Matthias
|
35cc7da9b3
|
fix: keep pair index per pair
closes #11479
|
1 year ago |
|
Matthias
|
e1f6702932
|
feat: add SQN calculation as backtest metric
|
1 year ago |
|
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
|
1 year ago |
|
Matthias
|
f1c5d4a970
|
chore: ruff format updates
|
1 year ago |
|
Matthias
|
b57cedeab7
|
Merge pull request #11178 from TheJoeSchr/fix/orderflow_imbalance_list
Fix:orderflow returns a list for stacked imbalances
|
1 year ago |
|
Matthias
|
e2bdf2a97f
|
tests: fix remaining hdf5 occurance
|
1 year ago |
|
Matthias
|
6760d44761
|
tests: Update tests with removed hdf5 handler
|
1 year ago |
Joe Schr
|
fd7272ba63
|
chore: fix unterminated string literal in test runner
|
1 year ago |
|
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`
|
1 year ago |
|
Joe Schr
|
11976f11b0
|
fix: Improve stacked imbalance detection in orderflow converter
|
1 year ago |
|
Joe Schr
|
ea96abecd0
|
test: Add comprehensive test for stacked_imbalances with multiple price entries
|
1 year ago |
|
Joe Schr
|
5589578872
|
test: Update tests for stacked imbalances returning lists
|
1 year ago |
|
Matthias
|
6c94b75172
|
chore: improve zip loading errorhandling
|
1 year ago |
|
Matthias
|
5750d05891
|
feat: deprecate hdf5 as data storage
|
1 year ago |
|
Matthias
|
e8376d5b79
|
feat: add timeframe_to_DateOffset
|
1 year ago |
|
Matthias
|
e77ca024d7
|
chore: improve naming, don't duplicate column list
|
1 year ago |
|
Matthias
|
6c25feabf2
|
tests: assert type of orderflow object
|
1 year ago |
|
Matthias
|
6ab528748e
|
tests: Update orderflow tests
|
1 year ago |
|
Matthias
|
6584f86bce
|
test: add Spy to improve test
|
1 year ago |
|
Matthias
|
82d517fcbb
|
test: improve orderflow test
|
1 year ago |
|
Matthias
|
ff371c43e0
|
tests: add test to ensure caching works
part of #11008
|
1 year ago |
|
Matthias
|
0bf0e1808c
|
chore: add todo for future cleanup
|
1 year ago |
|
Matthias
|
29f86afaf4
|
Merge pull request #10858 from xzmeng/binance-public-data
Improve binance historic OHLCV download speed
|
1 year ago |
|
Matthias
|
6e1c4c2efd
|
test: add test-case for improved error-handling
|
1 year ago |
|
Matthias
|
f821e504c3
|
tests: update test for new behavior
|
1 year ago |
|
Matthias
|
20e77bb5d9
|
test: update tests to recognize early failing
|
1 year ago |
|
Matthias
|
f11e5128ad
|
tests: update tests for new dl-trades behavior
|
1 year ago |
Meng Xiangzhuo
|
7ca39a5c38
|
Merge branch 'develop' into binance-public-data
|
1 year ago |
|
Meng Xiangzhuo
|
41b725714f
|
chore: bump ruff target-version to 3.10
|
1 year ago |
|
Meng Xiangzhuo
|
1aa863a92f
|
tests: fix
|
1 year ago |
|
Matthias
|
e0df0257d1
|
tests: Update history tests for new response
|
2 years ago |
|
Matthias
|
e96928588e
|
Merge pull request #10639 from jainanuj94/backtesting
Add entry-only and exit-only filters to --indicator-list in backtesting analysis
|
2 years ago |
|
Joe Schr
|
439658fcf1
|
fix: remove tests for orderflow data missing of other runmodes
|
2 years ago |
Anuj Jain
|
addd27faf8
|
Update tests and docs
|
2 years ago |
|
Matthias
|
611a3ce138
|
Merge pull request #10485 from jainanuj94/feature/8902
Add exit signals to export in backtesting
|
2 years ago |
|
Anuj Jain
|
b7145debfb
|
handle trade wide indicators
|
2 years ago |
|
Matthias
|
c6b46d75cb
|
chore: fix B018 violation
|
2 years ago |
|
Matthias
|
a554352ae0
|
test: remove unused mutable argument
|
2 years ago |
|
jainanuj94
|
19a2e06c0b
|
#000 | Anuj | Merge Dfs for entry and exit in one table
|
2 years ago |
|
Matthias
|
9bfd0cb63c
|
feat: add test for trades_data_minmax
|
2 years ago |
|
Matthias
|
3f4c19abbc
|
chore: add test for trades_get_available_data
|
2 years ago |
|
jainanuj94
|
3ebc5b136c
|
review comments and update test for exit signals
|
2 years ago |
|
jainanuj94
|
7f0e5dd335
|
Refactor and add documentation
|
2 years ago |
|
jainanuj94
|
ecf9c173c4
|
Add test for backtesitng-analysis
|
2 years ago |
|
Matthias
|
a8f707eee2
|
Merge branch 'develop' into feature/fetch-public-trades
|
2 years ago |
|
Joe Schr
|
00724fdff4
|
chore: renames orderflow tests file
|
2 years ago |
|
Joe Schr
|
9eb5993833
|
chore: drop `candle_start` and `candle_end` from trades and add test asserting trades columns
|
2 years ago |
|
Matthias
|
353dc79aa9
|
chore: invert some asserts
|
2 years ago |
|
Matthias
|
e043797a82
|
chore: Tests should use dict format
|
2 years ago |
|
Matthias
|
b163f8fcf4
|
Improve test
|
2 years ago |
