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get_analyzed_dataframe should provide dataframe with startup candles

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closes #7389
This commit is contained in:
Matthias
2023-08-15 19:43:04 +02:00
parent bea6782223
commit 452e1ab016
2 changed files with 8 additions and 6 deletions
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10
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()
@@ -1196,7 +1197,8 @@ 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)