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Extract backtest Running from BacktestView

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This commit is contained in:
Matthias 2023-07-22 11:24:24 +02:00
parent 68171faf8d
commit 511fce74c7
2 changed files with 265 additions and 257 deletions
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258
src/components/ftbot/BacktestRun.vue Normal file
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@ -0,0 +1,258 @@
<template>
<div class="mb-2">
<span>Strategy</span>
<StrategySelect v-model="btStore.strategy"></StrategySelect>
</div>
<b-card :disabled="botStore.activeBot.backtestRunning">
<!-- Backtesting parameters -->
<b-form-group
label-cols-lg="2"
label="Backtest params"
label-size="sm"
label-class="fw-bold pt-0"
class="mb-0"
>
<b-form-group
label-cols-sm="5"
label="Timeframe:"
label-align-sm="right"
label-for="timeframe-select"
>
<TimeframeSelect id="timeframe-select" v-model="btStore.selectedTimeframe" />
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Detail Timeframe:"
label-align-sm="right"
label-for="timeframe-detail-select"
title="Detail timeframe, to simulate intra-candle results. Not setting this will not use this functionality."
>
<TimeframeSelect
id="timeframe-detail-select"
v-model="btStore.selectedDetailTimeframe"
:below-timeframe="btStore.selectedTimeframe"
/>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Max open trades:"
label-align-sm="right"
label-for="max-open-trades"
>
<b-form-input
id="max-open-trades"
v-model="btStore.maxOpenTrades"
placeholder="Use strategy default"
type="number"
></b-form-input>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Starting capital:"
label-align-sm="right"
label-for="starting-capital"
>
<b-form-input
id="starting-capital"
v-model="btStore.startingCapital"
type="number"
step="0.001"
></b-form-input>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Stake amount:"
label-align-sm="right"
label-for="stake-amount"
>
<div class="d-flex">
<b-form-checkbox
id="stake-amount-bool"
v-model="btStore.stakeAmountUnlimited"
class="col-md-6"
>Unlimited stake</b-form-checkbox
>
<b-form-input
id="stake-amount"
v-model="btStore.stakeAmount"
type="number"
placeholder="Use strategy default"
step="0.01"
:disabled="btStore.stakeAmountUnlimited"
></b-form-input>
</div>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Enable Protections:"
label-align-sm="right"
label-for="enable-protections"
>
<b-form-checkbox
id="enable-protections"
v-model="btStore.enableProtections"
></b-form-checkbox>
</b-form-group>
<b-form-group
v-if="botStore.activeBot.botApiVersion >= 2.22"
label-cols-sm="5"
label="Cache Backtest results:"
label-align-sm="right"
label-for="enable-cache"
>
<b-form-checkbox id="enable-cache" v-model="btStore.allowCache"></b-form-checkbox>
</b-form-group>
<template v-if="botStore.activeBot.botApiVersion >= 2.22">
<b-form-group
label-cols-sm="5"
label="Enable FreqAI:"
label-align-sm="right"
label-for="enable-freqai"
>
<template #label>
<div class="d-flex justify-content-center">
<span class="me-2">Enable FreqAI:</span>
<InfoBox
hint="Assumes freqAI configuration is setup in the configuration, and the strategy is a freqAI strategy. Will fail if that's not the case."
/>
</div>
</template>
<b-form-checkbox id="enable-freqai" v-model="btStore.freqAI.enabled"></b-form-checkbox>
</b-form-group>
<b-form-group
v-if="btStore.freqAI.enabled"
label-cols-sm="5"
label="FreqAI identifier:"
label-align-sm="right"
label-for="freqai-identifier"
>
<b-form-input
id="freqai-identifier"
v-model="btStore.freqAI.identifier"
placeholder="Use config default"
></b-form-input>
</b-form-group>
<b-form-group
v-if="btStore.freqAI.enabled"
label-cols-sm="5"
label="FreqAI Model"
label-align-sm="right"
label-for="freqai-model"
>
<FreqaiModelSelect id="freqai-model" v-model="btStore.freqAI.model"></FreqaiModelSelect>
</b-form-group>
</template>
<!-- <b-form-group label-cols-sm="5" label="Fee:" label-align-sm="right" label-for="fee">
<b-form-input
id="fee"
type="number"
placeholder="Use exchange default"
step="0.01"
></b-form-input>
</b-form-group> -->
<hr />
<TimeRangeSelect v-model="btStore.timerange" class="mt-2"></TimeRangeSelect>
</b-form-group>
</b-card>
<h3 class="mt-3">Backtesting summary</h3>
<div class="d-flex flex-wrap flex-md-nowrap justify-content-between justify-content-md-center">
<b-button
id="start-backtest"
variant="primary"
:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
class="mx-1"
@click="clickBacktest"
>
Start backtest
</b-button>
<b-button
variant="primary"
:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
class="mx-1"
@click="botStore.activeBot.pollBacktest"
>
Load backtest result
</b-button>
<b-button
variant="primary"
class="mx-1"
:disabled="!botStore.activeBot.backtestRunning"
@click="botStore.activeBot.stopBacktest"
>Stop Backtest</b-button
>
<b-button
variant="primary"
class="mx-1"
:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
@click="botStore.activeBot.removeBacktest"
>Reset Backtest</b-button
>
</div>
</template>
<script setup lang="ts">
import TimeRangeSelect from '@/components/ftbot/TimeRangeSelect.vue';
import FreqaiModelSelect from '@/components/ftbot/FreqaiModelSelect.vue';
import StrategySelect from '@/components/ftbot/StrategySelect.vue';
import TimeframeSelect from '@/components/ftbot/TimeframeSelect.vue';
import InfoBox from '@/components/general/InfoBox.vue';
import { useBotStore } from '@/stores/ftbotwrapper';
import { BacktestPayload } from '@/types';
import { useBtStore } from '@/stores/btStore';
const botStore = useBotStore();
const btStore = useBtStore();
function clickBacktest() {
const btPayload: BacktestPayload = {
strategy: btStore.strategy,
timerange: btStore.timerange,
enable_protections: btStore.enableProtections,
};
const openTradesInt = parseInt(btStore.maxOpenTrades, 10);
if (openTradesInt) {
btPayload.max_open_trades = openTradesInt;
}
if (btStore.stakeAmountUnlimited) {
btPayload.stake_amount = 'unlimited';
} else {
const stakeAmountLoc = Number(btStore.stakeAmount);
if (stakeAmountLoc) {
btPayload.stake_amount = stakeAmountLoc.toString();
}
}
const startingCapitalLoc = Number(btStore.startingCapital);
if (startingCapitalLoc) {
btPayload.dry_run_wallet = startingCapitalLoc;
}
if (btStore.selectedTimeframe) {
btPayload.timeframe = btStore.selectedTimeframe;
}
if (btStore.selectedDetailTimeframe) {
btPayload.timeframe_detail = btStore.selectedDetailTimeframe;
}
if (!btStore.allowCache) {
btPayload.backtest_cache = 'none';
}
if (btStore.freqAI.enabled) {
btPayload.freqaimodel = btStore.freqAI.model;
if (btStore.freqAI.identifier !== '') {
btPayload.freqai = { identifier: btStore.freqAI.identifier };
}
}
botStore.activeBot.startBacktest(btPayload);
}
</script>
<style scoped></style>

264
src/views/BacktestingView.vue
View File

@ -97,208 +97,7 @@
<backtest-history-load />
</div>
<div v-if="btFormMode == 'run'" class="flex-fill row d-flex flex-column bt-config">
<div class="mb-2">
<span>Strategy</span>
<StrategySelect v-model="btStore.strategy"></StrategySelect>
</div>
<b-card :disabled="botStore.activeBot.backtestRunning">
<!-- Backtesting parameters -->
<b-form-group
label-cols-lg="2"
label="Backtest params"
label-size="sm"
label-class="fw-bold pt-0"
class="mb-0"
>
<b-form-group
label-cols-sm="5"
label="Timeframe:"
label-align-sm="right"
label-for="timeframe-select"
>
<TimeframeSelect id="timeframe-select" v-model="btStore.selectedTimeframe" />
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Detail Timeframe:"
label-align-sm="right"
label-for="timeframe-detail-select"
title="Detail timeframe, to simulate intra-candle results. Not setting this will not use this functionality."
>
<TimeframeSelect
id="timeframe-detail-select"
v-model="btStore.selectedDetailTimeframe"
:below-timeframe="btStore.selectedTimeframe"
/>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Max open trades:"
label-align-sm="right"
label-for="max-open-trades"
>
<b-form-input
id="max-open-trades"
v-model="btStore.maxOpenTrades"
placeholder="Use strategy default"
type="number"
></b-form-input>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Starting capital:"
label-align-sm="right"
label-for="starting-capital"
>
<b-form-input
id="starting-capital"
v-model="btStore.startingCapital"
type="number"
step="0.001"
></b-form-input>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Stake amount:"
label-align-sm="right"
label-for="stake-amount"
>
<div class="d-flex">
<b-form-checkbox
id="stake-amount-bool"
v-model="btStore.stakeAmountUnlimited"
class="col-md-6"
>Unlimited stake</b-form-checkbox
>
<b-form-input
id="stake-amount"
v-model="btStore.stakeAmount"
type="number"
placeholder="Use strategy default"
step="0.01"
:disabled="btStore.stakeAmountUnlimited"
></b-form-input>
</div>
</b-form-group>
<b-form-group
label-cols-sm="5"
label="Enable Protections:"
label-align-sm="right"
label-for="enable-protections"
>
<b-form-checkbox
id="enable-protections"
v-model="btStore.enableProtections"
></b-form-checkbox>
</b-form-group>
<b-form-group
v-if="botStore.activeBot.botApiVersion >= 2.22"
label-cols-sm="5"
label="Cache Backtest results:"
label-align-sm="right"
label-for="enable-cache"
>
<b-form-checkbox id="enable-cache" v-model="btStore.allowCache"></b-form-checkbox>
</b-form-group>
<template v-if="botStore.activeBot.botApiVersion >= 2.22">
<b-form-group
label-cols-sm="5"
label="Enable FreqAI:"
label-align-sm="right"
label-for="enable-freqai"
>
<template #label>
<div class="d-flex justify-content-center">
<span class="me-2">Enable FreqAI:</span>
<InfoBox
hint="Assumes freqAI configuration is setup in the configuration, and the strategy is a freqAI strategy. Will fail if that's not the case."
/>
</div>
</template>
<b-form-checkbox
id="enable-freqai"
v-model="btStore.freqAI.enabled"
></b-form-checkbox>
</b-form-group>
<b-form-group
v-if="btStore.freqAI.enabled"
label-cols-sm="5"
label="FreqAI identifier:"
label-align-sm="right"
label-for="freqai-identifier"
>
<b-form-input
id="freqai-identifier"
v-model="btStore.freqAI.identifier"
placeholder="Use config default"
></b-form-input>
</b-form-group>
<b-form-group
v-if="btStore.freqAI.enabled"
label-cols-sm="5"
label="FreqAI Model"
label-align-sm="right"
label-for="freqai-model"
>
<FreqaiModelSelect
id="freqai-model"
v-model="btStore.freqAI.model"
></FreqaiModelSelect>
</b-form-group>
</template>
<!-- <b-form-group label-cols-sm="5" label="Fee:" label-align-sm="right" label-for="fee">
<b-form-input
id="fee"
type="number"
placeholder="Use exchange default"
step="0.01"
></b-form-input>
</b-form-group> -->
<hr />
<TimeRangeSelect v-model="btStore.timerange" class="mt-2"></TimeRangeSelect>
</b-form-group>
</b-card>
<h3 class="mt-3">Backtesting summary</h3>
<div
class="d-flex flex-wrap flex-md-nowrap justify-content-between justify-content-md-center"
>
<b-button
id="start-backtest"
variant="primary"
:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
class="mx-1"
@click="clickBacktest"
>
Start backtest
</b-button>
<b-button
variant="primary"
:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
class="mx-1"
@click="botStore.activeBot.pollBacktest"
>
Load backtest result
</b-button>
<b-button
variant="primary"
class="mx-1"
:disabled="!botStore.activeBot.backtestRunning"
@click="botStore.activeBot.stopBacktest"
>Stop Backtest</b-button
>
<b-button
variant="primary"
class="mx-1"
:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
@click="botStore.activeBot.removeBacktest"
>Reset Backtest</b-button
>
</div>
<backtest-run />
</div>
<BacktestResultView
v-if="hasBacktestResult && btFormMode == 'results'"
@ -329,23 +128,17 @@
</template>
<script setup lang="ts">
import TimeRangeSelect from '@/components/ftbot/TimeRangeSelect.vue';
import BacktestResultView from '@/components/ftbot/BacktestResultView.vue';
import BacktestResultSelect from '@/components/ftbot/BacktestResultSelect.vue';
import StrategySelect from '@/components/ftbot/StrategySelect.vue';
import FreqaiModelSelect from '@/components/ftbot/FreqaiModelSelect.vue';
import TimeframeSelect from '@/components/ftbot/TimeframeSelect.vue';
import BacktestHistoryLoad from '@/components/ftbot/BacktestHistoryLoad.vue';
import BacktestGraphsView from '@/components/ftbot/BacktestGraphsView.vue';
import BacktestHistoryLoad from '@/components/ftbot/BacktestHistoryLoad.vue';
import BacktestResultChart from '@/components/ftbot/BacktestResultChart.vue';
import InfoBox from '@/components/general/InfoBox.vue';
import { BacktestPayload } from '@/types';
import BacktestResultSelect from '@/components/ftbot/BacktestResultSelect.vue';
import BacktestResultView from '@/components/ftbot/BacktestResultView.vue';
import BacktestRun from '@/components/ftbot/BacktestRun.vue';
import { formatPercent } from '@/shared/formatters';
import { computed, ref, onMounted, watch } from 'vue';
import { useBotStore } from '@/stores/ftbotwrapper';
import { useBtStore } from '@/stores/btStore';
import { useBotStore } from '@/stores/ftbotwrapper';
import { computed, onMounted, ref, watch } from 'vue';
const botStore = useBotStore();
const btStore = useBtStore();
@ -386,49 +179,6 @@ watch(
},
);
const clickBacktest = () => {
const btPayload: BacktestPayload = {
strategy: btStore.strategy,
timerange: btStore.timerange,
enable_protections: btStore.enableProtections,
};
const openTradesInt = parseInt(btStore.maxOpenTrades, 10);
if (openTradesInt) {
btPayload.max_open_trades = openTradesInt;
}
if (btStore.stakeAmountUnlimited) {
btPayload.stake_amount = 'unlimited';
} else {
const stakeAmountLoc = Number(btStore.stakeAmount);
if (stakeAmountLoc) {
btPayload.stake_amount = stakeAmountLoc.toString();
}
}
const startingCapitalLoc = Number(btStore.startingCapital);
if (startingCapitalLoc) {
btPayload.dry_run_wallet = startingCapitalLoc;
}
if (btStore.selectedTimeframe) {
btPayload.timeframe = btStore.selectedTimeframe;
}
if (btStore.selectedDetailTimeframe) {
btPayload.timeframe_detail = btStore.selectedDetailTimeframe;
}
if (!btStore.allowCache) {
btPayload.backtest_cache = 'none';
}
if (btStore.freqAI.enabled) {
btPayload.freqaimodel = btStore.freqAI.model;
if (btStore.freqAI.identifier !== '') {
btPayload.freqai = { identifier: btStore.freqAI.identifier };
}
}
botStore.activeBot.startBacktest(btPayload);
};
onMounted(() => botStore.activeBot.getState());
watch(
() => botStore.activeBot.backtestRunning,