Merge pull request #7923 from freqtrade/freqai_backtest

Freqai backtest

freqtrade/rpc/api_server/api_backtest.py

@@ -11,6 +11,7 @@ from freqtrade.configuration.config_validation import validate_config_consistenc
 from freqtrade.data.btanalysis import get_backtest_resultlist, load_and_merge_backtest_result
 from freqtrade.enums import BacktestState
 from freqtrade.exceptions import DependencyException
+from freqtrade.misc import deep_merge_dicts
 from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, BacktestRequest,
                                                   BacktestResponse)
 from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode
@@ -37,10 +38,11 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
 
     btconfig = deepcopy(config)
     settings = dict(bt_settings)
+    if settings.get('freqai', None) is not None:
+        settings['freqai'] = dict(settings['freqai'])
     # Pydantic models will contain all keys, but non-provided ones are None
-    for setting in settings.keys():
-        if settings[setting] is not None:
-            btconfig[setting] = settings[setting]
+
+    btconfig = deep_merge_dicts(settings, btconfig, allow_null_overrides=False)
     try:
         btconfig['stake_amount'] = float(btconfig['stake_amount'])
     except ValueError:

freqtrade/rpc/api_server/api_schemas.py

@@ -372,6 +372,10 @@ class StrategyListResponse(BaseModel):
     strategies: List[str]
 
 
+class FreqAIModelListResponse(BaseModel):
+    freqaimodels: List[str]
+
+
 class StrategyResponse(BaseModel):
     strategy: str
     code: str
@@ -410,6 +414,10 @@ class PairHistory(BaseModel):
         }
 
 
+class BacktestFreqAIInputs(BaseModel):
+    identifier: str
+
+
 class BacktestRequest(BaseModel):
     strategy: str
     timeframe: Optional[str]
@@ -419,6 +427,9 @@ class BacktestRequest(BaseModel):
     stake_amount: Optional[str]
     enable_protections: bool
     dry_run_wallet: Optional[float]
+    backtest_cache: Optional[str]
+    freqaimodel: Optional[str]
+    freqai: Optional[BacktestFreqAIInputs]
 
 
 class BacktestResponse(BaseModel):

freqtrade/rpc/api_server/api_v1.py

@@ -13,12 +13,13 @@ from freqtrade.rpc import RPC
 from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, Balances, BlacklistPayload,
                                                   BlacklistResponse, Count, Daily,
                                                   DeleteLockRequest, DeleteTrade, ForceEnterPayload,
-                                                  ForceEnterResponse, ForceExitPayload, Health,
-                                                  Locks, Logs, OpenTradeSchema, PairHistory,
-                                                  PerformanceEntry, Ping, PlotConfig, Profit,
-                                                  ResultMsg, ShowConfig, Stats, StatusMsg,
-                                                  StrategyListResponse, StrategyResponse, SysInfo,
-                                                  Version, WhitelistResponse)
+                                                  ForceEnterResponse, ForceExitPayload,
+                                                  FreqAIModelListResponse, Health, Locks, Logs,
+                                                  OpenTradeSchema, PairHistory, PerformanceEntry,
+                                                  Ping, PlotConfig, Profit, ResultMsg, ShowConfig,
+                                                  Stats, StatusMsg, StrategyListResponse,
+                                                  StrategyResponse, SysInfo, Version,
+                                                  WhitelistResponse)
 from freqtrade.rpc.api_server.deps import get_config, get_exchange, get_rpc, get_rpc_optional
 from freqtrade.rpc.rpc import RPCException
 
@@ -38,7 +39,8 @@ logger = logging.getLogger(__name__)
 # 2.17: Forceentry - leverage, partial force_exit
 # 2.20: Add websocket endpoints
 # 2.21: Add new_candle messagetype
-API_VERSION = 2.21
+# 2.22: Add FreqAI to backtesting
+API_VERSION = 2.22
 
 # Public API, requires no auth.
 router_public = APIRouter()
@@ -279,6 +281,16 @@ def get_strategy(strategy: str, config=Depends(get_config)):
     }
 
 
+@router.get('/freqaimodels', response_model=FreqAIModelListResponse, tags=['freqai'])
+def list_freqaimodels(config=Depends(get_config)):
+    from freqtrade.resolvers.freqaimodel_resolver import FreqaiModelResolver
+    strategies = FreqaiModelResolver.search_all_objects(
+        config, False)
+    strategies = sorted(strategies, key=lambda x: x['name'])
+
+    return {'freqaimodels': [x['name'] for x in strategies]}
+
+
 @router.get('/available_pairs', response_model=AvailablePairs, tags=['candle data'])
 def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Optional[str] = None,
                          candletype: Optional[CandleType] = None, config=Depends(get_config)):

tests/rpc/test_rpc_apiserver.py

@@ -1488,6 +1488,44 @@ def test_api_strategy(botclient):
     assert_response(rc, 500)
 
 
+def test_api_freqaimodels(botclient, tmpdir, mocker):
+    ftbot, client = botclient
+    ftbot.config['user_data_dir'] = Path(tmpdir)
+    mocker.patch(
+        "freqtrade.resolvers.freqaimodel_resolver.FreqaiModelResolver.search_all_objects",
+        return_value=[
+            {'name': 'LightGBMClassifier'},
+            {'name': 'LightGBMClassifierMultiTarget'},
+            {'name': 'LightGBMRegressor'},
+            {'name': 'LightGBMRegressorMultiTarget'},
+            {'name': 'ReinforcementLearner'},
+            {'name': 'ReinforcementLearner_multiproc'},
+            {'name': 'XGBoostClassifier'},
+            {'name': 'XGBoostRFClassifier'},
+            {'name': 'XGBoostRFRegressor'},
+            {'name': 'XGBoostRegressor'},
+            {'name': 'XGBoostRegressorMultiTarget'},
+        ])
+
+    rc = client_get(client, f"{BASE_URI}/freqaimodels")
+
+    assert_response(rc)
+
+    assert rc.json() == {'freqaimodels': [
+        'LightGBMClassifier',
+        'LightGBMClassifierMultiTarget',
+        'LightGBMRegressor',
+        'LightGBMRegressorMultiTarget',
+        'ReinforcementLearner',
+        'ReinforcementLearner_multiproc',
+        'XGBoostClassifier',
+        'XGBoostRFClassifier',
+        'XGBoostRFRegressor',
+        'XGBoostRegressor',
+        'XGBoostRegressorMultiTarget'
+    ]}
+
+
 def test_list_available_pairs(botclient):
     ftbot, client = botclient