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Provide dataprovider access during backtesting

This commit is contained in:
Matthias 2019-03-24 15:24:47 +01:00
parent 226fc3d99b
commit 0ae81d4115
1 changed files with 9 additions and 3 deletions
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12
freqtrade/optimize/backtesting.py
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@ -18,6 +18,7 @@ from freqtrade import DependencyException, constants
from freqtrade.arguments import Arguments from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.dataprovider import DataProvider
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@ -64,6 +65,13 @@ class Backtesting(object):
self.config['exchange']['uid'] = '' self.config['exchange']['uid'] = ''
self.config['dry_run'] = True self.config['dry_run'] = True
self.strategylist: List[IStrategy] = [] 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): if self.config.get('strategy_list', None):
# Force one interval # Force one interval
self.ticker_interval = str(self.config.get('ticker_interval')) self.ticker_interval = str(self.config.get('ticker_interval'))
@ -78,15 +86,13 @@ class Backtesting(object):
self.strategylist.append(StrategyResolver(self.config).strategy) self.strategylist.append(StrategyResolver(self.config).strategy)
# Load one strategy # Load one strategy
self._set_strategy(self.strategylist[0]) 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): def _set_strategy(self, strategy):
""" """
Load strategy into backtesting Load strategy into backtesting
""" """
self.strategy = strategy self.strategy = strategy
self.ticker_interval = self.config.get('ticker_interval') self.ticker_interval = self.config.get('ticker_interval')
self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval] self.ticker_interval_mins = constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]
self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe