From 6b89e86a97de6fc81cd0212e82e3267a339fc9d0 Mon Sep 17 00:00:00 2001 From: Gianluca Puglia Date: Wed, 20 Mar 2019 19:44:59 +0100 Subject: [PATCH] Removed Timestamp cast --- freqtrade/optimize/backtesting.py | 6 +++--- 1 file changed, 3 insertions(+), 3 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 8d0768d43..f54560a0e 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -10,7 +10,7 @@ from datetime import datetime, timedelta from pathlib import Path from typing import Any, Dict, List, NamedTuple, Optional -from pandas import DataFrame, Timestamp +from pandas import DataFrame from tabulate import tabulate from freqtrade import optimize @@ -343,7 +343,7 @@ class Backtesting(object): # Warnings for this are shown by `validate_backtest_data` continue - if row.date > Timestamp(tmp.datetime): + if row.date > tmp.datetime: continue indexes[pair] += 1 @@ -369,7 +369,7 @@ class Backtesting(object): trades.append(trade_entry) else: # Set lock_pair_until to end of testing period if trade could not be closed - lock_pair_until[pair] = Timestamp(end_date.datetime) + lock_pair_until[pair] = end_date.datetime tmp += timedelta(minutes=self.ticker_interval_mins) return DataFrame.from_records(trades, columns=BacktestResult._fields)