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Refactor start-adjust logic to timerange

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This commit is contained in:
Matthias 2019-10-23 19:30:01 +02:00
parent 5c2682e2c9
commit bd4a23beeb
2 changed files with 30 additions and 9 deletions
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27
freqtrade/configuration/timerange.py
View File

@ -1,11 +1,14 @@
"""
This module contains the argument manager class
"""
import logging
import re
from typing import Optional
import arrow
logger = logging.getLogger(__name__)
class TimeRange:
"""
@ -28,9 +31,33 @@ class TimeRange:
and self.startts == other.startts and self.stopts == other.stopts)
def subtract_start(self, seconds) -> None:
"""
Subtracts <seconds> from startts if startts is set.
:param seconds: Seconds to subtract from starttime
:return: None (Modifies the object in place)
"""
if self.startts:
self.startts = self.startts - seconds
def adjust_start_if_necessary(self, ticker_interval_secs: int, startup_candles: int,
min_date: arrow.Arrow) -> None:
"""
Adjust startts by <startup_candles> candles.
Applies only if no startup-candles have been available.
:param ticker_interval_secs: Ticker interval in seconds e.g. `timeframe_to_seconds('5m')`
:param startup_candles: Number of candles to move start-date forward
:param min_date: Minimum data date loaded. Key kriterium to decide if start-time
has to be moved
:return: None (Modifies the object in place)
"""
if (not self.starttype or (startup_candles
and min_date.timestamp == self.startts)):
# If no startts was defined, or test-data starts at the defined test-date
logger.warning("Moving start-date by %s candles to account for startup time.",
startup_candles)
self.startts = (min_date.timestamp + ticker_interval_secs * startup_candles)
self.starttype = 'date'
@staticmethod
def parse_timerange(text: Optional[str]):
"""

12
freqtrade/optimize/backtesting.py
View File

@ -446,15 +446,9 @@ class Backtesting:
'Loading backtest data from %s up to %s (%s days)..',
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
)
if (not timerange.starttype or (self.required_startup
and min_date.timestamp == timerange.startts)):
# If no startts was defined, or test-data starts at the defined test-date
logger.warning("Moving start-date by %s candles to account for startup time.",
self.required_startup)
timerange.startts = (min_date.timestamp
+ timeframe_to_seconds(self.ticker_interval)
* self.required_startup)
timerange.starttype = 'date'
# Adjust startts forward if not enough data is available
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.ticker_interval),
self.required_startup, min_date)
for strat in self.strategylist:
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())