517 Commits

Author	SHA1	Message	Date
Matthias	73dccb0780	test: Add test case for no parallel on 1 combo	2025-11-23 15:43:17 +01:00
Matthias	2015ccc727	test: update parallel-history test	2025-11-23 15:43:17 +01:00
Matthias	70ec376657	test: further expand drawdown test	2025-11-15 09:51:27 +01:00
Matthias	1a506dc4b4	test: add tests for high/low logic	2025-11-14 19:41:52 +01:00
Matthias	92c9f443e8	test: add test for dp.check_delisting	2025-09-22 19:30:19 +02:00
Matthias	985805e0d5	test: add test for order_book_to_dataframe	2025-09-20 20:23:23 +02:00
Matthias	9f436dcd1e	chore: fix RUF043 violations	2025-09-15 19:20:20 +02:00
Matthias	6de7c70e7e	Merge pull request #11625 from alisalama/develop ... Parallelisation of iterative data downloads for speed improvement	2025-09-07 19:31:52 +02:00
Matthias	5f1d9cbab1	Merge pull request #12151 from mpagnoulle/feat/trades-timerange-filtering ... Trades TimeRange filtering for FeatherDataHandler and _if_enabled_populate_trades	2025-08-31 10:00:23 +02:00
Maxime Pagnoulle	9d5295fdb4	feat: Support for unbounded start and/or end in timerange filtering, added associated tests	2025-08-30 17:38:23 +02:00
Matthias	eaf3fc8833	test: add negative test for parallel download	2025-08-29 20:06:03 +02:00
Matthias	94c5ddc13d	test: add test covering parallel pair merging	2025-08-29 07:26:05 +02:00
Matthias	ef0fc13235	chore: reduce data-load verbosity	2025-08-28 20:11:28 +02:00
Matthias	d037f67f74	test: add parallel download test	2025-08-28 07:07:27 +02:00
Matthias	b1b6341a6e	test: improve parallel test to capture caching	2025-08-28 06:50:17 +02:00
Matthias	59ab51c06c	test: Update basic test for calls to parallel-download	2025-08-27 20:19:47 +02:00
Matthias	3ff1e31a81	test: don't use fixture if it's only used once	2025-08-27 08:31:14 +02:00
Maxime Pagnoulle	f21c5ea88a	feat: Remove redundant filtering, add tests for pyarrow trade filtering, use date utils for date to ts conversion	2025-08-24 11:59:56 +02:00
Matthias	271ba462b1	test: improved formatting for simplified digestion ... part of #12054	2025-08-02 11:22:14 +02:00
Matthias	690918f8d3	test: add test for historic_tick_size with small numbers ... part of #12054	2025-08-02 11:22:04 +02:00
Matthias	d010a050d3	chore: autoformat tests	2025-07-04 19:29:12 +02:00
Matthias	deb8bde078	refactor: tests - update timezone.utc to UTC	2025-07-04 18:22:42 +02:00
Matthias	081fa2209a	refactor: correct naming of new function	2025-05-03 20:45:52 +02:00
Matthias	7d3fa41911	test: add tests for get_significant_digits_over_time	2025-05-03 20:30:25 +02:00
Matthias	d8b51875bf	test: update tests for new file structure	2025-04-27 11:35:06 +02:00
Matthias	073b625355	test: update test for calculate_market_change	2025-04-25 08:28:31 +02:00
Matthias	0aa05855d5	chore: unpack instead of list concat	2025-04-09 20:03:38 +02:00
mrpabloyeah	3edc442f48	Fix drawdown calculation when maximum drawdown occurs on the first trade	2025-04-02 15:46:05 +02:00
mrpabloyeah	a3f23fd4fb	Also fix the expected result in the test	2025-04-01 22:51:29 +02:00
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