reduce code redundancy, ensure live always gets the latest data

This commit is contained in:
robcaulk
2022-09-05 00:07:05 +02:00
committed by Robert Caulk
parent d43ed186fc
commit 78d01810ed
2 changed files with 4 additions and 18 deletions

View File

@@ -454,22 +454,8 @@ class FreqaiDataKitchen:
start = datetime.datetime.fromtimestamp(timerange.startts, tz=datetime.timezone.utc)
stop = datetime.datetime.fromtimestamp(timerange.stopts, tz=datetime.timezone.utc)
df = df.loc[df["date"] >= start, :]
df = df.loc[df["date"] <= stop, :]
return df
def slice_dataframe_backtesting(self, timerange: TimeRange, df: DataFrame) -> DataFrame:
"""
Given a full dataframe, extract the user desired window
:param tr: timerange string that we wish to extract from df
:param df: Dataframe containing all candles to run the entire backtest. Here
it is sliced down to just the present training period.
"""
start = datetime.datetime.fromtimestamp(timerange.startts, tz=datetime.timezone.utc)
stop = datetime.datetime.fromtimestamp(timerange.stopts, tz=datetime.timezone.utc)
df = df.loc[df["date"] >= start, :]
df = df.loc[df["date"] < stop, :]
if not self.live:
df = df.loc[df["date"] < stop, :]
return df