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

Refactor preprocessed trimming to seperate method

Browse Source
This commit is contained in:
Matthias
2021-05-21 08:26:19 +02:00
parent d19b37c777
commit f398888865
3 changed files with 27 additions and 19 deletions
Download Patch File Download Diff File Expand all files Collapse all files

12
freqtrade/optimize/hyperopt.py
View File

@@ -20,7 +20,7 @@ from joblib import Parallel, cpu_count, delayed, dump, load, wrap_non_picklable_
from pandas import DataFrame
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.converter import trim_dataframes
from freqtrade.data.history import get_timerange
from freqtrade.misc import file_dump_json, plural
from freqtrade.optimize.backtesting import Backtesting
@@ -350,16 +350,10 @@ class Hyperopt:
data, timerange = self.backtesting.load_bt_data()
logger.info("Dataload complete. Calculating indicators")
processed: Dict[str, DataFrame] = {}
preprocessed = self.backtesting.strategy.ohlcvdata_to_dataframe(data)
# Trim startup period from analyzed dataframe
for pair, df in preprocessed.items():
trimed_df = trim_dataframe(df, timerange,
startup_candles=self.backtesting.required_startup)
if not trimed_df.empty:
processed[pair] = trimed_df
else:
logger.warn(f'Pair {pair} got removed because triming dataframe left nothing')
processed = trim_dataframes(preprocessed, timerange, self.backtesting.required_startup)
self.min_date, self.max_date = get_timerange(processed)