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Don't run validation per strategy, it's only eneded once

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This commit is contained in:
Matthias 2019-06-14 19:37:54 +02:00
parent 0d8b572a17
commit 1afe6c1437
1 changed files with 11 additions and 10 deletions
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21
freqtrade/optimize/backtesting.py
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@ -421,20 +421,21 @@ class Backtesting(object):
max_open_trades = 0
all_results = {}
min_date, max_date = history.get_timeframe(data)
# Validate dataframe for missing values (mainly at start and end, as fillup is called)
history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes(self.ticker_interval))
logger.info(
'Backtesting with data from %s up to %s (%s days)..',
min_date.isoformat(),
max_date.isoformat(),
(max_date - min_date).days
)
for strat in self.strategylist:
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat)
min_date, max_date = history.get_timeframe(data)
# Validate dataframe for missing values (mainly at start and end, as fillup is called)
history.validate_backtest_data(data, min_date, max_date,
timeframe_to_minutes(self.ticker_interval))
logger.info(
'Backtesting with data from %s up to %s (%s days)..',
min_date.isoformat(),
max_date.isoformat(),
(max_date - min_date).days
)
# need to reprocess data every time to populate signals
preprocessed = self.strategy.tickerdata_to_dataframe(data)