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

Merge 29fdba7743 into bd46b4faf3

Browse Source
This commit is contained in:
creslin 2018-07-11 18:31:01 +00:00 committed by GitHub
commit e2721e04f9
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
1 changed files with 15 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

16
freqtrade/optimize/backtesting.py
View File

@ -221,7 +221,21 @@ class Backtesting(object):
# Convert from Pandas to list for performance reasons
# (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
for index, row in enumerate(ticker):