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Capture backtest start / end time

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This commit is contained in:
Matthias 2021-01-13 07:47:03 +01:00
parent 9147106259
commit 0b65fe6afe
3 changed files with 15 additions and 2 deletions
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6
freqtrade/optimize/backtesting.py
View File

@ -6,7 +6,7 @@ This module contains the backtesting logic
import logging
from collections import defaultdict
from copy import deepcopy
from datetime import datetime, timedelta
from datetime import datetime, timedelta, timezone
from typing import Any, Dict, List, NamedTuple, Optional, Tuple
from pandas import DataFrame
@ -433,6 +433,7 @@ class Backtesting:
def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
backtest_start_time = datetime.now(timezone.utc)
self._set_strategy(strat)
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
@ -467,10 +468,13 @@ class Backtesting:
position_stacking=self.config.get('position_stacking', False),
enable_protections=self.config.get('enable_protections', False),
)
backtest_end_time = datetime.now(timezone.utc)
self.all_results[self.strategy.get_strategy_name()] = {
'results': results,
'config': self.strategy.config,
'locks': PairLocks.locks,
'backtest_start_time': int(backtest_start_time.timestamp()),
'backtest_end_time': int(backtest_end_time.timestamp()),
}
return min_date, max_date

6
freqtrade/optimize/optimize_reports.py
View File

@ -282,6 +282,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'backtest_end_ts': max_date.int_timestamp * 1000,
'backtest_days': backtest_days,
'backtest_run_start_ts': content['backtest_start_time'],
'backtest_run_end_ts': content['backtest_end_time'],
'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
'market_change': market_change,
'pairlist': list(btdata.keys()),
@ -290,6 +293,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
'max_open_trades': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
'timeframe': config['timeframe'],
'timerange': config.get('timerange', ''),
'enable_protections': config.get('enable_protections', False),
'strategy_name': strategy,
# Parameters relevant for backtesting
'stoploss': config['stoploss'],
'trailing_stop': config.get('trailing_stop', False),

5
tests/optimize/test_optimize_reports.py
View File

@ -77,7 +77,10 @@ def test_generate_backtest_stats(default_conf, testdatadir):
SellType.ROI, SellType.FORCE_SELL]
}),
'config': default_conf,
'locks': []}
'locks': [],
'backtest_start_time': Arrow.utcnow().int_timestamp,
'backtest_end_time': Arrow.utcnow().int_timestamp,
}
}
timerange = TimeRange.parse_timerange('1510688220-1510700340')
min_date = Arrow.fromtimestamp(1510688220)