Matthias
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5f1d9cbab1
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Merge pull request #12151 from mpagnoulle/feat/trades-timerange-filtering
Trades TimeRange filtering for FeatherDataHandler and _if_enabled_populate_trades
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6 months ago |
Maxime Pagnoulle
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9d5295fdb4
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feat: Support for unbounded start and/or end in timerange filtering, added associated tests
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6 months ago |
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Matthias
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ef0fc13235
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chore: reduce data-load verbosity
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6 months ago |
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Matthias
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3ff1e31a81
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test: don't use fixture if it's only used once
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6 months ago |
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Maxime Pagnoulle
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f21c5ea88a
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feat: Remove redundant filtering, add tests for pyarrow trade filtering, use date utils for date to ts conversion
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6 months ago |
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Matthias
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271ba462b1
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test: improved formatting for simplified digestion
part of #12054
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7 months ago |
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Matthias
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690918f8d3
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test: add test for historic_tick_size with small numbers
part of #12054
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7 months ago |
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Matthias
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d010a050d3
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chore: autoformat tests
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8 months ago |
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Matthias
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deb8bde078
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refactor: tests - update timezone.utc to UTC
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8 months ago |
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Matthias
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081fa2209a
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refactor: correct naming of new function
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10 months ago |
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Matthias
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7d3fa41911
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test: add tests for get_significant_digits_over_time
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10 months ago |
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Matthias
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d8b51875bf
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test: update tests for new file structure
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10 months ago |
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Matthias
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073b625355
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test: update test for calculate_market_change
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10 months ago |
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Matthias
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0aa05855d5
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chore: unpack instead of list concat
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11 months ago |
mrpabloyeah
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3edc442f48
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Fix drawdown calculation when maximum drawdown occurs on the first trade
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11 months ago |
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mrpabloyeah
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a3f23fd4fb
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Also fix the expected result in the test
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11 months ago |
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Matthias
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35cc7da9b3
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fix: keep pair index per pair
closes #11479
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12 months ago |
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Matthias
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e1f6702932
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feat: add SQN calculation as backtest metric
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12 months ago |
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Matthias
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f8f21cfc9c
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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
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1 year ago |
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Matthias
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f1c5d4a970
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chore: ruff format updates
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1 year ago |
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Matthias
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b57cedeab7
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Merge pull request #11178 from TheJoeSchr/fix/orderflow_imbalance_list
Fix:orderflow returns a list for stacked imbalances
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1 year ago |
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Matthias
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e2bdf2a97f
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tests: fix remaining hdf5 occurance
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1 year ago |
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Matthias
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6760d44761
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tests: Update tests with removed hdf5 handler
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1 year ago |
Joe Schr
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fd7272ba63
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chore: fix unterminated string literal in test runner
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1 year ago |
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Joe Schr
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12adbeb7f3
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fix: don't sort stacked imbalances, return empty list if no found...
... also removes helper functions `stacked_imbalance_bid` & `stacked_imbalance_ask`
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1 year ago |
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Joe Schr
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11976f11b0
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fix: Improve stacked imbalance detection in orderflow converter
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1 year ago |
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Joe Schr
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ea96abecd0
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test: Add comprehensive test for stacked_imbalances with multiple price entries
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1 year ago |
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Joe Schr
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5589578872
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test: Update tests for stacked imbalances returning lists
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1 year ago |
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Matthias
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6c94b75172
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chore: improve zip loading errorhandling
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1 year ago |
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Matthias
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5750d05891
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feat: deprecate hdf5 as data storage
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1 year ago |
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Matthias
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e8376d5b79
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feat: add timeframe_to_DateOffset
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1 year ago |
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Matthias
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e77ca024d7
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chore: improve naming, don't duplicate column list
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1 year ago |
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Matthias
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6c25feabf2
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tests: assert type of orderflow object
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1 year ago |
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Matthias
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6ab528748e
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tests: Update orderflow tests
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1 year ago |
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Matthias
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6584f86bce
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test: add Spy to improve test
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1 year ago |
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Matthias
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82d517fcbb
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test: improve orderflow test
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1 year ago |
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Matthias
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ff371c43e0
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tests: add test to ensure caching works
part of #11008
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1 year ago |
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Matthias
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0bf0e1808c
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chore: add todo for future cleanup
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1 year ago |
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Matthias
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29f86afaf4
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Merge pull request #10858 from xzmeng/binance-public-data
Improve binance historic OHLCV download speed
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1 year ago |
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Matthias
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6e1c4c2efd
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test: add test-case for improved error-handling
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1 year ago |
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Matthias
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f821e504c3
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tests: update test for new behavior
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1 year ago |
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Matthias
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20e77bb5d9
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test: update tests to recognize early failing
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1 year ago |
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Matthias
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f11e5128ad
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tests: update tests for new dl-trades behavior
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1 year ago |
Meng Xiangzhuo
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7ca39a5c38
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Merge branch 'develop' into binance-public-data
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1 year ago |
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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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1 year ago |
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Meng Xiangzhuo
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1aa863a92f
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tests: fix
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1 year ago |
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Matthias
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e0df0257d1
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tests: Update history tests for new response
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1 year ago |
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Matthias
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e96928588e
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Merge pull request #10639 from jainanuj94/backtesting
Add entry-only and exit-only filters to --indicator-list in backtesting analysis
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1 year ago |
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Joe Schr
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439658fcf1
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fix: remove tests for orderflow data missing of other runmodes
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1 year ago |
Anuj Jain
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addd27faf8
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Update tests and docs
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1 year ago |
