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Merge 29fdba7743 into bd46b4faf3

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creslin 2018-07-11 18:31:01 +00:00 committed by GitHub
commit e2721e04f9
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1 changed files with 15 additions and 1 deletions
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16
freqtrade/optimize/backtesting.py
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@ -221,7 +221,21 @@ class Backtesting(object):
# Convert from Pandas to list for performance reasons # Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.) # (Looping Pandas is slow.)
ticker = [x for x in ticker_data.itertuples()]
#ticker = [x for x in ticker_data.itertuples()]
"""
Use faster numpy to mask out rows we will not use in slower itertuples loop
Filter rows that are buy or sell to be processed
Also keep the last row from in any state for open trades
"""
mask = (ticker_data['buy'].values != 0) | (ticker_data['sell'].values != 0)
ticker_loop_data=ticker_data[mask]
end_row = DataFrame(ticker_data[-1:].values, columns=ticker_data.columns)
ticker_loop_data = ticker_loop_data.append(end_row)
ticker = [x for x in ticker_loop_data.itertuples()]
lock_pair_until = None lock_pair_until = None
for index, row in enumerate(ticker): for index, row in enumerate(ticker):