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

Refactor strategy loading to __init__

Browse Source
This commit is contained in:
Matthias 2018-07-28 07:41:38 +02:00
parent 5f2e92ec5c
commit 644f729aea
1 changed files with 17 additions and 17 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

34
freqtrade/optimize/backtesting.py
View File

@ -63,9 +63,22 @@ 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.strategylist: List[IStrategy] = []
if self.config.get('strategy_list', None):
# Force one interval
self.ticker_interval = self.config.get('ticker_interval')
for strat in self.config.get('strategy_list'):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
else:
# only one strategy
strat = StrategyResolver(self.config).strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
# Load one strategy
self._set_strategy(self.strategylist[0])
self.exchange = Exchange(self.config)
self.fee = self.exchange.get_fee()
@ -290,19 +303,6 @@ class Backtesting(object):
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'])
strategylist: List[IStrategy] = []
if self.config.get('strategy_list', None):
# Force one interval
self.ticker_interval = self.config.get('ticker_interval')
for strat in self.config.get('strategy_list'):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
s = StrategyResolver(stratconf).strategy
strategylist.append(s)
else:
# only one strategy
strategylist.append(self.strategy)
if self.config.get('live'):
logger.info('Downloading data for all pairs in whitelist ...')
@ -333,7 +333,7 @@ class Backtesting(object):
max_open_trades = 0
all_results = {}
for strat in strategylist:
for strat in self.strategylist:
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat)