Ensure the same timestamp is used for backtest and signal export

freqtrade/optimize/backtesting.py

@@ -1264,13 +1264,14 @@ class Backtesting:
                 self.results['strategy_comparison'].extend(results['strategy_comparison'])
             else:
                 self.results = results
-
+            dt_appendix = datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
             if self.config.get('export', 'none') in ('trades', 'signals'):
-                store_backtest_stats(self.config['exportfilename'], self.results)
+                store_backtest_stats(self.config['exportfilename'], self.results, dt_appendix)
 
             if (self.config.get('export', 'none') == 'signals' and
                     self.dataprovider.runmode == RunMode.BACKTEST):
-                store_backtest_signal_candles(self.config['exportfilename'], self.processed_dfs)
+                store_backtest_signal_candles(
+                    self.config['exportfilename'], self.processed_dfs, dt_appendix)
 
         # Results may be mixed up now. Sort them so they follow --strategy-list order.
         if 'strategy_list' in self.config and len(self.results) > 0:

freqtrade/optimize/optimize_reports.py

@@ -17,21 +17,21 @@ from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 logger = logging.getLogger(__name__)
 
 
-def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None:
+def store_backtest_stats(
+        recordfilename: Path, stats: Dict[str, DataFrame], dtappendix: str) -> None:
     """
     Stores backtest results
     :param recordfilename: Path object, which can either be a filename or a directory.
         Filenames will be appended with a timestamp right before the suffix
         while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
     :param stats: Dataframe containing the backtesting statistics
+    :param dtappendix: Datetime to use for the filename
     """
     if recordfilename.is_dir():
-        filename = (recordfilename /
-                    f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}.json')
+        filename = (recordfilename / f'backtest-result-{dtappendix}.json')
     else:
         filename = Path.joinpath(
-            recordfilename.parent,
-            f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}'
+            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}'
         ).with_suffix(recordfilename.suffix)
 
     # Store metadata separately.
@@ -44,7 +44,8 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
     file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
 
 
-def store_backtest_signal_candles(recordfilename: Path, candles: Dict[str, Dict]) -> Path:
+def store_backtest_signal_candles(
+        recordfilename: Path, candles: Dict[str, Dict], dtappendix: str) -> Path:
     """
     Stores backtest trade signal candles
     :param recordfilename: Path object, which can either be a filename or a directory.
@@ -52,14 +53,13 @@ def store_backtest_signal_candles(recordfilename: Path, candles: Dict[str, Dict]
         while for directories, <directory>/backtest-result-<datetime>_signals.pkl will be used
         as filename
     :param stats: Dict containing the backtesting signal candles
+    :param dtappendix: Datetime to use for the filename
     """
     if recordfilename.is_dir():
-        filename = (recordfilename /
-                    f'backtest-result-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}_signals.pkl')
+        filename = (recordfilename / f'backtest-result-{dtappendix}_signals.pkl')
     else:
         filename = Path.joinpath(
-            recordfilename.parent,
-            f'{recordfilename.stem}-{datetime.now().strftime("%Y-%m-%d_%H-%M-%S")}_signals.pkl'
+            recordfilename.parent, f'{recordfilename.stem}-{dtappendix}_signals.pkl'
         )
 
     file_dump_joblib(filename, candles)

freqtrade/rpc/api_server/api_backtest.py

@@ -1,6 +1,7 @@
 import asyncio
 import logging
 from copy import deepcopy
+from datetime import datetime
 from typing import Any, Dict, List
 
 from fastapi import APIRouter, BackgroundTasks, Depends
@@ -102,7 +103,10 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
                     min_date=min_date, max_date=max_date)
 
             if btconfig.get('export', 'none') == 'trades':
-                store_backtest_stats(btconfig['exportfilename'], ApiServer._bt.results)
+                store_backtest_stats(
+                    btconfig['exportfilename'], ApiServer._bt.results,
+                    datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
+                    )
 
             logger.info("Backtest finished.")
 

tests/optimize/test_optimize_reports.py

@@ -171,7 +171,7 @@ def test_generate_backtest_stats(default_conf, testdatadir, tmpdir):
     _backup_file(filename_last, copy_file=True)
     assert not filename.is_file()
 
-    store_backtest_stats(filename, stats)
+    store_backtest_stats(filename, stats, '2022_01_01_15_05_13')
 
     # get real Filename (it's btresult-<date>.json)
     last_fn = get_latest_backtest_filename(filename_last.parent)
@@ -194,7 +194,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     dump_mock = mocker.patch('freqtrade.optimize.optimize_reports.file_dump_json')
 
-    store_backtest_stats(testdatadir, {'metadata': {}})
+    store_backtest_stats(testdatadir, {'metadata': {}}, '2022_01_01_15_05_13')
 
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -202,7 +202,7 @@ def test_store_backtest_stats(testdatadir, mocker):
 
     dump_mock.reset_mock()
     filename = testdatadir / 'testresult.json'
-    store_backtest_stats(filename, {'metadata': {}})
+    store_backtest_stats(filename, {'metadata': {}}, '2022_01_01_15_05_13')
     assert dump_mock.call_count == 3
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>.json
@@ -216,7 +216,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # mock directory exporting
-    store_backtest_signal_candles(testdatadir, candle_dict)
+    store_backtest_signal_candles(testdatadir, candle_dict, '2022_01_01_15_05_13')
 
     assert dump_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
@@ -225,7 +225,7 @@ def test_store_backtest_candles(testdatadir, mocker):
     dump_mock.reset_mock()
     # mock file exporting
     filename = Path(testdatadir / 'testresult')
-    store_backtest_signal_candles(filename, candle_dict)
+    store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
     assert dump_mock.call_count == 1
     assert isinstance(dump_mock.call_args_list[0][0][0], Path)
     # result will be testdatadir / testresult-<timestamp>_signals.pkl
@@ -238,7 +238,7 @@ def test_write_read_backtest_candles(tmpdir):
     candle_dict = {'DefStrat': {'UNITTEST/BTC': pd.DataFrame()}}
 
     # test directory exporting
-    stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict)
+    stored_file = store_backtest_signal_candles(Path(tmpdir), candle_dict, '2022_01_01_15_05_13')
     scp = open(stored_file, "rb")
     pickled_signal_candles = joblib.load(scp)
     scp.close()
@@ -252,7 +252,7 @@ def test_write_read_backtest_candles(tmpdir):
 
     # test file exporting
     filename = Path(tmpdir / 'testresult')
-    stored_file = store_backtest_signal_candles(filename, candle_dict)
+    stored_file = store_backtest_signal_candles(filename, candle_dict, '2022_01_01_15_05_13')
     scp = open(stored_file, "rb")
     pickled_signal_candles = joblib.load(scp)
     scp.close()