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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)