fixed some bugs, improved the backtesting and strategy table. Possible now to specify which features we want to use in the backtesting api
This commit is contained in:
Gert
@@ -1,3 +1,4 @@
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import datetime
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import logging
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import os
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import boto3
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@@ -37,101 +38,105 @@ def backtest(event, context):
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no return
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"""
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if 'body' in event:
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event['body'] = json.loads(event['body'])
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name = event['body']['name']
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user = event['body']['user']
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if 'Records' in event:
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for x in event['Records']:
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if 'Sns' in x and 'Message' in x['Sns']:
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# technically we can get all these from teh strategy table
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stake_currency = event['body']['stake_currency'].upper()
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asset = event['body']['asset']
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exchange = event['body']['exchange']
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event['body'] = json.loads(x['Sns']['Message'])
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name = event['body']['name']
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user = event['body']['user']
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assets = list(map(lambda x: "{}/{}".format(x, stake_currency).upper(), asset))
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trade_table = get_trade_table()
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table = get_strategy_table()
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trade_table = get_trade_table()
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table = get_strategy_table()
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response = table.query(
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KeyConditionExpression=Key('user').eq(user) &
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Key('name').eq(name)
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response = table.query(
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KeyConditionExpression=Key('user').eq(user) &
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Key('name').eq(name)
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)
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)
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print(response)
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if "Items" in response and len(response['Items']) > 0:
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print(response)
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if "Items" in response and len(response['Items']) > 0:
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today = datetime.datetime.today()
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yesterday = today - datetime.timedelta(days=1)
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content = response['Items'][0]['content']
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configuration = {
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"max_open_trades": 1,
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"stake_currency": stake_currency,
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"stake_amount": 1,
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"fiat_display_currency": "USD",
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"unfilledtimeout": 600,
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": exchange,
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": assets
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},
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"telegram": {
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"enabled": False,
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"token": "token",
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"chat_id": "0"
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},
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"initial_state": "running",
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"datadir": ".",
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"experimental": {
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"use_sell_signal": True,
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"sell_profit_only": True
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},
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"internals": {
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"process_throttle_secs": 5
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},
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'realistic_simulation': True,
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"loglevel": logging.DEBUG,
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"strategy": "{}:{}".format(name, content)
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content = response['Items'][0]['content']
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configuration = {
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"max_open_trades": 1,
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"stake_currency": response['Items'][0]['stake_currency'],
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"stake_amount": 1,
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"fiat_display_currency": "USD",
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"unfilledtimeout": 600,
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"trailing_stop": response['Items'][0]['trailing_stop'],
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": response['Items'][0]['exchange'],
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": list(
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map(lambda x: "{}/{}".format(x, response['Items'][0]['stake_currency']).upper(),
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response['Items'][0]['assets']))
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},
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"telegram": {
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"enabled": False,
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"token": "token",
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"chat_id": "0"
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},
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"initial_state": "running",
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"datadir": ".",
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"experimental": {
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"use_sell_signal": response['Items'][0]['use_sell'],
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"sell_profit_only": True
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},
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"internals": {
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"process_throttle_secs": 5
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},
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'realistic_simulation': True,
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"loglevel": logging.DEBUG,
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"strategy": "{}:{}".format(name, content),
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"timerange": "{}-{}".format(yesterday.strftime('%Y%m%d'), today.strftime('%Y%m%d')),
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"refresh_pairs": True
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}
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}
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print("generated configuration")
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print(configuration)
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print("generated configuration")
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print(configuration)
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print("initialized backtesting")
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backtesting = Backtesting(configuration)
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result = backtesting.start()
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print("finished test")
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print("initialized backtesting")
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backtesting = Backtesting(configuration)
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result = backtesting.start()
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print("finished test")
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print("persist data in dynamo")
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print("persist data in dynamo")
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print(result)
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for index, row in result.iterrows():
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data = {
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"id": "{}.{}:{}".format(user, name, row['currency']),
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"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
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row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
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"pair": row['currency'],
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"duration": row['duration'],
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"profit_percent": row['profit_percent'],
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"profit_stake": row['profit_BTC'],
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"entry_date": row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
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"exit_date": row['exit'].strftime('%Y-%m-%d %H:%M:%S')
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}
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print(result)
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for index, row in result.iterrows():
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data = {
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"id": "{}.{}:{}".format(user, name, row['currency']),
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"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
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row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
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"pair": row['currency'],
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"duration": row['duration'],
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"profit_percent": row['profit_percent'],
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"profit_stake": row['profit_BTC'],
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"entry_date": row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
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"exit_date": row['exit'].strftime('%Y-%m-%d %H:%M:%S')
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}
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data = json.dumps(data, use_decimal=True)
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data = json.loads(data, use_decimal=True)
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print(data)
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# persist data
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trade_table.put_item(Item=data)
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else:
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raise Exception(
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"sorry we did not find any matching strategy for user {} and name {}".format(user, name))
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data = json.dumps(data, use_decimal=True)
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data = json.loads(data, use_decimal=True)
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print(data)
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# persist data
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trade_table.put_item(Item=data)
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else:
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raise Exception(
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"sorry we did not find any matching strategy for user {} and name {}".format(user, name))
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else:
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raise Exception("no body provided")
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raise Exception("not a valid event: {}".format(event))
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def cron(event, context):
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