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chore: simplify backtest loop interface

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Matthias
2025-01-15 07:05:52 +01:00
parent cbe38c6f41
commit a326af830f
1 changed files with 4 additions and 6 deletions
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freqtrade/optimize/backtesting.py
+4 -6
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@@ -1455,7 +1455,6 @@ class Backtesting:
self, self,
start_date: datetime, start_date: datetime,
end_date: datetime, end_date: datetime,
increment: timedelta,
pairs: list[str], pairs: list[str],
data: dict[str, list[tuple]], data: dict[str, list[tuple]],
): ):
@@ -1464,7 +1463,7 @@ class Backtesting:
:returns: generator of (current_time, pair, is_first) :returns: generator of (current_time, pair, is_first)
where is_first is True for the first pair of each new candle where is_first is True for the first pair of each new candle
""" """
current_time = start_date + increment current_time = start_date + self.timeframe_td
self.progress.init_step( self.progress.init_step(
BacktestState.BACKTEST, int((end_date - start_date) / self.timeframe_td) BacktestState.BACKTEST, int((end_date - start_date) / self.timeframe_td)
) )
@@ -1484,8 +1483,9 @@ class Backtesting:
pair_detail_cache: dict[str, list[tuple]] = {} pair_detail_cache: dict[str, list[tuple]] = {}
pair_tradedir_cache: dict[str, LongShort | None] = {} pair_tradedir_cache: dict[str, LongShort | None] = {}
pairs_with_open_trades = [t.pair for t in LocalTrade.bt_trades_open] pairs_with_open_trades = [t.pair for t in LocalTrade.bt_trades_open]
for current_time_det, is_first, has_detail, idx in self.time_generator_det( for current_time_det, is_first, has_detail, idx in self.time_generator_det(
current_time, current_time + increment current_time, current_time + self.timeframe_td
): ):
# Loop for each detail candle. # Loop for each detail candle.
# Yields only the start date if no detail timeframe is set. # Yields only the start date if no detail timeframe is set.
@@ -1584,9 +1584,7 @@ class Backtesting:
row, row,
is_last_row, is_last_row,
trade_dir, trade_dir,
) in self.time_pair_generator( ) in self.time_pair_generator(start_date, end_date, list(data.keys()), data):
start_date, end_date, self.timeframe_td, list(data.keys()), data
):
self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row) self.backtest_loop(row, pair, current_time, trade_dir, not is_last_row)
self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data) self.handle_left_open(LocalTrade.bt_trades_open_pp, data=data)