diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 9b71dbfd9..cf140637c 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -4,11 +4,12 @@ This module contains the backtesting logic """ import logging +import operator from argparse import Namespace from typing import Dict, Tuple, Any, List, Optional import arrow -from pandas import DataFrame, Series +from pandas import DataFrame from tabulate import tabulate import freqtrade.optimize as optimize @@ -60,11 +61,12 @@ class Backtesting(object): :param data: dictionary with preprocessed backtesting data :return: tuple containing min_date, max_date """ - all_dates = Series([]) - for pair_data in data.values(): - all_dates = all_dates.append(pair_data['date']) - all_dates.sort_values(inplace=True) - return arrow.get(all_dates.iloc[0]), arrow.get(all_dates.iloc[-1]) + timeframe = [ + (arrow.get(min(frame.date)), arrow.get(max(frame.date))) + for frame in data.values() + ] + return min(timeframe, key=operator.itemgetter(0))[0], \ + max(timeframe, key=operator.itemgetter(1))[1] def _generate_text_table(self, data: Dict[str, Dict], results: DataFrame) -> str: """