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Move fetching ohlcv/buy/sell columns from the dataframes into _get_ticker_lists()

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This commit is contained in:
hroff-1902 2019-12-14 23:21:01 +03:00
parent fce89c476d
commit 21583abdba
1 changed files with 3 additions and 3 deletions
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6
freqtrade/optimize/backtesting.py
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@ -243,7 +243,6 @@ class Backtesting:
Used by backtest() - so keep this optimized for performance.
"""
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
ticker: Dict = {}
# Create ticker dict
for pair, pair_data in processed.items():
@ -255,7 +254,7 @@ class Backtesting:
populate_indicators=populate_indicators,
populate_buy=populate_buy,
populate_sell=populate_sell,
)[headers].copy()
)
# to avoid using data from future, we buy/sell with signal from previous candle
ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
@ -273,9 +272,10 @@ class Backtesting:
Convert from Pandas to lists (looping Pandas is slow).
"""
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
ticker: Dict = {}
for pair, pair_data in processed.items():
ticker[pair] = [x for x in pair_data.itertuples()]
ticker[pair] = [x for x in pair_data[headers].itertuples()]
return ticker
def _get_sell_trade_entry(