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use prepared timedelta object for backtesting

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Matthias
2024-01-24 17:57:15 +01:00
parent 0fc3c675b6
commit 85dd371ee3
1 changed files with 5 additions and 4 deletions
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9
freqtrade/optimize/backtesting.py
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@@ -118,6 +118,7 @@ class Backtesting:
"configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe)
self.timeframe_td = timedelta(minutes=self.timeframe_min)
self.disable_database_use()
self.init_backtest_detail()
self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider)
@@ -1205,10 +1206,10 @@ class Backtesting:
# Indexes per pair, so some pairs are allowed to have a missing start.
indexes: Dict = defaultdict(int)
current_time = start_date + timedelta(minutes=self.timeframe_min)
current_time = start_date + self.timeframe_td
self.progress.init_step(BacktestState.BACKTEST, int(
(end_date - start_date) / timedelta(minutes=self.timeframe_min)))
(end_date - start_date) / self.timeframe_td))
# Loop timerange and get candle for each pair at that point in time
while current_time <= end_date:
open_trade_count_start = LocalTrade.bt_open_open_trade_count
@@ -1235,7 +1236,7 @@ class Backtesting:
# Spread out into detail timeframe.
# Should only happen when we are either in a trade for this pair
# or when we got the signal for a new trade.
exit_candle_end = current_detail_time + timedelta(minutes=self.timeframe_min)
exit_candle_end = current_detail_time + self.timeframe_td
detail_data = self.detail_data[pair]
detail_data = detail_data.loc[
@@ -1271,7 +1272,7 @@ class Backtesting:
# Move time one configured time_interval ahead.
self.progress.increment()
current_time += timedelta(minutes=self.timeframe_min)
current_time += self.timeframe_td
self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)
self.wallets.update()