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Refactor backtesting

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This commit is contained in:
Matthias 2018-07-28 07:00:58 +02:00
parent 65aaa3dffd
commit 5f2e92ec5c
1 changed files with 8 additions and 4 deletions
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12
freqtrade/optimize/backtesting.py
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@ -53,6 +53,7 @@ class Backtesting(object):
backtesting = Backtesting(config)
backtesting.start()
"""
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
@ -62,10 +63,14 @@ class Backtesting(object):
self.config['exchange']['password'] = ''
self.config['exchange']['uid'] = ''
self.config['dry_run'] = True
if not self.config.get('strategy_list'):
# In Single strategy mode, load strategy here to avoid problems with hyperopt
self._set_strategy(StrategyResolver(self.config).strategy)
self.exchange = Exchange(self.config)
self.fee = self.exchange.get_fee()
def set_strategy(self, strategy):
def _set_strategy(self, strategy):
"""
Load strategy into backtesting
"""
@ -297,8 +302,7 @@ class Backtesting(object):
else:
# only one strategy
strategylist.append(StrategyResolver(self.config).strategy)
self.set_strategy(strategylist[0])
strategylist.append(self.strategy)
if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...')
@ -331,7 +335,7 @@ class Backtesting(object):
for strat in strategylist:
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self.set_strategy(strat)
self._set_strategy(strat)
# need to reprocess data every time to populate signals
preprocessed = self.tickerdata_to_dataframe(data)