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minor adjustements

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This commit is contained in:
Gert Wohlgemuth
2018-06-04 13:40:06 -07:00
parent 41d5a566a2
commit 7b101f17b6
3 changed files with 34 additions and 26 deletions
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54
freqtrade/aws/backtesting_lambda.py
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@@ -2,6 +2,7 @@ import datetime
import logging
import os
import tempfile
from base64 import urlsafe_b64encode
import boto3
import simplejson as json
@@ -68,30 +69,18 @@ def backtest(event, context):
try:
if "Items" in response and len(response['Items']) > 0:
print("backtesting from {} till {} for {} with {} vs {}".format(fromDate, till, name,
event['body'][
'stake_currency'],
event['body']['assets']))
print("schedule backtesting from {} till {} for {} with {} vs {}".format(fromDate, till, name,
event['body'][
'stake_currency'],
event['body'][
'assets']))
configuration = _generate_configuration(event, fromDate, name, response, till)
backtesting = Backtesting(configuration)
result = backtesting.start()
for index, row in result.iterrows():
data = {
"id": "{}.{}:{}:test".format(user, name, row['currency'].upper()),
"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
"pair": row['currency'],
"duration": row['duration'],
"profit_percent": row['profit_percent'],
"profit_stake": row['profit_BTC'],
"entry_date": row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
"exit_date": row['exit'].strftime('%Y-%m-%d %H:%M:%S')
}
print("configuration: \n{}\n".format(
urlsafe_b64encode(json.dumps(configuration).encode('utf-8')).decode('utf-8')))
_submit_result_to_backend(data)
# fire request message to aggregate this strategy now
# fire AWS fargate instance now
run_backtest(configuration, name, user)
return {
"statusCode": 200
@@ -113,6 +102,25 @@ def backtest(event, context):
raise Exception("not a valid event: {}".format(event))
def run_backtest(configuration, name, user):
backtesting = Backtesting(configuration)
result = backtesting.start()
for index, row in result.iterrows():
data = {
"id": "{}.{}:{}:test".format(user, name, row['currency'].upper()),
"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
"pair": row['currency'],
"duration": row['duration'],
"profit_percent": row['profit_percent'],
"profit_stake": row['profit_BTC'],
"entry_date": row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
"exit_date": row['exit'].strftime('%Y-%m-%d %H:%M:%S')
}
_submit_result_to_backend(data)
def _submit_result_to_backend(data):
"""
submits the given result to the backend system for further processing and analysis
@@ -163,7 +171,7 @@ def _generate_configuration(event, fromDate, name, response, till):
"chat_id": "0"
},
"initial_state": "running",
"datadir": tempfile.gettempdir(),
"datadir": os.environ("FREQ_DATA_DIR", tempfile.gettempdir()),
"experimental": {
"use_sell_signal": response['Items'][0]['use_sell'],
"sell_profit_only": True
@@ -172,7 +180,7 @@ def _generate_configuration(event, fromDate, name, response, till):
"process_throttle_secs": 5
},
'realistic_simulation': True,
"loglevel": logging.DEBUG,
"loglevel": logging.INFO,
"strategy": "{}:{}".format(name, content),
"timerange": "{}-{}".format(fromDate.strftime('%Y%m%d'), till.strftime('%Y%m%d')),
"refresh_pairs": True