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Add constant, boolean check, rename option to fit with other x_enable, check that RunMode is BACKTEST

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froggleston
2022-04-16 14:37:36 +01:00
parent afd3a32883
commit 26ba899d7d
3 changed files with 24 additions and 6 deletions
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10
freqtrade/optimize/backtesting.py
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@@ -19,7 +19,7 @@ from freqtrade.data import history
from freqtrade.data.btanalysis import find_existing_backtest_stats, trade_list_to_dataframe
from freqtrade.data.converter import trim_dataframe, trim_dataframes
from freqtrade.data.dataprovider import DataProvider
from freqtrade.enums import BacktestState, CandleType, ExitCheckTuple, ExitType, TradingMode
from freqtrade.enums import BacktestState, CandleType, ExitCheckTuple, ExitType, TradingMode, RunMode
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import get_strategy_run_id
@@ -74,7 +74,7 @@ class Backtesting:
self.strategylist: List[IStrategy] = []
self.all_results: Dict[str, Dict] = {}
self.processed_dfs: Dict[str, Dict] = {}
self._exchange_name = self.config['exchange']['name']
self.exchange = ExchangeResolver.load_exchange(self._exchange_name, self.config)
self.dataprovider = DataProvider(self.config, self.exchange)
@@ -129,9 +129,7 @@ class Backtesting:
self.config['startup_candle_count'] = self.required_startup
self.exchange.validate_required_startup_candles(self.required_startup, self.timeframe)
self.enable_backtest_signal_candle_export = False
if self.config.get('enable_backtest_signal_candle_export', None) is not None:
self.enable_backtest_signal_candle_export = bool(self.config.get('enable_backtest_signal_candle_export'))
self.backtest_signal_candle_export_enable = self.config.get('backtest_signal_candle_export_enable', False)
self.trading_mode: TradingMode = config.get('trading_mode', TradingMode.SPOT)
# strategies which define "can_short=True" will fail to load in Spot mode.
@@ -1076,7 +1074,7 @@ class Backtesting:
})
self.all_results[self.strategy.get_strategy_name()] = results
if self.enable_backtest_signal_candle_export:
if self.backtest_signal_candle_export_enable and self.dataprovider.runmode == RunMode.BACKTEST:
signal_candles_only = {}
for pair in preprocessed_tmp.keys():
signal_candles_only_df = DataFrame()