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ccxt - make backtesting work

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This commit is contained in:
Matthias Voppichler 2018-03-24 19:45:23 +01:00
parent eb4ac73b78
commit 85af68d807
2 changed files with 6 additions and 3 deletions
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4
freqtrade/optimize/__init__.py
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@ -35,7 +35,7 @@ def load_tickerdata_file(
""" """
path = make_testdata_path(datadir) path = make_testdata_path(datadir)
file = os.path.join(path, '{pair}-{ticker_interval}.json'.format( file = os.path.join(path, '{pair}-{ticker_interval}.json'.format(
pair=pair, pair=pair.replace('/', '_'),
ticker_interval=ticker_interval, ticker_interval=ticker_interval,
)) ))
gzipfile = file + '.gz' gzipfile = file + '.gz'
@ -126,7 +126,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
interval interval
) )
filepair = pair.replace("-", "_") filepair = pair.replace("/", "_")
filename = os.path.join(path, '{pair}-{interval}.json'.format( filename = os.path.join(path, '{pair}-{interval}.json'.format(
pair=filepair, pair=filepair,
interval=interval, interval=interval,

5
freqtrade/optimize/backtesting.py
View File

@ -53,7 +53,10 @@ class Backtesting(object):
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
self.populate_buy_trend = self.analyze.populate_buy_trend self.populate_buy_trend = self.analyze.populate_buy_trend
self.populate_sell_trend = self.analyze.populate_sell_trend self.populate_sell_trend = self.analyze.populate_sell_trend
exchange.init({'key': '', 'secret': ''}) # Reest keys for backtesting
self.config['exchange']['key'] = ''
self.config['exchange']['secret'] = ''
exchange.init(self.config)
@staticmethod @staticmethod
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: