REF: Fractionalize data df JIT before bt.run

Author: kernc

backtesting/backtesting.py

@@ -1623,9 +1623,6 @@ def _mp_task(arg):
             for shmem in shm:
                 shmem.close()
 
-    def _get_plot_data(self) -> pd.DataFrame:
-        return self._data
-
     def plot(self, *, results: pd.Series = None, filename=None, plot_width=None,
              plot_equity=True, plot_return=False, plot_pl=True,
              plot_volume=True, plot_drawdown=False, plot_trades=True,
@@ -1719,7 +1716,7 @@ def plot(self, *, results: pd.Series = None, filename=None, plot_width=None,
 
         return plot(
             results=results,
-            df=self._get_plot_data(),
+            df=self._data,
             indicators=results._strategy._indicators,
             filename=filename,
             plot_width=plot_width,

backtesting/lib.py

@@ -26,7 +26,7 @@
 
 from ._plotting import plot_heatmaps as _plot_heatmaps
 from ._stats import compute_stats as _compute_stats
-from ._util import SharedMemoryManager, _Array, _as_str, _batch, _tqdm
+from ._util import SharedMemoryManager, _Array, _as_str, _batch, _tqdm, patch
 from .backtesting import Backtest, Strategy
 
 __pdoc__ = {}
@@ -534,14 +534,17 @@ def __init__(self,
                 'Use `FractionalBacktest(..., fractional_unit=)`.',
                 category=DeprecationWarning, stacklevel=2)
             fractional_unit = 1 / kwargs.pop('satoshi')
-        data = data.copy()
-        data[['Open', 'High', 'Low', 'Close']] *= fractional_unit
-        data['Volume'] /= fractional_unit
         self._fractional_unit = fractional_unit
-        super().__init__(data, *args, **kwargs)
+        with warnings.catch_warnings(record=True):
+            warnings.filterwarnings(action='ignore', message='frac')
+            super().__init__(data, *args, **kwargs)
 
     def run(self, **kwargs) -> pd.Series:
-        result = super().run(**kwargs)
+        data = self._data.copy()
+        data[['Open', 'High', 'Low', 'Close']] *= self._fractional_unit
+        data['Volume'] /= self._fractional_unit
+        with patch(self, '_data', data):
+            result = super().run(**kwargs)
 
         trades: pd.DataFrame = result['_trades']
         trades['Size'] *= self._fractional_unit
@@ -554,12 +557,6 @@ def run(self, **kwargs) -> pd.Series:
 
         return result
 
-    def _get_plot_data(self) -> pd.DataFrame:
-        plot_data = self._data.copy()
-        plot_data[['Open', 'High', 'Low', 'Close']] /= self._fractional_unit
-        plot_data['Volume'] *= self._fractional_unit
-        return plot_data
-
 
 # Prevent pdoc3 documenting __init__ signature of Strategy subclasses
 for cls in list(globals().values()):