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Merge pull request #1454 from freqtrade/feat/interpolate_missing

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interpolate missing candles
This commit is contained in:
Misagh
2019-01-04 22:33:53 +01:00
committed by GitHub
parent 55235ce20d 672d115eca
commit 26a77e193e
13 changed files with 157 additions and 40 deletions
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11
freqtrade/optimize/backtesting.py
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@@ -394,12 +394,9 @@ class Backtesting(object):
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat)
# need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data)
min_date, max_date = optimize.get_timeframe(preprocessed)
# Validate dataframe for missing values
optimize.validate_backtest_data(preprocessed, min_date, max_date,
min_date, max_date = optimize.get_timeframe(data)
# Validate dataframe for missing values (mainly at start and end, as fillup is called)
optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES[self.ticker_interval])
logger.info(
'Measuring data from %s up to %s (%s days)..',
@@ -407,6 +404,8 @@ class Backtesting(object):
max_date.isoformat(),
(max_date - min_date).days
)
# need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data)
# Execute backtest and print results
all_results[self.strategy.get_strategy_name()] = self.backtest(