From 0ae81d41156f84828d9bab0ec22f0686fb4d75a2 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 24 Mar 2019 15:24:47 +0100 Subject: [PATCH] Provide dataprovider access during backtesting --- freqtrade/optimize/backtesting.py | 12 +++++++++--- 1 file changed, 9 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 031b490c8..7c98bd3a7 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -18,6 +18,7 @@ from freqtrade import DependencyException, constants from freqtrade.arguments import Arguments from freqtrade.configuration import Configuration from freqtrade.data import history +from freqtrade.data.dataprovider import DataProvider from freqtrade.misc import file_dump_json from freqtrade.persistence import Trade from freqtrade.resolvers import ExchangeResolver, StrategyResolver @@ -64,6 +65,13 @@ class Backtesting(object): self.config['exchange']['uid'] = '' self.config['dry_run'] = True self.strategylist: List[IStrategy] = [] + + exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title() + self.exchange = ExchangeResolver(exchange_name, self.config).exchange + self.fee = self.exchange.get_fee() + self.dataprovider = DataProvider(self.config, self.exchange) + IStrategy.dp = self.dataprovider + if self.config.get('strategy_list', None): # Force one interval self.ticker_interval = str(self.config.get('ticker_interval')) @@ -78,15 +86,13 @@ class Backtesting(object): self.strategylist.append(StrategyResolver(self.config).strategy) # Load one strategy self._set_strategy(self.strategylist[0]) - exchange_name = self.config.get('exchange', {}).get('name', 'bittrex').title() - self.exchange = ExchangeResolver(exchange_name, self.config).exchange - self.fee = self.exchange.get_fee() def _set_strategy(self, strategy): """ Load strategy into backtesting """ self.strategy = strategy + self.ticker_interval = self.config.get('ticker_interval') self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval] self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe