Don't use Arrow to get min/max backtest dates

This commit is contained in:
Matthias
2021-05-06 19:34:10 +02:00
parent 32577cc0cd
commit 4f529fe424
5 changed files with 17 additions and 17 deletions

View File

@@ -273,8 +273,8 @@ class Hyperopt:
bt_results = self.backtesting.backtest(
processed=processed,
start_date=self.min_date.datetime,
end_date=self.max_date.datetime,
start_date=self.min_date,
end_date=self.max_date,
max_open_trades=self.max_open_trades,
position_stacking=self.position_stacking,
enable_protections=self.config.get('enable_protections', False),
@@ -314,7 +314,7 @@ class Hyperopt:
if trade_count >= self.config['hyperopt_min_trades']:
loss = self.calculate_loss(results=backtesting_results['results'],
trade_count=trade_count,
min_date=min_date.datetime, max_date=max_date.datetime,
min_date=min_date, max_date=max_date,
config=self.config, processed=processed)
return {
'loss': loss,