From d222dd6717eead5fb28f2d3459b5725ae0a48648 Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 26 Jan 2019 13:33:18 +0100 Subject: [PATCH 1/5] Update sqlalchemy from 1.2.16 to 1.2.17 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index eb1054f62..ef213ef3e 100644 --- a/requirements.txt +++ b/requirements.txt @@ -1,5 +1,5 @@ ccxt==1.18.152 -SQLAlchemy==1.2.16 +SQLAlchemy==1.2.17 python-telegram-bot==11.1.0 arrow==0.13.0 cachetools==3.0.0 From b112f2f3152da8cae8bf5fe4d954a1269b8c28cf Mon Sep 17 00:00:00 2001 From: pyup-bot Date: Sat, 26 Jan 2019 13:33:20 +0100 Subject: [PATCH 2/5] Update pandas from 0.23.4 to 0.24.0 --- requirements.txt | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/requirements.txt b/requirements.txt index ef213ef3e..30a561e01 100644 --- a/requirements.txt +++ b/requirements.txt @@ -6,7 +6,7 @@ cachetools==3.0.0 requests==2.21.0 urllib3==1.24.1 wrapt==1.11.1 -pandas==0.23.4 +pandas==0.24.0 scikit-learn==0.20.2 joblib==0.13.1 scipy==1.2.0 From 1d08ada939d7d1d6862ce8d3c06f7d97603e7993 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Jan 2019 10:40:52 +0100 Subject: [PATCH 3/5] Fix backtest-test with timestamp-conversion --- freqtrade/tests/optimize/test_backtesting.py | 9 +++++---- 1 file changed, 5 insertions(+), 4 deletions(-) diff --git a/freqtrade/tests/optimize/test_backtesting.py b/freqtrade/tests/optimize/test_backtesting.py index fbcbe4c55..35ed9c49e 100644 --- a/freqtrade/tests/optimize/test_backtesting.py +++ b/freqtrade/tests/optimize/test_backtesting.py @@ -529,10 +529,11 @@ def test_backtest(default_conf, fee, mocker) -> None: {'pair': [pair, pair], 'profit_percent': [0.0, 0.0], 'profit_abs': [0.0, 0.0], - 'open_time': [Arrow(2018, 1, 29, 18, 40, 0).datetime, - Arrow(2018, 1, 30, 3, 30, 0).datetime], - 'close_time': [Arrow(2018, 1, 29, 22, 35, 0).datetime, - Arrow(2018, 1, 30, 4, 10, 0).datetime], + 'open_time': pd.to_datetime([Arrow(2018, 1, 29, 18, 40, 0).datetime, + Arrow(2018, 1, 30, 3, 30, 0).datetime], utc=True + ), + 'close_time': pd.to_datetime([Arrow(2018, 1, 29, 22, 35, 0).datetime, + Arrow(2018, 1, 30, 4, 10, 0).datetime], utc=True), 'open_index': [78, 184], 'close_index': [125, 192], 'trade_duration': [235, 40], From e0ad095bc7541200b4005ae714d38e041e6c072c Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Jan 2019 10:47:02 +0100 Subject: [PATCH 4/5] Simplify conversation to python dates (pandas offers this "for free" --- freqtrade/misc.py | 7 +------ 1 file changed, 1 insertion(+), 6 deletions(-) diff --git a/freqtrade/misc.py b/freqtrade/misc.py index 23d8732a0..d03187d77 100644 --- a/freqtrade/misc.py +++ b/freqtrade/misc.py @@ -38,12 +38,7 @@ def datesarray_to_datetimearray(dates: np.ndarray) -> np.ndarray: An numpy-array of datetimes :return: numpy-array of datetime """ - times = [] - dates = dates.astype(datetime) - for index in range(0, dates.size): - date = dates[index].to_pydatetime() - times.append(date) - return np.array(times) + return dates.dt.to_pydatetime() def common_datearray(dfs: Dict[str, DataFrame]) -> np.ndarray: From 38f73dafb39e999d01431169fc7115c83ac6f447 Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 27 Jan 2019 10:47:24 +0100 Subject: [PATCH 5/5] Fix indexing error --- freqtrade/tests/test_misc.py | 2 +- 1 file changed, 1 insertion(+), 1 deletion(-) diff --git a/freqtrade/tests/test_misc.py b/freqtrade/tests/test_misc.py index c7ff1f077..2da6b8718 100644 --- a/freqtrade/tests/test_misc.py +++ b/freqtrade/tests/test_misc.py @@ -41,7 +41,7 @@ def test_common_datearray(default_conf) -> None: assert dates.size == dataframes['UNITTEST/BTC']['date'].size assert dates[0] == dataframes['UNITTEST/BTC']['date'][0] - assert dates[-1] == dataframes['UNITTEST/BTC']['date'][-1] + assert dates[-1] == dataframes['UNITTEST/BTC']['date'].iloc[-1] def test_file_dump_json(mocker) -> None: