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--datadir <path> argument

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This argument enables usage of different backtesting directories.
Useful if one wants compare backtesting performance over time.
This commit is contained in:
kryofly
2018-01-06 23:24:35 +01:00
parent bcde377019
commit 60ed4b9d1e
7 changed files with 47 additions and 36 deletions
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29
freqtrade/optimize/__init__.py
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@@ -12,12 +12,12 @@ from freqtrade.analyze import populate_indicators, parse_ticker_dataframe
logger = logging.getLogger(__name__)
def load_tickerdata_file(pair, ticker_interval):
def load_tickerdata_file(datadir, pair, ticker_interval):
"""
Load a pair from file,
:return dict OR empty if unsuccesful
"""
path = testdata_path()
path = make_testdata_path(datadir)
file = '{abspath}/{pair}-{ticker_interval}.json'.format(
abspath=path,
pair=pair,
@@ -33,7 +33,7 @@ def load_tickerdata_file(pair, ticker_interval):
return pairdata
def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
def load_data(datadir: str, ticker_interval: int = 5, pairs: Optional[List[str]] = None,
refresh_pairs: Optional[bool] = False) -> Dict[str, List]:
"""
Loads ticker history data for the given parameters
@@ -47,16 +47,16 @@ def load_data(ticker_interval: int = 5, pairs: Optional[List[str]] = None,
# If the user force the refresh of pairs
if refresh_pairs:
logger.info('Download data for all pairs and store them in freqtrade/tests/testsdata')
download_pairs(_pairs)
logger.info('Download data for all pairs and store them in %s', datadir)
download_pairs(datadir, _pairs)
for pair in _pairs:
pairdata = load_tickerdata_file(pair, ticker_interval)
pairdata = load_tickerdata_file(datadir, pair, ticker_interval)
if not pairdata:
# download the tickerdata from exchange
download_backtesting_testdata(pair=pair, interval=ticker_interval)
download_backtesting_testdata(datadir, pair=pair, interval=ticker_interval)
# and retry reading the pair
pairdata = load_tickerdata_file(pair, ticker_interval)
pairdata = load_tickerdata_file(datadir, pair, ticker_interval)
result[pair] = pairdata
return result
@@ -67,17 +67,18 @@ def preprocess(tickerdata: Dict[str, List]) -> Dict[str, DataFrame]:
for pair, pair_data in tickerdata.items()}
def testdata_path() -> str:
def make_testdata_path(datadir: str) -> str:
"""Return the path where testdata files are stored"""
return os.path.abspath(os.path.join(os.path.dirname(__file__), '..', 'tests', 'testdata'))
return datadir or os.path.abspath(os.path.join(os.path.dirname(__file__),
'..', 'tests', 'testdata'))
def download_pairs(pairs: List[str]) -> bool:
def download_pairs(datadir, pairs: List[str]) -> bool:
"""For each pairs passed in parameters, download 1 and 5 ticker intervals"""
for pair in pairs:
try:
for interval in [1, 5]:
download_backtesting_testdata(pair=pair, interval=interval)
download_backtesting_testdata(datadir, pair=pair, interval=interval)
except BaseException:
logger.info('Failed to download the pair: "{pair}", Interval: {interval} min'.format(
pair=pair,
@@ -87,7 +88,7 @@ def download_pairs(pairs: List[str]) -> bool:
return True
def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
def download_backtesting_testdata(datadir: str, pair: str, interval: int = 5) -> bool:
"""
Download the latest 1 and 5 ticker intervals from Bittrex for the pairs passed in parameters
Based on @Rybolov work: https://github.com/rybolov/freqtrade-data
@@ -95,7 +96,7 @@ def download_backtesting_testdata(pair: str, interval: int = 5) -> bool:
:return: bool
"""
path = testdata_path()
path = make_testdata_path(datadir)
logger.info('Download the pair: "{pair}", Interval: {interval} min'.format(
pair=pair,
interval=interval,