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perf: only create detail timedelta object once for detail backtests

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Matthias
2024-02-02 07:03:44 +01:00
parent ad121c19b0
commit 0d14b7a800
1 changed files with 5 additions and 4 deletions
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freqtrade/optimize/backtesting.py
+5 -4
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@@ -185,13 +185,14 @@ class Backtesting:
# Load detail timeframe if specified # Load detail timeframe if specified
self.timeframe_detail = str(self.config.get('timeframe_detail', '')) self.timeframe_detail = str(self.config.get('timeframe_detail', ''))
if self.timeframe_detail: if self.timeframe_detail:
self.timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail) timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail)
if self.timeframe_min <= self.timeframe_detail_min: self.timeframe_detail_td = timedelta(minutes=timeframe_detail_min)
if self.timeframe_min <= timeframe_detail_min:
raise OperationalException( raise OperationalException(
"Detail timeframe must be smaller than strategy timeframe.") "Detail timeframe must be smaller than strategy timeframe.")
else: else:
self.timeframe_detail_min = 0 self.timeframe_detail_td = timedelta(seconds=0)
self.detail_data: Dict[str, DataFrame] = {} self.detail_data: Dict[str, DataFrame] = {}
self.futures_data: Dict[str, DataFrame] = {} self.futures_data: Dict[str, DataFrame] = {}
@@ -1268,7 +1269,7 @@ class Backtesting:
open_trade_count_start = self.backtest_loop( open_trade_count_start = self.backtest_loop(
det_row, pair, current_time_det, end_date, det_row, pair, current_time_det, end_date,
open_trade_count_start, trade_dir, is_first) open_trade_count_start, trade_dir, is_first)
current_time_det += timedelta(minutes=self.timeframe_detail_min) current_time_det += self.timeframe_detail_td
is_first = False is_first = False
else: else:
self.dataprovider._set_dataframe_max_date(current_time) self.dataprovider._set_dataframe_max_date(current_time)