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Backtesting -> script setup

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This commit is contained in:
Matthias 2022-12-20 07:02:47 +01:00
parent a7aba3fd62
commit 82ab2bf473
1 changed files with 95 additions and 130 deletions
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225
src/views/Backtesting.vue
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@ -272,7 +272,7 @@
</div>
</template>
<script lang="ts">
<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';
@ -285,139 +285,104 @@ import BacktestResultChart from '@/components/ftbot/BacktestResultChart.vue';
import { BacktestPayload } from '@/types';
import { formatPercent } from '@/shared/formatters';
import { defineComponent, computed, ref, onMounted, watch } from 'vue';
import { computed, ref, onMounted, watch } from 'vue';
import { useBotStore } from '@/stores/ftbotwrapper';
export default defineComponent({
name: 'Backtesting',
components: {
BacktestResultView,
BacktestGraphsView,
BacktestResultSelect,
BacktestHistoryLoad,
TimeRangeSelect,
StrategySelect,
TimeframeSelect,
BacktestResultChart,
},
setup() {
const botStore = useBotStore();
const botStore = useBotStore();
const hasBacktestResult = computed(() =>
botStore.activeBot.backtestHistory
? Object.keys(botStore.activeBot.backtestHistory).length !== 0
: false,
);
const timeframe = computed((): string => {
try {
return botStore.activeBot.selectedBacktestResult.timeframe;
} catch (err) {
return '';
}
});
const strategy = ref('');
const selectedTimeframe = ref('');
const selectedDetailTimeframe = ref('');
const timerange = ref('');
const showLeftBar = ref(false);
const enableProtections = ref(false);
const stakeAmountUnlimited = ref(false);
const maxOpenTrades = ref('');
const stakeAmount = ref('');
const startingCapital = ref('');
const btFormMode = ref('run');
const pollInterval = ref<number | null>(null);
const selectBacktestResult = () => {
// Set parameters for this result
strategy.value = botStore.activeBot.selectedBacktestResult.strategy_name;
selectedTimeframe.value = botStore.activeBot.selectedBacktestResult.timeframe;
selectedDetailTimeframe.value =
botStore.activeBot.selectedBacktestResult.timeframe_detail || '';
timerange.value = botStore.activeBot.selectedBacktestResult.timerange;
};
watch(
() => botStore.activeBot.selectedBacktestResultKey,
() => {
selectBacktestResult();
},
);
const clickBacktest = () => {
const btPayload: BacktestPayload = {
strategy: strategy.value,
timerange: timerange.value,
// eslint-disable-next-line @typescript-eslint/camelcase
enable_protections: enableProtections.value,
};
const openTradesInt = parseInt(maxOpenTrades.value, 10);
if (openTradesInt) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.max_open_trades = openTradesInt;
}
if (stakeAmountUnlimited.value) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.stake_amount = 'unlimited';
} else {
const stakeAmountLoc = Number(stakeAmount.value);
if (stakeAmountLoc) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.stake_amount = stakeAmountLoc.toString();
}
}
const startingCapitalLoc = Number(startingCapital.value);
if (startingCapitalLoc) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.dry_run_wallet = startingCapitalLoc;
}
if (selectedTimeframe.value) {
btPayload.timeframe = selectedTimeframe.value;
}
if (selectedDetailTimeframe.value) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.timeframe_detail = selectedDetailTimeframe.value;
}
botStore.activeBot.startBacktest(btPayload);
};
onMounted(() => botStore.activeBot.getState());
watch(
() => botStore.activeBot.backtestRunning,
() => {
if (botStore.activeBot.backtestRunning === true) {
pollInterval.value = window.setInterval(botStore.activeBot.pollBacktest, 1000);
} else if (pollInterval.value) {
clearInterval(pollInterval.value);
pollInterval.value = null;
}
},
);
return {
botStore,
formatPercent,
hasBacktestResult,
timeframe,
strategy,
selectedTimeframe,
selectedDetailTimeframe,
timerange,
enableProtections,
showLeftBar,
stakeAmountUnlimited,
maxOpenTrades,
stakeAmount,
startingCapital,
btFormMode,
clickBacktest,
};
},
const hasBacktestResult = computed(() =>
botStore.activeBot.backtestHistory
? Object.keys(botStore.activeBot.backtestHistory).length !== 0
: false,
);
const timeframe = computed((): string => {
try {
return botStore.activeBot.selectedBacktestResult.timeframe;
} catch (err) {
return '';
}
});
const strategy = ref('');
const selectedTimeframe = ref('');
const selectedDetailTimeframe = ref('');
const timerange = ref('');
const showLeftBar = ref(false);
const enableProtections = ref(false);
const stakeAmountUnlimited = ref(false);
const maxOpenTrades = ref('');
const stakeAmount = ref('');
const startingCapital = ref('');
const btFormMode = ref('run');
const pollInterval = ref<number | null>(null);
const selectBacktestResult = () => {
// Set parameters for this result
strategy.value = botStore.activeBot.selectedBacktestResult.strategy_name;
selectedTimeframe.value = botStore.activeBot.selectedBacktestResult.timeframe;
selectedDetailTimeframe.value = botStore.activeBot.selectedBacktestResult.timeframe_detail || '';
timerange.value = botStore.activeBot.selectedBacktestResult.timerange;
};
watch(
() => botStore.activeBot.selectedBacktestResultKey,
() => {
selectBacktestResult();
},
);
const clickBacktest = () => {
const btPayload: BacktestPayload = {
strategy: strategy.value,
timerange: timerange.value,
// eslint-disable-next-line @typescript-eslint/camelcase
enable_protections: enableProtections.value,
};
const openTradesInt = parseInt(maxOpenTrades.value, 10);
if (openTradesInt) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.max_open_trades = openTradesInt;
}
if (stakeAmountUnlimited.value) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.stake_amount = 'unlimited';
} else {
const stakeAmountLoc = Number(stakeAmount.value);
if (stakeAmountLoc) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.stake_amount = stakeAmountLoc.toString();
}
}
const startingCapitalLoc = Number(startingCapital.value);
if (startingCapitalLoc) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.dry_run_wallet = startingCapitalLoc;
}
if (selectedTimeframe.value) {
btPayload.timeframe = selectedTimeframe.value;
}
if (selectedDetailTimeframe.value) {
// eslint-disable-next-line @typescript-eslint/camelcase
btPayload.timeframe_detail = selectedDetailTimeframe.value;
}
botStore.activeBot.startBacktest(btPayload);
};
onMounted(() => botStore.activeBot.getState());
watch(
() => botStore.activeBot.backtestRunning,
() => {
if (botStore.activeBot.backtestRunning === true) {
pollInterval.value = window.setInterval(botStore.activeBot.pollBacktest, 1000);
} else if (pollInterval.value) {
clearInterval(pollInterval.value);
pollInterval.value = null;
}
},
);
</script>
<style lang="scss" scoped>