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Merge pull request #865 from freqtrade/partial_candle_removal

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Partial candle removal
This commit is contained in:
Samuel Husso 2018-06-08 18:10:21 +03:00 committed by GitHub
commit 980172a55a
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GPG Key ID: 4AEE18F83AFDEB23
4 changed files with 7 additions and 6 deletions
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1
freqtrade/analyze.py
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@ -62,6 +62,7 @@ class Analyze(object):
'close': 'last', 'close': 'last',
'volume': 'max', 'volume': 'max',
}) })
frame.drop(frame.tail(1).index, inplace=True) # eliminate partial candle
return frame return frame
def populate_indicators(self, dataframe: DataFrame) -> DataFrame: def populate_indicators(self, dataframe: DataFrame) -> DataFrame:

6
freqtrade/tests/optimize/test_backtesting.py
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@ -317,7 +317,7 @@ def test_tickerdata_to_dataframe(default_conf, mocker) -> None:
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
data = backtesting.tickerdata_to_dataframe(tickerlist) data = backtesting.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100 assert len(data['UNITTEST/BTC']) == 99
# Load Analyze to compare the result between Backtesting function and Analyze are the same # Load Analyze to compare the result between Backtesting function and Analyze are the same
analyze = Analyze(default_conf) analyze = Analyze(default_conf)
@ -341,7 +341,7 @@ def test_get_timeframe(default_conf, mocker) -> None:
) )
min_date, max_date = backtesting.get_timeframe(data) min_date, max_date = backtesting.get_timeframe(data)
assert min_date.isoformat() == '2017-11-04T23:02:00+00:00' assert min_date.isoformat() == '2017-11-04T23:02:00+00:00'
assert max_date.isoformat() == '2017-11-14T22:59:00+00:00' assert max_date.isoformat() == '2017-11-14T22:58:00+00:00'
def test_generate_text_table(default_conf, mocker): def test_generate_text_table(default_conf, mocker):
@ -478,7 +478,7 @@ def test_processed(default_conf, mocker) -> None:
def test_backtest_pricecontours(default_conf, fee, mocker) -> None: def test_backtest_pricecontours(default_conf, fee, mocker) -> None:
mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee) mocker.patch('freqtrade.optimize.backtesting.exchange.get_fee', fee)
tests = [['raise', 17], ['lower', 0], ['sine', 17]] tests = [['raise', 17], ['lower', 0], ['sine', 16]]
for [contour, numres] in tests: for [contour, numres] in tests:
simple_backtest(default_conf, contour, numres, mocker) simple_backtest(default_conf, contour, numres, mocker)

4
freqtrade/tests/test_analyze.py
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@ -46,7 +46,7 @@ def test_analyze_object() -> None:
def test_dataframe_correct_length(result): def test_dataframe_correct_length(result):
dataframe = Analyze.parse_ticker_dataframe(result) dataframe = Analyze.parse_ticker_dataframe(result)
assert len(result.index) == len(dataframe.index) assert len(result.index) - 1 == len(dataframe.index) # last partial candle removed
def test_dataframe_correct_columns(result): def test_dataframe_correct_columns(result):
@ -188,4 +188,4 @@ def test_tickerdata_to_dataframe(default_conf) -> None:
tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange) tick = load_tickerdata_file(None, 'UNITTEST/BTC', '1m', timerange=timerange)
tickerlist = {'UNITTEST/BTC': tick} tickerlist = {'UNITTEST/BTC': tick}
data = analyze.tickerdata_to_dataframe(tickerlist) data = analyze.tickerdata_to_dataframe(tickerlist)
assert len(data['UNITTEST/BTC']) == 100 assert len(data['UNITTEST/BTC']) == 99 # partial candle was removed

2
freqtrade/tests/test_misc.py
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@ -39,7 +39,7 @@ def test_datesarray_to_datetimearray(ticker_history):
assert dates[0].minute == 50 assert dates[0].minute == 50
date_len = len(dates) date_len = len(dates)
assert date_len == 3 assert date_len == 2
def test_common_datearray(default_conf) -> None: def test_common_datearray(default_conf) -> None: