mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-10 10:21:59 +00:00
67 lines
1.8 KiB
Python
67 lines
1.8 KiB
Python
import logging
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from copy import deepcopy
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from datetime import datetime, timezone
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from typing import Any, Dict, Optional
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from pandas import DataFrame
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from freqtrade.configuration import TimeRange
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logger = logging.getLogger(__name__)
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class VarHolder:
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timerange: TimeRange
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data: DataFrame
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indicators: Dict[str, DataFrame]
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result: DataFrame
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compared: DataFrame
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from_dt: datetime
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to_dt: datetime
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compared_dt: datetime
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timeframe: str
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startup_candle: int
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class BaseAnalysis:
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def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
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self.failed_bias_check = True
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self.full_varHolder = VarHolder()
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self.exchange: Optional[Any] = None
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self._fee = None
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# pull variables the scope of the lookahead_analysis-instance
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self.local_config = deepcopy(config)
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self.local_config['strategy'] = strategy_obj['name']
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self.strategy_obj = strategy_obj
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@staticmethod
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def dt_to_timestamp(dt: datetime):
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timestamp = int(dt.replace(tzinfo=timezone.utc).timestamp())
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return timestamp
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def fill_full_varholder(self):
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self.full_varHolder = VarHolder()
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# define datetime in human-readable format
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parsed_timerange = TimeRange.parse_timerange(self.local_config['timerange'])
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if parsed_timerange.startdt is None:
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self.full_varHolder.from_dt = datetime.fromtimestamp(0, tz=timezone.utc)
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else:
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self.full_varHolder.from_dt = parsed_timerange.startdt
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if parsed_timerange.stopdt is None:
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self.full_varHolder.to_dt = datetime.utcnow()
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else:
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self.full_varHolder.to_dt = parsed_timerange.stopdt
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self.prepare_data(self.full_varHolder, self.local_config['pairs'])
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def start(self) -> None:
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# first make a single backtest
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self.fill_full_varholder()
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