diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 03a6cade0..9d7f19f7a 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -1079,26 +1079,29 @@ class Backtesting: if self.backtest_signal_candle_export_enable and \ self.dataprovider.runmode == RunMode.BACKTEST: - signal_candles_only = {} - for pair in preprocessed_tmp.keys(): - signal_candles_only_df = DataFrame() - - pairdf = preprocessed_tmp[pair] - resdf = results['results'] - pairresults = resdf.loc[(resdf["pair"] == pair)] - - if pairdf.shape[0] > 0: - for t, v in pairresults.open_date.items(): - allinds = pairdf.loc[(pairdf['date'] < v)] - signal_inds = allinds.iloc[[-1]] - signal_candles_only_df = signal_candles_only_df.append(signal_inds) - - signal_candles_only[pair] = signal_candles_only_df - - self.processed_dfs[self.strategy.get_strategy_name()] = signal_candles_only + self._generate_trade_signal_candles(preprocessed_tmp, results) return min_date, max_date + def _generate_trade_signal_candles(self, preprocessed_df, bt_results): + signal_candles_only = {} + for pair in preprocessed_df.keys(): + signal_candles_only_df = DataFrame() + + pairdf = preprocessed_df[pair] + resdf = bt_results['results'] + pairresults = resdf.loc[(resdf["pair"] == pair)] + + if pairdf.shape[0] > 0: + for t, v in pairresults.open_date.items(): + allinds = pairdf.loc[(pairdf['date'] < v)] + signal_inds = allinds.iloc[[-1]] + signal_candles_only_df = signal_candles_only_df.append(signal_inds) + + signal_candles_only[pair] = signal_candles_only_df + + self.processed_dfs[self.strategy.get_strategy_name()] = signal_candles_only + def _get_min_cached_backtest_date(self): min_backtest_date = None backtest_cache_age = self.config.get('backtest_cache', constants.BACKTEST_CACHE_DEFAULT)