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Don't recalculate min/max date - they won't change between epochs

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This commit is contained in:
Matthias 2021-05-01 13:33:12 +02:00
parent ecdfb6e5ed
commit ced5cc7ce2
2 changed files with 9 additions and 9 deletions
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16
freqtrade/optimize/hyperopt.py
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@ -275,12 +275,10 @@ class Hyperopt:
processed = load(self.data_pickle_file)
min_date, max_date = get_timerange(processed)
bt_results = self.backtesting.backtest(
processed=processed,
start_date=min_date.datetime,
end_date=max_date.datetime,
start_date=self.min_date.datetime,
end_date=self.max_date.datetime,
max_open_trades=self.max_open_trades,
position_stacking=self.position_stacking,
enable_protections=self.config.get('enable_protections', False),
@ -291,7 +289,7 @@ class Hyperopt:
'backtest_end_time': int(backtest_end_time.timestamp()),
})
return self._get_results_dict(bt_results, min_date, max_date,
return self._get_results_dict(bt_results, self.min_date, self.max_date,
params_dict, params_details,
processed=processed)
@ -357,11 +355,11 @@ class Hyperopt:
for pair, df in preprocessed.items():
preprocessed[pair] = trim_dataframe(df, timerange,
startup_candles=self.backtesting.required_startup)
min_date, max_date = get_timerange(preprocessed)
self.min_date, self.max_date = get_timerange(preprocessed)
logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
f'({(max_date - min_date).days} days)..')
logger.info(f'Hyperopting with data from {self.min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {self.max_date.strftime(DATETIME_PRINT_FORMAT)} '
f'({(self.max_date - self.min_date).days} days)..')
dump(preprocessed, self.data_pickle_file)

2
tests/optimize/test_hyperopt.py
View File

@ -693,6 +693,8 @@ def test_generate_optimizer(mocker, hyperopt_conf) -> None:
}
hyperopt = Hyperopt(hyperopt_conf)
hyperopt.min_date = Arrow(2017, 12, 10)
hyperopt.max_date = Arrow(2017, 12, 13)
hyperopt.dimensions = hyperopt.hyperopt_space()
generate_optimizer_value = hyperopt.generate_optimizer(list(optimizer_param.values()))
assert generate_optimizer_value == response_expected