adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Split _get_ticker_list() into analyzing and conversion parts

Browse Source
This commit is contained in:
hroff-1902 2019-12-14 04:01:18 +03:00
parent 526bec89c7
commit cca2ef14a3
1 changed files with 16 additions and 6 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

22
freqtrade/optimize/backtesting.py
View File

@ -234,9 +234,9 @@ class Backtesting:
logger.info(f'Dumping backtest results to {recordfilename}')
file_dump_json(recordfilename, records)
def _get_ticker_list(self, processed) -> Dict[str, DataFrame]:
def _analyze_tickers(self, processed) -> Dict[str, DataFrame]:
"""
Helper function to convert a processed tickerlist into a list for performance reasons.
Prepare processed dataframes for backtesting.
Used by backtest() - so keep this optimized for performance.
"""
@ -258,9 +258,19 @@ class Backtesting:
ticker_data.drop(ticker_data.head(1).index, inplace=True)
# Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.)
ticker[pair] = [x for x in ticker_data.itertuples()]
ticker[pair] = ticker_data
return ticker
def _get_ticker_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, List]:
"""
Helper function to convert a processed dataframe into a list for performance reasons.
Convert from Pandas to lists (looping Pandas is slow).
"""
ticker: Dict = {}
for pair, pair_data in processed.items():
ticker[pair] = [x for x in pair_data.itertuples()]
return ticker
def _get_sell_trade_entry(
@ -374,7 +384,7 @@ class Backtesting:
trade_count_lock: Dict = {}
# Dict of ticker-lists for performance (looping lists is a lot faster than dataframes)
ticker: Dict = self._get_ticker_list(processed)
ticker: Dict = self._get_ticker_lists(self._analyze_tickers(processed))
lock_pair_until: Dict = {}
# Indexes per pair, so some pairs are allowed to have a missing start.