From 9f5642fd972affbf12f16859e391a3f243bc45ad Mon Sep 17 00:00:00 2001 From: Italo <45588475+italodamato@users.noreply.github.com> Date: Mon, 5 Sep 2022 18:12:19 +0200 Subject: [PATCH 1/2] fix hyperopt df preprocessing --- freqtrade/optimize/hyperopt.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index fea2a672f..4c8613a7a 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -423,7 +423,7 @@ class Hyperopt: # Trim startup period from analyzed dataframe to get correct dates for output. processed = trim_dataframes(preprocessed, self.timerange, self.backtesting.required_startup) self.min_date, self.max_date = get_timerange(processed) - return processed + return preprocessed def prepare_hyperopt_data(self) -> None: HyperoptStateContainer.set_state(HyperoptState.DATALOAD) From 4dec19de9f9ca55565c7972c62eb65afa33d1f48 Mon Sep 17 00:00:00 2001 From: Matthias Date: Tue, 6 Sep 2022 06:52:50 +0200 Subject: [PATCH 2/2] Add comment to explain why we use the non-trimmed DF --- freqtrade/optimize/hyperopt.py | 5 +++-- 1 file changed, 3 insertions(+), 2 deletions(-) diff --git a/freqtrade/optimize/hyperopt.py b/freqtrade/optimize/hyperopt.py index 4c8613a7a..3becf857f 100644 --- a/freqtrade/optimize/hyperopt.py +++ b/freqtrade/optimize/hyperopt.py @@ -421,8 +421,9 @@ class Hyperopt: preprocessed = self.backtesting.strategy.advise_all_indicators(data) # Trim startup period from analyzed dataframe to get correct dates for output. - processed = trim_dataframes(preprocessed, self.timerange, self.backtesting.required_startup) - self.min_date, self.max_date = get_timerange(processed) + trimmed = trim_dataframes(preprocessed, self.timerange, self.backtesting.required_startup) + self.min_date, self.max_date = get_timerange(trimmed) + # Real trimming will happen as part of backtesting. return preprocessed def prepare_hyperopt_data(self) -> None: