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Improve typehints for backtesting

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This commit is contained in:
Matthias 2020-10-18 16:35:23 +02:00
parent 380e6628e0
commit b80a219d03
1 changed files with 5 additions and 3 deletions
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8
freqtrade/optimize/backtesting.py
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@ -147,7 +147,7 @@ class Backtesting:
return data, timerange
def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]:
def _get_ohlcv_as_lists(self, processed: Dict[str, DataFrame]) -> Dict[str, DataFrame]:
"""
Helper function to convert a processed dataframes into lists for performance reasons.
@ -215,7 +215,10 @@ class Backtesting:
else:
return sell_row.open
def _get_sell_trade_entry(self, trade: Trade, sell_row: DataFrame) -> Optional[BacktestResult]:
def _get_sell_trade_entry(self, trade: Trade, sell_row) -> Optional[BacktestResult]:
"""
sell_row is a named tuple with attributes for date, buy, open, close, sell, low, high.
"""
sell = self.strategy.should_sell(trade, sell_row.open, sell_row.date, sell_row.buy,
sell_row.sell, low=sell_row.low, high=sell_row.high)
@ -322,7 +325,6 @@ class Backtesting:
# Waits until the time-counter reaches the start of the data for this pair.
if row.date > tmp:
continue
indexes[pair] += 1
# without positionstacking, we can only have one open trade per pair.