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composition: backtesting
This commit is contained in:
Matthias
parent
ab7ce0328b
commit
792e3a3425
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@ -302,14 +302,11 @@
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</template>
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<script lang="ts">
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import { Component, Vue, Watch } from 'vue-property-decorator';
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import { namespace } from 'vuex-class';
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import TimeRangeSelect from '@/components/ftbot/TimeRangeSelect.vue';
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import BacktestResultView from '@/components/ftbot/BacktestResultView.vue';
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import BacktestResultSelect from '@/components/ftbot/BacktestResultSelect.vue';
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import CandleChartContainer from '@/components/charts/CandleChartContainer.vue';
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import StrategySelect from '@/components/ftbot/StrategySelect.vue';
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import ValuePair from '@/components/general/ValuePair.vue';
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import CumProfitChart from '@/components/charts/CumProfitChart.vue';
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import TradesLogChart from '@/components/charts/TradesLog.vue';
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import PairSummary from '@/components/ftbot/PairSummary.vue';
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@ -317,23 +314,17 @@ import TimeframeSelect from '@/components/ftbot/TimeframeSelect.vue';
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import TradeList from '@/components/ftbot/TradeList.vue';
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import BacktestHistoryLoad from '@/components/ftbot/BacktestHistoryLoad.vue';
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import {
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BacktestPayload,
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BacktestSteps,
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BotState,
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PairHistory,
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PairHistoryPayload,
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PlotConfig,
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StrategyBacktestResult,
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} from '@/types';
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import { BacktestPayload, PlotConfig } from '@/types';
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import { getCustomPlotConfig, getPlotConfigName } from '@/shared/storage';
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import { formatPercent } from '@/shared/formatters';
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import { BotStoreGetters } from '@/store/modules/ftbot';
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import StoreModules from '@/store/storeSubModules';
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import { defineComponent, computed, ref, onMounted, watch } from '@vue/composition-api';
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import { useNamespacedActions, useNamespacedGetters } from 'vuex-composition-helpers';
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const ftbot = namespace(StoreModules.ftbot);
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@Component({
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export default defineComponent({
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name: 'Backtesting',
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components: {
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BacktestResultView,
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BacktestResultSelect,
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@ -343,154 +334,173 @@ const ftbot = namespace(StoreModules.ftbot);
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CumProfitChart,
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TradesLogChart,
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StrategySelect,
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ValuePair,
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PairSummary,
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TimeframeSelect,
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TradeList,
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},
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})
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export default class Backtesting extends Vue {
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pollInterval: number | null = null;
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setup() {
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const {
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backtestRunning,
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backtestStep,
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botState,
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botApiVersion,
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backtestProgress,
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backtestHistory,
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selectedBacktestResultKey,
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history,
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selectedBacktestResult,
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canRunBacktest,
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} = useNamespacedGetters(StoreModules.ftbot, [
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BotStoreGetters.backtestRunning,
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BotStoreGetters.backtestStep,
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BotStoreGetters.botState,
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BotStoreGetters.botApiVersion,
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BotStoreGetters.backtestProgress,
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BotStoreGetters.backtestHistory,
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BotStoreGetters.selectedBacktestResultKey,
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BotStoreGetters.history,
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BotStoreGetters.selectedBacktestResult,
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BotStoreGetters.canRunBacktest,
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]);
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const {
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getPairHistory,
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getState,
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startBacktest,
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pollBacktest,
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removeBacktest,
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stopBacktest,
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setBacktestResultKey,
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} = useNamespacedActions(StoreModules.ftbot, [
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'getPairHistory',
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'getState',
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'startBacktest',
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'pollBacktest',
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'removeBacktest',
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'stopBacktest',
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'setBacktestResultKey',
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]);
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showLeftBar = false;
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selectedTimeframe = '';
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selectedDetailTimeframe = '';
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strategy = '';
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timerange = '';
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enableProtections = false;
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maxOpenTrades = '';
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stakeAmountUnlimited = false;
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stakeAmount = '';
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startingCapital = '';
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btFormMode = 'run';
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selectedPlotConfig: PlotConfig = getCustomPlotConfig(getPlotConfigName());
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@ftbot.Getter [BotStoreGetters.backtestRunning]!: boolean;
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@ftbot.Getter [BotStoreGetters.backtestStep]!: BacktestSteps;
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@ftbot.Getter [BotStoreGetters.botState]?: BotState;
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@ftbot.Getter [BotStoreGetters.botApiVersion]: number;
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@ftbot.Getter [BotStoreGetters.backtestProgress]!: number;
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@ftbot.Getter [BotStoreGetters.backtestHistory]!: StrategyBacktestResult[];
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@ftbot.Getter [BotStoreGetters.selectedBacktestResultKey]!: string;
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@ftbot.Getter [BotStoreGetters.history]!: PairHistory;
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@ftbot.Getter [BotStoreGetters.selectedBacktestResult]!: StrategyBacktestResult;
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@ftbot.Getter [BotStoreGetters.canRunBacktest]!: boolean;
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// eslint-disable-next-line @typescript-eslint/no-unused-vars
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@ftbot.Action getPairHistory!: (payload: PairHistoryPayload) => void;
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@ftbot.Action getState;
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// eslint-disable-next-line @typescript-eslint/no-unused-vars
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@ftbot.Action startBacktest!: (payload: BacktestPayload) => void;
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@ftbot.Action pollBacktest!: () => void;
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@ftbot.Action removeBacktest!: () => void;
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@ftbot.Action stopBacktest!: () => void;
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// eslint-disable-next-line @typescript-eslint/no-unused-vars
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@ftbot.Action setBacktestResultKey!: (key: string) => void;
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formatPercent = formatPercent;
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get hasBacktestResult() {
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return this.backtestHistory ? Object.keys(this.backtestHistory).length !== 0 : false;
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}
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get timeframe(): string {
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try {
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return this.selectedBacktestResult.timeframe;
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} catch (err) {
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return '';
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}
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}
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mounted() {
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this.getState();
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}
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setBacktestResult(key: string) {
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this.setBacktestResultKey(key);
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// Set parameters for this result
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this.strategy = this.selectedBacktestResult.strategy_name;
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this.selectedTimeframe = this.selectedBacktestResult.timeframe;
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this.selectedDetailTimeframe = this.selectedBacktestResult.timeframe_detail || '';
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this.timerange = this.selectedBacktestResult.timerange;
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}
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clickBacktest() {
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const btPayload: BacktestPayload = {
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strategy: this.strategy,
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timerange: this.timerange,
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// eslint-disable-next-line @typescript-eslint/camelcase
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enable_protections: this.enableProtections,
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};
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const openTradesInt = parseInt(this.maxOpenTrades, 10);
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if (openTradesInt) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.max_open_trades = openTradesInt;
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}
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if (this.stakeAmountUnlimited) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.stake_amount = 'unlimited';
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} else {
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const stakeAmount = Number(this.stakeAmount);
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if (stakeAmount) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.stake_amount = stakeAmount.toString();
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const hasBacktestResult = computed(() =>
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backtestHistory.value ? Object.keys(backtestHistory.value).length !== 0 : false,
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);
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const timeframe = computed((): string => {
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try {
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return selectedBacktestResult.value.timeframe;
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} catch (err) {
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return '';
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}
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}
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});
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const startingCapital = Number(this.startingCapital);
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if (startingCapital) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.dry_run_wallet = startingCapital;
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}
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const strategy = ref('');
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const selectedTimeframe = ref('');
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const selectedDetailTimeframe = ref('');
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const timerange = ref('');
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const showLeftBar = ref(false);
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const enableProtections = ref(false);
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const stakeAmountUnlimited = ref(false);
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const maxOpenTrades = ref('');
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const stakeAmount = ref('');
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const startingCapital = ref('');
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const btFormMode = ref('run');
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const pollInterval = ref<number | null>(null);
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const selectedPlotConfig = ref<PlotConfig>(getCustomPlotConfig(getPlotConfigName()));
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if (this.selectedTimeframe) {
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btPayload.timeframe = this.selectedTimeframe;
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}
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if (this.selectedDetailTimeframe) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.timeframe_detail = this.selectedDetailTimeframe;
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}
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const setBacktestResult = (key: string) => {
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setBacktestResultKey(key);
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this.startBacktest(btPayload);
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}
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// Set parameters for this result
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strategy.value = selectedBacktestResult.value.strategy_name;
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selectedTimeframe.value = selectedBacktestResult.value.timeframe;
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selectedDetailTimeframe.value = selectedBacktestResult.value.timeframe_detail || '';
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timerange.value = selectedBacktestResult.value.timerange;
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};
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@Watch('backtestRunning')
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backtestRunningChanged() {
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if (this.backtestRunning === true) {
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this.pollInterval = window.setInterval(this.pollBacktest, 1000);
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} else if (this.pollInterval) {
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clearInterval(this.pollInterval);
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this.pollInterval = null;
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}
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}
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}
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const clickBacktest = () => {
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const btPayload: BacktestPayload = {
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strategy: strategy.value,
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timerange: timerange.value,
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// eslint-disable-next-line @typescript-eslint/camelcase
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enable_protections: enableProtections.value,
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};
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const openTradesInt = parseInt(maxOpenTrades.value, 10);
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if (openTradesInt) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.max_open_trades = openTradesInt;
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}
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if (stakeAmountUnlimited.value) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.stake_amount = 'unlimited';
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} else {
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const stakeAmountLoc = Number(stakeAmount.value);
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if (stakeAmountLoc) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.stake_amount = stakeAmountLoc.toString();
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}
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}
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const startingCapitalLoc = Number(startingCapital.value);
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if (startingCapitalLoc) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.dry_run_wallet = startingCapitalLoc;
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}
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if (selectedTimeframe.value) {
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btPayload.timeframe = selectedTimeframe.value;
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}
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if (selectedDetailTimeframe.value) {
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// eslint-disable-next-line @typescript-eslint/camelcase
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btPayload.timeframe_detail = selectedDetailTimeframe.value;
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}
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startBacktest(btPayload);
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};
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onMounted(() => getState());
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watch(backtestRunning, () => {
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if (backtestRunning.value === true) {
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pollInterval.value = window.setInterval(pollBacktest, 1000);
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} else if (pollInterval.value) {
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clearInterval(pollInterval.value);
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pollInterval.value = null;
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}
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});
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return {
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backtestRunning,
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backtestStep,
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botState,
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botApiVersion,
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backtestProgress,
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backtestHistory,
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selectedBacktestResultKey,
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history,
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selectedBacktestResult,
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canRunBacktest,
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getPairHistory,
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getState,
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startBacktest,
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pollBacktest,
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removeBacktest,
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stopBacktest,
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setBacktestResultKey,
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formatPercent,
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hasBacktestResult,
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timeframe,
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setBacktestResult,
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strategy,
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selectedTimeframe,
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selectedDetailTimeframe,
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timerange,
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enableProtections,
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showLeftBar,
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stakeAmountUnlimited,
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maxOpenTrades,
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stakeAmount,
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startingCapital,
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btFormMode,
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selectedPlotConfig,
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clickBacktest,
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};
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},
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});
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</script>
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<style lang="scss" scoped>
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