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Merge pull request #1381 from freqtrade/split_backtestView
Split backtest view
This commit is contained in:
commit
f7516ee4ab
258
src/components/ftbot/BacktestRun.vue
Normal file
258
src/components/ftbot/BacktestRun.vue
Normal file
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@ -0,0 +1,258 @@
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<template>
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<div class="mb-2">
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<span>Strategy</span>
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<StrategySelect v-model="btStore.strategy"></StrategySelect>
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</div>
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<b-card :disabled="botStore.activeBot.backtestRunning">
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<!-- Backtesting parameters -->
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<b-form-group
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label-cols-lg="2"
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label="Backtest params"
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label-size="sm"
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label-class="fw-bold pt-0"
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class="mb-0"
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>
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<b-form-group
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label-cols-sm="5"
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label="Timeframe:"
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label-align-sm="right"
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label-for="timeframe-select"
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>
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<TimeframeSelect id="timeframe-select" v-model="btStore.selectedTimeframe" />
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Detail Timeframe:"
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label-align-sm="right"
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label-for="timeframe-detail-select"
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title="Detail timeframe, to simulate intra-candle results. Not setting this will not use this functionality."
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>
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<TimeframeSelect
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id="timeframe-detail-select"
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v-model="btStore.selectedDetailTimeframe"
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:below-timeframe="btStore.selectedTimeframe"
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/>
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Max open trades:"
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label-align-sm="right"
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label-for="max-open-trades"
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>
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<b-form-input
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id="max-open-trades"
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v-model="btStore.maxOpenTrades"
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placeholder="Use strategy default"
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type="number"
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></b-form-input>
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Starting capital:"
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label-align-sm="right"
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label-for="starting-capital"
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>
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<b-form-input
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id="starting-capital"
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v-model="btStore.startingCapital"
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type="number"
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step="0.001"
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></b-form-input>
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Stake amount:"
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label-align-sm="right"
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label-for="stake-amount"
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>
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<div class="d-flex">
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<b-form-checkbox
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id="stake-amount-bool"
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v-model="btStore.stakeAmountUnlimited"
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class="col-md-6"
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>Unlimited stake</b-form-checkbox
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>
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<b-form-input
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id="stake-amount"
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v-model="btStore.stakeAmount"
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type="number"
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placeholder="Use strategy default"
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step="0.01"
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:disabled="btStore.stakeAmountUnlimited"
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></b-form-input>
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</div>
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</b-form-group>
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<b-form-group
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label-cols-sm="5"
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label="Enable Protections:"
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label-align-sm="right"
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label-for="enable-protections"
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>
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<b-form-checkbox
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id="enable-protections"
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v-model="btStore.enableProtections"
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></b-form-checkbox>
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</b-form-group>
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<b-form-group
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v-if="botStore.activeBot.botApiVersion >= 2.22"
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label-cols-sm="5"
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label="Cache Backtest results:"
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label-align-sm="right"
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label-for="enable-cache"
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>
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<b-form-checkbox id="enable-cache" v-model="btStore.allowCache"></b-form-checkbox>
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</b-form-group>
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<template v-if="botStore.activeBot.botApiVersion >= 2.22">
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<b-form-group
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label-cols-sm="5"
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label="Enable FreqAI:"
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label-align-sm="right"
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label-for="enable-freqai"
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>
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<template #label>
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<div class="d-flex justify-content-center">
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<span class="me-2">Enable FreqAI:</span>
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<InfoBox
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hint="Assumes freqAI configuration is setup in the configuration, and the strategy is a freqAI strategy. Will fail if that's not the case."
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/>
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</div>
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</template>
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<b-form-checkbox id="enable-freqai" v-model="btStore.freqAI.enabled"></b-form-checkbox>
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</b-form-group>
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<b-form-group
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v-if="btStore.freqAI.enabled"
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label-cols-sm="5"
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label="FreqAI identifier:"
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label-align-sm="right"
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label-for="freqai-identifier"
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>
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<b-form-input
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id="freqai-identifier"
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v-model="btStore.freqAI.identifier"
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placeholder="Use config default"
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></b-form-input>
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</b-form-group>
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<b-form-group
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v-if="btStore.freqAI.enabled"
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label-cols-sm="5"
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label="FreqAI Model"
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label-align-sm="right"
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label-for="freqai-model"
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>
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<FreqaiModelSelect id="freqai-model" v-model="btStore.freqAI.model"></FreqaiModelSelect>
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</b-form-group>
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</template>
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<!-- <b-form-group label-cols-sm="5" label="Fee:" label-align-sm="right" label-for="fee">
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<b-form-input
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id="fee"
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type="number"
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placeholder="Use exchange default"
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step="0.01"
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></b-form-input>
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</b-form-group> -->
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<hr />
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<TimeRangeSelect v-model="btStore.timerange" class="mt-2"></TimeRangeSelect>
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</b-form-group>
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</b-card>
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<h3 class="mt-3">Backtesting summary</h3>
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<div class="d-flex flex-wrap flex-md-nowrap justify-content-between justify-content-md-center">
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<b-button
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id="start-backtest"
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variant="primary"
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:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
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class="mx-1"
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@click="clickBacktest"
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>
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Start backtest
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</b-button>
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<b-button
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variant="primary"
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:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
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class="mx-1"
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@click="botStore.activeBot.pollBacktest"
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>
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Load backtest result
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</b-button>
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<b-button
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variant="primary"
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class="mx-1"
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:disabled="!botStore.activeBot.backtestRunning"
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@click="botStore.activeBot.stopBacktest"
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>Stop Backtest</b-button
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>
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<b-button
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variant="primary"
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class="mx-1"
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:disabled="botStore.activeBot.backtestRunning || !botStore.activeBot.canRunBacktest"
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@click="botStore.activeBot.removeBacktest"
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>Reset Backtest</b-button
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>
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</div>
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</template>
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<script setup lang="ts">
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import TimeRangeSelect from '@/components/ftbot/TimeRangeSelect.vue';
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import FreqaiModelSelect from '@/components/ftbot/FreqaiModelSelect.vue';
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import StrategySelect from '@/components/ftbot/StrategySelect.vue';
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import TimeframeSelect from '@/components/ftbot/TimeframeSelect.vue';
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import InfoBox from '@/components/general/InfoBox.vue';
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import { useBotStore } from '@/stores/ftbotwrapper';
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import { BacktestPayload } from '@/types';
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import { useBtStore } from '@/stores/btStore';
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const botStore = useBotStore();
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const btStore = useBtStore();
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function clickBacktest() {
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const btPayload: BacktestPayload = {
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strategy: btStore.strategy,
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timerange: btStore.timerange,
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enable_protections: btStore.enableProtections,
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};
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const openTradesInt = parseInt(btStore.maxOpenTrades, 10);
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if (openTradesInt) {
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btPayload.max_open_trades = openTradesInt;
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}
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if (btStore.stakeAmountUnlimited) {
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btPayload.stake_amount = 'unlimited';
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} else {
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const stakeAmountLoc = Number(btStore.stakeAmount);
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if (stakeAmountLoc) {
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btPayload.stake_amount = stakeAmountLoc.toString();
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}
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}
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const startingCapitalLoc = Number(btStore.startingCapital);
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if (startingCapitalLoc) {
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btPayload.dry_run_wallet = startingCapitalLoc;
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}
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if (btStore.selectedTimeframe) {
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btPayload.timeframe = btStore.selectedTimeframe;
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}
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if (btStore.selectedDetailTimeframe) {
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btPayload.timeframe_detail = btStore.selectedDetailTimeframe;
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}
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if (!btStore.allowCache) {
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btPayload.backtest_cache = 'none';
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}
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if (btStore.freqAI.enabled) {
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btPayload.freqaimodel = btStore.freqAI.model;
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if (btStore.freqAI.identifier !== '') {
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btPayload.freqai = { identifier: btStore.freqAI.identifier };
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}
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}
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botStore.activeBot.startBacktest(btPayload);
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}
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</script>
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<style scoped></style>
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@ -61,20 +61,24 @@ const timeRange = computed(() => {
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return '';
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});
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const updateInput = () => {
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function updateInput() {
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const tr = props.modelValue.split('-');
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if (tr[0]) {
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dateFrom.value = timestampToDateString(dateFromString(tr[0], 'yyyyMMdd'));
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dateFrom.value = timestampToDateString(
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tr[0].length === 8 ? dateFromString(tr[0], 'yyyyMMdd') : parseInt(tr[0]) * 1000,
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);
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} else {
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dateFrom.value = '';
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}
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if (tr.length > 1 && tr[1]) {
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dateTo.value = timestampToDateString(dateFromString(tr[1], 'yyyyMMdd'));
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dateTo.value = timestampToDateString(
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tr[1].length === 8 ? dateFromString(tr[1], 'yyyyMMdd') : parseInt(tr[1]) * 1000,
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);
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} else {
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dateTo.value = '';
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}
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emit('update:modelValue', timeRange.value);
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};
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}
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watch(
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() => timeRange.value,
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|
|
25
src/stores/btStore.ts
Normal file
25
src/stores/btStore.ts
Normal file
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@ -0,0 +1,25 @@
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import { defineStore } from 'pinia';
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export const useBtStore = defineStore('btStore', {
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state: () => {
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return {
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strategy: '',
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selectedTimeframe: '',
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selectedDetailTimeframe: '',
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timerange: '',
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maxOpenTrades: '',
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stakeAmount: '',
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startingCapital: '',
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allowCache: true,
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enableProtections: false,
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stakeAmountUnlimited: false,
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freqAI: {
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enabled: false,
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model: '',
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identifier: '',
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},
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};
|
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},
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getters: {},
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actions: {},
|
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});
|
|
@ -94,213 +94,18 @@
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v-if="btFormMode == 'historicResults'"
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class="flex-fill row d-flex flex-column bt-config"
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>
|
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<backtest-history-load />
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<BacktestHistoryLoad />
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</div>
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<div v-if="btFormMode == 'run'" class="flex-fill row d-flex flex-column bt-config">
|
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<div class="mb-2">
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<span>Strategy</span>
|
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<StrategySelect v-model="strategy"></StrategySelect>
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<BacktestRun />
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</div>
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<b-card :disabled="botStore.activeBot.backtestRunning">
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<!-- Backtesting parameters -->
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<b-form-group
|
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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="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="selectedDetailTimeframe"
|
||||
:below-timeframe="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="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="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="stakeAmountUnlimited"
|
||||
class="col-md-6"
|
||||
>Unlimited stake</b-form-checkbox
|
||||
>
|
||||
|
||||
<b-form-input
|
||||
id="stake-amount"
|
||||
v-model="stakeAmount"
|
||||
type="number"
|
||||
placeholder="Use strategy default"
|
||||
step="0.01"
|
||||
:disabled="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="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="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="freqAI.enabled"></b-form-checkbox>
|
||||
</b-form-group>
|
||||
<b-form-group
|
||||
v-if="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="freqAI.identifier"
|
||||
placeholder="Use config default"
|
||||
></b-form-input>
|
||||
</b-form-group>
|
||||
<b-form-group
|
||||
v-if="freqAI.enabled"
|
||||
label-cols-sm="5"
|
||||
label="FreqAI Model"
|
||||
label-align-sm="right"
|
||||
label-for="freqai-model"
|
||||
>
|
||||
<FreqaiModelSelect id="freqai-model" v-model="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="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>
|
||||
</div>
|
||||
<BacktestResultView
|
||||
<BacktestResultAnalysis
|
||||
v-if="hasBacktestResult && btFormMode == 'results'"
|
||||
:backtest-result="botStore.activeBot.selectedBacktestResult"
|
||||
class="flex-fill"
|
||||
/>
|
||||
|
||||
<BacktestGraphsView
|
||||
<BacktestGraphs
|
||||
v-if="hasBacktestResult && btFormMode == 'visualize-summary'"
|
||||
:trades="botStore.activeBot.selectedBacktestResult.trades"
|
||||
/>
|
||||
|
@ -312,35 +117,31 @@
|
|||
>
|
||||
<BacktestResultChart
|
||||
:timeframe="timeframe"
|
||||
:strategy="strategy"
|
||||
:timerange="timerange"
|
||||
:strategy="btStore.strategy"
|
||||
:timerange="btStore.timerange"
|
||||
:pairlist="botStore.activeBot.selectedBacktestResult.pairlist"
|
||||
:trades="botStore.activeBot.selectedBacktestResult.trades"
|
||||
:freqai-model="freqAI.enabled ? freqAI.model : undefined"
|
||||
:freqai-model="btStore.freqAI.enabled ? btStore.freqAI.model : undefined"
|
||||
/>
|
||||
</div>
|
||||
</div>
|
||||
</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 BacktestGraphs from '@/components/ftbot/BacktestGraphs.vue';
|
||||
import BacktestHistoryLoad from '@/components/ftbot/BacktestHistoryLoad.vue';
|
||||
import BacktestGraphsView from '@/components/ftbot/BacktestGraphsView.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 BacktestResultAnalysis from '@/components/ftbot/BacktestResultAnalysis.vue';
|
||||
import BacktestRun from '@/components/ftbot/BacktestRun.vue';
|
||||
|
||||
import { formatPercent } from '@/shared/formatters';
|
||||
import { computed, ref, onMounted, watch } from 'vue';
|
||||
import { useBtStore } from '@/stores/btStore';
|
||||
import { useBotStore } from '@/stores/ftbotwrapper';
|
||||
import { computed, onMounted, ref, watch } from 'vue';
|
||||
|
||||
const botStore = useBotStore();
|
||||
const btStore = useBtStore();
|
||||
|
||||
const hasBacktestResult = computed(() =>
|
||||
botStore.activeBot.backtestHistory
|
||||
|
@ -355,33 +156,20 @@ const timeframe = computed((): string => {
|
|||
}
|
||||
});
|
||||
|
||||
const strategy = ref('');
|
||||
const selectedTimeframe = ref('');
|
||||
const selectedDetailTimeframe = ref('');
|
||||
const timerange = ref('');
|
||||
const showLeftBar = ref(false);
|
||||
const freqAI = ref({
|
||||
enabled: false,
|
||||
model: '',
|
||||
identifier: '',
|
||||
});
|
||||
const enableProtections = ref(false);
|
||||
const stakeAmountUnlimited = ref(false);
|
||||
const allowCache = ref(true);
|
||||
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;
|
||||
botStore.activeBot.getStrategy(strategy.value);
|
||||
selectedTimeframe.value = botStore.activeBot.selectedBacktestResult.timeframe;
|
||||
selectedDetailTimeframe.value = botStore.activeBot.selectedBacktestResult.timeframe_detail || '';
|
||||
btStore.strategy = botStore.activeBot.selectedBacktestResult.strategy_name;
|
||||
botStore.activeBot.getStrategy(btStore.strategy);
|
||||
btStore.selectedTimeframe = botStore.activeBot.selectedBacktestResult.timeframe;
|
||||
btStore.selectedDetailTimeframe =
|
||||
botStore.activeBot.selectedBacktestResult.timeframe_detail || '';
|
||||
// TODO: maybe this should not use timerange, but the actual backtest start/end results instead?
|
||||
timerange.value = botStore.activeBot.selectedBacktestResult.timerange;
|
||||
btStore.timerange = botStore.activeBot.selectedBacktestResult.timerange;
|
||||
};
|
||||
|
||||
watch(
|
||||
|
@ -391,49 +179,6 @@ watch(
|
|||
},
|
||||
);
|
||||
|
||||
const clickBacktest = () => {
|
||||
const btPayload: BacktestPayload = {
|
||||
strategy: strategy.value,
|
||||
timerange: timerange.value,
|
||||
enable_protections: enableProtections.value,
|
||||
};
|
||||
const openTradesInt = parseInt(maxOpenTrades.value, 10);
|
||||
if (openTradesInt) {
|
||||
btPayload.max_open_trades = openTradesInt;
|
||||
}
|
||||
if (stakeAmountUnlimited.value) {
|
||||
btPayload.stake_amount = 'unlimited';
|
||||
} else {
|
||||
const stakeAmountLoc = Number(stakeAmount.value);
|
||||
if (stakeAmountLoc) {
|
||||
btPayload.stake_amount = stakeAmountLoc.toString();
|
||||
}
|
||||
}
|
||||
|
||||
const startingCapitalLoc = Number(startingCapital.value);
|
||||
if (startingCapitalLoc) {
|
||||
btPayload.dry_run_wallet = startingCapitalLoc;
|
||||
}
|
||||
|
||||
if (selectedTimeframe.value) {
|
||||
btPayload.timeframe = selectedTimeframe.value;
|
||||
}
|
||||
if (selectedDetailTimeframe.value) {
|
||||
btPayload.timeframe_detail = selectedDetailTimeframe.value;
|
||||
}
|
||||
if (!allowCache.value) {
|
||||
btPayload.backtest_cache = 'none';
|
||||
}
|
||||
if (freqAI.value.enabled) {
|
||||
btPayload.freqaimodel = freqAI.value.model;
|
||||
if (freqAI.value.identifier !== '') {
|
||||
btPayload.freqai = { identifier: freqAI.value.identifier };
|
||||
}
|
||||
}
|
||||
|
||||
botStore.activeBot.startBacktest(btPayload);
|
||||
};
|
||||
|
||||
onMounted(() => botStore.activeBot.getState());
|
||||
watch(
|
||||
() => botStore.activeBot.backtestRunning,
|
||||
|
|
Loading…
Reference in New Issue
Block a user