import logging import sys import time from pathlib import Path from typing import Any, Dict from freqtrade.configuration import setup_utils_configuration from freqtrade.enums import RunMode from freqtrade.resolvers import StrategyResolver from freqtrade.strategy.backtest_lookahead_bias_checker import BacktestLookaheadBiasChecker from freqtrade.strategy.strategyupdater import StrategyUpdater logger = logging.getLogger(__name__) def start_strategy_update(args: Dict[str, Any]) -> None: """ Start the strategy updating script :param args: Cli args from Arguments() :return: None """ if sys.version_info == (3, 8): # pragma: no cover sys.exit("Freqtrade strategy updater requires Python version >= 3.9") config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) strategy_objs = StrategyResolver.search_all_objects( config, enum_failed=False, recursive=config.get('recursive_strategy_search', False)) filtered_strategy_objs = [] if args['strategy_list']: filtered_strategy_objs = [ strategy_obj for strategy_obj in strategy_objs if strategy_obj['name'] in args['strategy_list'] ] else: # Use all available entries. filtered_strategy_objs = strategy_objs processed_locations = set() for strategy_obj in filtered_strategy_objs: if strategy_obj['location'] not in processed_locations: processed_locations.add(strategy_obj['location']) start_conversion(strategy_obj, config) def start_conversion(strategy_obj, config): print(f"Conversion of {Path(strategy_obj['location']).name} started.") instance_strategy_updater = StrategyUpdater() start = time.perf_counter() instance_strategy_updater.start(config, strategy_obj) elapsed = time.perf_counter() - start print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.") # except: # pass def start_backtest_lookahead_bias_checker(args: Dict[str, Any]) -> None: """ Start the backtest bias tester script :param args: Cli args from Arguments() :return: None """ config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE) if args['targeted_trade_amount'] < args['minimum_trade_amount']: # add logic that tells the user to check the configuration # since this combo doesn't make any sense. pass strategy_objs = StrategyResolver.search_all_objects( config, enum_failed=False, recursive=config.get('recursive_strategy_search', False)) bias_checker_instances = [] filtered_strategy_objs = [] if 'strategy_list' in args and args['strategy_list'] is not None: for args_strategy in args['strategy_list']: for strategy_obj in strategy_objs: if (strategy_obj['name'] == args_strategy and strategy_obj not in filtered_strategy_objs): filtered_strategy_objs.append(strategy_obj) break for filtered_strategy_obj in filtered_strategy_objs: bias_checker_instances = initialize_single_lookahead_bias_checker( filtered_strategy_obj, config, args) else: processed_locations = set() for strategy_obj in strategy_objs: if strategy_obj['location'] not in processed_locations: processed_locations.add(strategy_obj['location']) bias_checker_instances = initialize_single_lookahead_bias_checker( strategy_obj, config, args) create_result_list(bias_checker_instances) def create_result_list(bias_checker_instances): pass def initialize_single_lookahead_bias_checker(strategy_obj, config, args): # try: print(f"Bias test of {Path(strategy_obj['location']).name} started.") instance_backtest_lookahead_bias_checker = BacktestLookaheadBiasChecker() start = time.perf_counter() current_instance = instance_backtest_lookahead_bias_checker.start(config, strategy_obj, args) elapsed = time.perf_counter() - start print(f"checking look ahead bias via backtests of {Path(strategy_obj['location']).name} " f"took {elapsed:.1f} seconds.") return current_instance