mohammadian7/freqtrade
1
0
Fork 0
Code Issues Pull Requests Actions Packages Projects Releases Wiki Activity

enable sub-minute backtest detail timeframes

Browse Source 
closes #9635
This commit is contained in:
Matthias
2024-02-03 08:14:17 +01:00
parent 8469484998
commit c5948693a3
1 changed files with 7 additions and 6 deletions
Download Patch File Download Diff File Expand all files Collapse all files
freqtrade/optimize/backtesting.py
+7 -6
View File
@@ -23,7 +23,7 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType
TradingMode) TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import (amount_to_contract_precision, price_to_precision, from freqtrade.exchange import (amount_to_contract_precision, price_to_precision,
timeframe_to_minutes, timeframe_to_seconds) timeframe_to_seconds)
from freqtrade.exchange.exchange import Exchange from freqtrade.exchange.exchange import Exchange
from freqtrade.mixins import LoggingMixin from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.backtest_caching import get_strategy_run_id from freqtrade.optimize.backtest_caching import get_strategy_run_id
@@ -117,8 +117,9 @@ class Backtesting:
raise OperationalException("Timeframe needs to be set in either " raise OperationalException("Timeframe needs to be set in either "
"configuration or as cli argument `--timeframe 5m`") "configuration or as cli argument `--timeframe 5m`")
self.timeframe = str(self.config.get('timeframe')) self.timeframe = str(self.config.get('timeframe'))
self.timeframe_min = timeframe_to_minutes(self.timeframe) self.timeframe_secs = timeframe_to_seconds(self.timeframe)
self.timeframe_td = timedelta(minutes=self.timeframe_min) self.timeframe_min = self.timeframe_secs // 60
self.timeframe_td = timedelta(seconds=self.timeframe_secs)
self.disable_database_use() self.disable_database_use()
self.init_backtest_detail() self.init_backtest_detail()
self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider) self.pairlists = PairListManager(self.exchange, self.config, self.dataprovider)
@@ -185,9 +186,9 @@ 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:
timeframe_detail_min = timeframe_to_minutes(self.timeframe_detail) timeframe_detail_secs = timeframe_to_seconds(self.timeframe_detail)
self.timeframe_detail_td = timedelta(minutes=timeframe_detail_min) self.timeframe_detail_td = timedelta(seconds=timeframe_detail_secs)
if self.timeframe_min <= timeframe_detail_min: if self.timeframe_secs <= timeframe_detail_secs:
raise OperationalException( raise OperationalException(
"Detail timeframe must be smaller than strategy timeframe.") "Detail timeframe must be smaller than strategy timeframe.")