Commit Graph

31676 Commits

Author SHA1 Message Date
dependabot[bot] df9469d195 chore(deps): bump sqlalchemy from 2.0.48 to 2.0.49
Bumps [sqlalchemy](https://github.com/sqlalchemy/sqlalchemy) from 2.0.48 to 2.0.49.
- [Release notes](https://github.com/sqlalchemy/sqlalchemy/releases)
- [Changelog](https://github.com/sqlalchemy/sqlalchemy/blob/main/CHANGES.rst)
- [Commits](https://github.com/sqlalchemy/sqlalchemy/commits)

---
updated-dependencies:
- dependency-name: sqlalchemy
  dependency-version: 2.0.49
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-13 03:03:59 +00:00
Matthias 12f37b7575 chore: more generic datetime selection 2026-04-12 19:54:44 +02:00
Matthias 51d61bc6a8 chore: don't use microsecond precision for 2026-04-12 19:52:18 +02:00
Matthias 79ea1ba1d5 fix: use is_string_dtype to check for object/string types 2026-04-12 19:50:27 +02:00
Matthias f6f0180fc1 fix: use more stable "date to ms" method 2026-04-12 13:35:36 +02:00
Matthias 33211c8eb1 chore: don't use deprecated resmapling frequency 2026-04-12 13:25:07 +02:00
Matthias c60d96922d chore: improve type safety 2026-04-12 10:38:44 +02:00
Matthias 45d4c5d036 docs: update backtesting docs 2026-04-12 10:07:05 +02:00
Matthias 09106ecbe0 chore: further reorder backtest output 2026-04-12 10:06:59 +02:00
Matthias da9f592d3d docs: update backtesting docs 2026-04-12 10:03:06 +02:00
Matthias 22707d6c04 test: update test with new metrics 2026-04-12 09:51:54 +02:00
Matthias 2d930f1fff chore: improved wallet stat drawdown safety 2026-04-12 09:33:39 +02:00
Matthias 44919adae4 feat: improve backtest-output 2026-04-12 09:27:47 +02:00
Matthias a28545a67a feat: improved backtst output 2026-04-12 09:18:46 +02:00
Matthias 76c09299a9 feat: calculate complete drawdown metrics from wallet (incl. underwater) 2026-04-12 09:18:37 +02:00
Matthias 173c75c08c feat: improve wording on metrics 2026-04-12 09:00:14 +02:00
Matthias dfa2db8575 docs: add new fields to the docs 2026-04-12 09:00:04 +02:00
Matthias 5e0eb5da10 chore: improved backtest-output ordering 2026-04-11 18:15:36 +02:00
Matthias 64ceb028ac test: add test for wallet based output 2026-04-11 17:25:58 +02:00
Matthias bc0c8ffb71 feat: add wallet based metrics to backtest output 2026-04-11 17:25:45 +02:00
Matthias 624be0c469 feat: add calmar_from_balance 2026-04-11 17:10:05 +02:00
Matthias bcd9023a8d feat: add max-drawdown from wallet balance 2026-04-11 17:09:37 +02:00
Matthias fba843cb61 refactor: extract balance df checks for future reuse 2026-04-11 17:05:55 +02:00
Matthias 6210927bdb feat: add sortino_from_balance calculation 2026-04-11 16:59:55 +02:00
Matthias c2b95090f7 refactor: reusable "daily_returns_from_balance" method 2026-04-11 16:59:55 +02:00
Matthias 017df564ce refactor: extract annualizated ratio calculation 2026-04-11 16:43:28 +02:00
Matthias 97badd0d3b test: add tests for sharpe based on balance 2026-04-11 16:43:28 +02:00
Matthias f3c84d6a3c feat: calculate sharpe-ratio from historic balance snapshots 2026-04-11 16:42:08 +02:00
Matthias 68d514db91 test: split test_btanalysis and test_metrics 2026-04-11 16:41:07 +02:00
Matthias f838db6409 fix: show balance also for old backtests 2026-04-11 13:38:19 +02:00
Matthias e8501dfb7a chore: fix double-space typos 2026-04-11 13:09:13 +02:00
Matthias e5a8aae831 docs: Update hyperliquid vault / subaccount documentation 2026-04-11 09:05:52 +02:00
Matthias 174a857d72 Merge pull request #12763 from freqtrade/feat/tb-lightgbm
feat: Add tensorboard callback to lightgbm
2026-04-10 06:39:18 +02:00
Matthias b66b0c3c9b Merge pull request #13038 from freqtrade/dependabot/pip/cryptography-46.0.7
chore(deps): bump cryptography from 46.0.6 to 46.0.7
2026-04-09 19:43:20 +02:00
Matthias 85ce0a1840 chore: allow cryptography security upgrades 2026-04-09 19:26:48 +02:00
dependabot[bot] 5dd2ad532b chore(deps): bump cryptography from 46.0.6 to 46.0.7
Bumps [cryptography](https://github.com/pyca/cryptography) from 46.0.6 to 46.0.7.
- [Changelog](https://github.com/pyca/cryptography/blob/main/CHANGELOG.rst)
- [Commits](https://github.com/pyca/cryptography/compare/46.0.6...46.0.7)

---
updated-dependencies:
- dependency-name: cryptography
  dependency-version: 46.0.7
  dependency-type: direct:production
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-09 19:26:46 +02:00
Matthias 68ea331703 Merge pull request #13047 from freqtrade/dependabot/pip/develop/ccxt-4.5.47
chore(deps): bump ccxt from 4.5.46 to 4.5.47
2026-04-09 18:25:58 +02:00
dependabot[bot] d93ae4e92d chore(deps): bump ccxt from 4.5.46 to 4.5.47
Bumps [ccxt](https://github.com/ccxt/ccxt) from 4.5.46 to 4.5.47.
- [Release notes](https://github.com/ccxt/ccxt/releases)
- [Commits](https://github.com/ccxt/ccxt/compare/v4.5.46...v4.5.47)

---
updated-dependencies:
- dependency-name: ccxt
  dependency-version: 4.5.47
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-09 11:45:21 +00:00
Matthias 6dfc64b5b9 Merge pull request #13043 from freqtrade/dependabot/pip/develop/aiohttp-3.13.5
chore(deps): bump aiohttp from 3.13.4 to 3.13.5
2026-04-09 13:43:55 +02:00
Matthias 44880fdc0d Merge pull request #13041 from freqtrade/dependabot/pip/develop/types-2917a68c1c
chore(deps-dev): bump the types group with 2 updates
2026-04-09 13:28:17 +02:00
Matthias 0b838d2e7c Merge pull request #13044 from freqtrade/dependabot/pip/develop/mypy-1.20.0
chore(deps-dev): bump mypy from 1.19.1 to 1.20.0
2026-04-09 13:27:40 +02:00
Matthias 6c218c8647 Merge pull request #13042 from freqtrade/dependabot/github_actions/develop/pypa/gh-action-pypi-publish-1.14.0
chore(deps): bump pypa/gh-action-pypi-publish from 1.13.0 to 1.14.0
2026-04-09 09:30:56 +02:00
Matthias 1479b0becd Merge pull request #13049 from freqtrade/dependabot/pip/develop/stable-baselines3-2.8.0
chore(deps): bump stable-baselines3 from 2.7.1 to 2.8.0
2026-04-09 09:30:40 +02:00
Matthias 7792a0b86f Merge pull request #13050 from freqtrade/dependabot/pip/develop/fastapi-0.135.3
chore(deps): bump fastapi from 0.135.2 to 0.135.3
2026-04-09 09:22:41 +02:00
Matthias 7dc7511eef Merge pull request #13046 from freqtrade/dependabot/pip/develop/requests-2.33.1
chore(deps): bump requests from 2.33.0 to 2.33.1
2026-04-09 09:09:43 +02:00
Matthias c5a46dff84 Merge pull request #13045 from freqtrade/dependabot/pip/develop/orjson-3.11.8
chore(deps): bump orjson from 3.11.7 to 3.11.8
2026-04-09 08:59:19 +02:00
dependabot[bot] 48b178b353 chore(deps): bump pypa/gh-action-pypi-publish from 1.13.0 to 1.14.0
Bumps [pypa/gh-action-pypi-publish](https://github.com/pypa/gh-action-pypi-publish) from 1.13.0 to 1.14.0.
- [Release notes](https://github.com/pypa/gh-action-pypi-publish/releases)
- [Commits](https://github.com/pypa/gh-action-pypi-publish/compare/ed0c53931b1dc9bd32cbe73a98c7f6766f8a527e...cef221092ed1bacb1cc03d23a2d87d1d172e277b)

---
updated-dependencies:
- dependency-name: pypa/gh-action-pypi-publish
  dependency-version: 1.14.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-09 06:16:11 +00:00
dependabot[bot] b5ac870eac chore(deps): bump stable-baselines3 from 2.7.1 to 2.8.0
Bumps [stable-baselines3](https://github.com/DLR-RM/stable-baselines3) from 2.7.1 to 2.8.0.
- [Release notes](https://github.com/DLR-RM/stable-baselines3/releases)
- [Commits](https://github.com/DLR-RM/stable-baselines3/compare/v2.7.1...v2.8.0)

---
updated-dependencies:
- dependency-name: stable-baselines3
  dependency-version: 2.8.0
  dependency-type: direct:production
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-09 06:15:15 +00:00
dependabot[bot] 968dea5b66 chore(deps): bump aiohttp from 3.13.4 to 3.13.5
---
updated-dependencies:
- dependency-name: aiohttp
  dependency-version: 3.13.5
  dependency-type: direct:production
  update-type: version-update:semver-patch
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-09 06:15:05 +00:00
dependabot[bot] c4aca0c2b9 chore(deps-dev): bump mypy from 1.19.1 to 1.20.0
Bumps [mypy](https://github.com/python/mypy) from 1.19.1 to 1.20.0.
- [Changelog](https://github.com/python/mypy/blob/master/CHANGELOG.md)
- [Commits](https://github.com/python/mypy/compare/v1.19.1...v1.20.0)

---
updated-dependencies:
- dependency-name: mypy
  dependency-version: 1.20.0
  dependency-type: direct:development
  update-type: version-update:semver-minor
...

Signed-off-by: dependabot[bot] <support@github.com>
2026-04-09 06:11:44 +00:00