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cleanups

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This commit is contained in:
Janne Sinivirta 2017-12-26 09:59:38 +02:00
parent ae0a1436e2
commit 7b0beb0afa
3 changed files with 10 additions and 18 deletions
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10
freqtrade/optimize/__init__.py
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@ -4,11 +4,9 @@ import logging
import json import json
import os import os
from typing import Optional, List, Dict from typing import Optional, List, Dict
from pandas import DataFrame
from freqtrade.exchange import get_ticker_history from freqtrade.exchange import get_ticker_history
from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf from freqtrade.optimize.hyperopt_conf import hyperopt_optimize_conf
from pandas import DataFrame
from freqtrade.analyze import populate_indicators, parse_ticker_dataframe from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -50,10 +48,8 @@ def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]: def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
"""Creates a dataframe and populates indicators for given ticker data""" """Creates a dataframe and populates indicators for given ticker data"""
processed = {} return {pair: populate_indicators(parse_ticker_dataframe(pair_data))
for pair, pair_data in tickerdata.items(): for pair, pair_data in tickerdata.items()}
processed[pair] = populate_indicators(parse_ticker_dataframe(pair_data))
return processed
def testdata_path() -> str: def testdata_path() -> str:

4
freqtrade/optimize/backtesting.py
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@ -111,14 +111,14 @@ def backtest(stake_amount: float, processed: Dict[str, DataFrame],
if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1: if min_roi_reached(trade, row2.close, row2.date) or row2.sell == 1:
current_profit_percent = trade.calc_profit_percent(rate=row2.close) current_profit_percent = trade.calc_profit_percent(rate=row2.close)
current_profit_BTC = trade.calc_profit(rate=row2.close) current_profit_btc = trade.calc_profit(rate=row2.close)
lock_pair_until = row2.Index lock_pair_until = row2.Index
trades.append( trades.append(
( (
pair, pair,
current_profit_percent, current_profit_percent,
current_profit_BTC, current_profit_btc,
row2.Index - row.Index row2.Index - row.Index
) )
) )

14
freqtrade/optimize/hyperopt.py
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@ -118,8 +118,7 @@ def optimizer(params):
backtesting.populate_buy_trend = buy_strategy_generator(params) backtesting.populate_buy_trend = buy_strategy_generator(params)
results = backtest(OPTIMIZE_CONFIG['stake_amount'], PROCESSED) results = backtest(OPTIMIZE_CONFIG['stake_amount'], PROCESSED)
result_explanation = format_results(results)
result = format_results(results)
total_profit = results.profit_percent.sum() total_profit = results.profit_percent.sum()
trade_count = len(results.index) trade_count = len(results.index)
@ -135,20 +134,17 @@ def optimizer(params):
loss = trade_loss + profit_loss loss = trade_loss + profit_loss
_CURRENT_TRIES += 1 _CURRENT_TRIES += 1
result_data = { log_results({
'loss': loss, 'loss': loss,
'current_tries': _CURRENT_TRIES, 'current_tries': _CURRENT_TRIES,
'total_tries': TOTAL_TRIES, 'total_tries': TOTAL_TRIES,
'result': result, 'result': result_explanation,
} })
log_results(result_data)
return { return {
'loss': loss, 'loss': loss,
'status': STATUS_OK, 'status': STATUS_OK,
'result': result, 'result': result_explanation,
'total_profit': total_profit,
'avg_profit': results.profit_percent.mean() * 100.0,
} }