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remove slow unnecessary table scan

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This commit is contained in:
Janne Sinivirta 2018-02-06 15:50:06 +02:00
parent a071571eac
commit a28ffcbcf7
1 changed files with 2 additions and 4 deletions
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6
freqtrade/optimize/backtesting.py
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@ -78,15 +78,13 @@ def get_sell_trade_entry(pair, row, buy_subset, ticker, trade_count_lock, args):
) )
# calculate win/lose forwards from buy point # calculate win/lose forwards from buy point
sell_subset = ticker[ticker.index > row.Index][['close', 'sell']] sell_subset = ticker[ticker.index > row.Index][['close', 'sell', 'buy']]
for row2 in sell_subset.itertuples(index=True): for row2 in sell_subset.itertuples(index=True):
if max_open_trades > 0: if max_open_trades > 0:
# Increase trade_count_lock for every iteration # Increase trade_count_lock for every iteration
trade_count_lock[row2.Index] = trade_count_lock.get(row2.Index, 0) + 1 trade_count_lock[row2.Index] = trade_count_lock.get(row2.Index, 0) + 1
# Buy is on is in the buy_subset there is a row that matches the date buy_signal = row2.buy
# of the sell event
buy_signal = (buy_subset.index == row2.Index).any()
if(should_sell(trade, row2.close, row2.Index, buy_signal, row2.sell)): if(should_sell(trade, row2.close, row2.Index, buy_signal, row2.sell)):
return row2, (pair, return row2, (pair,
trade.calc_profit_percent(rate=row2.close), trade.calc_profit_percent(rate=row2.close),