freqtrade_origin/freqtrade/optimize/backtest_caching.py

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import hashlib
from copy import deepcopy
from pathlib import Path
from typing import Union
import rapidjson
def get_strategy_run_id(strategy) -> str:
"""
Generate unique identification hash for a backtest run. Identical config and strategy file will
always return an identical hash.
:param strategy: strategy object.
:return: hex string id.
"""
digest = hashlib.sha1()
config = deepcopy(strategy.config)
# Options that have no impact on results of individual backtest.
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not_important_keys = ("strategy_list", "original_config", "telegram", "api_server")
for k in not_important_keys:
if k in config:
del config[k]
# Explicitly allow NaN values (e.g. max_open_trades).
# as it does not matter for getting the hash.
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digest.update(
rapidjson.dumps(config, default=str, number_mode=rapidjson.NM_NAN).encode("utf-8")
)
# Include _ft_params_from_file - so changing parameter files cause cache eviction
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digest.update(
rapidjson.dumps(
strategy._ft_params_from_file, default=str, number_mode=rapidjson.NM_NAN
).encode("utf-8")
)
with Path(strategy.__file__).open("rb") as fp:
digest.update(fp.read())
return digest.hexdigest().lower()
def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
"""Return metadata filename for specified backtest results file."""
filename = Path(filename)
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return filename.parent / Path(f"{filename.stem}.meta{filename.suffix}")