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refactor Analyze class methods to base Strategy class

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This commit is contained in:
Janne Sinivirta
2018-07-16 08:11:17 +03:00
parent f6b8c2b40f
commit aeb4102bcb
17 changed files with 473 additions and 459 deletions
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10
freqtrade/optimize/backtesting.py
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@@ -15,7 +15,6 @@ from tabulate import tabulate
import freqtrade.optimize as optimize
from freqtrade import DependencyException, constants
from freqtrade.analyze import Analyze
from freqtrade.arguments import Arguments
from freqtrade.configuration import Configuration
from freqtrade.exchange import Exchange
@@ -54,9 +53,8 @@ class Backtesting(object):
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
self.strategy: IStrategy = StrategyResolver(self.config).strategy
self.analyze = Analyze(self.config, self.strategy)
self.ticker_interval = self.analyze.strategy.ticker_interval
self.tickerdata_to_dataframe = self.analyze.tickerdata_to_dataframe
self.ticker_interval = self.strategy.ticker_interval
self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
self.populate_buy_trend = self.strategy.populate_buy_trend
self.populate_sell_trend = self.strategy.populate_sell_trend
@@ -153,8 +151,8 @@ class Backtesting(object):
trade_count_lock[sell_row.date] = trade_count_lock.get(sell_row.date, 0) + 1
buy_signal = sell_row.buy
if self.analyze.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
sell_row.sell):
if self.strategy.should_sell(trade, sell_row.open, sell_row.date, buy_signal,
sell_row.sell):
return BacktestResult(pair=pair,
profit_percent=trade.calc_profit_percent(rate=sell_row.open),

6
freqtrade/optimize/hyperopt.py
View File

@@ -267,13 +267,13 @@ class Hyperopt(Backtesting):
params = self.get_args(_params)
if self.has_space('roi'):
self.analyze.strategy.minimal_roi = self.generate_roi_table(params)
self.strategy.minimal_roi = self.generate_roi_table(params)
if self.has_space('buy'):
self.populate_buy_trend = self.buy_strategy_generator(params)
if self.has_space('stoploss'):
self.analyze.strategy.stoploss = params['stoploss']
self.strategy.stoploss = params['stoploss']
processed = load(TICKERDATA_PICKLE)
results = self.backtest(
@@ -351,7 +351,7 @@ class Hyperopt(Backtesting):
)
if self.has_space('buy'):
self.analyze.populate_indicators = Hyperopt.populate_indicators # type: ignore
self.strategy.populate_indicators = Hyperopt.populate_indicators # type: ignore
dump(self.tickerdata_to_dataframe(data), TICKERDATA_PICKLE)
self.exchange = None # type: ignore
self.load_previous_results()