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refactor: simplify backtesting class

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This commit is contained in:
Matthias
2025-01-17 19:18:28 +01:00
parent f7f78ad2a4
commit e350dbd552
2 changed files with 14 additions and 25 deletions
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35
freqtrade/optimize/backtesting.py
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@@ -1335,28 +1335,6 @@ class Backtesting:
current_time: datetime,
trade_dir: LongShort | None,
can_enter: bool,
) -> None:
"""
Conditionally call backtest_loop_inner a 2nd time if shorting is enabled,
a position closed and a new signal in the other direction is available.
"""
if not self._can_short or trade_dir is None:
# No need to reverse position if shorting is disabled or there's no new signal
self.backtest_loop_inner(row, pair, current_time, trade_dir, can_enter)
else:
for _ in (0, 1):
a = self.backtest_loop_inner(row, pair, current_time, trade_dir, can_enter)
if not a or a == trade_dir:
# the trade didn't close or position change is in the same direction
break
def backtest_loop_inner(
self,
row: tuple,
pair: str,
current_time: datetime,
trade_dir: LongShort | None,
can_enter: bool,
) -> LongShort | None:
"""
NOTE: This method is used by Hyperopt at each iteration. Please keep it optimized.
@@ -1598,7 +1576,18 @@ class Backtesting:
is_last_row,
trade_dir,
) in self.time_pair_generator(start_date, end_date, list(data.keys()), data):
self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
if not self._can_short or trade_dir is None:
# No need to reverse position if shorting is disabled or there's no new signal
self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
else:
# Conditionally call backtest_loop a 2nd time if shorting is enabled,
# a position closed and a new signal in the other direction is available.
for _ in (0, 1):
a = self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
if not a or a == trade_dir:
# the trade didn't close or position change is in the same direction
break
self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)
self.wallets.update()

4
tests/optimize/test_backtesting.py
View File

@@ -1907,9 +1907,9 @@ def test_backtest_multi_pair_long_short_switch(
if use_detail:
# Backtest loop is called once per candle per pair
assert bl_spy.call_count == 1482
assert bl_spy.call_count == 1511
else:
assert bl_spy.call_count == 479
assert bl_spy.call_count == 508
# Make sure we have parallel trades
assert len(evaluate_result_multi(results["results"], "5m", 0)) > 0