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Properly track bt progress ...

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This commit is contained in:
Matthias
2021-03-21 15:56:36 +01:00
parent 03140a0ecb
commit 134c61126e
4 changed files with 53 additions and 28 deletions
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34
freqtrade/optimize/backtesting.py
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@@ -21,6 +21,7 @@ from freqtrade.enums import BacktestState, SellType
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.bt_progress import BTProgress
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
store_backtest_stats)
from freqtrade.persistence import LocalTrade, PairLocks, Trade
@@ -118,26 +119,13 @@ class Backtesting:
# Get maximum required startup period
self.required_startup = max([strat.startup_candle_count for strat in self.strategylist])
self._progress = 0
self._max_steps = 0
self._action = BacktestState.STARTUP
self.progress = BTProgress()
def __del__(self):
LoggingMixin.show_output = True
PairLocks.use_db = True
Trade.use_db = True
def set_progress(self, action: BacktestState, progress: float):
self._progress = 0
self._action = action
def get_progress(self) -> float:
return round(self._progress / self._max_steps, 5) if self._max_steps > 0 else 0
def get_action(self) -> str:
return str(self._action)
def _set_strategy(self, strategy: IStrategy):
"""
Load strategy into backtesting
@@ -160,7 +148,7 @@ class Backtesting:
Loads backtest data and returns the data combined with the timerange
as tuple.
"""
self.set_progress(BacktestState.DATALOAD, 0)
self.progress.init_step(BacktestState.DATALOAD, 1)
timerange = TimeRange.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
@@ -185,7 +173,7 @@ class Backtesting:
timerange.adjust_start_if_necessary(timeframe_to_seconds(self.timeframe),
self.required_startup, min_date)
self.set_progress(BacktestState.DATALOAD, 1)
self.progress.set_new_value(1)
return data, timerange
def prepare_backtest(self, enable_protections):
@@ -210,8 +198,11 @@ class Backtesting:
# and eventually change the constants for indexes at the top
headers = ['date', 'buy', 'open', 'close', 'sell', 'low', 'high']
data: Dict = {}
self.progress.init_step(BacktestState.CONVERT, len(processed))
# Create dict with data
for pair, pair_data in processed.items():
self.progress.increment()
if not pair_data.empty:
pair_data.loc[:, 'buy'] = 0 # cleanup if buy_signal is exist
pair_data.loc[:, 'sell'] = 0 # cleanup if sell_signal is exist
@@ -422,8 +413,8 @@ class Backtesting:
open_trades: Dict[str, List[LocalTrade]] = defaultdict(list)
open_trade_count = 0
self.set_progress(BacktestState.BACKTEST, 0)
self._max_steps = int((end_date - start_date) / timedelta(minutes=self.timeframe_min))
self.progress.init_step(BacktestState.BACKTEST, int(
(end_date - start_date) / timedelta(minutes=self.timeframe_min)))
# Loop timerange and get candle for each pair at that point in time
while tmp <= end_date:
@@ -484,7 +475,7 @@ class Backtesting:
self.protections.global_stop(tmp)
# Move time one configured time_interval ahead.
self._progress += 1
self.progress.increment()
tmp += timedelta(minutes=self.timeframe_min)
trades += self.handle_left_open(open_trades, data=data)
@@ -500,8 +491,8 @@ class Backtesting:
}
def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
self.set_progress(BacktestState.ANALYZE, 0)
self._max_steps = 0
self.progress.init_step(BacktestState.ANALYZE, 0)
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
backtest_start_time = datetime.now(timezone.utc)
self._set_strategy(strat)
@@ -528,7 +519,6 @@ class Backtesting:
"No data left after adjusting for startup candles.")
min_date, max_date = history.get_timerange(preprocessed)
self.set_progress(BacktestState.BACKTEST, 0)
logger.info(f'Backtesting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '