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switch to using itertuples instead of iterrows as it's a lot faster

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Janne Sinivirta
2017-10-29 15:13:02 +02:00
parent 4edf8f2079
commit 3b1dc36d8a
1 changed files with 6 additions and 10 deletions
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16
freqtrade/tests/test_backtesting.py
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@@ -53,18 +53,14 @@ def backtest(conf, pairs, mocker):
mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00')) mocker.patch('arrow.utcnow', return_value=arrow.get('2017-08-20T14:50:00'))
ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy() ticker = analyze_ticker(pair)[['close', 'date', 'buy']].copy()
# for each buy point # for each buy point
for index, row in ticker[ticker.buy == 1].iterrows(): for row in ticker[ticker.buy == 1].itertuples(index=True):
trade = Trade( trade = Trade(open_rate=row.close, open_date=row.date, amount=1)
open_rate=row['close'],
open_date=row['date'],
amount=1,
)
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
for index2, row2 in ticker[index:].iterrows(): for row2 in ticker[row.Index:].itertuples(index=True):
if should_sell(trade, row2['close'], row2['date']): if should_sell(trade, row2.close, row2.date):
current_profit = (row2['close'] - trade.open_rate) / trade.open_rate current_profit = (row2.close - trade.open_rate) / trade.open_rate
trades.append((pair, current_profit, index2 - index)) trades.append((pair, current_profit, row2.Index - row.Index))
break break
labels = ['currency', 'profit', 'duration'] labels = ['currency', 'profit', 'duration']
results = DataFrame.from_records(trades, columns=labels) results = DataFrame.from_records(trades, columns=labels)