Merge pull request #357 from kryofly/timeperiod

Timeperiod

freqtrade/optimize/__init__.py

@@ -12,7 +12,20 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
 logger = logging.getLogger(__name__)
 
 
-def load_tickerdata_file(datadir, pair, ticker_interval):
+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,
+                         timerange=None):
     """
     Load a pair from file,
     :return dict OR empty if unsuccesful
@@ -30,11 +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
@@ -51,16 +68,21 @@ 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):
+    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))

freqtrade/optimize/backtesting.py

@@ -13,7 +13,6 @@ from freqtrade import exchange
 from freqtrade.analyze import populate_buy_trend, populate_sell_trend
 from freqtrade.exchange import Bittrex
 from freqtrade.main import min_roi_reached
-from freqtrade.optimize import preprocess
 from freqtrade.persistence import Trade
 
 logger = logging.getLogger(__name__)
@@ -161,12 +160,13 @@ 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'])
 
+        timerange = misc.parse_timerange(args.timerange)
+        data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
+                                  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'])
@@ -176,7 +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())

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
@@ -273,8 +273,11 @@ 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))
+    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 ...')