Adapt after merge from develop
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@ -57,8 +57,8 @@ class Backtesting(object):
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.strategy: IStrategy = StrategyResolver(self.config).strategy
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self.ticker_interval = self.strategy.ticker_interval
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self.ticker_interval = self.strategy.ticker_interval
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self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
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self.tickerdata_to_dataframe = self.strategy.tickerdata_to_dataframe
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self.populate_buy_trend = self.strategy.populate_buy_trend
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self.advise_buy = self.strategy.advise_buy
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self.populate_sell_trend = self.strategy.populate_sell_trend
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self.advise_sell = self.strategy.advise_sell
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# Reset keys for backtesting
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# Reset keys for backtesting
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self.config['exchange']['key'] = ''
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self.config['exchange']['key'] = ''
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@ -229,8 +229,8 @@ class Backtesting(object):
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for pair, pair_data in processed.items():
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for pair, pair_data in processed.items():
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pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
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pair_data['buy'], pair_data['sell'] = 0, 0 # cleanup from previous run
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ticker_data = self.populate_sell_trend(
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ticker_data = self.advise_sell(
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self.populate_buy_trend(pair_data, pair), pair)[headers].copy()
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self.advise_buy(pair_data, pair), pair)[headers].copy()
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# to avoid using data from future, we buy/sell with signal from previous candle
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# to avoid using data from future, we buy/sell with signal from previous candle
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ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
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ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)
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@ -277,7 +277,7 @@ class IStrategy(ABC):
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"""
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"""
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Creates a dataframe and populates indicators for given ticker data
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Creates a dataframe and populates indicators for given ticker data
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"""
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"""
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return {pair: self.populate_indicators(parse_ticker_dataframe(pair_data))
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return {pair: self.advise_indicators(parse_ticker_dataframe(pair_data), pair)
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for pair, pair_data in tickerdata.items()}
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for pair, pair_data in tickerdata.items()}
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def advise_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
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def advise_indicators(self, dataframe: DataFrame, pair: str) -> DataFrame:
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