adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fix backtesting ticker interval download

Browse Source
This commit is contained in:
Gerald Lonlas
2018-01-29 22:28:54 -08:00
parent 5f86c389b0
commit 524290d678
3 changed files with 18 additions and 13 deletions
Download Patch File Download Diff File Expand all files Collapse all files

25
freqtrade/optimize/backtesting.py
View File

@@ -169,22 +169,34 @@ def start(args):
logger.info('Using config: %s ...', args.config)
config = misc.load_config(args.config)
ticker_interval = config.get('ticker_interval', args.ticker_interval)
logger.info('Using ticker_interval: %s ...', ticker_interval)
# If -i/--ticker-interval is use we override the configuration parameter
# (that will override the strategy configuration)
if args.ticker_interval:
config.update({'ticker_interval': args.ticker_interval})
# init the strategy to use
config.update({'strategy': args.strategy})
strategy = Strategy()
strategy.init(config)
logger.info('Using ticker_interval: %d ...', strategy.ticker_interval)
data = {}
pairs = config['exchange']['pair_whitelist']
if args.live:
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = exchange.get_ticker_history(pair, ticker_interval)
data[pair] = exchange.get_ticker_history(pair, strategy.ticker_interval)
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])
timerange = misc.parse_timerange(args.timerange)
data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
data = optimize.load_data(args.datadir,
pairs=pairs,
ticker_interval=strategy.ticker_interval,
refresh_pairs=args.refresh_pairs,
timerange=timerange)
max_open_trades = 0
@@ -192,11 +204,6 @@ def start(args):
logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
max_open_trades = config['max_open_trades']
# init the strategy to use
config.update({'strategy': args.strategy})
strategy = Strategy()
strategy.init(config)
# Monkey patch config
from freqtrade import main
main._CONF = config