timeperiod argument to backtesting and hyperopt

freqtrade/optimize/__init__.py

@@ -12,6 +12,13 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
 logger = logging.getLogger(__name__)
 
 
+def trim_tickerlist(dl, num):
+    new = {}
+    for pair, pair_data in dl.items():
+        new[pair] = pair_data[num:]
+    return new
+
+
 def load_tickerdata_file(datadir, pair, ticker_interval):
     """
     Load a pair from file,
@@ -61,7 +68,9 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
     return result
 
 
-def tickerdata_to_dataframe(data):
+def tickerdata_to_dataframe(data, timeperiod=None):
+    if timeperiod:
+        data = trim_tickerlist(data, timeperiod)
     preprocessed = preprocess(data)
     return preprocessed
 

freqtrade/optimize/backtesting.py

@@ -176,7 +176,7 @@ def start(args):
     from freqtrade import main
     main._CONF = config
 
-    preprocessed = optimize.tickerdata_to_dataframe(data)
+    preprocessed = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
     # Print timeframe
     min_date, max_date = get_timeframe(preprocessed)
     logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())

freqtrade/optimize/hyperopt.py

@@ -231,7 +231,7 @@ def start(args):
     config = load_config(args.config)
     pairs = config['exchange']['pair_whitelist']
     data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
-    PROCESSED = optimize.tickerdata_to_dataframe(data)
+    PROCESSED = optimize.tickerdata_to_dataframe(data, timeperiod=args.timeperiod)
 
     if args.mongodb:
         logger.info('Using mongodb ...')