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Extract api backtest logic from ApiServer class

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This commit is contained in:
Matthias 2023-05-21 09:08:52 +02:00
parent fcb75560c4
commit 5316227219
5 changed files with 68 additions and 61 deletions
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86
freqtrade/rpc/api_server/api_backtest.py
View File

@ -16,7 +16,7 @@ from freqtrade.misc import deep_merge_dicts
from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, BacktestRequest,
BacktestResponse)
from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode
from freqtrade.rpc.api_server.webserver import ApiServer
from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
from freqtrade.rpc.rpc import RPCException
@ -30,9 +30,9 @@ router = APIRouter()
async def api_start_backtest( # noqa: C901
bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
ApiServer._bt['bt_error'] = None
ApiBG._bt['bt_error'] = None
"""Start backtesting if not done so already"""
if ApiServer._bgtask_running:
if ApiBG._bgtask_running:
raise RPCException('Bot Background task already running')
if ':' in bt_settings.strategy:
@ -63,30 +63,30 @@ async def api_start_backtest( # noqa: C901
asyncio.set_event_loop(asyncio.new_event_loop())
try:
# Reload strategy
lastconfig = ApiServer._bt['last_config']
lastconfig = ApiBG._bt['last_config']
strat = StrategyResolver.load_strategy(btconfig)
validate_config_consistency(btconfig)
if (
not ApiServer._bt['bt']
not ApiBG._bt['bt']
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
or lastconfig.get('timerange') != btconfig['timerange']
):
from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt['bt'] = Backtesting(btconfig)
ApiServer._bt['bt'].load_bt_data_detail()
ApiBG._bt['bt'] = Backtesting(btconfig)
ApiBG._bt['bt'].load_bt_data_detail()
else:
ApiServer._bt['bt'].config = btconfig
ApiServer._bt['bt'].init_backtest()
ApiBG._bt['bt'].config = btconfig
ApiBG._bt['bt'].init_backtest()
# Only reload data if timeframe changed.
if (
not ApiServer._bt['data']
or not ApiServer._bt['timerange']
not ApiBG._bt['data']
or not ApiBG._bt['timerange']
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timerange') != btconfig['timerange']
):
ApiServer._bt['data'], ApiServer._bt['timerange'] = ApiServer._bt[
ApiBG._bt['data'], ApiBG._bt['timerange'] = ApiBG._bt[
'bt'].load_bt_data()
lastconfig['timerange'] = btconfig['timerange']
@ -95,27 +95,27 @@ async def api_start_backtest( # noqa: C901
lastconfig['enable_protections'] = btconfig.get('enable_protections')
lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
ApiServer._bt['bt'].enable_protections = btconfig.get('enable_protections', False)
ApiServer._bt['bt'].strategylist = [strat]
ApiServer._bt['bt'].results = {}
ApiServer._bt['bt'].load_prior_backtest()
ApiBG._bt['bt'].enable_protections = btconfig.get('enable_protections', False)
ApiBG._bt['bt'].strategylist = [strat]
ApiBG._bt['bt'].results = {}
ApiBG._bt['bt'].load_prior_backtest()
ApiServer._bt['bt'].abort = False
if (ApiServer._bt['bt'].results and
strat.get_strategy_name() in ApiServer._bt['bt'].results['strategy']):
ApiBG._bt['bt'].abort = False
if (ApiBG._bt['bt'].results and
strat.get_strategy_name() in ApiBG._bt['bt'].results['strategy']):
# When previous result hash matches - reuse that result and skip backtesting.
logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
else:
min_date, max_date = ApiServer._bt['bt'].backtest_one_strategy(
strat, ApiServer._bt['data'], ApiServer._bt['timerange'])
min_date, max_date = ApiBG._bt['bt'].backtest_one_strategy(
strat, ApiBG._bt['data'], ApiBG._bt['timerange'])
ApiServer._bt['bt'].results = generate_backtest_stats(
ApiServer._bt['data'], ApiServer._bt['bt'].all_results,
ApiBG._bt['bt'].results = generate_backtest_stats(
ApiBG._bt['data'], ApiBG._bt['bt'].all_results,
min_date=min_date, max_date=max_date)
if btconfig.get('export', 'none') == 'trades':
store_backtest_stats(
btconfig['exportfilename'], ApiServer._bt['bt'].results,
btconfig['exportfilename'], ApiBG._bt['bt'].results,
datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
)
@ -123,13 +123,13 @@ async def api_start_backtest( # noqa: C901
except (Exception, OperationalException, DependencyException) as e:
logger.exception(f"Backtesting caused an error: {e}")
ApiServer._bt['bt_error'] = str(e)
ApiBG._bt['bt_error'] = str(e)
pass
finally:
ApiServer._bgtask_running = False
ApiBG._bgtask_running = False
background_tasks.add_task(run_backtest)
ApiServer._bgtask_running = True
ApiBG._bgtask_running = True
return {
"status": "running",
@ -147,18 +147,18 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
Returns Result after backtesting has been ran.
"""
from freqtrade.persistence import LocalTrade
if ApiServer._bgtask_running:
if ApiBG._bgtask_running:
return {
"status": "running",
"running": True,
"step": (ApiServer._bt['bt'].progress.action if ApiServer._bt['bt']
"step": (ApiBG._bt['bt'].progress.action if ApiBG._bt['bt']
else str(BacktestState.STARTUP)),
"progress": ApiServer._bt['bt'].progress.progress if ApiServer._bt['bt'] else 0,
"progress": ApiBG._bt['bt'].progress.progress if ApiBG._bt['bt'] else 0,
"trade_count": len(LocalTrade.trades),
"status_msg": "Backtest running",
}
if not ApiServer._bt['bt']:
if not ApiBG._bt['bt']:
return {
"status": "not_started",
"running": False,
@ -166,13 +166,13 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
"progress": 0,
"status_msg": "Backtest not yet executed"
}
if ApiServer._bt['bt_error']:
if ApiBG._bt['bt_error']:
return {
"status": "error",
"running": False,
"step": "",
"progress": 0,
"status_msg": f"Backtest failed with {ApiServer._bt['bt_error']}"
"status_msg": f"Backtest failed with {ApiBG._bt['bt_error']}"
}
return {
@ -181,14 +181,14 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
"status_msg": "Backtest ended",
"step": "finished",
"progress": 1,
"backtest_result": ApiServer._bt['bt'].results,
"backtest_result": ApiBG._bt['bt'].results,
}
@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
"""Reset backtesting"""
if ApiServer._bgtask_running:
if ApiBG._bgtask_running:
return {
"status": "running",
"running": True,
@ -196,12 +196,12 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
"progress": 0,
"status_msg": "Backtest running",
}
if ApiServer._bt['bt']:
ApiServer._bt['bt'].cleanup()
del ApiServer._bt['bt']
ApiServer._bt['bt'] = None
del ApiServer._bt['data']
ApiServer._bt['data'] = None
if ApiBG._bt['bt']:
ApiBG._bt['bt'].cleanup()
del ApiBG._bt['bt']
ApiBG._bt['bt'] = None
del ApiBG._bt['data']
ApiBG._bt['data'] = None
logger.info("Backtesting reset")
return {
"status": "reset",
@ -214,7 +214,7 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
if not ApiServer._bgtask_running:
if not ApiBG._bgtask_running:
return {
"status": "not_running",
"running": False,
@ -222,7 +222,7 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
"progress": 0,
"status_msg": "Backtest ended",
}
ApiServer._bt['bt'].abort = True
ApiBG._bt['bt'].abort = True
return {
"status": "stopping",
"running": False,

7
freqtrade/rpc/api_server/deps.py
View File

@ -6,6 +6,7 @@ from fastapi import Depends
from freqtrade.enums import RunMode
from freqtrade.persistence import Trade
from freqtrade.persistence.models import _request_id_ctx_var
from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
from freqtrade.rpc.rpc import RPC, RPCException
from .webserver import ApiServer
@ -43,11 +44,11 @@ def get_api_config() -> Dict[str, Any]:
def get_exchange(config=Depends(get_config)):
if not ApiServer._exchange:
if not ApiBG._exchange:
from freqtrade.resolvers import ExchangeResolver
ApiServer._exchange = ExchangeResolver.load_exchange(
ApiBG._exchange = ExchangeResolver.load_exchange(
config, load_leverage_tiers=False)
return ApiServer._exchange
return ApiBG._exchange
def get_message_stream():

15
freqtrade/rpc/api_server/webserver.py
View File

@ -1,6 +1,6 @@
import logging
from ipaddress import IPv4Address
from typing import Any, Dict, Optional
from typing import Any, Optional
import orjson
import uvicorn
@ -36,19 +36,8 @@ class ApiServer(RPCHandler):
__initialized = False
_rpc: RPC
# Backtesting type: Backtesting
_bt: Dict[str, Any] = {
'bt': None,
'data': None,
'timerange': None,
'last_config': {},
'bt_error': None,
}
_has_rpc: bool = False
_bgtask_running: bool = False
_config: Config = {}
# Exchange - only available in webserver mode.
_exchange = None
# websocket message stuff
_message_stream: Optional[MessageStream] = None
@ -85,7 +74,7 @@ class ApiServer(RPCHandler):
"""
Attach rpc handler
"""
if not self._has_rpc:
if not ApiServer._has_rpc:
ApiServer._rpc = rpc
ApiServer._has_rpc = True
else:

16
freqtrade/rpc/api_server/webserver_bgwork.py Normal file
View File

@ -0,0 +1,16 @@
from typing import Any, Dict
class ApiBG():
# Backtesting type: Backtesting
_bt: Dict[str, Any] = {
'bt': None,
'data': None,
'timerange': None,
'last_config': {},
'bt_error': None,
}
_bgtask_running: bool = False
# Exchange - only available in webserver mode.
_exchange = None

5
tests/rpc/test_rpc_apiserver.py
View File

@ -26,6 +26,7 @@ from freqtrade.rpc import RPC
from freqtrade.rpc.api_server import ApiServer
from freqtrade.rpc.api_server.api_auth import create_token, get_user_from_token
from freqtrade.rpc.api_server.uvicorn_threaded import UvicornServer
from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
from tests.conftest import (CURRENT_TEST_STRATEGY, EXMS, create_mock_trades, get_mock_coro,
get_patched_freqtradebot, log_has, log_has_re, patch_get_signal)
@ -1733,7 +1734,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
assert result['status_msg'] == 'Backtest ended'
# Simulate running backtest
ApiServer._bgtask_running = True
ApiBG._bgtask_running = True
rc = client_get(client, f"{BASE_URI}/backtest/abort")
assert_response(rc)
result = rc.json()
@ -1762,7 +1763,7 @@ def test_api_backtesting(botclient, mocker, fee, caplog, tmpdir):
result = rc.json()
assert 'Bot Background task already running' in result['error']
ApiServer._bgtask_running = False
ApiBG._bgtask_running = False
# Rerun backtest (should get previous result)
rc = client_post(client, f"{BASE_URI}/backtest", data=data)