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Merge branch 'feat/objectify-ccxt' into ccxt-objectify-pr1

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This commit is contained in:
enenn
2018-03-26 19:31:15 +02:00
committed by GitHub
parent aa3c1a953a 0a32d38ad9
commit 916165a7c5
19 changed files with 224 additions and 182 deletions
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14
freqtrade/optimize/__init__.py
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@@ -35,7 +35,7 @@ def load_tickerdata_file(
"""
path = make_testdata_path(datadir)
file = os.path.join(path, '{pair}-{ticker_interval}.json'.format(
pair=pair,
pair=pair.replace('/', '_'),
ticker_interval=ticker_interval,
))
gzipfile = file + '.gz'
@@ -126,7 +126,7 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
interval
)
filepair = pair.replace("-", "_")
filepair = pair.replace("/", "_")
filename = os.path.join(path, '{pair}-{interval}.json'.format(
pair=filepair,
interval=interval,
@@ -135,8 +135,8 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
if os.path.isfile(filename):
with open(filename, "rt") as file:
data = json.load(file)
logger.debug("Current Start: %s", data[1]['T'])
logger.debug("Current End: %s", data[-1:][0]['T'])
logger.debug("Current Start: %s", misc.format_ms_time(data[1][0]))
logger.debug("Current End: %s", misc.format_ms_time(data[-1:][0][0]))
else:
data = []
logger.debug("Current Start: None")
@@ -146,9 +146,9 @@ def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) ->
for row in new_data:
if row not in data:
data.append(row)
logger.debug("New Start: %s", data[1]['T'])
logger.debug("New End: %s", data[-1:][0]['T'])
data = sorted(data, key=lambda data: data['T'])
logger.debug("New Start: %s", misc.format_ms_time(data[0][0]))
logger.debug("New End: %s", misc.format_ms_time(data[-1:][0][0]))
data = sorted(data, key=lambda data: data[0])
misc.file_dump_json(filename, data)

7
freqtrade/optimize/backtesting.py
View File

@@ -12,6 +12,7 @@ from pandas import DataFrame, Series
from tabulate import tabulate
import freqtrade.optimize as optimize
import freqtrade.exchange as exchange
from freqtrade import exchange
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
@@ -52,7 +53,11 @@ class Backtesting(object):
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
self.populate_buy_trend = self.analyze.populate_buy_trend
self.populate_sell_trend = self.analyze.populate_sell_trend
exchange._API = ccxt.bittrex({'key': '', 'secret': ''})
# Reset keys for backtesting
self.config['exchange']['key'] = ''
self.config['exchange']['secret'] = ''
exchange.init(self.config)
@staticmethod
def get_timeframe(data: Dict[str, DataFrame]) -> Tuple[arrow.Arrow, arrow.Arrow]: