diff --git a/freqtrade/optimize/lookahead_analysis.py b/freqtrade/optimize/lookahead_analysis.py index 889e43375..32528909d 100755 --- a/freqtrade/optimize/lookahead_analysis.py +++ b/freqtrade/optimize/lookahead_analysis.py @@ -5,7 +5,7 @@ from datetime import datetime, timedelta, timezone from pathlib import Path from typing import Any, Dict, List, Optional -import pandas as pd +from pandas import DataFrame from freqtrade.configuration import TimeRange from freqtrade.data.history import get_timerange @@ -20,10 +20,10 @@ logger = logging.getLogger(__name__) class VarHolder: timerange: TimeRange - data: pd.DataFrame - indicators: pd.DataFrame - result: pd.DataFrame - compared: pd.DataFrame + data: DataFrame + indicators: Dict[str, DataFrame] + result: DataFrame + compared: DataFrame from_dt: datetime to_dt: datetime compared_dt: datetime @@ -63,7 +63,7 @@ class LookaheadAnalysis: return timestamp @staticmethod - def get_result(backtesting: Backtesting, processed: pd.DataFrame): + def get_result(backtesting: Backtesting, processed: DataFrame): min_date, max_date = get_timerange(processed) result = backtesting.backtest( @@ -92,8 +92,8 @@ class LookaheadAnalysis: # analyzes two data frames with processed indicators and shows differences between them. def analyze_indicators(self, full_vars: VarHolder, cut_vars: VarHolder, current_pair): # extract dataframes - cut_df = cut_vars.indicators[current_pair] - full_df = full_vars.indicators[current_pair] + cut_df: DataFrame = cut_vars.indicators[current_pair] + full_df: DataFrame = full_vars.indicators[current_pair] # cut longer dataframe to length of the shorter full_df_cut = full_df[ @@ -127,7 +127,7 @@ class LookaheadAnalysis: f"{col_name[0]}. " f"{str(self_value)} != {str(other_value)}") - def prepare_data(self, varholder: VarHolder, pairs_to_load: List[pd.DataFrame]): + def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame]): if 'freqai' in self.local_config and 'identifier' in self.local_config['freqai']: # purge previous data if the freqai model is defined