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Kamontat Chantrachirathumrong 2021-05-20 11:50:15 +07:00 committed by GitHub
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commit 1b3bfb2e7f
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1 changed files with 11 additions and 5 deletions
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freqtrade/optimize/hyperopt.py
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@ -349,19 +349,25 @@ class Hyperopt:
def prepare_hyperopt_data(self) -> None: def prepare_hyperopt_data(self) -> None:
data, timerange = self.backtesting.load_bt_data() data, timerange = self.backtesting.load_bt_data()
logger.info("Dataload complete. Calculating indicators") logger.info("Dataload complete. Calculating indicators")
preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
processed: Dict[str, DataFrame] = {}
preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
# Trim startup period from analyzed dataframe # Trim startup period from analyzed dataframe
for pair, df in preprocessed.items(): for pair, df in preprocessed.items():
preprocessed[pair] = trim_dataframe(df, timerange, trimed_df = trim_dataframe(df, timerange,
startup_candles=self.backtesting.required_startup) startup_candles=self.backtesting.required_startup)
self.min_date, self.max_date = get_timerange(preprocessed) if not trimed_df.empty:
processed[pair] = trimed_df
else:
logger.warn(f'Pair {pair} got removed because triming dataframe left nothing')
self.min_date, self.max_date = get_timerange(processed)
logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} ' logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} ' f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '
f'({(self.max_date - self.min_date).days} days)..') f'({(self.max_date - self.min_date).days} days)..')
dump(preprocessed, self.data_pickle_file) dump(processed, self.data_pickle_file)
def start(self) -> None: def start(self) -> None:
self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None)) self.random_state = self._set_random_state(self.config.get('hyperopt_random_state', None))