import logging import time from pathlib import Path from typing import Any, Dict, List from freqtrade.constants import Config from freqtrade.exceptions import OperationalException from freqtrade.optimize.analysis.recursive import RecursiveAnalysis from freqtrade.resolvers import StrategyResolver logger = logging.getLogger(__name__) class RecursiveAnalysisSubFunctions: @staticmethod def text_table_recursive_analysis_instances( recursive_instances: List[RecursiveAnalysis]): startups = recursive_instances[0]._startup_candle headers = ['indicators'] for candle in startups: headers.append(candle) data = [] for inst in recursive_instances: if len(inst.dict_recursive) > 0: for indicator, values in inst.dict_recursive.items(): temp_data = [indicator] for candle in startups: temp_data.append(values.get(int(candle), '-')) data.append(temp_data) from tabulate import tabulate table = tabulate(data, headers=headers, tablefmt="orgtbl") print(table) return table, headers, data @staticmethod def calculate_config_overrides(config: Config): if 'timerange' not in config: # setting a timerange is enforced here raise OperationalException( "Please set a timerange. " "A timerange of 5000 candles are enough for recursive analysis." ) if config.get('backtest_cache') is None: config['backtest_cache'] = 'none' elif config['backtest_cache'] != 'none': logger.info(f"backtest_cache = " f"{config['backtest_cache']} detected. " f"Inside recursive-analysis it is enforced to be 'none'. " f"Changed it to 'none'") config['backtest_cache'] = 'none' return config @staticmethod def initialize_single_recursive_analysis(config: Config, strategy_obj: Dict[str, Any]): logger.info(f"Recursive test of {Path(strategy_obj['location']).name} started.") start = time.perf_counter() current_instance = RecursiveAnalysis(config, strategy_obj) current_instance.start() elapsed = time.perf_counter() - start logger.info(f"Checking recursive and indicator-only lookahead bias of indicators " f"of {Path(strategy_obj['location']).name} " f"took {elapsed:.0f} seconds.") return current_instance @staticmethod def start(config: Config): config = RecursiveAnalysisSubFunctions.calculate_config_overrides(config) strategy_objs = StrategyResolver.search_all_objects( config, enum_failed=False, recursive=config.get('recursive_strategy_search', False)) RecursiveAnalysis_instances = [] # unify --strategy and --strategy-list to one list if not (strategy_list := config.get('strategy_list', [])): if config.get('strategy') is None: raise OperationalException( "No Strategy specified. Please specify a strategy via --strategy or " "--strategy-list" ) strategy_list = [config['strategy']] # check if strategies can be properly loaded, only check them if they can be. for strat in strategy_list: for strategy_obj in strategy_objs: if strategy_obj['name'] == strat and strategy_obj not in strategy_list: RecursiveAnalysis_instances.append( RecursiveAnalysisSubFunctions.initialize_single_recursive_analysis( config, strategy_obj)) break # report the results if RecursiveAnalysis_instances: RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances( RecursiveAnalysis_instances) else: logger.error("There were no strategies specified neither through " "--strategy nor through " "--strategy-list " "or timeframe was not specified.")