From bfc68ec792dd230eda42bd6b55c2014c6d9631e1 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Sun, 25 Aug 2019 23:36:42 +0300 Subject: [PATCH 1/2] minor cleanup in Backtesting --- freqtrade/optimize/backtesting.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 568615b53..f558c82f7 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -64,6 +64,12 @@ class Backtesting(object): self.config['dry_run'] = True self.strategylist: List[IStrategy] = [] + if "ticker_interval" not in self.config: + raise OperationalException("Ticker-interval needs to be set in either configuration " + "or as cli argument `--ticker-interval 5m`") + self.ticker_interval = str(self.config.get('ticker_interval')) + self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) + self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.fee = self.exchange.get_fee() @@ -89,12 +95,6 @@ class Backtesting(object): Load strategy into backtesting """ self.strategy = strategy - if "ticker_interval" not in self.config: - raise OperationalException("Ticker-interval needs to be set in either configuration " - "or as cli argument `--ticker-interval 5m`") - - self.ticker_interval = self.config.get('ticker_interval') - self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) self.advise_buy = strategy.advise_buy self.advise_sell = strategy.advise_sell # Set stoploss_on_exchange to false for backtesting, From d9c2b7d460dbb9a1eeee7fc53aa43822ecc420e3 Mon Sep 17 00:00:00 2001 From: hroff-1902 Date: Mon, 26 Aug 2019 22:31:24 +0300 Subject: [PATCH 2/2] fix fetching ticker_interval from strategy --- freqtrade/optimize/backtesting.py | 12 ++++++------ 1 file changed, 6 insertions(+), 6 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index f558c82f7..4fba47243 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -64,12 +64,6 @@ class Backtesting(object): self.config['dry_run'] = True self.strategylist: List[IStrategy] = [] - if "ticker_interval" not in self.config: - raise OperationalException("Ticker-interval needs to be set in either configuration " - "or as cli argument `--ticker-interval 5m`") - self.ticker_interval = str(self.config.get('ticker_interval')) - self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) - self.exchange = ExchangeResolver(self.config['exchange']['name'], self.config).exchange self.fee = self.exchange.get_fee() @@ -87,6 +81,12 @@ class Backtesting(object): # No strategy list specified, only one strategy self.strategylist.append(StrategyResolver(self.config).strategy) + if "ticker_interval" not in self.config: + raise OperationalException("Ticker-interval needs to be set in either configuration " + "or as cli argument `--ticker-interval 5m`") + self.ticker_interval = str(self.config.get('ticker_interval')) + self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval) + # Load one (first) strategy self._set_strategy(self.strategylist[0])