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 |
|
Matthias
|
04c9626c8c
|
feat: Implement rich Progress to download-data
|
2 years ago |
|
Matthias
|
9ebd34daba
|
Merge branch 'develop' into feature/fetch-public-trades
|
2 years ago |
|
Matthias
|
2dfa9ac13c
|
applymap -> map
|
2 years ago |
|
Matthias
|
c0d729bcd9
|
chore: remove deprecated read_csv options
|
2 years ago |
|
Matthias
|
cdae61e155
|
feat: use rich tables for entryexitanalysis
|
2 years ago |
|
Matthias
|
f3e2dcd342
|
chore: update get_patched_exchange argument
|
2 years ago |
|
Matthias
|
36a44575c7
|
chore: update patch_exchange to not override builtins
|
2 years ago |
|
Matthias
|
1e287de589
|
chore: fix mote A violations in tests and scripts
|
2 years ago |
|
Joe Schr
|
3486327e78
|
Extract global `cached_grouped_trades_per_pair` into `IStrategy`
|
2 years ago |
|
Joe Schr
|
0e0c585aee
|
orderflow tests: removes unused import
|
2 years ago |
|
Joe Schr
|
b2bcac8447
|
Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
|
2 years ago |
|
Joe Schr
|
7de102320c
|
orderflow: use cache per pair
|
2 years ago |
|
Joe Schr
|
5379400ab3
|
Merge branch 'feature/fetch-public-trades-cached' into feature/fetch-public-trades
|
2 years ago |
|
Joe Schr
|
4735835aab
|
orderflow tests: reset orderflow cache between tests
|
2 years ago |
|
Joe Schr
|
54df6f5b9c
|
orderflow: adds `cache_size` to config
|
2 years ago |
|
Joe Schr
|
08a27abbdc
|
orderflow: clean up populate_dataframe_with_trades code
|
2 years ago |
|
Joe Schr
|
d23c33a47f
|
feat: add caching to populate_dataframe_with_trades
|
2 years ago |
|
Matthias
|
02c38f7396
|
Prevent data-downloads for exchanges that don't support this.
|
2 years ago |
|
Joe Schr
|
ffda564f05
|
Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
|
2 years ago |
|
Joe Schr
|
2d6408a363
|
feat: adds `max_candles` to orderflow config
|
2 years ago |
|
Matthias
|
b8a4752636
|
Use proper type for exit_reason in tests
|
2 years ago |
|
Matthias
|
50bf770351
|
Merge branch 'develop' into feature/fetch-public-trades
|
2 years ago |
|
Matthias
|
acae6e75f4
|
Improve drawdown test case
|
2 years ago |
|
Matthias
|
2237410154
|
Upadate test for new download-data functionality
|
2 years ago |
|
Joe Schr
|
ab7f8b3a0f
|
`imbalance_ratio`: use ratio instead of percentage
|
2 years ago |
|
Joe Schr
|
a56faf503b
|
ruff format: orderflow / public trades
|
2 years ago |
|
Joe Schr
|
b9035da981
|
Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
|
2 years ago |
|
Matthias
|
a6b07ec96f
|
Remove compatibility layer for calculate_max_drawdown
|
2 years ago |
|
Matthias
|
c79b75ff9a
|
Update remaining tests
|
2 years ago |
|
Matthias
|
a6050cb771
|
Update tests for new interface
|
2 years ago |
|
Matthias
|
58edb0a54a
|
Update misspellings that are being detected now
|
2 years ago |
|
Matthias
|
a9732c6195
|
Fix odd formatting by ruff format
|
2 years ago |
|
Matthias
|
ffd49e0e59
|
ruff format: tests/data
|
2 years ago |
|
Matthias
|
099b1fc8c4
|
ruff format: More updates to tests
|
2 years ago |
|
Matthias
|
7767ad9d6e
|
Update imports in test directory
|
2 years ago |
|
Matthias
|
40aa0800de
|
Additional fix to eliminate some word-ignores
|
2 years ago |
Christian Clauss
|
99b4767bf4
|
Fix typos discovered by codespell
|
2 years ago |
|
Matthias
|
0b1f702ef9
|
Improve testcase
|
2 years ago |
|
Matthias
|
7f386874ad
|
Trim dataframes accordingly ...
|
2 years ago |
|
Matthias
|
3f8078618e
|
add Combine dataframes with pct_change
|
2 years ago |
|
Matthias
|
69d098e265
|
Dataprovider test
|
2 years ago |
|
Matthias
|
28e4711ee9
|
Enhance test for dataprovider
|
2 years ago |
|
Matthias
|
34d3389b23
|
Avoid some unnecessary linebreaks
|
2 years ago |
|
Matthias
|
88e25df78c
|
Merge branch 'develop' into feature/fetch-public-trades
|
2 years ago |
|
Matthias
|
60a62d933c
|
Fix some failing mocks
|
2 years ago |
|
Matthias
|
5e0aa9108c
|
Update tests correspondlingy
|
2 years ago |
|
Matthias
|
4aff24f6df
|
Fix imports that import directly from file
instead from the exporting package
|
2 years ago |
|
Joe Schr
|
6c1d70df89
|
Merge remote-tracking branch 'upstream/develop' into feature/fetch-public-trades
|
2 years ago |
|
Matthias
|
66e43f2fe8
|
Adjust tests for new arguments
|
2 years ago |
|
Matthias
|
bdd63aa1d6
|
FIx futures trades pair download directory
|
2 years ago |
|
Matthias
|
5dee60921f
|
Fix test for convert_trades_to_ohlcv
|
2 years ago |
|
Matthias
|
b6c19252c9
|
Further increase test coverate of max_drawdown
|
2 years ago |
|
Matthias
|
4351d93f23
|
Allow limiting kraken pairs to `--pairs` selection
|
2 years ago |
|
Joe Schr
|
d15f17a03f
|
chore: remove unused parameter `pairs` from `populate_dataframe_with_trades`
|
2 years ago |
|
Joe Schr
|
6bdf6bed7b
|
fix tests: add comments
|
2 years ago |
|
Joe Schr
|
5b637bc9fc
|
tests: use orderflow row that actually has stacked imbalances
|
2 years ago |
|
Joe Schr
|
3df04008d6
|
fix tests: move orderflow tests into own dir
|
2 years ago |
|
Joe Schr
|
b15e47ded4
|
fix tests: use testdatadir
|
2 years ago |
