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GAS trades verified from candle data to excel by hand

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All pass
3 sells 1 stop loss
This commit is contained in:
creslinux 2018-07-16 15:48:06 +00:00
parent fb0edd71ff
commit 5aaf454f12
1 changed files with 7 additions and 7 deletions
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14
freqtrade/optimize/backtesting.py
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@ -95,10 +95,10 @@ class Backtesting(object):
self.np_sco: int = self.np_close # stops_calculated_on - Should be stop, FT uses close
self.use_backslap = True # Enable backslap
self.debug = False # Main debug enable, very print heavy, enable 2 loops recommended
self.debug = True # Main debug enable, very print heavy, enable 2 loops recommended
self.debug_timing = False # Stages within Backslap
self.debug_2loops = False # Limit each pair to two loops, useful when debugging
self.debug_vector = False # Debug vector calcs
self.debug_vector = True # Debug vector calcs
self.debug_timing_main_loop = False # print overall timing per pair
@ -255,6 +255,7 @@ class Backtesting(object):
use_backslap = self.use_backslap
debug_timing = self.debug_timing_main_loop
if use_backslap: # Use Back Slap code
########################### Call out BSlap Loop instead of Original BT code
bslap_results: list = []
@ -395,7 +396,7 @@ class Backtesting(object):
if debug:
from pandas import set_option
set_option('display.max_rows', 5000)
set_option('display.max_columns', 8)
set_option('display.max_columns', 10)
pd.set_option('display.width', 1000)
pd.set_option('max_colwidth', 40)
pd.set_option('precision', 12)
@ -422,8 +423,7 @@ class Backtesting(object):
if debug:
print("\n")
print(bslap_results_df[
['buy_sum', 'buy_fee', 'buy_spend', 'sell_sum', 'sell_take', 'profit_percent', 'profit_abs',
'exit_type']])
['buy_sum', 'buy_fee', 'buy_spend', 'sell_sum','sell_fee', 'sell_take', 'profit_percent', 'profit_abs', 'exit_type']])
return bslap_results_df
@ -708,8 +708,8 @@ class Backtesting(object):
if debug:
print("\n(4) numpy debug\nNext view index with sell = 1 is ", np_t_sell_ind)
print("If 0 or less is returned there is no sell found to end of view, then next lines garbage")
print("Row", np_t_sell_ind, np_t_open_v[np_t_stop_ind])
print("Row", np_t_sell_ind + 1, np_t_open_v[np_t_stop_ind + 1])
print("Row", np_t_sell_ind, np_t_open_v[np_t_sell_ind])
print("Row", np_t_sell_ind + 1, np_t_open_v[np_t_sell_ind + 1])
if debug_timing:
t_t = f(st)
print("4-numpy", str.format('{0:.17f}', t_t))