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https://github.com/freqtrade/freqtrade.git
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118 lines
4.3 KiB
Python
118 lines
4.3 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
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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.analysis.recursive import RecursiveAnalysis
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.util import print_rich_table
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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(recursive_instances: list[RecursiveAnalysis]):
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startups = recursive_instances[0]._startup_candle
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strat_scc = recursive_instances[0]._strat_scc
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headers = ["Indicators"]
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for candle in startups:
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if candle == strat_scc:
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headers.append(f"{candle} (from strategy)")
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else:
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headers.append(str(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 = [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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if len(data) > 0:
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print_rich_table(data, headers, summary="Recursive Analysis")
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return data
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return data
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@staticmethod
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def calculate_config_overrides(config: Config):
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if "timerange" not in config:
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# setting a timerange is enforced here
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raise OperationalException(
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"Please set a timerange. "
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"A timerange of 5000 candles are enough for recursive analysis."
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)
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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(
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f"backtest_cache = "
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f"{config['backtest_cache']} detected. "
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f"Inside recursive-analysis it is enforced to be 'none'. "
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f"Changed it to 'none'"
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)
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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(
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f"Checking recursive and indicator-only 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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)
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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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)
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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"
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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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)
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)
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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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RecursiveAnalysis_instances
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)
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else:
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logger.error(
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"There was no strategy specified through --strategy "
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"or timeframe was not specified."
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)
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