backtest_live_models - params validation and get timerange from live models in BT

This commit is contained in:
Wagner Costa Santos
2022-09-25 23:14:00 -03:00
parent f3f3917da3
commit 5880f7a638
8 changed files with 165 additions and 833 deletions

View File

@@ -86,6 +86,7 @@ def validate_config_consistency(conf: Dict[str, Any], preliminary: bool = False)
_validate_unlimited_amount(conf)
_validate_ask_orderbook(conf)
_validate_freqai_hyperopt(conf)
_validate_freqai_backtest(conf)
_validate_consumers(conf)
validate_migrated_strategy_settings(conf)
@@ -334,6 +335,21 @@ def _validate_freqai_hyperopt(conf: Dict[str, Any]) -> None:
'Using analyze-per-epoch parameter is not supported with a FreqAI strategy.')
def _validate_freqai_backtest(conf: Dict[str, Any]) -> None:
freqai_enabled = conf.get('freqai', {}).get('enabled', False)
timerange = conf.get('timerange')
freqai_backtest_live_models = conf.get('freqai_backtest_live_models', False)
if freqai_backtest_live_models and freqai_enabled and timerange:
raise OperationalException(
'Using timerange parameter is not supported with '
'--freqai-backtest-live-models parameter.')
if freqai_backtest_live_models and not freqai_enabled:
raise OperationalException(
'Using --freqai-backtest-live-models parameter is only '
'supported with a FreqAI strategy.')
def _validate_consumers(conf: Dict[str, Any]) -> None:
emc_conf = conf.get('external_message_consumer', {})
if emc_conf.get('enabled', False):

View File

@@ -277,6 +277,9 @@ class Configuration:
self._args_to_config(config, argname='disableparamexport',
logstring='Parameter --disableparamexport detected: {} ...')
self._args_to_config(config, argname='freqai_backtest_live_models',
logstring='Parameter --freqai-backtest-live-models detected ...')
# Edge section:
if 'stoploss_range' in self.args and self.args["stoploss_range"]:
txt_range = eval(self.args["stoploss_range"])