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refactor get_timeframe

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gcarq 2018-03-29 20:16:25 +02:00
parent 702402e1fe
commit fee8d0a2e1
1 changed files with 8 additions and 6 deletions
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14
freqtrade/optimize/backtesting.py
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@ -4,11 +4,12 @@
This module contains the backtesting logic This module contains the backtesting logic
""" """
import logging import logging
import operator
from argparse import Namespace from argparse import Namespace
from typing import Dict, Tuple, Any, List, Optional from typing import Dict, Tuple, Any, List, Optional
import arrow import arrow
from pandas import DataFrame, Series from pandas import DataFrame
from tabulate import tabulate from tabulate import tabulate
import freqtrade.optimize as optimize import freqtrade.optimize as optimize
@ -60,11 +61,12 @@ class Backtesting(object):
:param data: dictionary with preprocessed backtesting data :param data: dictionary with preprocessed backtesting data
:return: tuple containing min_date, max_date :return: tuple containing min_date, max_date
""" """
all_dates = Series([]) timeframe = [
for pair_data in data.values(): (arrow.get(min(frame.date)), arrow.get(max(frame.date)))
all_dates = all_dates.append(pair_data['date']) for frame in data.values()
all_dates.sort_values(inplace=True) ]
return arrow.get(all_dates.iloc[0]), arrow.get(all_dates.iloc[-1]) return min(timeframe, key=operator.itemgetter(0))[0], \
max(timeframe, key=operator.itemgetter(1))[1]
def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str: def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str:
""" """