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Move signal candle generation into separate function

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This commit is contained in:
froggleston 2022-04-20 14:05:33 +01:00
parent 933054a51c
commit f92997d378
1 changed files with 20 additions and 17 deletions
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37
freqtrade/optimize/backtesting.py
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@ -1079,26 +1079,29 @@ class Backtesting:
if self.backtest_signal_candle_export_enable and \ if self.backtest_signal_candle_export_enable and \
self.dataprovider.runmode == RunMode.BACKTEST: self.dataprovider.runmode == RunMode.BACKTEST:
signal_candles_only = {} self._generate_trade_signal_candles(preprocessed_tmp, results)
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
return min_date, max_date 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): def _get_min_cached_backtest_date(self):
min_backtest_date = None min_backtest_date = None
backtest_cache_age = self.config.get('backtest_cache', constants.BACKTEST_CACHE_DEFAULT) backtest_cache_age = self.config.get('backtest_cache', constants.BACKTEST_CACHE_DEFAULT)