Matthias
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d8b51875bf
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test: update tests for new file structure
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10 months ago |
|
Matthias
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073b625355
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test: update test for calculate_market_change
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10 months ago |
|
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 |
|
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 |
|
Matthias
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e1f6702932
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feat: add SQN calculation as backtest metric
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12 months ago |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
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 |
|
Matthias
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6c94b75172
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chore: improve zip loading errorhandling
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1 year ago |
|
Matthias
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5750d05891
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feat: deprecate hdf5 as data storage
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1 year ago |
|
Matthias
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e8376d5b79
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feat: add timeframe_to_DateOffset
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1 year ago |
|
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 |
|
Matthias
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6c25feabf2
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tests: assert type of orderflow object
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1 year ago |
|
Matthias
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6ab528748e
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tests: Update orderflow tests
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1 year ago |
|
Matthias
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6584f86bce
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test: add Spy to improve test
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1 year ago |
|
Matthias
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82d517fcbb
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test: improve orderflow test
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1 year ago |
|
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 |
|
Matthias
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0bf0e1808c
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chore: add todo for future cleanup
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1 year ago |
|
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 |
|
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 |
|
Matthias
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f821e504c3
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tests: update test for new behavior
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1 year ago |
|
Matthias
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20e77bb5d9
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test: update tests to recognize early failing
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1 year ago |
|
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 |
|
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 |
|
Meng Xiangzhuo
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1aa863a92f
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tests: fix
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1 year ago |
|
Matthias
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e0df0257d1
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tests: Update history tests for new response
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1 year ago |
|
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 |
|
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
|
1 year ago |
|
Matthias
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611a3ce138
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Merge pull request #10485 from jainanuj94/feature/8902
Add exit signals to export in backtesting
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1 year ago |
|
Anuj Jain
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b7145debfb
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handle trade wide indicators
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1 year ago |
|
Matthias
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c6b46d75cb
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chore: fix B018 violation
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1 year ago |
|
Matthias
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a554352ae0
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test: remove unused mutable argument
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1 year ago |
|
jainanuj94
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19a2e06c0b
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#000 | Anuj | Merge Dfs for entry and exit in one table
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2 years ago |
|
Matthias
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9bfd0cb63c
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feat: add test for trades_data_minmax
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2 years ago |
|
Matthias
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3f4c19abbc
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chore: add test for trades_get_available_data
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2 years ago |
|
jainanuj94
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3ebc5b136c
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review comments and update test for exit signals
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2 years ago |
|
jainanuj94
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7f0e5dd335
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Refactor and add documentation
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2 years ago |
|
jainanuj94
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ecf9c173c4
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Add test for backtesitng-analysis
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2 years ago |
|
Matthias
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a8f707eee2
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Merge branch 'develop' into feature/fetch-public-trades
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2 years ago |
