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Merge branch 'develop' into feat/stoploss_adjust

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Matthias
2023-08-29 07:04:08 +02:00
parent 5ed5907809 e0e0a25811
commit 1a8b793c0a
96 changed files with 1953 additions and 948 deletions
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12
freqtrade/optimize/backtesting.py
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@@ -369,13 +369,14 @@ class Backtesting:
# Cleanup from prior runs
pair_data.drop(HEADERS[5:] + ['buy', 'sell'], axis=1, errors='ignore')
df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair})
# Trim startup period from analyzed dataframe
df_analyzed = processed[pair] = pair_data = trim_dataframe(
df_analyzed, self.timerange, startup_candles=self.required_startup)
# Update dataprovider cache
self.dataprovider._set_cached_df(
pair, self.timeframe, df_analyzed, self.config['candle_type_def'])
# Trim startup period from analyzed dataframe
df_analyzed = processed[pair] = pair_data = trim_dataframe(
df_analyzed, self.timerange, startup_candles=self.required_startup)
# Create a copy of the dataframe before shifting, that way the entry signal/tag
# remains on the correct candle for callbacks.
df_analyzed = df_analyzed.copy()
@@ -1204,7 +1205,8 @@ class Backtesting:
row_index += 1
indexes[pair] = row_index
self.dataprovider._set_dataframe_max_index(row_index)
self.dataprovider._set_dataframe_max_index(self.required_startup + row_index)
self.dataprovider._set_dataframe_max_date(current_time)
current_detail_time: datetime = row[DATE_IDX].to_pydatetime()
trade_dir: Optional[LongShort] = self.check_for_trade_entry(row)
@@ -1237,12 +1239,14 @@ class Backtesting:
is_first = True
current_time_det = current_time
for det_row in detail_data[HEADERS].values.tolist():
self.dataprovider._set_dataframe_max_date(current_time_det)
open_trade_count_start = self.backtest_loop(
det_row, pair, current_time_det, end_date,
open_trade_count_start, trade_dir, is_first)
current_time_det += timedelta(minutes=self.timeframe_detail_min)
is_first = False
else:
self.dataprovider._set_dataframe_max_date(current_time)
open_trade_count_start = self.backtest_loop(
row, pair, current_time, end_date,
open_trade_count_start, trade_dir)