import logging from copy import deepcopy from datetime import datetime, timezone from typing import Any, Dict, Optional from pandas import DataFrame from freqtrade.configuration import TimeRange logger = logging.getLogger(__name__) class VarHolder: timerange: TimeRange data: DataFrame indicators: Dict[str, DataFrame] result: DataFrame compared: DataFrame from_dt: datetime to_dt: datetime compared_dt: datetime timeframe: str startup_candle: int class BaseAnalysis: def __init__(self, config: Dict[str, Any], strategy_obj: Dict): self.failed_bias_check = True self.full_varHolder = VarHolder() self.exchange: Optional[Any] = None self._fee = None # pull variables the scope of the lookahead_analysis-instance self.local_config = deepcopy(config) self.local_config["strategy"] = strategy_obj["name"] self.strategy_obj = strategy_obj @staticmethod def dt_to_timestamp(dt: datetime): timestamp = int(dt.replace(tzinfo=timezone.utc).timestamp()) return timestamp def fill_full_varholder(self): self.full_varHolder = VarHolder() # define datetime in human-readable format parsed_timerange = TimeRange.parse_timerange(self.local_config["timerange"]) if parsed_timerange.startdt is None: self.full_varHolder.from_dt = datetime.fromtimestamp(0, tz=timezone.utc) else: self.full_varHolder.from_dt = parsed_timerange.startdt if parsed_timerange.stopdt is None: self.full_varHolder.to_dt = datetime.now(timezone.utc) else: self.full_varHolder.to_dt = parsed_timerange.stopdt self.prepare_data(self.full_varHolder, self.local_config["pairs"]) def start(self) -> None: # first make a single backtest self.fill_full_varholder()