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Use preprocessed to get min/max date in hyperopt

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This commit is contained in:
Matthias 2020-09-18 07:45:47 +02:00
parent 9d4cdcad10
commit baa1142afa
2 changed files with 5 additions and 1 deletions
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4
freqtrade/optimize/backtesting.py
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@ -152,6 +152,10 @@ class Backtesting:
self.strategy.order_types['stoploss_on_exchange'] = False self.strategy.order_types['stoploss_on_exchange'] = False
def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]: def load_bt_data(self) -> Tuple[Dict[str, DataFrame], TimeRange]:
"""
Loads backtest data and returns the data combined with the timerange
as tuple.
"""
timerange = TimeRange.parse_timerange(None if self.config.get( timerange = TimeRange.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange'))) 'timerange') is None else str(self.config.get('timerange')))

2
freqtrade/optimize/hyperopt.py
View File

@ -650,7 +650,7 @@ class Hyperopt:
# Trim startup period from analyzed dataframe # Trim startup period from analyzed dataframe
for pair, df in preprocessed.items(): for pair, df in preprocessed.items():
preprocessed[pair] = trim_dataframe(df, timerange) preprocessed[pair] = trim_dataframe(df, timerange)
min_date, max_date = get_timerange(data) min_date, max_date = get_timerange(preprocessed)
logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} ' logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} ' f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '