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refactor

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This commit is contained in:
kryofly 2018-01-10 23:00:40 +01:00
parent 69f68c428e
commit feca87345f
3 changed files with 11 additions and 7 deletions
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5
freqtrade/optimize/__init__.py
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@ -61,6 +61,11 @@ def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]]
return result return result
def tickerdata_to_dataframe(data):
preprocessed = preprocess(data)
return preprocessed
def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]: def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
"""Creates a dataframe and populates indicators for given ticker data""" """Creates a dataframe and populates indicators for given ticker data"""
return {pair: populate_indicators(parse_ticker_dataframe(pair_data)) return {pair: populate_indicators(parse_ticker_dataframe(pair_data))

9
freqtrade/optimize/backtesting.py
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@ -13,7 +13,6 @@ from freqtrade.analyze import populate_buy_trend, populate_sell_trend
from freqtrade.exchange import Bittrex from freqtrade.exchange import Bittrex
from freqtrade.main import min_roi_reached from freqtrade.main import min_roi_reached
import freqtrade.misc as misc import freqtrade.misc as misc
from freqtrade.optimize import preprocess
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
@ -162,12 +161,12 @@ def start(args):
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval) data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
else: else:
logger.info('Using local backtesting data (using whitelist in given config) ...') logger.info('Using local backtesting data (using whitelist in given config) ...')
data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
refresh_pairs=args.refresh_pairs)
logger.info('Using stake_currency: %s ...', config['stake_currency']) logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount']) logger.info('Using stake_amount: %s ...', config['stake_amount'])
data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval,
refresh_pairs=args.refresh_pairs)
max_open_trades = 0 max_open_trades = 0
if args.realistic_simulation: if args.realistic_simulation:
logger.info('Using max_open_trades: %s ...', config['max_open_trades']) logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
@ -177,7 +176,7 @@ def start(args):
from freqtrade import main from freqtrade import main
main._CONF = config main._CONF = config
preprocessed = preprocess(data) preprocessed = optimize.tickerdata_to_dataframe(data)
# Print timeframe # Print timeframe
min_date, max_date = get_timeframe(preprocessed) min_date, max_date = get_timeframe(preprocessed)
logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat()) logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())

4
freqtrade/optimize/hyperopt.py
View File

@ -230,8 +230,8 @@ def start(args):
logger.info('Using config: %s ...', args.config) logger.info('Using config: %s ...', args.config)
config = load_config(args.config) config = load_config(args.config)
pairs = config['exchange']['pair_whitelist'] pairs = config['exchange']['pair_whitelist']
PROCESSED = optimize.preprocess(optimize.load_data( data = optimize.load_data(args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)
args.datadir, pairs=pairs, ticker_interval=args.ticker_interval)) PROCESSED = optimize.tickerdata_to_dataframe(data)
if args.mongodb: if args.mongodb:
logger.info('Using mongodb ...') logger.info('Using mongodb ...')