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Add Compatibility code for BT_DATA_COLUMNS

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This commit is contained in:
Matthias 2022-01-07 17:17:35 +01:00
parent 46809f08fe
commit 522496d9e2
2 changed files with 9 additions and 2 deletions
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8
freqtrade/data/btanalysis.py
View File

@ -25,7 +25,6 @@ BT_DATA_COLUMNS = ['pair', 'stake_amount', 'amount', 'open_date', 'close_date',
'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag', 'stop_loss_ratio', 'min_rate', 'max_rate', 'is_open', 'enter_tag',
'is_short' 'is_short'
] ]
# TODO-lev: usage of the above might need compatibility code (buy_tag, is_short?, ...?)
def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str: def get_latest_optimize_filename(directory: Union[Path, str], variant: str) -> str:
@ -160,6 +159,13 @@ def load_backtest_data(filename: Union[Path, str], strategy: Optional[str] = Non
utc=True, utc=True,
infer_datetime_format=True infer_datetime_format=True
) )
# Compatibility support for pre short Columns
if 'is_short' not in df.columns:
df['is_short'] = 0
if 'enter_tag' not in df.columns:
df['enter_tag'] = df['buy_tag']
df = df.drop(['buy_tag'], axis=1)
else: else:
# old format - only with lists. # old format - only with lists.
raise OperationalException( raise OperationalException(

3
tests/data/test_btanalysis.py
View File

@ -90,7 +90,8 @@ def test_load_backtest_data_multi(testdatadir):
for strategy in ('StrategyTestV2', 'TestStrategy'): for strategy in ('StrategyTestV2', 'TestStrategy'):
bt_data = load_backtest_data(filename, strategy=strategy) bt_data = load_backtest_data(filename, strategy=strategy)
assert isinstance(bt_data, DataFrame) assert isinstance(bt_data, DataFrame)
assert set(bt_data.columns) == set(BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp']) assert set(bt_data.columns) == set(
BT_DATA_COLUMNS + ['close_timestamp', 'open_timestamp'])
assert len(bt_data) == 179 assert len(bt_data) == 179
# Test loading from string (must yield same result) # Test loading from string (must yield same result)