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103 lines
4.0 KiB
Python
103 lines
4.0 KiB
Python
import logging
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import time
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from pathlib import Path
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from typing import Any, Dict, List
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import pandas as pd
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from freqtrade.constants import Config
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from freqtrade.exceptions import OperationalException
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from freqtrade.optimize.recursive_analysis import RecursiveAnalysis
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from freqtrade.resolvers import StrategyResolver
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logger = logging.getLogger(__name__)
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class RecursiveAnalysisSubFunctions:
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@staticmethod
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def text_table_recursive_analysis_instances(
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config: Dict[str, Any],
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recursive_instances: List[RecursiveAnalysis]):
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startups = recursive_instances[0]._startup_candle
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headers = ['strategy', 'indicators']
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for candle in startups:
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headers.append(candle)
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data = []
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for inst in recursive_instances:
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if len(inst.dict_recursive) > 0:
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for indicator, values in inst.dict_recursive.items():
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temp_data = [inst.strategy_obj['name'], indicator]
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for candle in startups:
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temp_data.append(values.get(int(candle), '-'))
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data.append(temp_data)
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from tabulate import tabulate
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table = tabulate(data, headers=headers, tablefmt="orgtbl")
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print(table)
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return table, headers, data
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@staticmethod
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def calculate_config_overrides(config: Config):
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if config.get('backtest_cache') is None:
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config['backtest_cache'] = 'none'
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elif config['backtest_cache'] != 'none':
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logger.info(f"backtest_cache = "
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f"{config['backtest_cache']} detected. "
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f"Inside lookahead-analysis it is enforced to be 'none'. "
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f"Changed it to 'none'")
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config['backtest_cache'] = 'none'
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return config
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@staticmethod
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def initialize_single_recursive_analysis(config: Config, strategy_obj: Dict[str, Any]):
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logger.info(f"Recursive test of {Path(strategy_obj['location']).name} started.")
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start = time.perf_counter()
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current_instance = RecursiveAnalysis(config, strategy_obj)
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current_instance.start()
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elapsed = time.perf_counter() - start
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logger.info(f"Checking recursive and lookahead bias of indicators "
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f"of {Path(strategy_obj['location']).name} "
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f"took {elapsed:.0f} seconds.")
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return current_instance
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@staticmethod
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def start(config: Config):
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config = RecursiveAnalysisSubFunctions.calculate_config_overrides(config)
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strategy_objs = StrategyResolver.search_all_objects(
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config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
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RecursiveAnalysis_instances = []
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# unify --strategy and --strategy_list to one list
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if not (strategy_list := config.get('strategy_list', [])):
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if config.get('strategy') is None:
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raise OperationalException(
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"No Strategy specified. Please specify a strategy via --strategy or "
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"--strategy_list"
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)
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strategy_list = [config['strategy']]
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# check if strategies can be properly loaded, only check them if they can be.
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for strat in strategy_list:
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for strategy_obj in strategy_objs:
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if strategy_obj['name'] == strat and strategy_obj not in strategy_list:
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RecursiveAnalysis_instances.append(
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RecursiveAnalysisSubFunctions.initialize_single_recursive_analysis(
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config, strategy_obj))
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break
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# report the results
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if RecursiveAnalysis_instances:
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RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
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config, RecursiveAnalysis_instances)
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else:
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logger.error("There were no strategies specified neither through "
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"--strategy nor through "
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"--strategy_list "
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"or timeframe was not specified.")
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