backtest saved dataframe from live

This commit is contained in:
Wagner Costa Santos
2022-11-12 14:37:23 -03:00
parent f9c6c538be
commit 27fa9f1f4e
3 changed files with 154 additions and 4 deletions

View File

@@ -229,7 +229,12 @@ def get_timerange_backtest_live_models(config: Config) -> str:
"""
dk = FreqaiDataKitchen(config)
models_path = dk.get_full_models_path(config)
timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
timerange: TimeRange = TimeRange()
if not config.get("save_live_data_backtest", True):
timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path)
else:
timerange = dk.get_timerange_from_backtesting_live_dataframe()
start_date = datetime.fromtimestamp(timerange.startts, tz=timezone.utc)
end_date = datetime.fromtimestamp(timerange.stopts, tz=timezone.utc)
tr = f"{start_date.strftime('%Y%m%d')}-{end_date.strftime('%Y%m%d')}"