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https://github.com/freqtrade/freqtrade.git
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143 lines
4.6 KiB
Python
143 lines
4.6 KiB
Python
from freqtrade.data.btanalysis import get_latest_backtest_filename
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import pandas
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from pandas.io import json
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from freqtrade.optimize import backtesting
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import logging
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from typing import Any, Dict
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from freqtrade import constants
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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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from freqtrade.misc import round_coin_value
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logger = logging.getLogger(__name__)
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def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
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"""
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Prepare the configuration for the Hyperopt 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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RunMode.HYPEROPT: 'hyperoptimization',
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}
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if method in no_unlimited_runmodes.keys():
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if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT
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and config['stake_amount'] > config['dry_run_wallet']):
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wallet = round_coin_value(config['dry_run_wallet'], config['stake_currency'])
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stake = round_coin_value(config['stake_amount'], config['stake_currency'])
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raise OperationalException(f"Starting balance ({wallet}) "
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f"is smaller than stake_amount {stake}.")
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return config
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def start_backtesting(args: Dict[str, Any]) -> None:
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"""
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Start Backtesting 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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# Import here to avoid loading backtesting module when it's not used
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from freqtrade.optimize.backtesting import Backtesting
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# Initialize configuration
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config = setup_optimize_configuration(args, RunMode.BACKTEST)
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logger.info('Starting freqtrade in Backtesting mode')
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# Initialize backtesting object
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backtesting = Backtesting(config)
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backtesting.start()
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def start_backtest_filter(args: Dict[str, Any]) -> None:
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"""
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List backtest pairs previously filtered
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"""
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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no_header = config.get('backtest_show_pair_list', False)
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results_file = get_latest_backtest_filename(
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config['user_data_dir'] / 'backtest_results/')
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logger.info("Using Backtesting result {results_file}")
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# load data using Python JSON module
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with open(config['user_data_dir'] / 'backtest_results/' / results_file,'r') as f:
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data = json.loads(f.read())
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strategy = list(data["strategy"])[0]
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trades = data["strategy"][strategy]
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print(trades)
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logger.info("Backtest filtering complete. ")
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def start_hyperopt(args: Dict[str, Any]) -> None:
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"""
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Start hyperopt 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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# Import here to avoid loading hyperopt module when it's not used
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try:
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from filelock import FileLock, Timeout
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from freqtrade.optimize.hyperopt import Hyperopt
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except ImportError as e:
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raise OperationalException(
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f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
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# Initialize configuration
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config = setup_optimize_configuration(args, RunMode.HYPEROPT)
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logger.info('Starting freqtrade in Hyperopt mode')
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lock = FileLock(Hyperopt.get_lock_filename(config))
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try:
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with lock.acquire(timeout=1):
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# Remove noisy log messages
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logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
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logging.getLogger('filelock').setLevel(logging.WARNING)
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# Initialize backtesting object
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hyperopt = Hyperopt(config)
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hyperopt.start()
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except Timeout:
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logger.info("Another running instance of freqtrade Hyperopt detected.")
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logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
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"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
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"or on separate machines.")
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logger.info("Quitting now.")
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# TODO: return False here in order to help freqtrade to exit
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# with non-zero exit code...
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# Same in Edge and Backtesting start() functions.
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def start_edge(args: Dict[str, Any]) -> None:
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"""
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Start Edge 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.optimize.edge_cli import EdgeCli
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# Initialize configuration
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config = setup_optimize_configuration(args, RunMode.EDGE)
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logger.info('Starting freqtrade in Edge mode')
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# Initialize Edge object
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edge_cli = EdgeCli(config)
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edge_cli.start()
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