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get_analyzed_dataframe should provide dataframe with startup candles

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closes #7389
This commit is contained in:
Matthias
2023-08-15 19:43:04 +02:00
parent bea6782223
commit 452e1ab016
2 changed files with 8 additions and 6 deletions
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freqtrade/optimize/backtesting.py
+6 -4
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@@ -369,13 +369,14 @@ class Backtesting:
# Cleanup from prior runs # Cleanup from prior runs
pair_data.drop(HEADERS[5:] + ['buy', 'sell'], axis=1, errors='ignore') pair_data.drop(HEADERS[5:] + ['buy', 'sell'], axis=1, errors='ignore')
df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair}) df_analyzed = self.strategy.ft_advise_signals(pair_data, {'pair': pair})
# Trim startup period from analyzed dataframe
df_analyzed = processed[pair] = pair_data = trim_dataframe(
df_analyzed, self.timerange, startup_candles=self.required_startup)
# Update dataprovider cache # Update dataprovider cache
self.dataprovider._set_cached_df( self.dataprovider._set_cached_df(
pair, self.timeframe, df_analyzed, self.config['candle_type_def']) pair, self.timeframe, df_analyzed, self.config['candle_type_def'])
# Trim startup period from analyzed dataframe
df_analyzed = processed[pair] = pair_data = trim_dataframe(
df_analyzed, self.timerange, startup_candles=self.required_startup)
# Create a copy of the dataframe before shifting, that way the entry signal/tag # Create a copy of the dataframe before shifting, that way the entry signal/tag
# remains on the correct candle for callbacks. # remains on the correct candle for callbacks.
df_analyzed = df_analyzed.copy() df_analyzed = df_analyzed.copy()
@@ -1196,7 +1197,8 @@ class Backtesting:
row_index += 1 row_index += 1
indexes[pair] = row_index indexes[pair] = row_index
self.dataprovider._set_dataframe_max_index(row_index) self.dataprovider._set_dataframe_max_index(self.required_startup + row_index)
self.dataprovider._set_dataframe_max_date(current_time)
current_detail_time: datetime = row[DATE_IDX].to_pydatetime() current_detail_time: datetime = row[DATE_IDX].to_pydatetime()
trade_dir: Optional[LongShort] = self.check_for_trade_entry(row) trade_dir: Optional[LongShort] = self.check_for_trade_entry(row)
tests/optimize/test_backtesting.py
+2 -2
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@@ -1359,11 +1359,11 @@ def test_backtest_multi_pair(default_conf, fee, mocker, tres, pair, testdatadir)
# Cached data correctly removed amounts # Cached data correctly removed amounts
offset = 1 if tres == 0 else 0 offset = 1 if tres == 0 else 0
removed_candles = len(data[pair]) - offset - backtesting.strategy.startup_candle_count removed_candles = len(data[pair]) - offset
assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles assert len(backtesting.dataprovider.get_analyzed_dataframe(pair, '5m')[0]) == removed_candles
assert len( assert len(
backtesting.dataprovider.get_analyzed_dataframe('NXT/BTC', '5m')[0] backtesting.dataprovider.get_analyzed_dataframe('NXT/BTC', '5m')[0]
) == len(data['NXT/BTC']) - 1 - backtesting.strategy.startup_candle_count ) == len(data['NXT/BTC']) - 1
backtesting.strategy.max_open_trades = 1 backtesting.strategy.max_open_trades = 1
backtesting.config.update({'max_open_trades': 1}) backtesting.config.update({'max_open_trades': 1})