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merging develop into money_mgt (updated to async)

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This commit is contained in:
misagh
2018-09-14 19:20:49 +02:00
parent e30d23cf23 bcf47b29ed
commit 5f68834ccc
25 changed files with 1125 additions and 180 deletions
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14
freqtrade/optimize/__init__.py
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@@ -221,19 +221,18 @@ def download_backtesting_testdata(datadir: str,
timerange: Optional[TimeRange] = None) -> None:
"""
Download the latest ticker intervals from the exchange for the pairs passed in parameters
Download the latest ticker intervals from the exchange for the pair passed in parameters
The data is downloaded starting from the last correct ticker interval data that
esists in a cache. If timerange starts earlier than the data in the cache,
exists in a cache. If timerange starts earlier than the data in the cache,
the full data will be redownloaded
Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
:param pairs: list of pairs to download
:param pair: pair to download
:param tick_interval: ticker interval
:param timerange: range of time to download
:return: None
"""
path = make_testdata_path(datadir)
filepair = pair.replace("/", "_")
filename = os.path.join(path, f'{filepair}-{tick_interval}.json')
@@ -249,8 +248,11 @@ def download_backtesting_testdata(datadir: str,
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]) if data else 'None')
logger.debug("Current End: %s", misc.format_ms_time(data[-1][0]) if data else 'None')
new_data = exchange.get_candle_history(pair=pair, tick_interval=tick_interval,
since_ms=since_ms)
# Default since_ms to 30 days if nothing is given
new_data = exchange.get_history(pair=pair, tick_interval=tick_interval,
since_ms=since_ms if since_ms
else
int(arrow.utcnow().shift(days=-30).float_timestamp) * 1000)
data.extend(new_data)
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))

6
freqtrade/optimize/backtesting.py
View File

@@ -434,15 +434,15 @@ class Backtesting(object):
Run a backtesting end-to-end
:return: None
"""
data = {}
data: Dict[str, Any] = {}
pairs = self.config['exchange']['pair_whitelist']
logger.info('Using stake_currency: %s ...', self.config['stake_currency'])
logger.info('Using stake_amount: %s ...', self.config['stake_amount'])
if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...')
for pair in pairs:
data[pair] = self.exchange.get_ticker_history(pair, self.ticker_interval)
self.exchange.refresh_tickers(pairs, self.ticker_interval)
data = self.exchange.klines
else:
logger.info('Using local backtesting data (using whitelist in given config) ...')