Support compounding key

This commit is contained in:
Matthias 2021-02-28 09:56:13 +01:00
parent f96d7dfe6d
commit 06b6726029
2 changed files with 14 additions and 9 deletions

View File

@ -320,8 +320,9 @@ class BacktestRequest(BaseModel):
timeframe: Optional[str] timeframe: Optional[str]
timerange: Optional[str] timerange: Optional[str]
max_open_trades: Optional[int] max_open_trades: Optional[int]
stake_amount: Optional[int] stake_amount: Optional[Union[float, str]]
enable_protections: bool enable_protections: bool
dry_run_wallet: Optional[float]
class BacktestResponse(BaseModel): class BacktestResponse(BaseModel):

View File

@ -285,12 +285,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
asyncio.set_event_loop(asyncio.new_event_loop()) asyncio.set_event_loop(asyncio.new_event_loop())
try: try:
# Reload strategy # Reload strategy
lastconfig = ApiServer._lastbacktestconfig
strat = StrategyResolver.load_strategy(btconfig) strat = StrategyResolver.load_strategy(btconfig)
if (not ApiServer._bt if (not ApiServer._bt
or ApiServer._lastbacktestconfig.get('timeframe') != strat.timeframe or lastconfig.get('timeframe') != strat.timeframe
or ApiServer._lastbacktestconfig.get('enable_protections') != btconfig.get('enable_protections') or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
or ApiServer._lastbacktestconfig.get('protections') != btconfig.get('protections', [])): or lastconfig.get('protections') != btconfig.get('protections', [])
or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)
):
# TODO: Investigate if enabling protections can be dynamically ingested from here... # TODO: Investigate if enabling protections can be dynamically ingested from here...
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt = Backtesting(btconfig) ApiServer._bt = Backtesting(btconfig)
@ -299,11 +302,12 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
ApiServer._backtestdata = None ApiServer._backtestdata = None
if (not ApiServer._backtestdata or not ApiServer._bt_timerange if (not ApiServer._backtestdata or not ApiServer._bt_timerange
or ApiServer._lastbacktestconfig.get('timerange') != btconfig['timerange']): or lastconfig.get('timerange') != btconfig['timerange']):
ApiServer._lastbacktestconfig['timerange'] = btconfig['timerange'] lastconfig['timerange'] = btconfig['timerange']
ApiServer._lastbacktestconfig['protections'] = btconfig.get('protections', []) lastconfig['protections'] = btconfig.get('protections', [])
ApiServer._lastbacktestconfig['enable_protections'] = btconfig.get('enable_protections') lastconfig['enable_protections'] = btconfig.get('enable_protections')
ApiServer._lastbacktestconfig['timeframe'] = strat.timeframe lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
lastconfig['timeframe'] = strat.timeframe
ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data() ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
min_date, max_date = ApiServer._bt.backtest_one_strategy( min_date, max_date = ApiServer._bt.backtest_one_strategy(