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Merge branch 'develop' into feat/short

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This commit is contained in:
Matthias 2022-01-08 10:45:15 +01:00
commit dad080f56f
4 changed files with 13 additions and 9 deletions
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7
freqtrade/optimize/backtesting.py
View File

@ -284,8 +284,8 @@ class Backtesting:
{'pair': pair}
).copy()
# Trim startup period from analyzed dataframe
df_analyzed = trim_dataframe(df_analyzed, self.timerange,
startup_candles=self.required_startup)
df_analyzed = processed[pair] = pair_data = trim_dataframe(
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,

5
freqtrade/optimize/optimize_reports.py
View File

@ -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.
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}}%'

3
tests/exchange/test_ccxt_compat.py
View File

@ -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

5
tests/optimize/test_hyperopt.py
View File

@ -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:
hyperopt_conf['user_data_dir'] = Path("tests")
def test_start_no_data(mocker, hyperopt_conf, tmpdir) -> None:
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',