Merge pull request #6182 from rokups/rk/fix-6179

Fix #6179
This commit is contained in:
Matthias 2022-01-07 17:25:09 +01:00 committed by GitHub
commit b82e63cb62
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 2 additions and 5 deletions

View File

@ -270,8 +270,8 @@ class Backtesting:
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair}).copy()
# Trim startup period from analyzed dataframe
df_analyzed = trim_dataframe(df_analyzed, self.timerange,
startup_candles=self.required_startup)
df_analyzed = processed[pair] = pair_data = trim_dataframe(
df_analyzed, self.timerange, startup_candles=self.required_startup)
# To avoid using data from future, we use buy/sell signals shifted
# from the previous candle
df_analyzed.loc[:, 'buy'] = df_analyzed.loc[:, 'buy'].shift(1)
@ -287,9 +287,6 @@ class Backtesting:
# Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.)
data[pair] = df_analyzed[headers].values.tolist()
# Do not hold on to old data to reduce memory usage
processed[pair] = pair_data = None
return data
def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,