import logging import sys import time from pathlib import Path from typing import Any, Dict import pandas as pd from tabulate import tabulate 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.append( 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.append( initialize_single_lookahead_bias_checker(strategy_obj, config, args)) text_table_bias_checker_instances(bias_checker_instances) export_to_csv(args, bias_checker_instances) def text_table_bias_checker_instances(bias_checker_instances): headers = ['strategy', 'has_bias', 'total_signals', 'biased_entry_signals', 'biased_exit_signals', 'biased_indicators'] data = [] for current_instance in bias_checker_instances: data.append( [current_instance.strategy_obj['name'], current_instance.current_analysis.has_bias, current_instance.current_analysis.total_signals, current_instance.current_analysis.false_entry_signals, current_instance.current_analysis.false_exit_signals, ", ".join(current_instance.current_analysis.false_indicators)] ) table = tabulate(data, headers=headers, tablefmt="orgtbl") print(table) def export_to_csv(args, bias_checker_instances): def add_or_update_row(df, row_data): strategy_col_name = 'strategy' if row_data[strategy_col_name] in df[strategy_col_name].values: # create temporary dataframe with a single row # and use that to replace the previous data in there. index = (df.index[df[strategy_col_name] == row_data[strategy_col_name]][0]) df.loc[index] = pd.Series(row_data, index='strategy') else: df = df.concat(row_data, ignore_index=True) return df csv_df = None if not Path.exists(args['exportfilename']): # If the file doesn't exist, create a new DataFrame from scratch csv_df = pd.DataFrame(columns=['filename', 'strategy', 'has_bias', 'total_signals', 'biased_entry_signals', 'biased_exit_signals', 'biased_indicators'], index='filename') else: # Read CSV file into a pandas dataframe csv_df = pd.read_csv(args['exportfilename']) for inst in bias_checker_instances: new_row_data = {'filename': inst.strategy_obj['location'].parts[-1], 'strategy': inst.strategy_obj['name'], 'has_bias': inst.current_analysis.has_bias, 'total_signals': inst.current_analysis.total_signals, 'biased_entry_signals': inst.current_analysis.false_entry_signals, 'biased_exit_signals': inst.current_analysis.false_exit_signals, 'biased_indicators': ", ".join(inst.current_analysis.false_indicators)} csv_df = add_or_update_row(csv_df, new_row_data) if len(bias_checker_instances) > 0: print(f"saving {args['exportfilename']}") csv_df.to_csv(args['exportfilename']) def initialize_single_lookahead_bias_checker(strategy_obj, config, args): print(f"Bias test of {Path(strategy_obj['location']).name} started.") start = time.perf_counter() current_instance = BacktestLookaheadBiasChecker() current_instance.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