From feca87345f241bc906d8f40a578c8a5ec79a0756 Mon Sep 17 00:00:00 2001
From: kryofly <kryofly@space>
Date: Wed, 10 Jan 2018 23:00:40 +0100
Subject: [PATCH 1/6] refactor

---
 freqtrade/optimize/__init__.py    | 5 +++++
 freqtrade/optimize/backtesting.py | 9 ++++-----
 freqtrade/optimize/hyperopt.py    | 4 ++--
 3 files changed, 11 insertions(+), 7 deletions(-)

diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 2d73c3215..aff4c372d 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -61,6 +61,11 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
     return result
 
 
+def tickerdata_to_dataframe(data):
+    preprocessed = preprocess(data)
+    return preprocessed
+
+
 def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
     """Creates a dataframe and populates indicators for given ticker data"""
     return {pair: populate_indicators(parse_ticker_dataframe(pair_data))
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 315f960d8..5521ee98f 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -13,7 +13,6 @@ from freqtrade.analyze import populate_buy_trend, populate_sell_trend
 from freqtrade.exchange import Bittrex
 from freqtrade.main import min_roi_reached
 import freqtrade.misc as misc
-from freqtrade.optimize import preprocess
 import freqtrade.optimize as optimize
 from freqtrade.persistence import Trade
 
@@ -162,12 +161,12 @@ def start(args):
             data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
     else:
         logger.info('Using local backtesting data (using whitelist in given config) ...')
-        data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
-                                  refresh_pairs=args.refresh_pairs)
-
         logger.info('Using stake_currency: %s ...', config['stake_currency'])
         logger.info('Using stake_amount: %s ...', config['stake_amount'])
 
+        data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
+                                  refresh_pairs=args.refresh_pairs)
+
     max_open_trades = 0
     if args.realistic_simulation:
         logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
@@ -177,7 +176,7 @@ def start(args):
     from freqtrade import main
     main._CONF = config
 
-    preprocessed = preprocess(data)
+    preprocessed = optimize.tickerdata_to_dataframe(data)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
     logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index cf46b96ad..b5490d72e 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -230,8 +230,8 @@ def start(args):
     logger.info('Using config: %s ...', args.config)
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
-    PROCESSED = optimize.preprocess(optimize.load_data(
-        args.datadir, pairs=pairs, ticker_interval=args.ticker_interval))
+    data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
+    PROCESSED = optimize.tickerdata_to_dataframe(data)
 
     if args.mongodb:
         logger.info('Using mongodb ...')

From b0f3fd7ffb434c472a61fadb421f46839e3d8f2a Mon Sep 17 00:00:00 2001
From: kryofly <kryofly@space>
Date: Wed, 10 Jan 2018 23:03:05 +0100
Subject: [PATCH 2/6] timeperiod argument to backtesting and hyperopt

---
 freqtrade/misc.py                            | 14 ++++++++++++++
 freqtrade/optimize/__init__.py               | 11 ++++++++++-
 freqtrade/optimize/backtesting.py            |  2 +-
 freqtrade/optimize/hyperopt.py               |  2 +-
 freqtrade/tests/optimize/test_backtesting.py | 14 ++++----------
 freqtrade/tests/optimize/test_hyperopt.py    |  8 ++++----
 freqtrade/tests/optimize/test_optimize.py    |  7 +++++++
 7 files changed, 41 insertions(+), 17 deletions(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index afc4334e8..97e1eca36 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -183,6 +183,13 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         action='store_true',
         dest='refresh_pairs',
     )
+    backtesting_cmd.add_argument(
+        '-tp', '--timeperiod',
+        help='Use the last N ticks of data.',
+        default=None,
+        type=int,
+        dest='timeperiod',
+    )
 
     # Add hyperopt subcommand
     hyperopt_cmd = subparsers.add_parser('hyperopt', help='hyperopt module')
@@ -209,6 +216,13 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         type=int,
         metavar='INT',
     )
+    hyperopt_cmd.add_argument(
+        '-tp', '--timeperiod',
+        help='Use the last N ticks of data.',
+        default=None,
+        type=int,
+        dest='timeperiod',
+    )
 
 
 # Required json-schema for user specified config
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index aff4c372d..3f6a98ac1 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -12,6 +12,13 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
 logger = logging.getLogger(__name__)
 
 
+def trim_tickerlist(dl, num):
+    new = {}
+    for pair, pair_data in dl.items():
+        new[pair] = pair_data[num:]
+    return new
+
+
 def load_tickerdata_file(datadir, pair, ticker_interval):
     """
     Load a pair from file,
@@ -61,7 +68,9 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
     return result
 
 
-def tickerdata_to_dataframe(data):
+def tickerdata_to_dataframe(data, timeperiod=None):
+    if timeperiod:
+        data = trim_tickerlist(data, timeperiod)
     preprocessed = preprocess(data)
     return preprocessed
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5521ee98f..35b2c6d27 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -176,7 +176,7 @@ def start(args):
     from freqtrade import main
     main._CONF = config
 
-    preprocessed = optimize.tickerdata_to_dataframe(data)
+    preprocessed = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
     logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index b5490d72e..a556258d0 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -231,7 +231,7 @@ def start(args):
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
     data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
-    PROCESSED = optimize.tickerdata_to_dataframe(data)
+    PROCESSED = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
 
     if args.mongodb:
         logger.info('Using mongodb ...')
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index 5f899a48a..d4172d983 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -6,7 +6,7 @@ import pandas as pd
 from unittest.mock import MagicMock
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
-from freqtrade.optimize import preprocess
+from freqtrade.optimize import preprocess, trim_tickerlist
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
 
@@ -59,16 +59,9 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
     assert not results.empty
 
 
-def trim_dictlist(dl, num):
-    new = {}
-    for pair, pair_data in dl.items():
-        new[pair] = pair_data[num:]
-    return new
-
-
 def load_data_test(what):
     data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
-    data = trim_dictlist(data, -100)
+    data = trim_tickerlist(data, -100)
     pair = data['BTC_UNITEST']
     datalen = len(pair)
     # Depending on the what parameter we now adjust the
@@ -152,7 +145,7 @@ def test_backtest_pricecontours(default_conf, mocker):
 def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
     tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
     pairdata = {'BTC_UNITEST': tickerdata}
-    return trim_dictlist(pairdata, -100)
+    return trim_tickerlist(pairdata, -100)
 
 
 def test_backtest_start(default_conf, mocker, caplog):
@@ -166,6 +159,7 @@ def test_backtest_start(default_conf, mocker, caplog):
     args.level = 10
     args.live = False
     args.datadir = None
+    args.timeperiod = None  # needed due to MagicMock malleability
     backtesting.start(args)
     # check the logs, that will contain the backtest result
     exists = ['Using max_open_trades: 1 ...',
diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py
index a309af7fe..f8feda0f8 100644
--- a/freqtrade/tests/optimize/test_hyperopt.py
+++ b/freqtrade/tests/optimize/test_hyperopt.py
@@ -37,7 +37,7 @@ def create_trials(mocker):
 
 def test_start_calls_fmin(mocker):
     mocker.patch('freqtrade.optimize.hyperopt.Trials', return_value=create_trials(mocker))
-    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
     mocker.patch('freqtrade.optimize.load_data')
     mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
 
@@ -50,7 +50,7 @@ def test_start_calls_fmin(mocker):
 def test_start_uses_mongotrials(mocker):
     mock_mongotrials = mocker.patch('freqtrade.optimize.hyperopt.MongoTrials',
                                     return_value=create_trials(mocker))
-    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
     mocker.patch('freqtrade.optimize.load_data')
     mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
 
@@ -104,7 +104,7 @@ def test_fmin_best_results(mocker, caplog):
     }
 
     mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
-    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
     mocker.patch('freqtrade.optimize.load_data')
     mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
 
@@ -126,7 +126,7 @@ def test_fmin_best_results(mocker, caplog):
 
 def test_fmin_throw_value_error(mocker, caplog):
     mocker.patch('freqtrade.optimize.hyperopt.MongoTrials', return_value=create_trials(mocker))
-    mocker.patch('freqtrade.optimize.preprocess')
+    mocker.patch('freqtrade.optimize.tickerdata_to_dataframe')
     mocker.patch('freqtrade.optimize.load_data')
     mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
 
diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py
index a5892f278..07e9a46b6 100644
--- a/freqtrade/tests/optimize/test_optimize.py
+++ b/freqtrade/tests/optimize/test_optimize.py
@@ -174,3 +174,10 @@ def test_load_tickerdata_file():
     assert not load_tickerdata_file(None, 'BTC_UNITEST', 7)
     tickerdata = load_tickerdata_file(None, 'BTC_UNITEST', 1)
     assert _btc_unittest_length == len(tickerdata)
+
+
+def test_tickerdata_to_dataframe():
+    tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
+    tickerlist = {'BTC_UNITEST': tick}
+    data = optimize.tickerdata_to_dataframe(tickerlist, timeperiod=-100)
+    assert 100 == len(data['BTC_UNITEST'])

From 94883202b8e108ab0e5244e866638dc2d579a019 Mon Sep 17 00:00:00 2001
From: kryofly <kryofly@space>
Date: Thu, 11 Jan 2018 00:14:36 +0100
Subject: [PATCH 3/6] docs: --timeperiod argument

---
 docs/backtesting.md | 10 ++++++++++
 docs/hyperopt.md    | 10 ++++++++++
 2 files changed, 20 insertions(+)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index c426e2b5c..31745877f 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -51,6 +51,16 @@ python3 ./freqtrade/main.py backtesting --realistic-simulation --live
 python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180101
 ```
 
+**Running backtest with smaller testset**
+Use the --timeperiod argument to change how much of the testset
+you want to use. The last N ticks/timeframes will be used.
+Example:
+
+```bash
+python3 ./freqtrade/main.py backtesting --timeperiod -200
+```
+
+
 For help about backtesting usage, please refer to 
 [Backtesting commands](#backtesting-commands).
 
diff --git a/docs/hyperopt.md b/docs/hyperopt.md
index 24a9dbc51..af564f0b6 100644
--- a/docs/hyperopt.md
+++ b/docs/hyperopt.md
@@ -168,6 +168,16 @@ If you would like to learn parameters using an alternate ticke-data that
 you have on-disk, use the --datadir PATH option. Default hyperopt will
 use data from directory freqtrade/tests/testdata.
 
+### Running hyperopt with smaller testset
+
+Use the --timeperiod argument to change how much of the testset
+you want to use. The last N ticks/timeframes will be used.
+Example:
+
+```bash
+python3 ./freqtrade/main.py hyperopt --timeperiod -200
+```
+
 ### Hyperopt with MongoDB
 Hyperopt with MongoDB, is like Hyperopt under steroids. As you saw by
 executing the previous command is the execution takes a long time. 

From 48432abff1cb7e9316e4e944c9f71a68611c4dc3 Mon Sep 17 00:00:00 2001
From: kryofly <kryofly@space>
Date: Fri, 12 Jan 2018 19:48:52 +0100
Subject: [PATCH 4/6] remove two-letter options

---
 freqtrade/misc.py | 4 ++--
 1 file changed, 2 insertions(+), 2 deletions(-)

diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 8dceee5c3..47b1705b3 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -127,7 +127,7 @@ def parse_args(args: List[str], description: str):
         dest='dry_run_db',
     )
     parser.add_argument(
-        '-dd', '--datadir',
+        '--datadir',
         help='path to backtest data (default freqdata/tests/testdata',
         dest='datadir',
         default=os.path.join('freqtrade', 'tests', 'testdata'),
@@ -186,7 +186,7 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         dest='refresh_pairs',
     )
     backtesting_cmd.add_argument(
-        '-tp', '--timeperiod',
+        '--timeperiod',
         help='Use the last N ticks of data.',
         default=None,
         type=int,

From 71bb348698e5f7de928ed6232fbae55fca789a73 Mon Sep 17 00:00:00 2001
From: kryofly <kryofly@space>
Date: Mon, 15 Jan 2018 21:49:06 +0100
Subject: [PATCH 5/6] rename --timeperiod to --timerange

---
 docs/backtesting.md                          | 4 ++--
 freqtrade/misc.py                            | 8 ++++----
 freqtrade/optimize/__init__.py               | 6 +++---
 freqtrade/optimize/backtesting.py            | 2 +-
 freqtrade/optimize/hyperopt.py               | 2 +-
 freqtrade/tests/optimize/test_backtesting.py | 2 +-
 freqtrade/tests/optimize/test_optimize.py    | 2 +-
 7 files changed, 13 insertions(+), 13 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 800420ea6..7984e67bc 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -52,12 +52,12 @@ python3 ./freqtrade/main.py backtesting --datadir freqtrade/tests/testdata-20180
 ```
 
 **Running backtest with smaller testset**
-Use the --timeperiod argument to change how much of the testset
+Use the --timerange argument to change how much of the testset
 you want to use. The last N ticks/timeframes will be used.
 Example:
 
 ```bash
-python3 ./freqtrade/main.py backtesting --timeperiod -200
+python3 ./freqtrade/main.py backtesting --timerange -200
 ```
 
 **Update testdata directory
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index 9c2bce84f..c019509d6 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -191,11 +191,11 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         dest='refresh_pairs',
     )
     backtesting_cmd.add_argument(
-        '--timeperiod',
+        '--timerange',
         help='Use the last N ticks of data.',
         default=None,
         type=int,
-        dest='timeperiod',
+        dest='timerange',
     )
 
     # Add hyperopt subcommand
@@ -224,11 +224,11 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         metavar='INT',
     )
     hyperopt_cmd.add_argument(
-        '-tp', '--timeperiod',
+        '-tp', '--timerange',
         help='Use the last N ticks of data.',
         default=None,
         type=int,
-        dest='timeperiod',
+        dest='timerange',
     )
 
 
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 3f6a98ac1..54d339b73 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -68,9 +68,9 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
     return result
 
 
-def tickerdata_to_dataframe(data, timeperiod=None):
-    if timeperiod:
-        data = trim_tickerlist(data, timeperiod)
+def tickerdata_to_dataframe(data, timerange=None):
+    if timerange:
+        data = trim_tickerlist(data, timerange)
     preprocessed = preprocess(data)
     return preprocessed
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index afcd0c539..5b8afc267 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -175,7 +175,7 @@ def start(args):
     from freqtrade import main
     main._CONF = config
 
-    preprocessed = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
+    preprocessed = optimize.tickerdata_to_dataframe(data, timerange=args.timerange)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
     logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index 15019e16b..abba7c35f 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -260,7 +260,7 @@ def start(args):
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
     data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
-    PROCESSED = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
+    PROCESSED = optimize.tickerdata_to_dataframe(data, timerange=args.timerange)
 
     if args.mongodb:
         logger.info('Using mongodb ...')
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index d4172d983..c6bcdd713 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -159,7 +159,7 @@ def test_backtest_start(default_conf, mocker, caplog):
     args.level = 10
     args.live = False
     args.datadir = None
-    args.timeperiod = None  # needed due to MagicMock malleability
+    args.timerange = None  # needed due to MagicMock malleability
     backtesting.start(args)
     # check the logs, that will contain the backtest result
     exists = ['Using max_open_trades: 1 ...',
diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py
index 6decb1414..bfbc99745 100644
--- a/freqtrade/tests/optimize/test_optimize.py
+++ b/freqtrade/tests/optimize/test_optimize.py
@@ -179,5 +179,5 @@ def test_load_tickerdata_file():
 def test_tickerdata_to_dataframe():
     tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
     tickerlist = {'BTC_UNITEST': tick}
-    data = optimize.tickerdata_to_dataframe(tickerlist, timeperiod=-100)
+    data = optimize.tickerdata_to_dataframe(tickerlist, timerange=-100)
     assert 100 == len(data['BTC_UNITEST'])

From 0e58ab7e012a684d9d2aefa4e15aefe6e27153b2 Mon Sep 17 00:00:00 2001
From: kryofly <kryofly@space>
Date: Mon, 15 Jan 2018 22:25:02 +0100
Subject: [PATCH 6/6] more advanced use of --timerange

---
 docs/backtesting.md                          | 15 ++++++-
 freqtrade/misc.py                            | 41 +++++++++++++++++---
 freqtrade/optimize/__init__.py               | 34 +++++++++-------
 freqtrade/optimize/backtesting.py            |  7 ++--
 freqtrade/optimize/hyperopt.py               |  9 +++--
 freqtrade/tests/optimize/test_backtesting.py | 14 +++----
 freqtrade/tests/optimize/test_hyperopt.py    | 15 ++++---
 freqtrade/tests/optimize/test_optimize.py    |  5 ++-
 freqtrade/tests/test_misc.py                 |  9 ++++-
 9 files changed, 109 insertions(+), 40 deletions(-)

diff --git a/docs/backtesting.md b/docs/backtesting.md
index 7984e67bc..9829a10c8 100644
--- a/docs/backtesting.md
+++ b/docs/backtesting.md
@@ -57,9 +57,22 @@ you want to use. The last N ticks/timeframes will be used.
 Example:
 
 ```bash
-python3 ./freqtrade/main.py backtesting --timerange -200
+python3 ./freqtrade/main.py backtesting --timerange=-200
 ```
 
+***Advanced use of timerange***
+  Doing --timerange=-200 will get the last 200 timeframes
+  from your inputdata. You can also specify specific dates,
+  or a range span indexed by start and stop.
+  The full timerange specification:
+  Not implemented yet! --timerange=-20180131
+  Not implemented yet! --timerange=20180101-
+  Not implemented yet! --timerange=20180101-20181231
+  Last 123 tickframes of data:  --timerange=-123
+  First 123 tickframes of data: --timerange=123-
+  Tickframes from line 123 through 456: --timerange=123-456
+
+
 **Update testdata directory
 To update your testdata directory, or download into another testdata directory:
 ```bash
diff --git a/freqtrade/misc.py b/freqtrade/misc.py
index c019509d6..a9aeee80e 100644
--- a/freqtrade/misc.py
+++ b/freqtrade/misc.py
@@ -4,6 +4,7 @@ import json
 import logging
 import time
 import os
+import re
 from typing import Any, Callable, Dict, List
 
 from jsonschema import Draft4Validator, validate
@@ -192,9 +193,9 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
     )
     backtesting_cmd.add_argument(
         '--timerange',
-        help='Use the last N ticks of data.',
+        help='Specify what timerange of data to use.',
         default=None,
-        type=int,
+        type=str,
         dest='timerange',
     )
 
@@ -224,14 +225,44 @@ def build_subcommands(parser: argparse.ArgumentParser) -> None:
         metavar='INT',
     )
     hyperopt_cmd.add_argument(
-        '-tp', '--timerange',
-        help='Use the last N ticks of data.',
+        '--timerange',
+        help='Specify what timerange of data to use.',
         default=None,
-        type=int,
+        type=str,
         dest='timerange',
     )
 
 
+def parse_timerange(text):
+    if text is None:
+        return None
+    syntax = [('^-(\d{8})$',        (None,    'date')),
+              ('^(\d{8})-$',        ('date',  None)),
+              ('^(\d{8})-(\d{8})$', ('date',  'date')),
+              ('^(-\d+)$',          (None,    'line')),
+              ('^(\d+)-$',          ('line',  None)),
+              ('^(\d+)-(\d+)$',     ('index', 'index'))]
+    for rex, stype in syntax:
+        # Apply the regular expression to text
+        m = re.match(rex, text)
+        if m:  # Regex has matched
+            rvals = m.groups()
+            n = 0
+            start = None
+            stop = None
+            if stype[0]:
+                start = rvals[n]
+                if stype[0] != 'date':
+                    start = int(start)
+                n += 1
+            if stype[1]:
+                stop = rvals[n]
+                if stype[1] != 'date':
+                    stop = int(stop)
+            return (stype, start, stop)
+    raise Exception('Incorrect syntax for timerange "%s"' % text)
+
+
 # Required json-schema for user specified config
 CONF_SCHEMA = {
     'type': 'object',
diff --git a/freqtrade/optimize/__init__.py b/freqtrade/optimize/__init__.py
index 54d339b73..40269db46 100644
--- a/freqtrade/optimize/__init__.py
+++ b/freqtrade/optimize/__init__.py
@@ -12,14 +12,20 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
 logger = logging.getLogger(__name__)
 
 
-def trim_tickerlist(dl, num):
-    new = {}
-    for pair, pair_data in dl.items():
-        new[pair] = pair_data[num:]
-    return new
+def trim_tickerlist(tickerlist, timerange):
+    (stype, start, stop) = timerange
+    if stype == (None, 'line'):
+        return tickerlist[stop:]
+    elif stype == ('line', None):
+        return tickerlist[0:start]
+    elif stype == ('index', 'index'):
+        return tickerlist[start:stop]
+    else:
+        return tickerlist
 
 
-def load_tickerdata_file(datadir, pair, ticker_interval):
+def load_tickerdata_file(datadir, pair, ticker_interval,
+                         timerange=None):
     """
     Load a pair from file,
     :return dict OR empty if unsuccesful
@@ -37,11 +43,15 @@ def load_tickerdata_file(datadir, pair, ticker_interval):
     # Read the file, load the json
     with open(file) as tickerdata:
         pairdata = json.load(tickerdata)
+    if timerange:
+        pairdata = trim_tickerlist(pairdata, timerange)
     return pairdata
 
 
-def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]] = None,
-              refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
+def load_data(datadir: str, ticker_interval: int = 5,
+              pairs: Optional[List[str]] = None,
+              refresh_pairs: Optional[bool] = False,
+              timerange=None) -> Dict[str, List]:
     """
     Loads ticker history data for the given parameters
     :param ticker_interval: ticker interval in minutes
@@ -58,19 +68,17 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
         download_pairs(datadir, _pairs)
 
     for pair in _pairs:
-        pairdata = load_tickerdata_file(datadir, pair, ticker_interval)
+        pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
         if not pairdata:
             # download the tickerdata from exchange
             download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
             # and retry reading the pair
-            pairdata = load_tickerdata_file(datadir, pair, ticker_interval)
+            pairdata = load_tickerdata_file(datadir, pair, ticker_interval, timerange=timerange)
         result[pair] = pairdata
     return result
 
 
-def tickerdata_to_dataframe(data, timerange=None):
-    if timerange:
-        data = trim_tickerlist(data, timerange)
+def tickerdata_to_dataframe(data):
     preprocessed = preprocess(data)
     return preprocessed
 
diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py
index 5b8afc267..4f3d4bb24 100644
--- a/freqtrade/optimize/backtesting.py
+++ b/freqtrade/optimize/backtesting.py
@@ -163,9 +163,10 @@ def start(args):
         logger.info('Using stake_currency: %s ...', config['stake_currency'])
         logger.info('Using stake_amount: %s ...', config['stake_amount'])
 
+        timerange = misc.parse_timerange(args.timerange)
         data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
-                                  refresh_pairs=args.refresh_pairs)
-
+                                  refresh_pairs=args.refresh_pairs,
+                                  timerange=timerange)
     max_open_trades = 0
     if args.realistic_simulation:
         logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
@@ -175,7 +176,7 @@ def start(args):
     from freqtrade import main
     main._CONF = config
 
-    preprocessed = optimize.tickerdata_to_dataframe(data, timerange=args.timerange)
+    preprocessed = optimize.tickerdata_to_dataframe(data)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
     logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py
index abba7c35f..7a1744dc0 100644
--- a/freqtrade/optimize/hyperopt.py
+++ b/freqtrade/optimize/hyperopt.py
@@ -15,7 +15,7 @@ from hyperopt import STATUS_FAIL, STATUS_OK, Trials, fmin, hp, space_eval, tpe
 from hyperopt.mongoexp import MongoTrials
 from pandas import DataFrame
 
-from freqtrade import main  # noqa
+from freqtrade import main, misc  # noqa
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
 from freqtrade.misc import load_config
@@ -259,8 +259,11 @@ def start(args):
     logger.info('Using config: %s ...', args.config)
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
-    data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
-    PROCESSED = optimize.tickerdata_to_dataframe(data, timerange=args.timerange)
+    timerange = misc.parse_timerange(args.timerange)
+    data = optimize.load_data(args.datadir, pairs=pairs,
+                              ticker_interval=args.ticker_interval,
+                              timerange=timerange)
+    PROCESSED = optimize.tickerdata_to_dataframe(data)
 
     if args.mongodb:
         logger.info('Using mongodb ...')
diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py
index c6bcdd713..92170a184 100644
--- a/freqtrade/tests/optimize/test_backtesting.py
+++ b/freqtrade/tests/optimize/test_backtesting.py
@@ -6,7 +6,7 @@ import pandas as pd
 from unittest.mock import MagicMock
 from freqtrade import exchange, optimize
 from freqtrade.exchange import Bittrex
-from freqtrade.optimize import preprocess, trim_tickerlist
+from freqtrade.optimize import preprocess
 from freqtrade.optimize.backtesting import backtest, generate_text_table, get_timeframe
 import freqtrade.optimize.backtesting as backtesting
 
@@ -60,8 +60,8 @@ def test_backtest_1min_ticker_interval(default_conf, mocker):
 
 
 def load_data_test(what):
-    data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'])
-    data = trim_tickerlist(data, -100)
+    timerange = ((None, 'line'), None, -100)
+    data = optimize.load_data(None, ticker_interval=1, pairs=['BTC_UNITEST'], timerange=timerange)
     pair = data['BTC_UNITEST']
     datalen = len(pair)
     # Depending on the what parameter we now adjust the
@@ -142,10 +142,10 @@ def test_backtest_pricecontours(default_conf, mocker):
         simple_backtest(default_conf, contour, numres)
 
 
-def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False):
-    tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1)
+def mocked_load_data(datadir, pairs=[], ticker_interval=0, refresh_pairs=False, timerange=None):
+    tickerdata = optimize.load_tickerdata_file(datadir, 'BTC_UNITEST', 1, timerange=timerange)
     pairdata = {'BTC_UNITEST': tickerdata}
-    return trim_tickerlist(pairdata, -100)
+    return pairdata
 
 
 def test_backtest_start(default_conf, mocker, caplog):
@@ -159,7 +159,7 @@ def test_backtest_start(default_conf, mocker, caplog):
     args.level = 10
     args.live = False
     args.datadir = None
-    args.timerange = None  # needed due to MagicMock malleability
+    args.timerange = '-100'  # needed due to MagicMock malleability
     backtesting.start(args)
     # check the logs, that will contain the backtest result
     exists = ['Using max_open_trades: 1 ...',
diff --git a/freqtrade/tests/optimize/test_hyperopt.py b/freqtrade/tests/optimize/test_hyperopt.py
index ac7b198e4..1c4cceee5 100644
--- a/freqtrade/tests/optimize/test_hyperopt.py
+++ b/freqtrade/tests/optimize/test_hyperopt.py
@@ -62,7 +62,8 @@ def test_start_calls_fmin(mocker):
     mocker.patch('freqtrade.optimize.load_data')
     mock_fmin = mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
 
-    args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False)
+    args = mocker.Mock(epochs=1, config='config.json.example', mongodb=False,
+                       timerange=None)
     start(args)
 
     mock_fmin.assert_called_once()
@@ -75,7 +76,8 @@ def test_start_uses_mongotrials(mocker):
     mocker.patch('freqtrade.optimize.load_data')
     mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value={})
 
-    args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True)
+    args = mocker.Mock(epochs=1, config='config.json.example', mongodb=True,
+                       timerange=None)
     start(args)
 
     mock_mongotrials.assert_called_once()
@@ -129,7 +131,8 @@ def test_fmin_best_results(mocker, caplog):
     mocker.patch('freqtrade.optimize.load_data')
     mocker.patch('freqtrade.optimize.hyperopt.fmin', return_value=fmin_result)
 
-    args = mocker.Mock(epochs=1, config='config.json.example')
+    args = mocker.Mock(epochs=1, config='config.json.example',
+                       timerange=None)
     start(args)
 
     exists = [
@@ -151,7 +154,8 @@ def test_fmin_throw_value_error(mocker, caplog):
     mocker.patch('freqtrade.optimize.load_data')
     mocker.patch('freqtrade.optimize.hyperopt.fmin', side_effect=ValueError())
 
-    args = mocker.Mock(epochs=1, config='config.json.example')
+    args = mocker.Mock(epochs=1, config='config.json.example',
+                       timerange=None)
     start(args)
 
     exists = [
@@ -185,7 +189,8 @@ def test_resuming_previous_hyperopt_results_succeeds(mocker):
                  return_value={})
     args = mocker.Mock(epochs=1,
                        config='config.json.example',
-                       mongodb=False)
+                       mongodb=False,
+                       timerange=None)
 
     start(args)
 
diff --git a/freqtrade/tests/optimize/test_optimize.py b/freqtrade/tests/optimize/test_optimize.py
index bfbc99745..61325797b 100644
--- a/freqtrade/tests/optimize/test_optimize.py
+++ b/freqtrade/tests/optimize/test_optimize.py
@@ -177,7 +177,8 @@ def test_load_tickerdata_file():
 
 
 def test_tickerdata_to_dataframe():
-    tick = load_tickerdata_file(None, 'BTC_UNITEST', 1)
+    timerange = ((None, 'line'), None, -100)
+    tick = load_tickerdata_file(None, 'BTC_UNITEST', 1, timerange=timerange)
     tickerlist = {'BTC_UNITEST': tick}
-    data = optimize.tickerdata_to_dataframe(tickerlist, timerange=-100)
+    data = optimize.tickerdata_to_dataframe(tickerlist)
     assert 100 == len(data['BTC_UNITEST'])
diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py
index 63cfba627..74f611f5f 100644
--- a/freqtrade/tests/test_misc.py
+++ b/freqtrade/tests/test_misc.py
@@ -8,7 +8,7 @@ import pytest
 from jsonschema import ValidationError
 
 from freqtrade.misc import (common_args_parser, load_config, parse_args,
-                            throttle)
+                            throttle, parse_timerange)
 
 
 def test_throttle():
@@ -133,6 +133,13 @@ def test_parse_args_hyperopt_custom(mocker):
     assert call_args.func is not None
 
 
+def test_parse_timerange_incorrect():
+    assert ((None, 'line'), None, -200) == parse_timerange('-200')
+    assert (('line', None), 200, None) == parse_timerange('200-')
+    with pytest.raises(Exception, match=r'Incorrect syntax.*'):
+        parse_timerange('-')
+
+
 def test_load_config(default_conf, mocker):
     file_mock = mocker.patch('freqtrade.misc.open', mocker.mock_open(
         read_data=json.dumps(default_conf)