adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Cache dataframe before cutting the first candle

Browse Source 
This allows providing the "current closed" candle in all cases.
This commit is contained in:
Matthias
2021-08-10 07:09:38 +02:00
parent cf27968b97
commit 3f160c7144
2 changed files with 7 additions and 7 deletions
Download Patch File Download Diff File Expand all files Collapse all files

8
tests/optimize/test_backtesting.py
View File

@@ -742,9 +742,9 @@ def test_backtest_alternate_buy_sell(default_conf, fee, mocker, testdatadir):
# 100 buys signals
results = result['results']
assert len(results) == 100
# Cached data should be 199 (missing 1 candle at the start)
# Cached data should be 200
analyzed_df = backtesting.dataprovider.get_analyzed_dataframe('UNITTEST/BTC', '1m')[0]
assert len(analyzed_df) == 199
assert len(analyzed_df) == 200
# Expect last candle to be 1 below end date (as the last candle is assumed as "incomplete"
# during backtesting)
expected_last_candle_date = backtest_conf['end_date'] - timedelta(minutes=1)
@@ -807,11 +807,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
assert len(evaluate_result_multi(results['results'], '5m', 3)) == 0
# Cached data correctly removed amounts
offset = 2 if tres == 0 else 1
offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
assert len(backtesting.dataprovider.get_analyzed_dataframe(
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 2 - backtesting.strategy.startup_candle_count
'NXT/BTC', '5m')[0]) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count
backtest_conf = {
'processed': processed,