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dataframe -> df_analyzed in backtesting and edge

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This commit is contained in:
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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10
freqtrade/optimize/backtesting.py
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@@ -164,19 +164,19 @@ class Backtesting:
pair_data.loc[:, 'buy'] = 0 # cleanup from previous run
pair_data.loc[:, 'sell'] = 0 # cleanup from previous run
dataframe = self.strategy.advise_sell(
df_analyzed = self.strategy.advise_sell(
self.strategy.advise_buy(pair_data, {'pair': pair}), {'pair': pair})[headers].copy()
# To avoid using data from future, we use buy/sell signals shifted
# from the previous candle
dataframe.loc[:, 'buy'] = dataframe['buy'].shift(1)
dataframe.loc[:, 'sell'] = dataframe['sell'].shift(1)
df_analyzed.loc[:, 'buy'] = df_analyzed['buy'].shift(1)
df_analyzed.loc[:, 'sell'] = df_analyzed['sell'].shift(1)
dataframe.drop(dataframe.head(1).index, inplace=True)
df_analyzed.drop(df_analyzed.head(1).index, inplace=True)
# Convert from Pandas to list for performance reasons
# (Looping Pandas is slow.)
data[pair] = [x for x in dataframe.itertuples()]
data[pair] = [x for x in df_analyzed.itertuples()]
return data
def _get_close_rate(self, sell_row, trade: Trade, sell: SellCheckTuple,