From 5aaf454f120e75f4e228ece32ba5a396aa3446b4 Mon Sep 17 00:00:00 2001 From: creslinux Date: Mon, 16 Jul 2018 15:48:06 +0000 Subject: [PATCH] GAS trades verified from candle data to excel by hand All pass 3 sells 1 stop loss --- freqtrade/optimize/backtesting.py | 14 +++++++------- 1 file changed, 7 insertions(+), 7 deletions(-) diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index bbb52d167..f254bc8a4 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -95,10 +95,10 @@ class Backtesting(object): self.np_sco: int = self.np_close # stops_calculated_on - Should be stop, FT uses close self.use_backslap = True # Enable backslap - self.debug = False # Main debug enable, very print heavy, enable 2 loops recommended + self.debug = True # Main debug enable, very print heavy, enable 2 loops recommended self.debug_timing = False # Stages within Backslap self.debug_2loops = False # Limit each pair to two loops, useful when debugging - self.debug_vector = False # Debug vector calcs + self.debug_vector = True # Debug vector calcs self.debug_timing_main_loop = False # print overall timing per pair @@ -255,6 +255,7 @@ class Backtesting(object): use_backslap = self.use_backslap debug_timing = self.debug_timing_main_loop + if use_backslap: # Use Back Slap code ########################### Call out BSlap Loop instead of Original BT code bslap_results: list = [] @@ -395,7 +396,7 @@ class Backtesting(object): if debug: from pandas import set_option set_option('display.max_rows', 5000) - set_option('display.max_columns', 8) + set_option('display.max_columns', 10) pd.set_option('display.width', 1000) pd.set_option('max_colwidth', 40) pd.set_option('precision', 12) @@ -422,8 +423,7 @@ class Backtesting(object): if debug: print("\n") print(bslap_results_df[ - ['buy_sum', 'buy_fee', 'buy_spend', 'sell_sum', 'sell_take', 'profit_percent', 'profit_abs', - 'exit_type']]) + ['buy_sum', 'buy_fee', 'buy_spend', 'sell_sum','sell_fee', 'sell_take', 'profit_percent', 'profit_abs', 'exit_type']]) return bslap_results_df @@ -708,8 +708,8 @@ class Backtesting(object): if debug: print("\n(4) numpy debug\nNext view index with sell = 1 is ", np_t_sell_ind) print("If 0 or less is returned there is no sell found to end of view, then next lines garbage") - print("Row", np_t_sell_ind, np_t_open_v[np_t_stop_ind]) - print("Row", np_t_sell_ind + 1, np_t_open_v[np_t_stop_ind + 1]) + print("Row", np_t_sell_ind, np_t_open_v[np_t_sell_ind]) + print("Row", np_t_sell_ind + 1, np_t_open_v[np_t_sell_ind + 1]) if debug_timing: t_t = f(st) print("4-numpy", str.format('{0:.17f}', t_t))