freqtrade_origin/freqtrade/commands/analyze_commands.py

64 lines
2.1 KiB
Python
Executable File

import logging
from pathlib import Path
from typing import Any, Dict
from freqtrade.configuration import setup_utils_configuration
from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
logger = logging.getLogger(__name__)
def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the entry/exit reason analysis module
:param args: Cli args from Arguments()
:param method: Bot running mode
:return: Configuration
"""
config = setup_utils_configuration(args, method)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
}
if method in no_unlimited_runmodes.keys():
from freqtrade.data.btanalysis import get_latest_backtest_filename
if 'exportfilename' in config:
if config['exportfilename'].is_dir():
btfile = Path(get_latest_backtest_filename(config['exportfilename']))
signals_file = f"{config['exportfilename']}/{btfile.stem}_signals.pkl"
else:
if config['exportfilename'].exists():
btfile = Path(config['exportfilename'])
signals_file = f"{btfile.parent}/{btfile.stem}_signals.pkl"
else:
raise OperationalException(f"{config['exportfilename']} does not exist.")
else:
raise OperationalException('exportfilename not in config.')
if (not Path(signals_file).exists()):
raise OperationalException(
(f"Cannot find latest backtest signals file: {signals_file}."
"Run backtesting with `--export signals`.")
)
return config
def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
"""
Start analysis script
:param args: Cli args from Arguments()
:return: None
"""
from freqtrade.data.entryexitanalysis import process_entry_exit_reasons
# Initialize configuration
config = setup_analyze_configuration(args, RunMode.BACKTEST)
logger.info('Starting freqtrade in analysis mode')
process_entry_exit_reasons(config)