Commit Graph

1081 Commits

Author SHA1 Message Date
Matthias
48b0ffac06 chore: fix using non-existing attribute 2024-12-22 18:15:59 +01:00
Matthias
5c42c89505 Merge branch 'develop' into pr/Axel-CH/10062 2024-12-22 18:07:32 +01:00
Matthias
d37e23f68e feat: implement order replacement for backtesting 2024-12-22 18:07:07 +01:00
Matthias
b04c5aec88 refactor: move backtest "storage" logic to storage file 2024-12-15 13:18:25 +01:00
Matthias
5744e16a07 refactor: use 1 structure to save analysis signals 2024-12-14 19:50:59 +01:00
Axel-CH
16d2dbc9d7 on backtesting try to create exit orders also if there is open order without position yet, to allow entry order adjustment 2024-12-01 11:13:59 -04:00
Axel-CH
fbd6a58e3d Merge branch 'develop' into feature/proceed-exit-while-open-order 2024-12-01 10:51:41 -04:00
Matthias
5793216d5c 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
2024-11-28 18:15:55 +01:00
Meng Xiangzhuo
41b725714f chore: bump ruff target-version to 3.10 2024-11-08 04:37:33 +08:00
Matthias
baadf62fc3 chore: remove --dmmp option 2024-11-02 16:49:26 +01:00
Matthias
67f26fa1ac Merge pull request #10782 from freqtrade/feat/bt_reverse
Enable future positions to reverse their position
2024-11-01 09:29:35 +01:00
Matthias
1698d96883 feat: Allow Backtesting to reverse position 2024-10-29 07:15:47 +01:00
Matthias
26a59e2cc5 fix: Don't allow backtesting to exceed max_open_trades in odd edge-cases
closes #10853
2024-10-29 07:13:02 +01:00
Matthias
56df7ad9fc chore: remove unnecessary commented log statement 2024-10-29 06:57:52 +01:00
Matthias
d503724bda chore: improve backtest comment 2024-10-12 13:04:09 +02:00
Matthias
2756a1f1a0 chore: improve statement sequence for improved short circuiting 2024-10-12 11:44:29 +02:00
Matthias
883122a98b refactor: Simplify backtest code slightly
This should also slighly improve performance for detail backtests
as it removes one comparison
2024-10-12 11:34:13 +02:00
Matthias
bd7f0383d1 chore: improve clarity of argument name 2024-10-12 11:25:15 +02:00
Matthias
aa8cefc110 fix: minor missing statement in detail backtest fallback 2024-10-12 11:06:13 +02:00
Axel CH
f8807cf659 Merge branch 'develop' into feature/proceed-exit-while-open-order 2024-10-08 00:51:30 -04:00
Matthias
2e69e38adb chore: update optimize to modern typing syntax 2024-10-04 06:53:50 +02:00
Matthias
abe01f8f48 feat: implement liquidation price update on all order fills 2024-10-02 07:05:00 +02:00
Matthias
3de740b35f feat: create shared method for liquidation price update 2024-10-02 07:05:00 +02:00
Matthias
7e2d55743e Merge branch 'develop' into pr/Axel-CH/10062 2024-10-01 20:51:39 +02:00
Matthias
e3a6c71087 chore: Remove protections from config logic 2024-09-29 09:41:02 +02:00
Axel-CH
5ba592ff47 Merge remote-tracking branch 'origin/develop' into feature/proceed-exit-while-open-order 2024-09-24 11:58:15 -04:00
Matthias
b084efdd06 feat: initialize trade objects with 0 amount
This way, it'll represent the owned amount
which will be updated once the order fills
2024-09-22 08:47:52 +02:00
Axel-CH
0d3ab37eb7 fix test_trade_custom_data and test_backtest_results 2024-09-20 18:44:58 -04:00
Axel-CH
33b421014d remove irrelevant trade.has_open_orders conditions 2024-09-11 18:42:51 -04:00
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
Matthias
1b00f512c1 fix: call order_filled callback for left open trades 2024-09-07 09:24:21 +02:00
Axel-CH
e9ba0d2ce8 Merge remote-tracking branch 'origin/develop' into feature/proceed-exit-while-open-order 2024-09-06 17:29:07 -04:00
Matthias
d6b2748293 chore: rename types to ft_types 2024-09-04 06:44:48 +02:00
Matthias
c60e00c77f Merge pull request #10530 from freqtrade/feat/price_precision_mode
add price_precision_mode
2024-08-13 12:20:53 +02:00
Matthias
ac1ac0debe feat: set precision_mode_price when creating trade objects 2024-08-13 09:11:44 +02:00
Matthias
70f3018e67 feat: remove "open_trade_count_start" workaround
Due to the updated pair ordering logic, we can open trades on
different pairs during the same candle without
superating the max_open_trades limit
2024-08-12 14:51:42 +02:00
Matthias
7945eba386 feat: Evaluate pairs with open trades first
This will enable further improved logic for pairs with no open trade.
2024-08-12 14:51:42 +02:00
Matthias
f01e101447 feat: extract backtest iteration into generator 2024-08-12 14:51:42 +02:00
Matthias
980b81f009 chore: Simplify futures backtest 2024-08-12 14:51:37 +02:00
Matthias
2bc9cdafb2 chore: update attribute wording to bt_trades 2024-08-12 10:57:53 +02:00
jainanuj94
7f0e5dd335 Refactor and add documentation 2024-08-05 23:19:38 +05:30
jainanuj94
8f8859a5f5 Initial commit - create a different file for signals 2024-08-02 15:54:03 +05:30
Matthias
deeabbca12 chore: Don't override builtins 2024-07-05 08:51:20 +02:00
Axel-CH
6a580176ea Merge branch 'develop' into feature/proceed-exit-while-open-order 2024-07-01 17:49:40 -04:00
Matthias
dd42a79234 Remove most explicit "supports backtesting" checks 2024-06-21 14:57:57 +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
Matthias
866f059d6a Use FtPrecise to avoid rounding errors 2024-05-04 11:25:07 +02:00