Reduce amount of variables for API backtesting
This commit is contained in:
Matthias
parent
ff1258fd20
commit
18bbfa10e5
@ -60,30 +60,31 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
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asyncio.set_event_loop(asyncio.new_event_loop())
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try:
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# Reload strategy
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lastconfig = ApiServer._bt_last_config
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lastconfig = ApiServer._bt['last_config']
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strat = StrategyResolver.load_strategy(btconfig)
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validate_config_consistency(btconfig)
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if (
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not ApiServer._bt
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not ApiServer._bt['bt']
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
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or lastconfig.get('timerange') != btconfig['timerange']
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):
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from freqtrade.optimize.backtesting import Backtesting
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ApiServer._bt = Backtesting(btconfig)
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ApiServer._bt.load_bt_data_detail()
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ApiServer._bt['bt'] = Backtesting(btconfig)
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ApiServer._bt['bt'].load_bt_data_detail()
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else:
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ApiServer._bt.config = btconfig
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ApiServer._bt.init_backtest()
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ApiServer._bt['bt'].config = btconfig
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ApiServer._bt['bt'].init_backtest()
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# Only reload data if timeframe changed.
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if (
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not ApiServer._bt_data
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or not ApiServer._bt_timerange
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not ApiServer._bt['data']
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or not ApiServer._bt['timerange']
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('timerange') != btconfig['timerange']
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):
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ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
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ApiServer._bt['data'], ApiServer._bt['timerange'] = ApiServer._bt[
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'bt'].load_bt_data()
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lastconfig['timerange'] = btconfig['timerange']
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lastconfig['timeframe'] = strat.timeframe
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@ -91,27 +92,27 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
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lastconfig['enable_protections'] = btconfig.get('enable_protections')
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lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
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ApiServer._bt.enable_protections = btconfig.get('enable_protections', False)
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ApiServer._bt.strategylist = [strat]
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ApiServer._bt.results = {}
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ApiServer._bt.load_prior_backtest()
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ApiServer._bt['bt'].enable_protections = btconfig.get('enable_protections', False)
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ApiServer._bt['bt'].strategylist = [strat]
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ApiServer._bt['bt'].results = {}
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ApiServer._bt['bt'].load_prior_backtest()
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ApiServer._bt.abort = False
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if (ApiServer._bt.results and
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strat.get_strategy_name() in ApiServer._bt.results['strategy']):
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ApiServer._bt['bt'].abort = False
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if (ApiServer._bt['bt'].results and
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strat.get_strategy_name() in ApiServer._bt['bt'].results['strategy']):
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# When previous result hash matches - reuse that result and skip backtesting.
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logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
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else:
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min_date, max_date = ApiServer._bt.backtest_one_strategy(
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strat, ApiServer._bt_data, ApiServer._bt_timerange)
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min_date, max_date = ApiServer._bt['bt'].backtest_one_strategy(
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strat, ApiServer._bt['data'], ApiServer._bt['timerange'])
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ApiServer._bt.results = generate_backtest_stats(
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ApiServer._bt_data, ApiServer._bt.all_results,
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ApiServer._bt['bt'].results = generate_backtest_stats(
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ApiServer._bt['data'], ApiServer._bt['bt'].all_results,
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min_date=min_date, max_date=max_date)
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if btconfig.get('export', 'none') == 'trades':
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store_backtest_stats(
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btconfig['exportfilename'], ApiServer._bt.results,
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btconfig['exportfilename'], ApiServer._bt['bt'].results,
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datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
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)
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@ -146,13 +147,13 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
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return {
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"status": "running",
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"running": True,
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"step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
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"progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
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"step": ApiServer._bt['bt'].progress.action if ApiServer._bt['bt'] else str(BacktestState.STARTUP),
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"progress": ApiServer._bt['bt'].progress.progress if ApiServer._bt['bt'] else 0,
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"trade_count": len(LocalTrade.trades),
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"status_msg": "Backtest running",
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}
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if not ApiServer._bt:
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if not ApiServer._bt['bt']:
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return {
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"status": "not_started",
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"running": False,
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@ -167,7 +168,7 @@ def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
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"status_msg": "Backtest ended",
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"step": "finished",
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"progress": 1,
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"backtest_result": ApiServer._bt.results,
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"backtest_result": ApiServer._bt['bt'].results,
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}
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@ -182,12 +183,12 @@ def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
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"progress": 0,
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"status_msg": "Backtest running",
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}
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if ApiServer._bt:
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ApiServer._bt.cleanup()
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del ApiServer._bt
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ApiServer._bt = None
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del ApiServer._bt_data
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ApiServer._bt_data = None
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if ApiServer._bt['bt']:
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ApiServer._bt['bt'].cleanup()
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del ApiServer._bt['bt']
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ApiServer._bt['bt'] = None
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del ApiServer._bt['data']
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ApiServer._bt['data'] = None
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logger.info("Backtesting reset")
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return {
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"status": "reset",
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@ -208,7 +209,7 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
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"progress": 0,
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"status_msg": "Backtest ended",
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}
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ApiServer._bt.abort = True
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ApiServer._bt['bt'].abort = True
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return {
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"status": "stopping",
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"running": False,
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@ -225,7 +226,8 @@ def api_backtest_history(config=Depends(get_config), ws_mode=Depends(is_webserve
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@router.get('/backtest/history/result', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
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def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config),
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ws_mode=Depends(is_webserver_mode)):
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# Get backtest result history, read from metadata files
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fn = config['user_data_dir'] / 'backtest_results' / filename
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results: Dict[str, Any] = {
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@ -36,10 +36,12 @@ class ApiServer(RPCHandler):
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_rpc: RPC
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# Backtesting type: Backtesting
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_bt = None
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_bt_data = None
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_bt_timerange = None
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_bt_last_config: Config = {}
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_bt: Dict[str, Any] = {
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'bt': None,
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'data': None,
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'timerange': None,
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'last_config': {},
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}
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_has_rpc: bool = False
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_bgtask_running: bool = False
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_config: Config = {}
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