stable/freqtrade/commands/optimize_commands.py

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from freqtrade.data.btanalysis import get_latest_backtest_filename
import pandas
from pandas.io import json
from freqtrade.optimize import backtesting
import logging
from typing import Any, Dict
from freqtrade import constants
from freqtrade.configuration import setup_utils_configuration
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from freqtrade.enums import RunMode
from freqtrade.exceptions import OperationalException
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from freqtrade.misc import round_coin_value
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logger = logging.getLogger(__name__)
def setup_optimize_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
"""
Prepare the configuration for the Hyperopt module
:param args: Cli args from Arguments()
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:param method: Bot running mode
:return: Configuration
"""
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config = setup_utils_configuration(args, method)
no_unlimited_runmodes = {
RunMode.BACKTEST: 'backtesting',
RunMode.HYPEROPT: 'hyperoptimization',
}
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if method in no_unlimited_runmodes.keys():
if (config['stake_amount'] != constants.UNLIMITED_STAKE_AMOUNT
and config['stake_amount'] > config['dry_run_wallet']):
wallet = round_coin_value(config['dry_run_wallet'], config['stake_currency'])
stake = round_coin_value(config['stake_amount'], config['stake_currency'])
raise OperationalException(f"Starting balance ({wallet}) "
f"is smaller than stake_amount {stake}.")
return config
def start_backtesting(args: Dict[str, Any]) -> None:
"""
Start Backtesting script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading backtesting module when it's not used
from freqtrade.optimize.backtesting import Backtesting
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.BACKTEST)
logger.info('Starting freqtrade in Backtesting mode')
# Initialize backtesting object
backtesting = Backtesting(config)
backtesting.start()
def start_backtest_filter(args: Dict[str, Any]) -> None:
"""
List backtest pairs previously filtered
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
no_header = config.get('backtest_show_pair_list', False)
results_file = get_latest_backtest_filename(
config['user_data_dir'] / 'backtest_results/')
logger.info("Using Backtesting result {results_file}")
# load data using Python JSON module
with open(config['user_data_dir'] / 'backtest_results/' / results_file,'r') as f:
data = json.loads(f.read())
strategy = list(data["strategy"])[0]
trades = data["strategy"][strategy]
print(trades)
logger.info("Backtest filtering complete. ")
def start_hyperopt(args: Dict[str, Any]) -> None:
"""
Start hyperopt script
:param args: Cli args from Arguments()
:return: None
"""
# Import here to avoid loading hyperopt module when it's not used
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try:
from filelock import FileLock, Timeout
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from freqtrade.optimize.hyperopt import Hyperopt
except ImportError as e:
raise OperationalException(
f"{e}. Please ensure that the hyperopt dependencies are installed.") from e
# Initialize configuration
config = setup_optimize_configuration(args, RunMode.HYPEROPT)
logger.info('Starting freqtrade in Hyperopt mode')
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lock = FileLock(Hyperopt.get_lock_filename(config))
try:
with lock.acquire(timeout=1):
# Remove noisy log messages
logging.getLogger('hyperopt.tpe').setLevel(logging.WARNING)
logging.getLogger('filelock').setLevel(logging.WARNING)
# Initialize backtesting object
hyperopt = Hyperopt(config)
hyperopt.start()
except Timeout:
logger.info("Another running instance of freqtrade Hyperopt detected.")
logger.info("Simultaneous execution of multiple Hyperopt commands is not supported. "
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"Hyperopt module is resource hungry. Please run your Hyperopt sequentially "
"or on separate machines.")
logger.info("Quitting now.")
# TODO: return False here in order to help freqtrade to exit
# with non-zero exit code...
# Same in Edge and Backtesting start() functions.
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def start_edge(args: Dict[str, Any]) -> None:
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"""
Start Edge script
:param args: Cli args from Arguments()
:return: None
"""
from freqtrade.optimize.edge_cli import EdgeCli
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# Initialize configuration
config = setup_optimize_configuration(args, RunMode.EDGE)
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logger.info('Starting freqtrade in Edge mode')
# Initialize Edge object
edge_cli = EdgeCli(config)
edge_cli.start()