From 0f9c5f8d41f2ea2674bb6fe8f195f4d9df097f9c Mon Sep 17 00:00:00 2001 From: Matthias Date: Thu, 10 Nov 2022 18:26:14 +0100 Subject: [PATCH] Simplify timerange handling --- freqtrade/configuration/timerange.py | 35 ++++++++++++++++++++++++++++ freqtrade/freqai/data_kitchen.py | 12 +++------- freqtrade/freqai/freqai_interface.py | 23 ++++-------------- freqtrade/freqai/utils.py | 3 +-- freqtrade/optimize/backtesting.py | 3 +-- tests/test_timerange.py | 12 ++++++++-- 6 files changed, 55 insertions(+), 33 deletions(-) diff --git a/freqtrade/configuration/timerange.py b/freqtrade/configuration/timerange.py index 8fcf95b45..adc5e65df 100644 --- a/freqtrade/configuration/timerange.py +++ b/freqtrade/configuration/timerange.py @@ -8,6 +8,7 @@ from typing import Optional import arrow +from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.exceptions import OperationalException @@ -41,6 +42,40 @@ class TimeRange: return datetime.fromtimestamp(self.stopts, tz=timezone.utc) return None + @property + def timerange_str(self) -> str: + """ + Returns a string representation of the timerange as used by parse_timerange. + Follows the format yyyymmdd-yyyymmdd - leaving out the parts that are not set. + """ + start = '' + stop = '' + if startdt := self.startdt: + start = startdt.strftime('%Y%m%d') + if stopdt := self.stopdt: + stop = stopdt.strftime('%Y%m%d') + return f"{start}-{stop}" + + @property + def start_fmt(self) -> str: + """ + Returns a string representation of the start date + """ + val = 'unbounded' + if (startdt := self.startdt) is not None: + val = startdt.strftime(DATETIME_PRINT_FORMAT) + return val + + @property + def stop_fmt(self) -> str: + """ + Returns a string representation of the stop date + """ + val = 'unbounded' + if (stopdt := self.stopdt) is not None: + val = stopdt.strftime(DATETIME_PRINT_FORMAT) + return val + def __eq__(self, other): """Override the default Equals behavior""" return (self.starttype == other.starttype and self.stoptype == other.stoptype diff --git a/freqtrade/freqai/data_kitchen.py b/freqtrade/freqai/data_kitchen.py index 5e1238884..87df7fba0 100644 --- a/freqtrade/freqai/data_kitchen.py +++ b/freqtrade/freqai/data_kitchen.py @@ -432,9 +432,7 @@ class FreqaiDataKitchen: timerange_train.stopts = timerange_train.startts + train_period_days first = False - start = timerange_train.startdt - stop = timerange_train.stopdt - tr_training_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")) + tr_training_list.append(timerange_train.timerange_str) tr_training_list_timerange.append(copy.deepcopy(timerange_train)) # associated backtest period @@ -446,9 +444,7 @@ class FreqaiDataKitchen: if timerange_backtest.stopts > config_timerange.stopts: timerange_backtest.stopts = config_timerange.stopts - start = timerange_backtest.startdt - stop = timerange_backtest.stopdt - tr_backtesting_list.append(start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d")) + tr_backtesting_list.append(timerange_backtest.timerange_str) tr_backtesting_list_timerange.append(copy.deepcopy(timerange_backtest)) # ensure we are predicting on exactly same amount of data as requested by user defined @@ -1055,9 +1051,7 @@ class FreqaiDataKitchen: backtest_timerange.startts = ( backtest_timerange.startts - backtest_period_days * SECONDS_IN_DAY ) - start = backtest_timerange.startdt - stop = backtest_timerange.stopdt - full_timerange = start.strftime("%Y%m%d") + "-" + stop.strftime("%Y%m%d") + full_timerange = backtest_timerange.timerange_str config_path = Path(self.config["config_files"][0]) if not self.full_path.is_dir(): diff --git a/freqtrade/freqai/freqai_interface.py b/freqtrade/freqai/freqai_interface.py index ae123f852..94d471d13 100644 --- a/freqtrade/freqai/freqai_interface.py +++ b/freqtrade/freqai/freqai_interface.py @@ -13,7 +13,7 @@ from numpy.typing import NDArray from pandas import DataFrame from freqtrade.configuration import TimeRange -from freqtrade.constants import DATETIME_PRINT_FORMAT, Config +from freqtrade.constants import Config from freqtrade.enums import RunMode from freqtrade.exceptions import OperationalException from freqtrade.exchange import timeframe_to_seconds @@ -788,14 +788,8 @@ class IFreqaiModel(ABC): :return: if the data exists or not """ if self.config.get("freqai_backtest_live_models", False) and len(dataframe_backtest) == 0: - tr_backtest_startts_str = datetime.fromtimestamp( - tr_backtest.startts, - tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT) - tr_backtest_stopts_str = datetime.fromtimestamp( - tr_backtest.stopts, - tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT) - logger.info(f"No data found for pair {pair} from {tr_backtest_startts_str} " - f" from {tr_backtest_startts_str} to {tr_backtest_stopts_str}. " + logger.info(f"No data found for pair {pair} from " + f"from { tr_backtest.start_fmt} to {tr_backtest.stop_fmt}. " "Probably more than one training within the same candle period.") return False return True @@ -810,18 +804,11 @@ class IFreqaiModel(ABC): :param pair: the current pair :param total_trains: total trains (total number of slides for the sliding window) """ - tr_train_startts_str = datetime.fromtimestamp( - tr_train.startts, - tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT) - tr_train_stopts_str = datetime.fromtimestamp( - tr_train.stopts, - tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT) - if not self.config.get("freqai_backtest_live_models", False): logger.info( f"Training {pair}, {self.pair_it}/{self.total_pairs} pairs" - f" from {tr_train_startts_str} " - f"to {tr_train_stopts_str}, {train_it}/{total_trains} " + f" from {tr_train.start_fmt} " + f"to {tr_train.stop_fmt}, {train_it}/{total_trains} " "trains" ) # Following methods which are overridden by user made prediction models. diff --git a/freqtrade/freqai/utils.py b/freqtrade/freqai/utils.py index aa5185075..b64859f9f 100644 --- a/freqtrade/freqai/utils.py +++ b/freqtrade/freqai/utils.py @@ -230,5 +230,4 @@ def get_timerange_backtest_live_models(config: Config) -> str: dk = FreqaiDataKitchen(config) models_path = dk.get_full_models_path(config) timerange, _ = dk.get_timerange_and_assets_end_dates_from_ready_models(models_path) - tr = f"{timerange.startdt.strftime('%Y%m%d')}-{timerange.stopdt.strftime('%Y%m%d')}" - return tr + return timerange.timerange_str diff --git a/freqtrade/optimize/backtesting.py b/freqtrade/optimize/backtesting.py index 3436eac44..bb588119a 100644 --- a/freqtrade/optimize/backtesting.py +++ b/freqtrade/optimize/backtesting.py @@ -1286,8 +1286,7 @@ class Backtesting: def _get_min_cached_backtest_date(self): min_backtest_date = None backtest_cache_age = self.config.get('backtest_cache', constants.BACKTEST_CACHE_DEFAULT) - if self.timerange.stopts == 0 or datetime.fromtimestamp( - self.timerange.stopts, tz=timezone.utc) > datetime.now(tz=timezone.utc): + if self.timerange.stopts == 0 or self.timerange.stopdt > datetime.now(tz=timezone.utc): logger.warning('Backtest result caching disabled due to use of open-ended timerange.') elif backtest_cache_age == 'day': min_backtest_date = datetime.now(tz=timezone.utc) - timedelta(days=1) diff --git a/tests/test_timerange.py b/tests/test_timerange.py index 07fad5d68..06ff1983a 100644 --- a/tests/test_timerange.py +++ b/tests/test_timerange.py @@ -10,10 +10,17 @@ from freqtrade.exceptions import OperationalException def test_parse_timerange_incorrect(): - assert TimeRange('date', None, 1274486400, 0) == TimeRange.parse_timerange('20100522-') - assert TimeRange(None, 'date', 0, 1274486400) == TimeRange.parse_timerange('-20100522') + timerange = TimeRange.parse_timerange('20100522-') + assert TimeRange('date', None, 1274486400, 0) == timerange + assert timerange.timerange_str == '20100522-' + timerange = TimeRange.parse_timerange('-20100522') + assert TimeRange(None, 'date', 0, 1274486400) == timerange + assert timerange.timerange_str == '-20100522' timerange = TimeRange.parse_timerange('20100522-20150730') assert timerange == TimeRange('date', 'date', 1274486400, 1438214400) + assert timerange.timerange_str == '20100522-20150730' + assert timerange.start_fmt == '2010-05-22 00:00:00' + assert timerange.stop_fmt == '2015-07-30 00:00:00' # Added test for unix timestamp - BTC genesis date assert TimeRange('date', None, 1231006505, 0) == TimeRange.parse_timerange('1231006505-') @@ -24,6 +31,7 @@ def test_parse_timerange_incorrect(): assert isinstance(timerange.stopdt, datetime) assert timerange.startdt == datetime.fromtimestamp(1231006505, tz=timezone.utc) assert timerange.stopdt == datetime.fromtimestamp(1233360000, tz=timezone.utc) + assert timerange.timerange_str == '20090103-20090131' timerange = TimeRange.parse_timerange('1231006505000-1233360000000') assert TimeRange('date', 'date', 1231006505, 1233360000) == timerange