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Streamline trade to dataframe conversion

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Matthias
2021-01-23 20:49:49 +01:00
parent 8ee264bc59
commit deb8432d33
3 changed files with 43 additions and 46 deletions
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8
freqtrade/optimize/backtesting.py
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@@ -3,7 +3,7 @@
"""
This module contains the backtesting logic
"""
from freqtrade.data.btanalysis import BT_DATA_COLUMNS
from freqtrade.data.btanalysis import BT_DATA_COLUMNS, trade_list_to_dataframe
import logging
from collections import defaultdict
from copy import deepcopy
@@ -385,11 +385,7 @@ class Backtesting:
trades += self.handle_left_open(open_trades, data=data)
df = DataFrame.from_records([t.to_json() for t in trades], columns=BT_DATA_COLUMNS)
if len(df) > 0:
df.loc[:, 'close_date'] = to_datetime(df['close_date'], utc=True)
df.loc[:, 'open_date'] = to_datetime(df['open_date'], utc=True)
return df
return trade_list_to_dataframe(trades)
def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())