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Merge branch 'develop' into backtest-export

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This commit is contained in:
kryofly
2018-01-11 19:38:59 +01:00
parent ed47ee4e29 3a902289f1
commit 4781a23809
25 changed files with 386 additions and 249 deletions
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25
freqtrade/optimize/backtesting.py
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@@ -1,19 +1,19 @@
# pragma pylint: disable=missing-docstring,W0212
import logging
from typing import Tuple, Dict
from typing import Dict, Tuple
import arrow
from pandas import DataFrame, Series
from tabulate import tabulate
import freqtrade.misc as misc
import freqtrade.optimize as optimize
from freqtrade import exchange
from freqtrade.analyze import populate_buy_trend, populate_sell_trend
from freqtrade.exchange import Bittrex
from freqtrade.main import min_roi_reached
import freqtrade.misc as misc
from freqtrade.optimize import preprocess
import freqtrade.optimize as optimize
from freqtrade.persistence import Trade
logger = logging.getLogger(__name__)
@@ -93,15 +93,14 @@ def get_trade_entry(pair, row, ticker, trade_count_lock, args):
if min_roi_reached(trade, row2.close, row2.date) or \
(row2.sell == 1 and use_sell_signal) or \
current_profit_percent <= stoploss:
current_profit_btc = trade.calc_profit(rate=row2.close)
return row2.Index, (pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
current_profit_btc = trade.calc_profit(rate=row2.close)
return row2.Index, (pair,
current_profit_percent,
current_profit_btc,
row2.Index - row.Index,
current_profit_btc > 0,
current_profit_btc < 0
)
def backtest(args) -> DataFrame:
@@ -217,6 +216,6 @@ def start(args):
'record': args.export
})
logger.info(
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
'\n==================================== BACKTESTING REPORT ====================================\n%s', # noqa
generate_text_table(data, results, config['stake_currency'], args.ticker_interval)
)