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added support to get the temp directory

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This commit is contained in:
Gert Wohlgemuth 2018-05-24 19:11:14 -07:00
parent 2493f17753
commit 644702a595
1 changed files with 51 additions and 44 deletions
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95
freqtrade/aws/backtesting_lambda.py
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@ -58,7 +58,7 @@ def backtest(event, context):
)
till = datetime.datetime.today()
fromDate = till - datetime.timedelta(days=30)
fromDate = till - datetime.timedelta(days=5)
if 'from' in event['body']:
fromDate = datetime.datetime.strptime(event['body']['from'], '%Y%m%d')
@ -72,49 +72,7 @@ def backtest(event, context):
event['body'][
'stake_currency'],
event['body']['asset']))
content = response['Items'][0]['content']
configuration = {
"max_open_trades": 1,
"stake_currency": event['body']['stake_currency'].upper(),
"stake_amount": 1,
"fiat_display_currency": "USD",
"unfilledtimeout": 600,
"trailing_stop": response['Items'][0]['trailing_stop'],
"bid_strategy": {
"ask_last_balance": 0.0
},
"exchange": {
"name": response['Items'][0]['exchange'],
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"{}/{}".format(event['body']['asset'].upper(),
event['body']['stake_currency']).upper(),
]
},
"telegram": {
"enabled": False,
"token": "token",
"chat_id": "0"
},
"initial_state": "running",
"datadir": tempfile.gettempdir(),
"experimental": {
"use_sell_signal": response['Items'][0]['use_sell'],
"sell_profit_only": True
},
"internals": {
"process_throttle_secs": 5
},
'realistic_simulation': True,
"loglevel": logging.DEBUG,
"strategy": "{}:{}".format(name, content),
"timerange": "{}-{}".format(fromDate.strftime('%Y%m%d'), till.strftime('%Y%m%d')),
"refresh_pairs": True
}
configuration = _generate_configuration(event, fromDate, name, response, till)
backtesting = Backtesting(configuration)
result = backtesting.start()
@ -139,6 +97,8 @@ def backtest(event, context):
trade_table.put_item(Item=data)
result_data.append(data)
# fire request message to aggregate this strategy now
return {
"statusCode": 200,
"body": json.dumps(result_data)
@ -160,6 +120,53 @@ def backtest(event, context):
raise Exception("not a valid event: {}".format(event))
def _generate_configuration(event, fromDate, name, response, till):
content = response['Items'][0]['content']
configuration = {
"max_open_trades": 1,
"stake_currency": event['body']['stake_currency'].upper(),
"stake_amount": 1,
"fiat_display_currency": "USD",
"unfilledtimeout": 600,
"trailing_stop": response['Items'][0]['trailing_stop'],
"bid_strategy": {
"ask_last_balance": 0.0
},
"exchange": {
"name": response['Items'][0]['exchange'],
"enabled": True,
"key": "key",
"secret": "secret",
"pair_whitelist": [
"{}/{}".format(event['body']['asset'].upper(),
event['body']['stake_currency']).upper(),
]
},
"telegram": {
"enabled": False,
"token": "token",
"chat_id": "0"
},
"initial_state": "running",
"datadir": tempfile.gettempdir(),
"experimental": {
"use_sell_signal": response['Items'][0]['use_sell'],
"sell_profit_only": True
},
"internals": {
"process_throttle_secs": 5
},
'realistic_simulation': True,
"loglevel": logging.DEBUG,
"strategy": "{}:{}".format(name, content),
"timerange": "{}-{}".format(fromDate.strftime('%Y%m%d'), till.strftime('%Y%m%d')),
"refresh_pairs": True
}
return configuration
def cron(event, context):
"""