked_imbalance_bid` & `stacked_imbalance_ask`	2025-01-03 18:42:00 +01:00
Joe Schr	11976f11b0	fix: Improve stacked imbalance detection in orderflow converter	2025-01-03 18:42:00 +01:00
Joe Schr	ea96abecd0	test: Add comprehensive test for stacked_imbalances with multiple price entries	2025-01-03 18:42:00 +01:00
Joe Schr	5589578872	test: Update tests for stacked imbalances returning lists	2025-01-03 18:42:00 +01:00
Matthias	6c94b75172	chore: improve zip loading errorhandling	2024-12-26 15:29:25 +01:00
Matthias	5750d05891	feat: deprecate hdf5 as data storage	2024-12-24 15:19:22 +01:00
Matthias	e8376d5b79	feat: add timeframe_to_DateOffset	2024-12-13 14:27:54 +01:00
Matthias	e77ca024d7	chore: improve naming, don't duplicate column list	2024-12-06 20:16:46 +01:00
Matthias	6c25feabf2	tests: assert type of orderflow object	2024-12-06 20:05:07 +01:00
Matthias	6ab528748e	tests: Update orderflow tests	2024-12-06 06:40:15 +01:00
Matthias	6584f86bce	test: add Spy to improve test	2024-12-05 19:19:17 +01:00
Matthias	82d517fcbb	test: improve orderflow test	2024-12-05 07:12:35 +01:00
Matthias	ff371c43e0	tests: add test to ensure caching works ... part of #11008	2024-12-05 07:11:58 +01:00
Matthias	0bf0e1808c	chore: add todo for future cleanup	2024-12-05 06:58:25 +01:00
Matthias	29f86afaf4	Merge pull request #10858 from xzmeng/binance-public-data ... Improve binance historic OHLCV download speed	2024-12-01 19:41:40 +01:00
Matthias	6e1c4c2efd	test: add test-case for improved error-handling	2024-11-24 10:36:09 +01:00
Matthias	f821e504c3	tests: update test for new behavior	2024-11-16 12:58:31 +01:00
Matthias	20e77bb5d9	test: update tests to recognize early failing	2024-11-16 11:02:22 +01:00
Matthias	f11e5128ad	tests: update tests for new dl-trades behavior	2024-11-16 10:58:25 +01:00
Meng Xiangzhuo	7ca39a5c38	Merge branch 'develop' into binance-public-data	2024-11-13 12:14:50 +08:00
Meng Xiangzhuo	41b725714f	chore: bump ruff target-version to 3.10	2024-11-08 04:37:33 +08:00
Meng Xiangzhuo	1aa863a92f	tests: fix	2024-10-30 22:11:37 +08:00
Matthias	e0df0257d1	tests: Update history tests for new response	2024-09-20 07:26:45 +02:00
Matthias	e96928588e	Merge pull request #10639 from jainanuj94/backtesting ... Add entry-only and exit-only filters to --indicator-list in backtesting analysis	2024-09-12 06:43:24 +02:00
Joe Schr	439658fcf1	fix: remove tests for orderflow data missing of other runmodes	2024-09-11 17:12:35 +02:00
Anuj Jain	addd27faf8	Update tests and docs	2024-09-11 15:33:26 +05:30
Matthias	611a3ce138	Merge pull request #10485 from jainanuj94/feature/8902 ... Add exit signals to export in backtesting	2024-09-07 20:12:05 +02:00
Anuj Jain	b7145debfb	handle trade wide indicators	2024-09-05 21:52:09 +05:30
Matthias	c6b46d75cb	chore: fix B018 violation	2024-09-01 08:24:47 +02:00
Matthias	a554352ae0	test: remove unused mutable argument	2024-09-01 08:24:21 +02:00
jainanuj94	19a2e06c0b	#000 | Anuj | Merge Dfs for entry and exit in one table	2024-08-18 18:41:04 +05:30
Matthias	9bfd0cb63c	feat: add test for trades_data_minmax	2024-08-13 06:43:26 +02:00
Matthias	3f4c19abbc	chore: add test for trades_get_available_data	2024-08-13 06:40:11 +02:00
jainanuj94	3ebc5b136c	review comments and update test for exit signals	2024-08-06 12:55:48 +05:30
jainanuj94	7f0e5dd335	Refactor and add documentation	2024-08-05 23:19:38 +05:30
jainanuj94	ecf9c173c4	Add test for backtesitng-analysis	2024-08-02 20:46:19 +05:30
Matthias	a8f707eee2	Merge branch 'develop' into feature/fetch-public-trades	2024-07-20 08:15:34 +02:00
Joe Schr	00724fdff4	chore: renames orderflow tests file	2024-07-19 09:37:34 +02:00
Joe Schr	9eb5993833	chore: drop candle_start and candle_end from trades and add test asserting trades columns	2024-07-18 20:04:34 +02:00
Matthias	353dc79aa9	chore: invert some asserts	2024-07-15 20:25:21 +02:00
Matthias	e043797a82	chore: Tests should use dict format	2024-07-15 20:25:09 +02:00
Matthias	b163f8fcf4	Improve test	2024-07-13 18:29:00 +02:00