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dataframe -> df_analyzed in backtesting and edge

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hroff-1902
2020-03-13 03:54:56 +03:00
parent 3208faf7ed
commit ebb0187f40
2 changed files with 12 additions and 12 deletions
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14
freqtrade/edge/edge_positioning.py
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@@ -137,10 +137,10 @@ class Edge:
pair_data = pair_data.sort_values(by=['date'])
pair_data = pair_data.reset_index(drop=True)
dataframe = self.strategy.advise_sell(
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
trades += self._find_trades_for_stoploss_range(dataframe, pair, self._stoploss_range)
trades += self._find_trades_for_stoploss_range(df_analyzed, pair, self._stoploss_range)
# If no trade found then exit
if len(trades) == 0:
@@ -359,11 +359,11 @@ class Edge:
# Returning a list of pairs in order of "expectancy"
return final
def _find_trades_for_stoploss_range(self, dataframe, pair, stoploss_range):
buy_column = dataframe['buy'].values
sell_column = dataframe['sell'].values
date_column = dataframe['date'].values
ohlc_columns = dataframe[['open', 'high', 'low', 'close']].values
def _find_trades_for_stoploss_range(self, df, pair, stoploss_range):
buy_column = df['buy'].values
sell_column = df['sell'].values
date_column = df['date'].values
ohlc_columns = df[['open', 'high', 'low', 'close']].values
result: list = []
for stoploss in stoploss_range: