strategy_updater:

removed args_common_optimize for strategy-updater

backtest_lookahead_bias_checker:
added args and cli-options for minimum and target trade amounts
fixed code according to best-practice coding requests of matthias (CamelCase etc)
This commit is contained in:
hippocritical
2023-03-28 22:20:00 +02:00
parent efefcb240b
commit 7bd55971dc
4 changed files with 146 additions and 131 deletions

View File

@@ -116,9 +116,10 @@ NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list
NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-strategy"]
ARGS_STRATEGY_UPDATER = ARGS_COMMON_OPTIMIZE + ["strategy_list"]
ARGS_STRATEGY_UPDATER = ["strategy_list"]
ARGS_BACKTEST_LOOKAHEAD_BIAS_CHECKER = ARGS_BACKTEST
ARGS_BACKTEST_LOOKAHEAD_BIAS_CHECKER = ARGS_BACKTEST + ["minimum_trade_amount",
"targeted_trade_amount"]
# + ["target_trades", "minimum_trades",
@@ -461,7 +462,7 @@ class Arguments:
# Add backtest lookahead bias checker subcommand
backtest_lookahead_bias_checker_cmd = \
subparsers.add_parser('backtest_lookahead_bias_checker',
subparsers.add_parser('backtest-lookahead-bias-checker',
help="checks for potential look ahead bias",
parents=[_common_parser])
backtest_lookahead_bias_checker_cmd.set_defaults(func=start_backtest_lookahead_bias_checker)

View File

@@ -675,4 +675,18 @@ AVAILABLE_CLI_OPTIONS = {
help='Run backtest with ready models.',
action='store_true'
),
"minimum_trade_amount": Arg(
'--minimum-trade-amount',
help='set INT minimum trade amount',
type=check_int_positive,
metavar='INT',
default=10,
),
"targeted_trade_amount": Arg(
'--targeted-trade-amount',
help='set INT targeted trade amount',
type=check_int_positive,
metavar='INT',
default=20,
)
}

View File

@@ -7,7 +7,7 @@ from typing import Any, Dict
from freqtrade.configuration import setup_utils_configuration
from freqtrade.enums import RunMode
from freqtrade.resolvers import StrategyResolver
from freqtrade.strategy.backtest_lookahead_bias_checker import backtest_lookahead_bias_checker
from freqtrade.strategy.backtest_lookahead_bias_checker import BacktestLookaheadBiasChecker
from freqtrade.strategy.strategyupdater import StrategyUpdater
@@ -67,9 +67,16 @@ def start_backtest_lookahead_bias_checker(args: Dict[str, Any]) -> None:
"""
config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
if args['targeted_trade_amount'] < args['minimum_trade_amount']:
# add logic that tells the user to check the configuration
# since this combo doesn't make any sense.
pass
strategy_objs = StrategyResolver.search_all_objects(
config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
bias_checker_instances = []
filtered_strategy_objs = []
if 'strategy_list' in args and args['strategy_list'] is not None:
for args_strategy in args['strategy_list']:
@@ -80,21 +87,29 @@ def start_backtest_lookahead_bias_checker(args: Dict[str, Any]) -> None:
break
for filtered_strategy_obj in filtered_strategy_objs:
initialize_single_lookahead_bias_checker(filtered_strategy_obj, config)
bias_checker_instances = initialize_single_lookahead_bias_checker(
filtered_strategy_obj, config, args)
else:
processed_locations = set()
for strategy_obj in strategy_objs:
if strategy_obj['location'] not in processed_locations:
processed_locations.add(strategy_obj['location'])
initialize_single_lookahead_bias_checker(strategy_obj, config)
bias_checker_instances = initialize_single_lookahead_bias_checker(
strategy_obj, config, args)
create_result_list(bias_checker_instances)
def initialize_single_lookahead_bias_checker(strategy_obj, config):
def create_result_list(bias_checker_instances):
pass
def initialize_single_lookahead_bias_checker(strategy_obj, config, args):
# try:
print(f"Bias test of {Path(strategy_obj['location']).name} started.")
instance_backtest_lookahead_bias_checker = backtest_lookahead_bias_checker()
instance_backtest_lookahead_bias_checker = BacktestLookaheadBiasChecker()
start = time.perf_counter()
instance_backtest_lookahead_bias_checker.start(config, strategy_obj)
current_instance = instance_backtest_lookahead_bias_checker.start(config, strategy_obj, args)
elapsed = time.perf_counter() - start
print(f"checking look ahead bias via backtests of {Path(strategy_obj['location']).name} "
f"took {elapsed:.1f} seconds.")
return current_instance