diff --git a/freqtrade/data/btanalysis/__init__.py b/freqtrade/data/btanalysis/__init__.py index 520568558..1889429f6 100644 --- a/freqtrade/data/btanalysis/__init__.py +++ b/freqtrade/data/btanalysis/__init__.py @@ -25,7 +25,7 @@ from .bt_fileutils import ( trade_list_to_dataframe, update_backtest_metadata, ) -from .historic_precision import get_significant_digits_over_time +from .historic_precision import get_tick_size_over_time from .trade_parallelism import ( analyze_trade_parallelism, evaluate_result_multi, diff --git a/freqtrade/data/btanalysis/historic_precision.py b/freqtrade/data/btanalysis/historic_precision.py index c4d186924..c8aa4fbee 100644 --- a/freqtrade/data/btanalysis/historic_precision.py +++ b/freqtrade/data/btanalysis/historic_precision.py @@ -1,7 +1,7 @@ from pandas import DataFrame, Series -def get_significant_digits_over_time(candles: DataFrame) -> Series: +def get_tick_size_over_time(candles: DataFrame) -> Series: """ Calculate the number of significant digits for candles over time. It's using the Monthly maximum of the number of significant digits for each month. diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 3fc533e29..6229a9c96 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -18,7 +18,7 @@ from freqtrade.constants import DATETIME_PRINT_FORMAT, Config, IntOrInf, LongSho from freqtrade.data import history from freqtrade.data.btanalysis import ( find_existing_backtest_stats, - get_significant_digits_over_time, + get_tick_size_over_time, trade_list_to_dataframe, ) from freqtrade.data.converter import trim_dataframe, trim_dataframes @@ -323,7 +323,8 @@ class Backtesting: self.price_pair_prec = {} for pair in self.pairlists.whitelist: if pair in data: - self.price_pair_prec[pair] = get_significant_digits_over_time(data[pair]) + # Load price precision logic + self.price_pair_prec[pair] = get_tick_size_over_time(data[pair]) return data, self.timerange def _load_bt_data_detail(self) -> None: diff --git a/tests/data/test_historic_precision.py b/tests/data/test_historic_precision.py index a79be0f49..472218b8b 100644 --- a/tests/data/test_historic_precision.py +++ b/tests/data/test_historic_precision.py @@ -6,12 +6,12 @@ import pandas as pd from numpy import nan from pandas import DataFrame, Timestamp -from freqtrade.data.btanalysis.historic_precision import get_significant_digits_over_time +from freqtrade.data.btanalysis.historic_precision import get_tick_size_over_time -def test_get_significant_digits_over_time(): +def test_get_tick_size_over_time(): """ - Test the get_significant_digits_over_time function with predefined data + Test the get_tick_size_over_time function with predefined data """ # Create test dataframe with different levels of precision data = { @@ -36,7 +36,7 @@ def test_get_significant_digits_over_time(): candles = DataFrame(data) # Calculate significant digits - result = get_significant_digits_over_time(candles) + result = get_tick_size_over_time(candles) # Check that the result is a pandas Series assert isinstance(result, pd.Series) @@ -60,9 +60,9 @@ def test_get_significant_digits_over_time(): assert result.iloc[0] == 0.00001 -def test_get_significant_digits_over_time_real_data(testdatadir): +def test_get_tick_size_over_time_real_data(testdatadir): """ - Test the get_significant_digits_over_time function with real data from the testdatadir + Test the get_tick_size_over_time function with real data from the testdatadir """ from freqtrade.data.history import load_pair_history @@ -80,7 +80,7 @@ def test_get_significant_digits_over_time_real_data(testdatadir): assert not candles.empty, "No test data found, cannot run test" # Calculate significant digits - result = get_significant_digits_over_time(candles) + result = get_tick_size_over_time(candles) assert isinstance(result, pd.Series)