mirror of
https://github.com/freqtrade/freqtrade.git
synced 2024-11-16 05:03:55 +00:00
107 lines
4.1 KiB
Python
107 lines
4.1 KiB
Python
import logging
|
|
import time
|
|
from pathlib import Path
|
|
from typing import Any, Dict, List
|
|
|
|
from freqtrade.constants import Config
|
|
from freqtrade.exceptions import OperationalException
|
|
from freqtrade.optimize.analysis.recursive import RecursiveAnalysis
|
|
from freqtrade.resolvers import StrategyResolver
|
|
|
|
|
|
logger = logging.getLogger(__name__)
|
|
|
|
|
|
class RecursiveAnalysisSubFunctions:
|
|
|
|
@staticmethod
|
|
def text_table_recursive_analysis_instances(
|
|
recursive_instances: List[RecursiveAnalysis]):
|
|
startups = recursive_instances[0]._startup_candle
|
|
headers = ['indicators']
|
|
for candle in startups:
|
|
headers.append(candle)
|
|
|
|
data = []
|
|
for inst in recursive_instances:
|
|
if len(inst.dict_recursive) > 0:
|
|
for indicator, values in inst.dict_recursive.items():
|
|
temp_data = [indicator]
|
|
for candle in startups:
|
|
temp_data.append(values.get(int(candle), '-'))
|
|
data.append(temp_data)
|
|
|
|
if len(data) > 0:
|
|
from tabulate import tabulate
|
|
table = tabulate(data, headers=headers, tablefmt="orgtbl")
|
|
print(table)
|
|
return table, headers, data
|
|
|
|
return None, None, data
|
|
|
|
@staticmethod
|
|
def calculate_config_overrides(config: Config):
|
|
if 'timerange' not in config:
|
|
# setting a timerange is enforced here
|
|
raise OperationalException(
|
|
"Please set a timerange. "
|
|
"A timerange of 5000 candles are enough for recursive analysis."
|
|
)
|
|
|
|
if config.get('backtest_cache') is None:
|
|
config['backtest_cache'] = 'none'
|
|
elif config['backtest_cache'] != 'none':
|
|
logger.info(f"backtest_cache = "
|
|
f"{config['backtest_cache']} detected. "
|
|
f"Inside recursive-analysis it is enforced to be 'none'. "
|
|
f"Changed it to 'none'")
|
|
config['backtest_cache'] = 'none'
|
|
return config
|
|
|
|
@staticmethod
|
|
def initialize_single_recursive_analysis(config: Config, strategy_obj: Dict[str, Any]):
|
|
|
|
logger.info(f"Recursive test of {Path(strategy_obj['location']).name} started.")
|
|
start = time.perf_counter()
|
|
current_instance = RecursiveAnalysis(config, strategy_obj)
|
|
current_instance.start()
|
|
elapsed = time.perf_counter() - start
|
|
logger.info(f"Checking recursive and indicator-only lookahead bias of indicators "
|
|
f"of {Path(strategy_obj['location']).name} "
|
|
f"took {elapsed:.0f} seconds.")
|
|
return current_instance
|
|
|
|
@staticmethod
|
|
def start(config: Config):
|
|
config = RecursiveAnalysisSubFunctions.calculate_config_overrides(config)
|
|
|
|
strategy_objs = StrategyResolver.search_all_objects(
|
|
config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
|
|
|
|
RecursiveAnalysis_instances = []
|
|
|
|
# unify --strategy and --strategy-list to one list
|
|
if not (strategy_list := config.get('strategy_list', [])):
|
|
if config.get('strategy') is None:
|
|
raise OperationalException(
|
|
"No Strategy specified. Please specify a strategy via --strategy"
|
|
)
|
|
strategy_list = [config['strategy']]
|
|
|
|
# check if strategies can be properly loaded, only check them if they can be.
|
|
for strat in strategy_list:
|
|
for strategy_obj in strategy_objs:
|
|
if strategy_obj['name'] == strat and strategy_obj not in strategy_list:
|
|
RecursiveAnalysis_instances.append(
|
|
RecursiveAnalysisSubFunctions.initialize_single_recursive_analysis(
|
|
config, strategy_obj))
|
|
break
|
|
|
|
# report the results
|
|
if RecursiveAnalysis_instances:
|
|
RecursiveAnalysisSubFunctions.text_table_recursive_analysis_instances(
|
|
RecursiveAnalysis_instances)
|
|
else:
|
|
logger.error("There was no strategy specified through --strategy "
|
|
"or timeframe was not specified.")
|