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fix mutable Backtest

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This commit is contained in:
Stefano Ariestasia
2023-09-12 19:21:01 +09:00
parent 4d1810c2b6
commit 475d8486bb
2 changed files with 4 additions and 3 deletions
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freqtrade/optimize/base_analysis.py
+2 -3
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@@ -49,7 +49,7 @@ class BaseAnalysis:
timestamp = int(dt.replace(tzinfo=timezone.utc).timestamp()) timestamp = int(dt.replace(tzinfo=timezone.utc).timestamp())
return timestamp return timestamp
def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame], backtesting=None): def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame], backtesting: Backtesting):
if 'freqai' in self.local_config and 'identifier' in self.local_config['freqai']: if 'freqai' in self.local_config and 'identifier' in self.local_config['freqai']:
# purge previous data if the freqai model is defined # purge previous data if the freqai model is defined
@@ -70,8 +70,7 @@ class BaseAnalysis:
# Don't re-calculate fee per pair, as fee might differ per pair. # Don't re-calculate fee per pair, as fee might differ per pair.
prepare_data_config['fee'] = self._fee prepare_data_config['fee'] = self._fee
if backtesting is None: backtesting = Backtesting(prepare_data_config, self.exchange)
backtesting = Backtesting(prepare_data_config, self.exchange)
backtesting._set_strategy(backtesting.strategylist[0]) backtesting._set_strategy(backtesting.strategylist[0])
varholder.data, varholder.timerange = backtesting.load_bt_data() varholder.data, varholder.timerange = backtesting.load_bt_data()
freqtrade/optimize/lookahead_analysis.py
+2
View File
@@ -121,6 +121,8 @@ class LookaheadAnalysis(BaseAnalysis):
def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame], backtesting=None): def prepare_data(self, varholder: VarHolder, pairs_to_load: List[DataFrame], backtesting=None):
if backtesting is None:
backtesting = Backtesting(deepcopy(self.local_config))
super().prepare_data(varholder, pairs_to_load, backtesting) super().prepare_data(varholder, pairs_to_load, backtesting)
# if 'freqai' in self.local_config and 'identifier' in self.local_config['freqai']: # if 'freqai' in self.local_config and 'identifier' in self.local_config['freqai']: