@@ -9,7 +9,7 @@ from copy import deepcopy
|
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from datetime import datetime, timedelta, timezone
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from typing import Any, Dict, List, Optional, Tuple
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from pandas import DataFrame, NaT
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||||
from pandas import DataFrame
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from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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@@ -115,8 +115,6 @@ class Backtesting:
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# Get maximum required startup period
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self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
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# Load one (first) strategy
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self._set_strategy(self.strategylist[0])
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def __del__(self):
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LoggingMixin.show_output = True
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@@ -457,13 +455,21 @@ class Backtesting:
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preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
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# Trim startup period from analyzed dataframe
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for pair, df in preprocessed.items():
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||||
preprocessed[pair] = trim_dataframe(df, timerange,
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startup_candles=self.required_startup)
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min_date, max_date = history.get_timerange(preprocessed)
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if min_date is NaT or max_date is NaT:
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for pair in list(preprocessed):
|
||||
df = preprocessed[pair]
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||||
df = trim_dataframe(df, timerange, startup_candles=self.required_startup)
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||||
if len(df) > 0:
|
||||
preprocessed[pair] = df
|
||||
else:
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||||
logger.warning(f'{pair} has no data left after adjusting for startup candles, '
|
||||
f'skipping.')
|
||||
del preprocessed[pair]
|
||||
|
||||
if not preprocessed:
|
||||
raise OperationalException(
|
||||
"No data left after adjusting for startup candles. ")
|
||||
"No data left after adjusting for startup candles.")
|
||||
|
||||
min_date, max_date = history.get_timerange(preprocessed)
|
||||
logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
|
||||
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
|
||||
f'({(max_date - min_date).days} days).')
|
||||
|
@@ -79,6 +79,7 @@ class Hyperopt:
|
||||
self.custom_hyperopt = HyperOptAuto(self.config)
|
||||
else:
|
||||
self.custom_hyperopt = HyperOptResolver.load_hyperopt(self.config)
|
||||
self.backtesting._set_strategy(self.backtesting.strategylist[0])
|
||||
self.custom_hyperopt.strategy = self.backtesting.strategy
|
||||
|
||||
self.custom_hyperoptloss = HyperOptLossResolver.load_hyperoptloss(self.config)
|
||||
|
Reference in New Issue
Block a user