adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

minor optimize cleanup

Browse Source
This commit is contained in:
hroff-1902
2019-06-10 02:08:54 +03:00
parent 9967df8f45
commit 90b0f1daa8
3 changed files with 10 additions and 16 deletions
Download Patch File Download Diff File Expand all files Collapse all files

9
freqtrade/optimize/backtesting.py
View File

@@ -72,18 +72,16 @@ class Backtesting(object):
IStrategy.dp = self.dataprovider
if self.config.get('strategy_list', None):
# Force one interval
self.ticker_interval = str(self.config.get('ticker_interval'))
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
for strat in list(self.config['strategy_list']):
stratconf = deepcopy(self.config)
stratconf['strategy'] = strat
self.strategylist.append(StrategyResolver(stratconf).strategy)
else:
# only one strategy
# No strategy list specified, only one strategy
self.strategylist.append(StrategyResolver(self.config).strategy)
# Load one strategy
# Load one (first) strategy
self._set_strategy(self.strategylist[0])
def _set_strategy(self, strategy):
@@ -94,7 +92,6 @@ class Backtesting(object):
self.ticker_interval = self.config.get('ticker_interval')
self.ticker_interval_mins = timeframe_to_minutes(self.ticker_interval)
self.tickerdata_to_dataframe = strategy.tickerdata_to_dataframe
self.advise_buy = strategy.advise_buy
self.advise_sell = strategy.advise_sell
# Set stoploss_on_exchange to false for backtesting,