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fixing backtesting and perisstence

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This commit is contained in:
Gert Wohlgemuth
2018-05-23 00:25:38 -07:00
parent c25aa22690
commit 9fd735a3a0
12 changed files with 355 additions and 236 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -143,7 +143,9 @@ class Backtesting(object):
pair,
trade.calc_profit_percent(rate=sell_row.close),
trade.calc_profit(rate=sell_row.close),
(sell_row.date - buy_row.date).seconds // 60
(sell_row.date - buy_row.date).seconds // 60,
buy_row.date,
sell_row.date
), \
sell_row.date
return None
@@ -200,6 +202,7 @@ class Backtesting(object):
if ret:
row2, trade_entry, next_date = ret
lock_pair_until = next_date
trades.append(trade_entry)
if record:
# Note, need to be json.dump friendly
@@ -214,7 +217,8 @@ class Backtesting(object):
if record and record.find('trades') >= 0:
logger.info('Dumping backtest results')
file_dump_json('backtest-result.json', records)
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration']
labels = ['currency', 'profit_percent', 'profit_BTC', 'duration', 'entry', 'exit']
return DataFrame.from_records(trades, columns=labels)
def start(self):
@@ -287,8 +291,8 @@ class Backtesting(object):
)
# return date for data storage
temp = self.aggregate(data, results)
return DataFrame(data=temp[2][:-1], columns=temp[1])
self.aggregate(data, results)
return results
def setup_configuration(args: Namespace) -> Dict[str, Any]: