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Remove timeframe logic for non-date entries

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This commit is contained in:
Matthias 2019-10-19 14:53:56 +02:00
parent 93b213ae0b
commit 16e10d99b9
5 changed files with 11 additions and 25 deletions
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6
docs/backtesting.md
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@ -103,12 +103,6 @@ The full timerange specification:
- Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`
- Use tickframes between POSIX timestamps 1527595200 1527618600:
`--timerange=1527595200-1527618600`
- Use last 123 tickframes of data: `--timerange=-123`
- Use first 123 tickframes of data: `--timerange=123-`
- Use tickframes from line 123 through 456: `--timerange=123-456`
!!! warning
Be carefull when using non-date functions - these do not allow you to specify precise dates, so if you updated the test-data it will probably use a different dataset.
## Understand the backtesting result

5
docs/edge.md
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@ -249,13 +249,10 @@ freqtrade edge --stoplosses=-0.01,-0.1,-0.001 #min,max,step
freqtrade edge --timerange=20181110-20181113
```
Doing `--timerange=-200` will get the last 200 timeframes from your inputdata. You can also specify specific dates, or a range span indexed by start and stop.
Doing `--timerange=-20190901` will get all available data until September 1st (excluding September 1st 2019).
The full timerange specification:
* Use last 123 tickframes of data: `--timerange=-123`
* Use first 123 tickframes of data: `--timerange=123-`
* Use tickframes from line 123 through 456: `--timerange=123-456`
* Use tickframes till 2018/01/31: `--timerange=-20180131`
* Use tickframes since 2018/01/31: `--timerange=20180131-`
* Use tickframes since 2018/01/31 till 2018/03/01 : `--timerange=20180131-20180301`

9
freqtrade/configuration/timerange.py
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@ -42,9 +42,8 @@ class TimeRange:
(r'^-(\d{10})$', (None, 'date')),
(r'^(\d{10})-$', ('date', None)),
(r'^(\d{10})-(\d{10})$', ('date', 'date')),
(r'^(-\d+)$', (None, 'line')),
(r'^(\d+)-$', ('line', None)),
(r'^(\d+)-(\d+)$', ('index', 'index'))]
(r'^(\d{13})-(\d{13})$', ('date', 'date')),
]
for rex, stype in syntax:
# Apply the regular expression to text
match = re.match(rex, text)
@ -57,6 +56,8 @@ class TimeRange:
starts = rvals[index]
if stype[0] == 'date' and len(starts) == 8:
start = arrow.get(starts, 'YYYYMMDD').timestamp
elif len(starts) == 13:
start = int(starts) // 1000
else:
start = int(starts)
index += 1
@ -64,6 +65,8 @@ class TimeRange:
stops = rvals[index]
if stype[1] == 'date' and len(stops) == 8:
stop = arrow.get(stops, 'YYYYMMDD').timestamp
elif len(stops) == 13:
stop = int(stops) // 1000
else:
stop = int(stops)
return TimeRange(stype[0], stype[1], start, stop)

12
freqtrade/data/history.py
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@ -33,20 +33,12 @@ def trim_tickerlist(tickerlist: List[Dict], timerange: TimeRange) -> List[Dict]:
start_index = 0
stop_index = len(tickerlist)
if timerange.starttype == 'line':
stop_index = timerange.startts
if timerange.starttype == 'index':
start_index = timerange.startts
elif timerange.starttype == 'date':
if timerange.starttype == 'date':
while (start_index < len(tickerlist) and
tickerlist[start_index][0] < timerange.startts * 1000):
start_index += 1
if timerange.stoptype == 'line':
start_index = max(len(tickerlist) + timerange.stopts, 0)
if timerange.stoptype == 'index':
stop_index = timerange.stopts
elif timerange.stoptype == 'date':
if timerange.stoptype == 'date':
while (stop_index > 0 and
tickerlist[stop_index-1][0] > timerange.stopts * 1000):
stop_index -= 1

4
tests/data/test_btanalysis.py
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@ -53,12 +53,12 @@ def test_load_trades_db(default_conf, fee, mocker):
def test_extract_trades_of_period(testdatadir):
pair = "UNITTEST/BTC"
timerange = TimeRange(None, 'line', 0, -1000)
# 2018-11-14 06:07:00
timerange = TimeRange('date', None, 1510639620, 0)
data = load_pair_history(pair=pair, ticker_interval='1m',
datadir=testdatadir, timerange=timerange)
# timerange = 2017-11-14 06:07 - 2017-11-14 22:58:00
trades = DataFrame(
{'pair': [pair, pair, pair, pair],
'profit_percent': [0.0, 0.1, -0.2, -0.5],