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54 lines
1.8 KiB
Python
54 lines
1.8 KiB
Python
# pragma pylint: disable=missing-docstring, W0212, too-many-arguments
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"""
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This module contains the edge backtesting interface
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"""
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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 TimeRange, validate_config_consistency
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from freqtrade.data.dataprovider import DataProvider
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from freqtrade.edge import Edge
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from freqtrade.optimize.optimize_reports import generate_edge_table
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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logger = logging.getLogger(__name__)
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class EdgeCli:
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"""
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EdgeCli class, this class contains all the logic to run edge backtesting
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To run a edge backtest:
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edge = EdgeCli(config)
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edge.start()
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"""
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def __init__(self, config: Dict[str, Any]) -> None:
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self.config = config
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# Ensure using dry-run
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self.config['dry_run'] = True
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self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
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self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
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self.strategy = StrategyResolver.load_strategy(self.config)
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self.strategy.dp = DataProvider(config, None)
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self.strategy._initialize()
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validate_config_consistency(self.config)
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self.edge = Edge(config, self.exchange, self.strategy)
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# Set refresh_pairs to false for edge-cli (it must be true for edge)
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self.edge._refresh_pairs = False
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self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
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'timerange') is None else str(self.config.get('timerange')))
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def start(self) -> None:
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result = self.edge.calculate(self.config['exchange']['pair_whitelist'])
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if result:
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print('') # blank line for readability
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print(generate_edge_table(self.edge._cached_pairs))
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