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Merge branch 'freqtrade:develop' into dca

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This commit is contained in:
Reigo Reinmets
2022-01-08 14:57:15 +02:00
committed by GitHub
parent 05ac09b38e 43f8087f32
commit 8e424f7c73
41 changed files with 280 additions and 325 deletions
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11
freqtrade/optimize/backtesting.py
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@@ -270,8 +270,8 @@ class Backtesting:
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
# Trim startup period from analyzed dataframe
df_analyzed = trim_dataframe(df_analyzed, self.timerange,
startup_candles=self.required_startup)
df_analyzed = processed[pair] = pair_data = trim_dataframe(
df_analyzed, self.timerange, startup_candles=self.required_startup)
# To avoid using data from future, we use buy/sell signals shifted
# from the previous candle
df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
@@ -287,9 +287,6 @@ class Backtesting:
# Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.)
data[pair] = df_analyzed[headers].values.tolist()
# Do not hold on to old data to reduce memory usage
processed[pair] = pair_data = None
return data
def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,
@@ -445,7 +442,9 @@ class Backtesting:
return self._get_sell_trade_entry_for_candle(trade, sell_row)
detail_data.loc[:, 'buy'] = sell_row[BUY_IDX]
detail_data.loc[:, 'sell'] = sell_row[SELL_IDX]
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
detail_data.loc[:, 'buy_tag'] = sell_row[BUY_TAG_IDX]
detail_data.loc[:, 'exit_tag'] = sell_row[EXIT_TAG_IDX]
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high', 'buy_tag', 'exit_tag']
for det_row in detail_data[headers].values.tolist():
res = self._get_sell_trade_entry_for_candle(trade, det_row)
if res: