From 4dc3a0ca1d3d8900bc78cca3ea31a4ca3f2e32b5 Mon Sep 17 00:00:00 2001 From: Matthias Date: Mon, 10 Jun 2019 16:20:19 +0200 Subject: [PATCH] Small cleanup to reduce dict lookups during backtesting/hyperopt --- freqtrade/optimize/backtesting.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 47933668c..6cc78ad2b 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -232,10 +232,9 @@ class Backtesting(object): def _get_sell_trade_entry( self, pair: str, buy_row: DataFrame, - partial_ticker: List, trade_count_lock: Dict, args: Dict) -> Optional[BacktestResult]: + partial_ticker: List, trade_count_lock: Dict, + stake_amount: float, max_open_trades: int) -> Optional[BacktestResult]: - stake_amount = args['stake_amount'] - max_open_trades = args.get('max_open_trades', 0) trade = Trade( open_rate=buy_row.open, open_date=buy_row.date, @@ -251,8 +250,7 @@ class Backtesting(object): # Increase trade_count_lock for every iteration trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1 - buy_signal = sell_row.buy - sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal, + sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy, sell_row.sell, low=sell_row.low, high=sell_row.high) if sell.sell_flag: @@ -325,6 +323,7 @@ class Backtesting(object): :return: DataFrame """ processed = args['processed'] + stake_amount = args['stake_amount'] max_open_trades = args.get('max_open_trades', 0) position_stacking = args.get('position_stacking', False) start_date = args['start_date'] @@ -375,7 +374,8 @@ class Backtesting(object): trade_count_lock[row.date] = trade_count_lock.get(row.date, 0) + 1 trade_entry = self._get_sell_trade_entry(pair, row, ticker[pair][indexes[pair]:], - trade_count_lock, args) + trade_count_lock, stake_amount, + max_open_trades) if trade_entry: lock_pair_until[pair] = trade_entry.close_time