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