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optional style for interfacing freqai with backtesting

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This commit is contained in:
robcaulk 2022-05-06 13:15:06 +02:00
parent e9a7b68bc1
commit b03c7b514d
2 changed files with 2 additions and 9 deletions
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9
freqtrade/freqai/data_kitchen.py
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@ -304,13 +304,6 @@ class FreqaiDataKitchen:
timerange_train.startts = timerange_train.startts + bt_period timerange_train.startts = timerange_train.startts + bt_period
timerange_train.stopts = timerange_train.startts + train_period timerange_train.stopts = timerange_train.startts + train_period
# make sure we finish with a full backtest
# if timerange_train.stopts > config_timerange.stopts - bt_period:
# within_config_timerange = False
# timerange_train.stopts = config_timerange.stopts - bt_period
# # if a full training period doesnt fit, we stop
# if timerange_train.stopts > full_timerange.stopts:
# break
first = False first = False
start = datetime.datetime.utcfromtimestamp(timerange_train.startts) start = datetime.datetime.utcfromtimestamp(timerange_train.startts)
stop = datetime.datetime.utcfromtimestamp(timerange_train.stopts) stop = datetime.datetime.utcfromtimestamp(timerange_train.stopts)
@ -335,7 +328,7 @@ class FreqaiDataKitchen:
if timerange_backtest.stopts == config_timerange.stopts: if timerange_backtest.stopts == config_timerange.stopts:
break break
print(tr_training_list, tr_backtesting_list) # print(tr_training_list, tr_backtesting_list)
return tr_training_list, tr_backtesting_list return tr_training_list, tr_backtesting_list
def slice_dataframe(self, tr: str, df: DataFrame) -> DataFrame: def slice_dataframe(self, tr: str, df: DataFrame) -> DataFrame:

2
freqtrade/optimize/backtesting.py
View File

@ -204,7 +204,7 @@ class Backtesting:
""" """
self.progress.init_step(BacktestState.DATALOAD, 1) self.progress.init_step(BacktestState.DATALOAD, 1)
if self.config['freqai']['train_period'] > 0: if self.config.get('freqai', {}).get('train_period') > 0:
self.required_startup += int((self.config['freqai']['train_period'] * 86400) / self.required_startup += int((self.config['freqai']['train_period'] * 86400) /
timeframe_to_seconds(self.config['timeframe'])) timeframe_to_seconds(self.config['timeframe']))
logger.info("Increasing startup_candle_count for freqai to %s", self.required_startup) logger.info("Increasing startup_candle_count for freqai to %s", self.required_startup)