refactor ohlcvdata_to_dataframe to advise_all_indicators
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@@ -151,7 +151,7 @@ class Edge:
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# Fake run-mode to Edge
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prior_rm = self.config['runmode']
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self.config['runmode'] = RunMode.EDGE
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preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
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preprocessed = self.strategy.advise_all_indicators(data)
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self.config['runmode'] = prior_rm
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# Print timeframe
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@@ -533,7 +533,8 @@ class Backtesting:
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'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
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}
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def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
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def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, DataFrame],
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timerange: TimeRange):
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self.progress.init_step(BacktestState.ANALYZE, 0)
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logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
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@@ -552,7 +553,7 @@ class Backtesting:
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max_open_trades = 0
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# need to reprocess data every time to populate signals
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preprocessed = self.strategy.ohlcvdata_to_dataframe(data)
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preprocessed = self.strategy.advise_all_indicators(data)
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# Trim startup period from analyzed dataframe
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preprocessed_tmp = trim_dataframes(preprocessed, timerange, self.required_startup)
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@@ -394,7 +394,7 @@ class Hyperopt:
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data, timerange = self.backtesting.load_bt_data()
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logger.info("Dataload complete. Calculating indicators")
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preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
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preprocessed = self.backtesting.strategy.advise_all_indicators(data)
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# Trim startup period from analyzed dataframe to get correct dates for output.
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processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
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@@ -732,7 +732,7 @@ class IStrategy(ABC, HyperStrategyMixin):
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else:
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return current_profit > roi
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def ohlcvdata_to_dataframe(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
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def advise_all_indicators(self, data: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
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"""
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Populates indicators for given candle (OHLCV) data (for multiple pairs)
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Does not run advise_buy or advise_sell!
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