freqtrade_origin/freqtrade/optimize/base_analysis.py

import logging
from copy import deepcopy
from datetime import datetime, timezone
from typing import Any, Dict, Optional

from pandas import DataFrame

from freqtrade.configuration import TimeRange


logger = logging.getLogger(__name__)


class VarHolder:
    timerange: TimeRange
    data: DataFrame
    indicators: Dict[str, DataFrame]
    result: DataFrame
    compared: DataFrame
    from_dt: datetime
    to_dt: datetime
    compared_dt: datetime
    timeframe: str
    startup_candle: int


class BaseAnalysis:
    def __init__(self, config: Dict[str, Any], strategy_obj: Dict):
        self.failed_bias_check = True
        self.full_varHolder = VarHolder()
        self.exchange: Optional[Any] = None
        self._fee = None

        # pull variables the scope of the lookahead_analysis-instance
        self.local_config = deepcopy(config)
        self.local_config["strategy"] = strategy_obj["name"]
        self.strategy_obj = strategy_obj

    @staticmethod
    def dt_to_timestamp(dt: datetime):
        timestamp = int(dt.replace(tzinfo=timezone.utc).timestamp())
        return timestamp

    def fill_full_varholder(self):
        self.full_varHolder = VarHolder()

        # define datetime in human-readable format
        parsed_timerange = TimeRange.parse_timerange(self.local_config["timerange"])

        if parsed_timerange.startdt is None:
            self.full_varHolder.from_dt = datetime.fromtimestamp(0, tz=timezone.utc)
        else:
            self.full_varHolder.from_dt = parsed_timerange.startdt

        if parsed_timerange.stopdt is None:
            self.full_varHolder.to_dt = datetime.now(timezone.utc)
        else:
            self.full_varHolder.to_dt = parsed_timerange.stopdt

        self.prepare_data(self.full_varHolder, self.local_config["pairs"])

    def start(self) -> None:
        # first make a single backtest
        self.fill_full_varholder()