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Reduce amount of variables for API backtesting

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This commit is contained in:
Matthias 2023-02-22 07:15:50 +01:00
parent ff1258fd20
commit 18bbfa10e5
2 changed files with 41 additions and 37 deletions
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68
freqtrade/rpc/api_server/api_backtest.py
View File

@ -60,30 +60,31 @@ 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._bt_last_config lastconfig = ApiServer._bt['last_config']
strat = StrategyResolver.load_strategy(btconfig) strat = StrategyResolver.load_strategy(btconfig)
validate_config_consistency(btconfig) validate_config_consistency(btconfig)
if ( if (
not ApiServer._bt not ApiServer._bt['bt']
or lastconfig.get('timeframe') != strat.timeframe or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail') or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
or lastconfig.get('timerange') != btconfig['timerange'] or lastconfig.get('timerange') != btconfig['timerange']
): ):
from freqtrade.optimize.backtesting import Backtesting from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt = Backtesting(btconfig) ApiServer._bt['bt'] = Backtesting(btconfig)
ApiServer._bt.load_bt_data_detail() ApiServer._bt['bt'].load_bt_data_detail()
else: else:
ApiServer._bt.config = btconfig ApiServer._bt['bt'].config = btconfig
ApiServer._bt.init_backtest() ApiServer._bt['bt'].init_backtest()
# Only reload data if timeframe changed. # Only reload data if timeframe changed.
if ( if (
not ApiServer._bt_data not ApiServer._bt['data']
or not ApiServer._bt_timerange or not ApiServer._bt['timerange']
or lastconfig.get('timeframe') != strat.timeframe or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timerange') != btconfig['timerange'] or lastconfig.get('timerange') != btconfig['timerange']
): ):
ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data() ApiServer._bt['data'], ApiServer._bt['timerange'] = ApiServer._bt[
'bt'].load_bt_data()
lastconfig['timerange'] = btconfig['timerange'] lastconfig['timerange'] = btconfig['timerange']
lastconfig['timeframe'] = strat.timeframe lastconfig['timeframe'] = strat.timeframe
@ -91,27 +92,27 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
lastconfig['enable_protections'] = btconfig.get('enable_protections') lastconfig['enable_protections'] = btconfig.get('enable_protections')
lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet') lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
ApiServer._bt.enable_protections = btconfig.get('enable_protections', False) ApiServer._bt['bt'].enable_protections = btconfig.get('enable_protections', False)
ApiServer._bt.strategylist = [strat] ApiServer._bt['bt'].strategylist = [strat]
ApiServer._bt.results = {} ApiServer._bt['bt'].results = {}
ApiServer._bt.load_prior_backtest() ApiServer._bt['bt'].load_prior_backtest()
ApiServer._bt.abort = False ApiServer._bt['bt'].abort = False
if (ApiServer._bt.results and if (ApiServer._bt['bt'].results and
strat.get_strategy_name() in ApiServer._bt.results['strategy']): strat.get_strategy_name() in ApiServer._bt['bt'].results['strategy']):
# When previous result hash matches - reuse that result and skip backtesting. # When previous result hash matches - reuse that result and skip backtesting.
logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}') logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
else: else:
min_date, max_date = ApiServer._bt.backtest_one_strategy( min_date, max_date = ApiServer._bt['bt'].backtest_one_strategy(
strat, ApiServer._bt_data, ApiServer._bt_timerange) strat, ApiServer._bt['data'], ApiServer._bt['timerange'])
ApiServer._bt.results = generate_backtest_stats( ApiServer._bt['bt'].results = generate_backtest_stats(
ApiServer._bt_data, ApiServer._bt.all_results, ApiServer._bt['data'], ApiServer._bt['bt'].all_results,
min_date=min_date, max_date=max_date) min_date=min_date, max_date=max_date)
if btconfig.get('export', 'none') == 'trades': if btconfig.get('export', 'none') == 'trades':
store_backtest_stats( store_backtest_stats(
btconfig['exportfilename'], ApiServer._bt.results, btconfig['exportfilename'], ApiServer._bt['bt'].results,
datetime.now().strftime("%Y-%m-%d_%H-%M-%S") datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
) )
@ -146,13 +147,13 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
return { return {
"status": "running", "status": "running",
"running": True, "running": True,
"step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP), "step": ApiServer._bt['bt'].progress.action if ApiServer._bt['bt'] else str(BacktestState.STARTUP),
"progress": ApiServer._bt.progress.progress if ApiServer._bt else 0, "progress": ApiServer._bt['bt'].progress.progress if ApiServer._bt['bt'] else 0,
"trade_count": len(LocalTrade.trades), "trade_count": len(LocalTrade.trades),
"status_msg": "Backtest running", "status_msg": "Backtest running",
} }
if not ApiServer._bt: if not ApiServer._bt['bt']:
return { return {
"status": "not_started", "status": "not_started",
"running": False, "running": False,
@ -167,7 +168,7 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
"status_msg": "Backtest ended", "status_msg": "Backtest ended",
"step": "finished", "step": "finished",
"progress": 1, "progress": 1,
"backtest_result": ApiServer._bt.results, "backtest_result": ApiServer._bt['bt'].results,
} }
@ -182,12 +183,12 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
"progress": 0, "progress": 0,
"status_msg": "Backtest running", "status_msg": "Backtest running",
} }
if ApiServer._bt: if ApiServer._bt['bt']:
ApiServer._bt.cleanup() ApiServer._bt['bt'].cleanup()
del ApiServer._bt del ApiServer._bt['bt']
ApiServer._bt = None ApiServer._bt['bt'] = None
del ApiServer._bt_data del ApiServer._bt['data']
ApiServer._bt_data = None ApiServer._bt['data'] = None
logger.info("Backtesting reset") logger.info("Backtesting reset")
return { return {
"status": "reset", "status": "reset",
@ -208,7 +209,7 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
"progress": 0, "progress": 0,
"status_msg": "Backtest ended", "status_msg": "Backtest ended",
} }
ApiServer._bt.abort = True ApiServer._bt['bt'].abort = True
return { return {
"status": "stopping", "status": "stopping",
"running": False, "running": False,
@ -225,7 +226,8 @@ def api_backtest_history(config=Depends(get_config), ws_mode=Depends(is_webserve
@router.get('/backtest/history/result', response_model=BacktestResponse, tags=['webserver', 'backtest']) @router.get('/backtest/history/result', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config),
ws_mode=Depends(is_webserver_mode)):
# Get backtest result history, read from metadata files # Get backtest result history, read from metadata files
fn = config['user_data_dir'] / 'backtest_results' / filename fn = config['user_data_dir'] / 'backtest_results' / filename
results: Dict[str, Any] = { results: Dict[str, Any] = {

10
freqtrade/rpc/api_server/webserver.py
View File

@ -36,10 +36,12 @@ class ApiServer(RPCHandler):
_rpc: RPC _rpc: RPC
# Backtesting type: Backtesting # Backtesting type: Backtesting
_bt = None _bt: Dict[str, Any] = {
_bt_data = None 'bt': None,
_bt_timerange = None 'data': None,
_bt_last_config: Config = {} 'timerange': None,
'last_config': {},
}
_has_rpc: bool = False _has_rpc: bool = False
_bgtask_running: bool = False _bgtask_running: bool = False
_config: Config = {} _config: Config = {}