Commit Graph

847 Commits

Author SHA1 Message Date
Matthias 64c6b4718d Merge pull request #11758 from mrpabloyeah/add-max-trade-duration-to-backtest-results
Add min/max trade duration to backtest results
2025-05-21 20:45:24 +02:00
Matthias 82f98746bd test: update test for new behavior 2025-05-21 19:27:23 +02:00
Matthias d8c24663fc Merge pull request #11736 from viotemp1/optuna_addons
add early stopping for hyperopt
2025-05-20 06:45:15 +02:00
Matthias 8641796d04 test: Add test for early-stop config adjustment 2025-05-19 07:03:41 +02:00
mrpabloyeah 882ca44816 Fix test_optimize_reports 2025-05-18 14:19:10 +02:00
Matthias c3f6aa17ee Merge pull request #11711 from freqtrade/feat/bt_historic_precision
Improve price precision logic and add significant digits calculation
2025-05-10 16:03:38 +02:00
Matthias a6d3995013 feat: Improved typing, exception if neither step nor decimals is set 2025-05-09 06:34:59 +02:00
Matthias d0d40f4fce test: Improve skdecimal test 2025-05-09 06:34:33 +02:00
Matthias 7cfecab7e2 Merge branch 'develop' into optuna 2025-05-08 19:25:33 +02:00
Matthias 8f8da51808 feat: round hyperopt results to 13 digits (this removes floating point errors) 2025-05-08 19:24:31 +02:00
Matthias 53ba3ced06 test: add test for backtest "get price precision" logic 2025-05-04 11:47:42 +02:00
Matthias 8b8bf6f97d refactor: automatically load detailed bt data 2025-05-03 20:01:13 +02:00
Matthias f8a151c2a5 feat: Add funding_fee to backtest results
closes #11699
2025-05-03 14:14:32 +02:00
Matthias 1013c32316 fix: duplicate generate_optimizer to have a non-delayed alternative 2025-05-03 09:19:50 +02:00
viotemp1 dd613ac86c fix formatting 2025-05-02 21:07:34 +03:00
viotemp1 73c28890d7 move @delayed and @wrap_non_picklable_objects in hyperopt_optimizer.py
one test with analyze_per_epoch is failing
2025-05-02 21:03:51 +03:00
Matthias 1b2d5a357f test: change level of test mock 2025-05-01 11:57:17 +02:00
Matthias ecc6371733 test: reduce amount of mocking 2025-05-01 10:19:20 +02:00
viotemp1 ced1ce340a fix some formatting issues 2025-04-29 17:09:16 +03:00
viotemp1 8d0ca7f5c1 remove backtesting from generate_optimizer 2025-04-27 21:26:06 +03:00
Matthias d8b51875bf test: update tests for new file structure 2025-04-27 11:35:06 +02:00
Matthias 83cdf76636 chore: simplify import/exports 2025-04-23 19:50:17 +02:00
Matthias f86bc71c43 chore: cleanup some test code 2025-04-23 19:19:55 +02:00
viotemp1 35c3868c56 change for SKDecimal and othercomments 2025-04-13 08:58:42 +03:00
Matthias 85689ebc1c test: update skdecimal test to use optuna 2025-04-12 12:37:17 +02:00
Matthias 05f19d574a chore: remove commented skopt usages 2025-04-12 10:13:42 +02:00
Matthias 6ae5724ad1 Merge pull request #11618 from mrpabloyeah/hyperopt_loss_max_drawdown_per_pair
Add new loss function based on profit/drawdown ratio per pair
2025-04-10 07:14:34 +02:00
Matthias 16379bbcc5 test: small adjustment to test
(simplifying future usage)
2025-04-10 06:43:12 +02:00
Matthias 0aa05855d5 chore: unpack instead of list concat 2025-04-09 20:03:38 +02:00
Matthias c11de3ac38 chore: remove pointless ambiguous unicode characters 2025-04-09 19:52:05 +02:00
Matthias b797a5bf2f chore: remove some unused noqa's 2025-04-09 19:51:38 +02:00
mrpabloyeah c2296d83c3 Fix for passing CI 2025-04-08 23:17:34 +02:00
mrpabloyeah 9a3ada65f5 Complete the integration on freqtrade 2025-04-08 23:12:51 +02:00
viotemp1 90aaaa50fc fix increasing memory usage. 2025-04-02 18:45:49 +03:00
Matthias b6cf3cc57d Merge branch 'develop' into pr/mrpabloyeah/11561 2025-04-02 07:05:36 +02:00
viotemp1 3fcf6559ab change from skopt.space.Real to optuna.distributions.FloatDistribution 2025-03-31 13:48:12 +03:00
viotemp1 b603771242 Merge branch 'freqtrade:develop' into optuna 2025-03-30 16:19:16 +03:00
mrpabloyeah be5d158761 Calculate and save all metrics per pair (fix 5) 2025-03-25 22:03:22 +01:00
mrpabloyeah 4f2681500a Calculate and save all metrics per pair (fix 4) 2025-03-25 21:08:38 +01:00
mrpabloyeah 00237d68e4 Calculate and save all metrics per pair (fix 3) 2025-03-25 20:53:09 +01:00
viotemp1 c5088e6b66 fix formatting 2025-03-25 15:07:09 +02:00
viotemp1 62f05964b4 change optimizer to optuna 2025-03-25 14:06:35 +02:00
Matthias 799ce4e1f2 test: Enhance test to also cover params file saving 2025-03-24 07:10:43 +01:00
Matthias 5b0b44069a test: Ensure strategy file is added to the test file. 2025-03-23 17:23:05 +01:00
Matthias 9fa3a15e24 feat: store (sanitized) configuration 2025-03-23 15:44:55 +01:00
Matthias 23b10161d5 test: improve test resiliance 2025-03-23 15:42:38 +01:00
mrpabloyeah ddd2e2cc3b Add relevant metrics to backtest breakdowns (fix 5) 2025-03-16 18:20:38 +01:00
mrpabloyeah a47ed1dbdb Add relevant metrics to backtest breakdowns (fix 3) 2025-03-16 14:17:40 +01:00
mrpabloyeah 51a99f2a66 Add relevant metrics to backtest breakdowns (fix 2) 2025-03-13 14:49:24 +01:00
Matthias 805e03b83b test: update test for new bt cache behavior 2025-03-09 15:00:20 +01:00