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minor: Cleanup for backtesting

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This commit is contained in:
hroff-1902
2019-09-18 22:57:17 +03:00
parent e8657d2444
commit 69f29e8907
4 changed files with 21 additions and 17 deletions
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6
freqtrade/optimize/backtesting.py
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@@ -95,8 +95,6 @@ class Backtesting:
Load strategy into backtesting
"""
self.strategy = strategy
self.advise_buy = strategy.advise_buy
self.advise_sell = strategy.advise_sell
# Set stoploss_on_exchange to false for backtesting,
# since a "perfect" stoploss-sell is assumed anyway
# And the regular "stoploss" function would not apply to that case
@@ -219,8 +217,8 @@ class Backtesting:
for pair, pair_data in processed.items():
pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
ticker_data = self.advise_sell(
self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
ticker_data = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
# to avoid using data from future, we buy/sell with signal from previous candle
ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)

18
freqtrade/optimize/hyperopt.py
View File

@@ -49,10 +49,11 @@ class Hyperopt:
"""
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
self.backtesting = Backtesting(self.config)
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
self.backtesting = Backtesting(self.config)
self.custom_hyperoptloss = HyperOptLossResolver(self.config).hyperoptloss
self.calculate_loss = self.custom_hyperoptloss.hyperopt_loss_function
@@ -77,9 +78,11 @@ class Hyperopt:
self.backtesting.strategy.advise_indicators = \
self.custom_hyperopt.populate_indicators # type: ignore
if hasattr(self.custom_hyperopt, 'populate_buy_trend'):
self.backtesting.advise_buy = self.custom_hyperopt.populate_buy_trend # type: ignore
self.backtesting.strategy.advise_buy = \
self.custom_hyperopt.populate_buy_trend # type: ignore
if hasattr(self.custom_hyperopt, 'populate_sell_trend'):
self.backtesting.advise_sell = self.custom_hyperopt.populate_sell_trend # type: ignore
self.backtesting.strategy.advise_sell = \
self.custom_hyperopt.populate_sell_trend # type: ignore
# Use max_open_trades for hyperopt as well, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True):
@@ -259,13 +262,16 @@ class Hyperopt:
"""
params = self.get_args(_params)
if self.has_space('roi'):
self.backtesting.strategy.minimal_roi = self.custom_hyperopt.generate_roi_table(params)
self.backtesting.strategy.minimal_roi = \
self.custom_hyperopt.generate_roi_table(params)
if self.has_space('buy'):
self.backtesting.advise_buy = self.custom_hyperopt.buy_strategy_generator(params)
self.backtesting.strategy.advise_buy = \
self.custom_hyperopt.buy_strategy_generator(params)
if self.has_space('sell'):
self.backtesting.advise_sell = self.custom_hyperopt.sell_strategy_generator(params)
self.backtesting.strategy.advise_sell = \
self.custom_hyperopt.sell_strategy_generator(params)
if self.has_space('stoploss'):
self.backtesting.strategy.stoploss = params['stoploss']