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Merge branch 'develop' into timeperiod

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This commit is contained in:
kryofly
2018-01-11 19:45:47 +01:00
parent 94883202b8 3a902289f1
commit 153e11f045
25 changed files with 391 additions and 253 deletions
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33
freqtrade/optimize/backtesting.py
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@@ -1,19 +1,18 @@
# pragma pylint: disable=missing-docstring,W0212
import logging
from typing import Tuple, Dict
from typing import Dict, Tuple
import arrow
from pandas import DataFrame, Series
from tabulate import tabulate
import freqtrade.misc as misc
import freqtrade.optimize as optimize
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
import freqtrade.misc as misc
import freqtrade.optimize as optimize
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
@@ -121,20 +120,20 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
if min_roi_reached(trade, row2.close, row2.date) or \
(row2.sell == 1 and use_sell_signal) or \
current_profit_percent <= stoploss:
current_profit_btc = trade.calc_profit(rate=row2.close)
lock_pair_until = row2.Index
current_profit_btc = trade.calc_profit(rate=row2.close)
lock_pair_until = row2.Index
trades.append(
(
pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
trades.append(
(
pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
break
)
break
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'profit', 'loss']
return DataFrame.from_records(trades, columns=labels)
@@ -192,6 +191,6 @@ def start(args):
use_sell_signal=config.get('experimental', {}).get('use_sell_signal', False)
)
logger.info(
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
)