Matthias
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7f7cff85c1
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chore: use dt_now in backtesting
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2025-02-07 20:39:14 +01:00 |
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Matthias
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c3cc58a1af
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Merge pull request #11248 from xmatthias/fix/backtest_max_detail_2
Improved Backtest timeframe-detail execution logic
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2025-01-24 06:39:36 +01:00 |
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Matthias
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03a22186bb
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chore: have backtest exit orders account for fee
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2025-01-22 07:12:54 +01:00 |
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Matthias
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aceb3ac764
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Merge pull request #10062 from Axel-CH/feature/proceed-exit-while-open-order
Feature: Proceed exit while having open order, for backtesting and live
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2025-01-18 08:10:33 +01:00 |
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Matthias
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6b1af9b9a2
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chore: move docstring to the right place
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2025-01-17 19:37:15 +01:00 |
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Matthias
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e350dbd552
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refactor: simplify backtesting class
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2025-01-17 19:18:28 +01:00 |
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Matthias
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733cd22dee
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chore: remove bt_open_open_trade_count_candle
it's no longer necessary if we support in-candle entries
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2025-01-17 06:48:01 +01:00 |
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Matthias
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1e61aea23b
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feat: allow in-candle entries
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2025-01-17 06:45:56 +01:00 |
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Matthias
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419d5d9946
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feat: add backtesting support for ignore_buying_expired_candle_after
this is only relevant for detail candles - otherwise entries will never happen within a candle.
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2025-01-17 06:38:39 +01:00 |
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Matthias
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e81489807d
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fix: prevent multiple intra-candle trades
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2025-01-15 18:11:46 +01:00 |
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Matthias
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a6601ba7d2
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refactor: mark time_generators private
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2025-01-15 07:11:44 +01:00 |
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Matthias
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2b4d3b3f15
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refactor: extract detail/pair loop to separate generator
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2025-01-15 07:10:37 +01:00 |
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Matthias
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a326af830f
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chore: simplify backtest loop interface
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2025-01-15 07:05:52 +01:00 |
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Matthias
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cbe38c6f41
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fix: don't detail-loop pairs if a trade closed within the current candle.
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2025-01-15 06:46:33 +01:00 |
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Matthias
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1e1b4239e7
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chore: improve a few typings
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2025-01-14 21:29:43 +01:00 |
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Matthias
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f5be8fc70a
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fix: switch backtest loop to have linear timing
By running with timeframe-detail first, then pair, we can
have linear timing
This will avoid odd bugs due to in-candle closures
closes #11217
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2025-01-14 21:10:11 +01:00 |
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Matthias
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807fcffdae
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chore: move more logic to generator
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2025-01-14 20:15:17 +01:00 |
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Matthias
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96cea99d4f
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refactor: move index-handling into generator
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2025-01-14 20:13:51 +01:00 |
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Matthias
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14acc6609f
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chore: remove unused statement
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2025-01-14 20:00:00 +01:00 |
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Matthias
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8029729ab1
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refactor: move more stuff into generator
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2025-01-14 19:38:05 +01:00 |
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Matthias
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b525ba85c8
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refactor: extract backtest detail_data_spread to function
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2025-01-14 19:25:05 +01:00 |
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Matthias
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2697ac3581
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chore: stop detail processing once a trade closed
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2025-01-14 06:33:31 +01:00 |
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Matthias
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16ef348222
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chore: improve docstring
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2025-01-13 07:10:54 +01:00 |
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Matthias
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f4c004347e
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chore: backtesting should avoid unnecessary logging
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2024-12-30 13:47:36 +01:00 |
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Matthias
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cefacf4a6d
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chore: fix typo causing double negation
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2024-12-23 12:51:41 +01:00 |
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Matthias
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84e5a9521d
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chore: improve left open trades handling
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2024-12-22 20:11:32 +01:00 |
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Matthias
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48b0ffac06
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chore: fix using non-existing attribute
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2024-12-22 18:15:59 +01:00 |
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Matthias
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5c42c89505
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Merge branch 'develop' into pr/Axel-CH/10062
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2024-12-22 18:07:32 +01:00 |
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Matthias
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d37e23f68e
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feat: implement order replacement for backtesting
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2024-12-22 18:07:07 +01:00 |
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Matthias
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b04c5aec88
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refactor: move backtest "storage" logic to storage file
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2024-12-15 13:18:25 +01:00 |
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Matthias
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5744e16a07
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refactor: use 1 structure to save analysis signals
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2024-12-14 19:50:59 +01:00 |
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Axel-CH
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16d2dbc9d7
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on backtesting try to create exit orders also if there is open order without position yet, to allow entry order adjustment
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2024-12-01 11:13:59 -04:00 |
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Axel-CH
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fbd6a58e3d
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Merge branch 'develop' into feature/proceed-exit-while-open-order
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2024-12-01 10:51:41 -04:00 |
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Matthias
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5793216d5c
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properly account for fee when assigning order.cost in backtesting
(although it's not relevant for operations, it shouldn't be obivously wrong).
closes #11003
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2024-11-28 18:15:55 +01:00 |
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Meng Xiangzhuo
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41b725714f
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chore: bump ruff target-version to 3.10
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2024-11-08 04:37:33 +08:00 |
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Matthias
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baadf62fc3
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chore: remove --dmmp option
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2024-11-02 16:49:26 +01:00 |
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Matthias
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67f26fa1ac
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Merge pull request #10782 from freqtrade/feat/bt_reverse
Enable future positions to reverse their position
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2024-11-01 09:29:35 +01:00 |
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Matthias
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1698d96883
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feat: Allow Backtesting to reverse position
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2024-10-29 07:15:47 +01:00 |
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Matthias
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26a59e2cc5
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fix: Don't allow backtesting to exceed max_open_trades in odd edge-cases
closes #10853
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2024-10-29 07:13:02 +01:00 |
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Matthias
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56df7ad9fc
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chore: remove unnecessary commented log statement
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2024-10-29 06:57:52 +01:00 |
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Matthias
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d503724bda
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chore: improve backtest comment
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2024-10-12 13:04:09 +02:00 |
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Matthias
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2756a1f1a0
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chore: improve statement sequence for improved short circuiting
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2024-10-12 11:44:29 +02:00 |
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Matthias
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883122a98b
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refactor: Simplify backtest code slightly
This should also slighly improve performance for detail backtests
as it removes one comparison
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2024-10-12 11:34:13 +02:00 |
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Matthias
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bd7f0383d1
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chore: improve clarity of argument name
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2024-10-12 11:25:15 +02:00 |
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Matthias
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aa8cefc110
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fix: minor missing statement in detail backtest fallback
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2024-10-12 11:06:13 +02:00 |
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Axel CH
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f8807cf659
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Merge branch 'develop' into feature/proceed-exit-while-open-order
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2024-10-08 00:51:30 -04:00 |
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Matthias
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2e69e38adb
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chore: update optimize to modern typing syntax
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2024-10-04 06:53:50 +02:00 |
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Matthias
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abe01f8f48
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feat: implement liquidation price update on all order fills
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2024-10-02 07:05:00 +02:00 |
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Matthias
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3de740b35f
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feat: create shared method for liquidation price update
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2024-10-02 07:05:00 +02:00 |
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Matthias
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7e2d55743e
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Merge branch 'develop' into pr/Axel-CH/10062
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2024-10-01 20:51:39 +02:00 |
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