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move test for data completeness

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should be done before analyzing strategy
This commit is contained in:
Matthias 2018-12-31 15:09:50 +01:00
parent d409211908
commit 8b9cc45f41
1 changed files with 5 additions and 5 deletions
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10
freqtrade/optimize/backtesting.py
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@ -19,6 +19,7 @@ from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration from freqtrade.configuration import Configuration
from freqtrade.exchange import Exchange from freqtrade.exchange import Exchange
from freqtrade.data import history from freqtrade.data import history
from freqtrade.data.converter import ohlcv_fill_up_missing_data
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
from freqtrade.resolvers import StrategyResolver from freqtrade.resolvers import StrategyResolver
@ -393,12 +394,9 @@ class Backtesting(object):
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat) self._set_strategy(strat)
# need to reprocess data every time to populate signals min_date, max_date = optimize.get_timeframe(data)
preprocessed = self.strategy.tickerdata_to_dataframe(data)
min_date, max_date = optimize.get_timeframe(preprocessed)
# Validate dataframe for missing values # Validate dataframe for missing values
optimize.validate_backtest_data(preprocessed, min_date, max_date, optimize.validate_backtest_data(data, min_date, max_date,
constants.TICKER_INTERVAL_MINUTES[self.ticker_interval]) constants.TICKER_INTERVAL_MINUTES[self.ticker_interval])
logger.info( logger.info(
'Measuring data from %s up to %s (%s days)..', 'Measuring data from %s up to %s (%s days)..',
@ -406,6 +404,8 @@ class Backtesting(object):
max_date.isoformat(), max_date.isoformat(),
(max_date - min_date).days (max_date - min_date).days
) )
# need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data)
# Execute backtest and print results # Execute backtest and print results
all_results[self.strategy.get_strategy_name()] = self.backtest( all_results[self.strategy.get_strategy_name()] = self.backtest(