refactor ohlcvdata_to_dataframe to advise_all_indicators

This commit is contained in:
Matthias
2021-08-09 14:53:18 +02:00
parent f17942b68f
commit a5f796bc97
8 changed files with 34 additions and 33 deletions

View File

@@ -151,7 +151,7 @@ class Edge:
# Fake run-mode to Edge
prior_rm = self.config['runmode']
self.config['runmode'] = RunMode.EDGE
preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
preprocessed = self.strategy.advise_all_indicators(data)
self.config['runmode'] = prior_rm
# Print timeframe

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@@ -533,7 +533,8 @@ class Backtesting:
'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
}
def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, DataFrame],
timerange: TimeRange):
self.progress.init_step(BacktestState.ANALYZE, 0)
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
@@ -552,7 +553,7 @@ class Backtesting:
max_open_trades = 0
# need to reprocess data every time to populate signals
preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
preprocessed = self.strategy.advise_all_indicators(data)
# Trim startup period from analyzed dataframe
preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)

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@@ -394,7 +394,7 @@ class Hyperopt:
data, timerange = self.backtesting.load_bt_data()
logger.info("Dataload complete. Calculating indicators")
preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
preprocessed = self.backtesting.strategy.advise_all_indicators(data)
# Trim startup period from analyzed dataframe to get correct dates for output.
processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)

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@@ -732,7 +732,7 @@ class IStrategy(ABC, HyperStrategyMixin):
else:
return current_profit > roi
def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""
Populates indicators for given candle (OHLCV) data (for multiple pairs)
Does not run advise_buy or advise_sell!