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minor optimize cleanup

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hroff-1902 2019-06-10 02:08:54 +03:00
parent 9967df8f45
commit 90b0f1daa8
3 changed files with 10 additions and 16 deletions
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12
freqtrade/edge/__init__.py
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@ -46,10 +46,6 @@ class Edge():
self.config = config
self.exchange = exchange
self.strategy = strategy
self.ticker_interval = self.strategy.ticker_interval
self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
self.advise_sell = self.strategy.advise_sell
self.advise_buy = self.strategy.advise_buy
self.edge_config = self.config.get('edge', {})
self._cached_pairs: Dict[str, Any] = {} # Keeps a list of pairs
@ -100,7 +96,7 @@ class Edge():
data = history.load_data(
datadir=Path(self.config['datadir']) if self.config.get('datadir') else None,
pairs=pairs,
ticker_interval=self.ticker_interval,
ticker_interval=self.strategy.ticker_interval,
refresh_pairs=self._refresh_pairs,
exchange=self.exchange,
timerange=self._timerange
@ -112,7 +108,7 @@ class Edge():
logger.critical("No data found. Edge is stopped ...")
return False
preprocessed = self.tickerdata_to_dataframe(data)
preprocessed = self.strategy.tickerdata_to_dataframe(data)
# Print timeframe
min_date, max_date = history.get_timeframe(preprocessed)
@ -130,8 +126,8 @@ class Edge():
pair_data = pair_data.sort_values(by=['date'])
pair_data = pair_data.reset_index(drop=True)
ticker_data = self.advise_sell(
self.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
ticker_data = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
trades += self._find_trades_for_stoploss_range(ticker_data, pair, self._stoploss_range)

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,

5
freqtrade/optimize/hyperopt.py
View File

@ -45,7 +45,6 @@ class Hyperopt(Backtesting):
"""
def __init__(self, config: Dict[str, Any]) -> None:
super().__init__(config)
self.config = config
self.custom_hyperopt = HyperOptResolver(self.config).hyperopt
# set TARGET_TRADES to suit your number concurrent trades so its realistic
@ -296,7 +295,9 @@ class Hyperopt(Backtesting):
self.strategy.advise_indicators = \
self.custom_hyperopt.populate_indicators # type: ignore
dump(self.strategy.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)
preprocessed = self.strategy.tickerdata_to_dataframe(data)
dump(preprocessed, TICKERDATA_PICKLE)
# We don't need exchange instance anymore while running hyperopt
self.exchange = None # type: ignore