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Add populate_* selectors to backtest()

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This commit is contained in:
hroff-1902 2019-12-14 05:09:20 +03:00
parent cca2ef14a3
commit fce89c476d
1 changed files with 17 additions and 4 deletions
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21
freqtrade/optimize/backtesting.py
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@ -234,7 +234,10 @@ class Backtesting:
logger.info(f'Dumping backtest results to {recordfilename}')
file_dump_json(recordfilename, records)
def _analyze_tickers(self, processed) -> Dict[str, DataFrame]:
def _analyze_tickers(self, processed,
populate_indicators: bool,
populate_buy: bool,
populate_sell: bool) -> Dict[str, DataFrame]:
"""
Prepare processed dataframes for backtesting.
@ -249,7 +252,9 @@ class Backtesting:
ticker_data = self.strategy.analyze_ticker(
pair_data, {'pair': pair},
populate_indicators=False,
populate_indicators=populate_indicators,
populate_buy=populate_buy,
populate_sell=populate_sell,
)[headers].copy()
# to avoid using data from future, we buy/sell with signal from previous candle
@ -359,7 +364,10 @@ class Backtesting:
def backtest(self, processed, stake_amount: float,
start_date, end_date,
max_open_trades: int = 0, position_stacking: bool = False) -> DataFrame:
max_open_trades: int = 0, position_stacking: bool = False,
populate_indicators: bool = False,
populate_buy: bool = True,
populate_sell: bool = True) -> DataFrame:
"""
Implement backtesting functionality
@ -384,7 +392,12 @@ class Backtesting:
trade_count_lock: Dict = {}
# Dict of ticker-lists for performance (looping lists is a lot faster than dataframes)
ticker: Dict = self._get_ticker_lists(self._analyze_tickers(processed))
ticker: Dict = self._get_ticker_lists(
self._analyze_tickers(processed,
populate_indicators=populate_indicators,
populate_buy=populate_buy,
populate_sell=populate_sell)
)
lock_pair_until: Dict = {}
# Indexes per pair, so some pairs are allowed to have a missing start.