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Merge branch 'develop' of https://github.com/nicolaspapp/freqtrade into feat/relative-drawdown

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Nicolas Papp
2022-04-11 14:42:10 -03:00
parent 47a6ef4f00 baefda80d1
commit 178240aa6c
99 changed files with 1703 additions and 1148 deletions
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9
freqtrade/data/btanalysis.py
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@@ -193,14 +193,7 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
continue
if min_backtest_date is not None:
try:
backtest_date = strategy_metadata['backtest_start_time']
except KeyError:
# TODO: this can be removed starting from feb 2022
# The metadata-file without start_time was only available in develop
# and was never included in an official release.
# Older metadata format without backtest time, too old to consider.
return results
backtest_date = strategy_metadata['backtest_start_time']
backtest_date = datetime.fromtimestamp(backtest_date, tz=timezone.utc)
if backtest_date < min_backtest_date:
# Do not use a cached result for this strategy as first result is too old.

25
freqtrade/data/history/history_utils.py
View File

@@ -179,6 +179,7 @@ def _download_pair_history(pair: str, *,
data_handler: IDataHandler = None,
timerange: Optional[TimeRange] = None,
candle_type: CandleType,
erase: bool = False,
) -> bool:
"""
Download latest candles from the exchange for the pair and timeframe passed in parameters
@@ -192,11 +193,16 @@ def _download_pair_history(pair: str, *,
:param timeframe: Timeframe (e.g "5m")
:param timerange: range of time to download
:param candle_type: Any of the enum CandleType (must match trading mode!)
:param erase: Erase existing data
:return: bool with success state
"""
data_handler = get_datahandler(datadir, data_handler=data_handler)
try:
if erase:
if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):
logger.info(f'Deleting existing data for pair {pair}, {timeframe}, {candle_type}.')
logger.info(
f'Download history data for pair: "{pair}" ({process}), timeframe: {timeframe}, '
f'candle type: {candle_type} and store in {datadir}.'
@@ -267,35 +273,28 @@ def refresh_backtest_ohlcv_data(exchange: Exchange, pairs: List[str], timeframes
continue
for timeframe in timeframes:
if erase:
if data_handler.ohlcv_purge(pair, timeframe, candle_type=candle_type):
logger.info(f'Deleting existing data for pair {pair}, interval {timeframe}.')
logger.info(f'Downloading pair {pair}, interval {timeframe}.')
process = f'{idx}/{len(pairs)}'
_download_pair_history(pair=pair, process=process,
datadir=datadir, exchange=exchange,
timerange=timerange, data_handler=data_handler,
timeframe=str(timeframe), new_pairs_days=new_pairs_days,
candle_type=candle_type)
candle_type=candle_type,
erase=erase)
if trading_mode == 'futures':
# Predefined candletype (and timeframe) depending on exchange
# Downloads what is necessary to backtest based on futures data.
timeframe = exchange._ft_has['mark_ohlcv_timeframe']
tf_mark = exchange._ft_has['mark_ohlcv_timeframe']
fr_candle_type = CandleType.from_string(exchange._ft_has['mark_ohlcv_price'])
# All exchanges need FundingRate for futures trading.
# The timeframe is aligned to the mark-price timeframe.
for funding_candle_type in (CandleType.FUNDING_RATE, fr_candle_type):
# TODO: this could be in most parts to the above.
if erase:
if data_handler.ohlcv_purge(pair, timeframe, candle_type=funding_candle_type):
logger.info(
f'Deleting existing data for pair {pair}, interval {timeframe}.')
_download_pair_history(pair=pair, process=process,
datadir=datadir, exchange=exchange,
timerange=timerange, data_handler=data_handler,
timeframe=str(timeframe), new_pairs_days=new_pairs_days,
candle_type=funding_candle_type)
timeframe=str(tf_mark), new_pairs_days=new_pairs_days,
candle_type=funding_candle_type,
erase=erase)
return pairs_not_available