move test for data completeness
should be done before analyzing strategy
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@ -19,6 +19,7 @@ from freqtrade.arguments import Arguments
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from freqtrade.configuration import Configuration
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from freqtrade.exchange import Exchange
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from freqtrade.data import history
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from freqtrade.data.converter import ohlcv_fill_up_missing_data
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from freqtrade.misc import file_dump_json
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from freqtrade.persistence import Trade
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from freqtrade.resolvers import StrategyResolver
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@ -393,12 +394,9 @@ class Backtesting(object):
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logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
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self._set_strategy(strat)
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# need to reprocess data every time to populate signals
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preprocessed = self.strategy.tickerdata_to_dataframe(data)
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min_date, max_date = optimize.get_timeframe(preprocessed)
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min_date, max_date = optimize.get_timeframe(data)
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# Validate dataframe for missing values
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optimize.validate_backtest_data(preprocessed, min_date, max_date,
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optimize.validate_backtest_data(data, min_date, max_date,
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constants.TICKER_INTERVAL_MINUTES[self.ticker_interval])
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logger.info(
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'Measuring data from %s up to %s (%s days)..',
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@ -406,6 +404,8 @@ class Backtesting(object):
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max_date.isoformat(),
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(max_date - min_date).days
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)
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# need to reprocess data every time to populate signals
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preprocessed = self.strategy.tickerdata_to_dataframe(data)
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# Execute backtest and print results
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all_results[self.strategy.get_strategy_name()] = self.backtest(
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