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Use strategy.analyze_ticker in backtesting

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hroff-1902 2019-12-14 02:57:54 +03:00
parent 5ef1730e24
commit e7fb951fc5
1 changed files with 4 additions and 2 deletions
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6
freqtrade/optimize/backtesting.py
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@ -247,8 +247,10 @@ class Backtesting:
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
pair_data.loc[:, 'sell'] = 0 # cleanup from previous run pair_data.loc[:, 'sell'] = 0 # cleanup from previous run
ticker_data = self.strategy.advise_sell( ticker_data = self.strategy.analyze_ticker(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy() pair_data, {'pair': pair},
populate_indicators=False,
)[headers].copy()
# to avoid using data from future, we buy/sell with signal from previous candle # to avoid using data from future, we buy/sell with signal from previous candle
ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1) ticker_data.loc[:, 'buy'] = ticker_data['buy'].shift(1)