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added option to easily switch between backtesting and backslapping from the commandline option

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This commit is contained in:
Gert 2018-07-31 18:10:23 -07:00
parent 3428b6666b
commit 04d5e857e2
2 changed files with 17 additions and 3 deletions
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8
freqtrade/arguments.py
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@ -161,6 +161,14 @@ class Arguments(object):
dest='exportfilename', dest='exportfilename',
metavar='PATH', metavar='PATH',
) )
parser.add_argument(
'--backslap',
help="Utilize the Backslapping approach instead of the default Backtesting. This should provide more "
"accurate results, unless you are utilizing Min/Max function in your strategy.",
required=False,
dest='backslap',
action='store_true'
)
@staticmethod @staticmethod
def optimizer_shared_options(parser: argparse.ArgumentParser) -> None: def optimizer_shared_options(parser: argparse.ArgumentParser) -> None:

12
freqtrade/optimize/backtesting.py
View File

@ -98,7 +98,13 @@ class Backtesting(object):
# self.np_sto: int = self.np_close # stops_triggered_on - Should be low, FT uses close # self.np_sto: int = self.np_close # stops_triggered_on - Should be low, FT uses close
# self.np_sco: int = self.np_close # stops_calculated_on - Should be stop, FT uses close # self.np_sco: int = self.np_close # stops_calculated_on - Should be stop, FT uses close
self.use_backslap = True # Enable backslap - if false Orginal code is executed. if 'backslap' in config:
self.use_backslap = config['backslap'] # Enable backslap - if false Orginal code is executed.
else:
self.use_backslap = False
logger.info("using backslap: {}".format(self.use_backslap))
self.debug = False # Main debug enable, very print heavy, enable 2 loops recommended self.debug = False # Main debug enable, very print heavy, enable 2 loops recommended
self.debug_timing = False # Stages within Backslap self.debug_timing = False # Stages within Backslap
self.debug_2loops = False # Limit each pair to two loops, useful when debugging self.debug_2loops = False # Limit each pair to two loops, useful when debugging
@ -364,7 +370,6 @@ class Backtesting(object):
timerange = Arguments.parse_timerange(None if self.config.get( timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange'))) 'timerange') is None else str(self.config.get('timerange')))
ld_files = self.s()
data = optimize.load_data( data = optimize.load_data(
self.config['datadir'], self.config['datadir'],
pairs=pairs, pairs=pairs,
@ -374,6 +379,7 @@ class Backtesting(object):
timerange=timerange timerange=timerange
) )
ld_files = self.s()
if not data: if not data:
logger.critical("No data found. Terminating.") logger.critical("No data found. Terminating.")
return return
@ -489,7 +495,7 @@ def setup_configuration(args: Namespace) -> Dict[str, Any]:
# Ensure we do not use Exchange credentials # Ensure we do not use Exchange credentials
config['exchange']['key'] = '' config['exchange']['key'] = ''
config['exchange']['secret'] = '' config['exchange']['secret'] = ''
config['backslap'] = args.backslap
if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT: if config['stake_amount'] == constants.UNLIMITED_STAKE_AMOUNT:
raise DependencyException('stake amount could not be "%s" for backtesting' % raise DependencyException('stake amount could not be "%s" for backtesting' %
constants.UNLIMITED_STAKE_AMOUNT) constants.UNLIMITED_STAKE_AMOUNT)