2018-11-14 11:37:15 +00:00
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# pragma pylint: disable=missing-docstring, W0212, too-many-arguments
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"""
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2018-12-12 19:03:41 +00:00
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This module contains the edge backtesting interface
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2018-11-14 11:37:15 +00:00
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"""
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import logging
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2019-11-05 11:39:19 +00:00
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from typing import Any, Dict
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2019-06-15 10:20:32 +00:00
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from freqtrade import constants
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2020-09-28 17:39:41 +00:00
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from freqtrade.configuration import TimeRange, remove_credentials, validate_config_consistency
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2018-11-14 15:49:16 +00:00
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from freqtrade.edge import Edge
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2020-01-09 05:52:34 +00:00
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from freqtrade.optimize.optimize_reports import generate_edge_table
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from freqtrade.resolvers import ExchangeResolver, StrategyResolver
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2018-11-14 11:37:15 +00:00
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2020-09-28 17:39:41 +00:00
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2018-11-14 11:37:15 +00:00
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logger = logging.getLogger(__name__)
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2019-09-12 01:39:52 +00:00
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class EdgeCli:
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2018-11-14 11:37:15 +00:00
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"""
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2018-12-12 19:03:41 +00:00
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EdgeCli class, this class contains all the logic to run edge backtesting
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2018-11-14 11:37:15 +00:00
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2018-12-12 19:03:41 +00:00
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To run a edge backtest:
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edge = EdgeCli(config)
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edge.start()
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2018-11-14 11:37:15 +00:00
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"""
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def __init__(self, config: Dict[str, Any]) -> None:
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self.config = config
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# Reset keys for edge
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2019-11-05 11:39:19 +00:00
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remove_credentials(self.config)
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2019-06-15 10:20:32 +00:00
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self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
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2019-12-30 13:28:34 +00:00
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self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
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2019-12-23 09:23:48 +00:00
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self.strategy = StrategyResolver.load_strategy(self.config)
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2018-11-14 11:37:15 +00:00
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2019-11-23 14:49:46 +00:00
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validate_config_consistency(self.config)
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2018-11-14 11:37:15 +00:00
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self.edge = Edge(config, self.exchange, self.strategy)
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2019-09-20 18:22:51 +00:00
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# Set refresh_pairs to false for edge-cli (it must be true for edge)
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2019-09-20 18:02:07 +00:00
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self.edge._refresh_pairs = False
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2018-11-14 11:37:15 +00:00
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2019-12-19 18:55:21 +00:00
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self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
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2018-11-14 16:14:37 +00:00
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'timerange') is None else str(self.config.get('timerange')))
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2018-11-14 11:37:15 +00:00
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def start(self) -> None:
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2021-03-30 18:20:24 +00:00
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result = self.edge.calculate(self.config['exchange']['pair_whitelist'])
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2019-05-22 11:21:36 +00:00
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if result:
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2019-05-22 11:34:35 +00:00
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print('') # blank line for readability
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2020-01-09 05:52:34 +00:00
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print(generate_edge_table(self.edge._cached_pairs))
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