adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Extract analysis to separate method

Browse Source
This commit is contained in:
Matthias 2022-08-19 15:12:55 +02:00
parent 08ef5ad2d8
commit 09f8904545
1 changed files with 9 additions and 3 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/optimize/hyperopt.py
View File

@ -406,6 +406,14 @@ class Hyperopt:
def _set_random_state(self, random_state: Optional[int]) -> int: def _set_random_state(self, random_state: Optional[int]) -> int:
return random_state or random.randint(1, 2**16 - 1) return random_state or random.randint(1, 2**16 - 1)
def advise_and_trim(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
preprocessed = self.backtesting.strategy.advise_all_indicators(data)
# Trim startup period from analyzed dataframe to get correct dates for output.
processed = trim_dataframes(preprocessed, self.timerange, self.backtesting.required_startup)
self.min_date, self.max_date = get_timerange(processed)
return processed
def prepare_hyperopt_data(self) -> None: def prepare_hyperopt_data(self) -> None:
data, timerange = self.backtesting.load_bt_data() data, timerange = self.backtesting.load_bt_data()
self.backtesting.load_bt_data_detail() self.backtesting.load_bt_data_detail()
@ -413,9 +421,7 @@ class Hyperopt:
preprocessed = self.backtesting.strategy.advise_all_indicators(data) preprocessed = self.backtesting.strategy.advise_all_indicators(data)
# Trim startup period from analyzed dataframe to get correct dates for output. preprocessed = self.advise_and_trim(data)
processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
self.min_date, self.max_date = get_timerange(processed)
logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} ' logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} ' f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '