Merge branch 'develop' into feat/short

freqtrade/optimize/backtesting.py

@@ -284,8 +284,8 @@ class Backtesting:
                 {'pair': pair}
             ).copy()
             # Trim startup period from analyzed dataframe
-            df_analyzed = trim_dataframe(df_analyzed, self.timerange,
+            df_analyzed = processed[pair] = pair_data = trim_dataframe(
-                                         startup_candles=self.required_startup)
+                df_analyzed, self.timerange, startup_candles=self.required_startup)
             # To avoid using data from future, we use buy/sell signals shifted
             # from the previous candle
             for col in headers[5:]:
@@ -303,9 +303,6 @@ class Backtesting:
             # Convert from Pandas to list for performance reasons
             # (Looping Pandas is slow.)
             data[pair] = df_analyzed[headers].values.tolist()
-
-            # Do not hold on to old data to reduce memory usage
-            processed[pair] = pair_data = None
         return data
 
     def _get_close_rate(self, sell_row: Tuple, trade: LocalTrade, sell: SellCheckTuple,

freqtrade/optimize/optimize_reports.py

@@ -648,7 +648,12 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
     headers.append('Drawdown')
 
     # Align drawdown string on the center two space separator.
-    drawdown = [f'{t["max_drawdown_account"] * 100:.2f}' for t in strategy_results]
+    if 'max_drawdown_account' in strategy_results[0]:
+        drawdown = [f'{t["max_drawdown_account"] * 100:.2f}' for t in strategy_results]
+    else:
+        # Support for prior backtest results
+        drawdown = [f'{t["max_drawdown_per"]:.2f}' for t in strategy_results]
+
     dd_pad_abs = max([len(t['max_drawdown_abs']) for t in strategy_results])
     dd_pad_per = max([len(dd) for dd in drawdown])
     drawdown = [f'{t["max_drawdown_abs"]:>{dd_pad_abs}} {stake_currency}  {dd:>{dd_pad_per}}%'

tests/exchange/test_ccxt_compat.py

@@ -63,6 +63,7 @@ EXCHANGES = {
     },
     'bitvavo': {
         'pair': 'BTC/EUR',
+        'stake_currency': 'EUR',
         'hasQuoteVolume': True,
         'timeframe': '5m',
     },
@@ -82,6 +83,8 @@ def exchange_conf():
 @pytest.fixture(params=EXCHANGES, scope="class")
 def exchange(request, exchange_conf):
     exchange_conf['exchange']['name'] = request.param
+    exchange_conf['stake_currency'] = EXCHANGES[request.param].get(
+        'stake_currency', exchange_conf['stake_currency'])
     exchange = ExchangeResolver.load_exchange(request.param, exchange_conf, validate=True)
 
     yield exchange, request.param

tests/optimize/test_hyperopt.py

@@ -191,8 +191,8 @@ def test_start_no_hyperopt_allowed(mocker, hyperopt_conf, caplog) -> None:
         start_hyperopt(pargs)
 
 
-def test_start_no_data(mocker, hyperopt_conf) -> None:
+def test_start_no_data(mocker, hyperopt_conf, tmpdir) -> None:
-    hyperopt_conf['user_data_dir'] = Path("tests")
+    hyperopt_conf['user_data_dir'] = Path(tmpdir)
     patched_configuration_load_config_file(mocker, hyperopt_conf)
     mocker.patch('freqtrade.data.history.load_pair_history', MagicMock(return_value=pd.DataFrame))
     mocker.patch(
@@ -201,7 +201,6 @@ def test_start_no_data(mocker, hyperopt_conf) -> None:
     )
 
     patch_exchange(mocker)
-    # TODO: migrate to strategy-based hyperopt
     args = [
         'hyperopt',
         '--config', 'config.json',