Move backtesting api to it's own file
This commit is contained in:
Matthias
parent
8566306010
commit
804d99cce9
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@ -0,0 +1,149 @@
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import asyncio
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import logging
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from copy import deepcopy
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from fastapi import APIRouter, BackgroundTasks, Depends
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from freqtrade.enums import BacktestState
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from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
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from freqtrade.rpc.api_server.deps import get_config
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from freqtrade.rpc.api_server.webserver import ApiServer
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from freqtrade.rpc.rpc import RPCException
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logger = logging.getLogger(__name__)
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# Private API, protected by authentication
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router = APIRouter()
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@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
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config=Depends(get_config)):
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"""Start backtesting if not done so already"""
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if ApiServer._bgtask_running:
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raise RPCException('Bot Background task already running')
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btconfig = deepcopy(config)
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settings = dict(bt_settings)
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# Pydantic models will contain all keys, but non-provided ones are None
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for setting in settings.keys():
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if settings[setting] is not None:
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btconfig[setting] = settings[setting]
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# Start backtesting
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# Initialize backtesting object
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def run_backtest():
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from freqtrade.optimize.optimize_reports import generate_backtest_stats
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from freqtrade.resolvers import StrategyResolver
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asyncio.set_event_loop(asyncio.new_event_loop())
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try:
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# Reload strategy
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lastconfig = ApiServer._lastbacktestconfig
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strat = StrategyResolver.load_strategy(btconfig)
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if (not ApiServer._bt
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
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or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
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or lastconfig.get('protections') != btconfig.get('protections', [])
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or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
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# TODO: Investigate if enabling protections can be dynamically ingested from here...
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from freqtrade.optimize.backtesting import Backtesting
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ApiServer._bt = Backtesting(btconfig)
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# Reset data if backtesting is reloaded
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if (not ApiServer._backtestdata or not ApiServer._bt_timerange
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or lastconfig.get('timerange') != btconfig['timerange']
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or lastconfig.get('timeframe') != strat.timeframe):
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lastconfig['timerange'] = btconfig['timerange']
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lastconfig['protections'] = btconfig.get('protections', [])
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lastconfig['enable_protections'] = btconfig.get('enable_protections')
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lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
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lastconfig['timeframe'] = strat.timeframe
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ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
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min_date, max_date = ApiServer._bt.backtest_one_strategy(
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strat, ApiServer._backtestdata,
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ApiServer._bt_timerange)
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ApiServer._bt.results = generate_backtest_stats(
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ApiServer._backtestdata, ApiServer._bt.all_results,
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min_date=min_date, max_date=max_date)
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logger.info("Backtesting finished.")
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finally:
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ApiServer._bgtask_running = False
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background_tasks.add_task(run_backtest)
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ApiServer._bgtask_running = True
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return {
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"status": "running",
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"running": True,
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"progress": 0,
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"step": str(BacktestState.STARTUP),
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"status_msg": "Backtest started",
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}
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@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_get_backtest():
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"""
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Get backtesting result.
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Returns Result after backtesting has been ran.
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"""
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from freqtrade.persistence import LocalTrade
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
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"progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
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"trade_count": len(LocalTrade.trades),
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"status_msg": "Backtest running",
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}
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if not ApiServer._bt:
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return {
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"status": "not_started",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtesting not yet executed"
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}
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return {
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"status": "ended",
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"running": False,
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"status_msg": "Backtest ended",
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"step": "finished",
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"progress": 1,
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"backtest_result": ApiServer._bt.results,
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}
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@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_delete_backtest():
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"""Reset backtesting"""
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"step": "",
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"progress": 0,
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"status_msg": "Backtest running",
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}
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if ApiServer._bt:
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del ApiServer._bt
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ApiServer._bt = None
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del ApiServer._backtestdata
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ApiServer._backtestdata = None
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logger.info("Backtesting reset")
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return {
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"status": "reset",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtesting reset",
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}
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@ -1,10 +1,9 @@
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import asyncio
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import logging
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from copy import deepcopy
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from pathlib import Path
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from typing import List, Optional
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from fastapi import APIRouter, BackgroundTasks, Depends
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from fastapi import APIRouter, Depends
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from fastapi.exceptions import HTTPException
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from freqtrade import __version__
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@ -12,7 +11,7 @@ from freqtrade.constants import USERPATH_STRATEGIES
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from freqtrade.data.history import get_datahandler
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from freqtrade.exceptions import OperationalException
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from freqtrade.rpc import RPC
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from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestRequest, BacktestResponse,
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from freqtrade.rpc.api_server.api_schemas import (AvailablePairs,
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Balances, BlacklistPayload, BlacklistResponse,
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Count, Daily, DeleteLockRequest, DeleteTrade,
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ForceBuyPayload, ForceBuyResponse,
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@ -23,7 +22,6 @@ from freqtrade.rpc.api_server.api_schemas import (AvailablePairs, BacktestReques
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WhitelistResponse)
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from freqtrade.rpc.api_server.deps import get_config, get_rpc, get_rpc_optional
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from freqtrade.rpc.rpc import RPCException
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from freqtrade.state import BacktestState
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logger = logging.getLogger(__name__)
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@ -263,131 +261,3 @@ def list_available_pairs(timeframe: Optional[str] = None, stake_currency: Option
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}
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return result
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@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
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config=Depends(get_config)):
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"""Start backtesting if not done so already"""
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if ApiServer._bgtask_running:
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raise RPCException('Bot Background task already running')
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btconfig = deepcopy(config)
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settings = dict(bt_settings)
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# Pydantic models will contain all keys, but non-provided ones are None
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for setting in settings.keys():
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if settings[setting] is not None:
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btconfig[setting] = settings[setting]
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# Start backtesting
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# Initialize backtesting object
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def run_backtest():
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from freqtrade.optimize.optimize_reports import generate_backtest_stats
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from freqtrade.resolvers import StrategyResolver
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asyncio.set_event_loop(asyncio.new_event_loop())
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try:
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# Reload strategy
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lastconfig = ApiServer._lastbacktestconfig
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strat = StrategyResolver.load_strategy(btconfig)
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if (not ApiServer._bt
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
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or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
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or lastconfig.get('protections') != btconfig.get('protections', [])
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or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
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# TODO: Investigate if enabling protections can be dynamically ingested from here...
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from freqtrade.optimize.backtesting import Backtesting
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ApiServer._bt = Backtesting(btconfig)
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# Reset data if backtesting is reloaded
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if (not ApiServer._backtestdata or not ApiServer._bt_timerange
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or lastconfig.get('timerange') != btconfig['timerange']
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or lastconfig.get('timeframe') != strat.timeframe):
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lastconfig['timerange'] = btconfig['timerange']
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lastconfig['protections'] = btconfig.get('protections', [])
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lastconfig['enable_protections'] = btconfig.get('enable_protections')
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lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
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lastconfig['timeframe'] = strat.timeframe
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ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
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min_date, max_date = ApiServer._bt.backtest_one_strategy(
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strat, ApiServer._backtestdata,
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ApiServer._bt_timerange)
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ApiServer._bt.results = generate_backtest_stats(
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ApiServer._backtestdata, ApiServer._bt.all_results,
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min_date=min_date, max_date=max_date)
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logger.info("Backtesting finished.")
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finally:
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ApiServer._bgtask_running = False
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background_tasks.add_task(run_backtest)
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ApiServer._bgtask_running = True
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return {
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"status": "running",
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"running": True,
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"progress": 0,
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"step": str(BacktestState.STARTUP),
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"status_msg": "Backtest started",
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}
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@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_get_backtest():
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"""
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Get backtesting result.
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Returns Result after backtesting has been ran.
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"""
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from freqtrade.persistence import LocalTrade
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
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"progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
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"trade_count": len(LocalTrade.trades),
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"status_msg": "Backtest running",
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}
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if not ApiServer._bt:
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return {
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"status": "not_started",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtesting not yet executed"
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}
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return {
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"status": "ended",
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"running": False,
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"status_msg": "Backtest ended",
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"step": "finished",
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"progress": 1,
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"backtest_result": ApiServer._bt.results,
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}
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@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_delete_backtest():
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"""Reset backtesting"""
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"progress": 0,
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"status_msg": "Backtest running",
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}
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if ApiServer._bt:
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del ApiServer._bt
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ApiServer._bt = None
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del ApiServer._backtestdata
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ApiServer._backtestdata = None
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logger.info("Backtesting reset")
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return {
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"status": "reset",
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"running": False,
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"progress": 0,
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"status_msg": "Backtesting reset",
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}
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@ -112,12 +112,16 @@ class ApiServer(RPCHandler):
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from freqtrade.rpc.api_server.api_v1 import router as api_v1
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from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
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from freqtrade.rpc.api_server.web_ui import router_ui
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from freqtrade.rpc.api_server.api_backtest import router as api_backtest
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app.include_router(api_v1_public, prefix="/api/v1")
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app.include_router(api_v1, prefix="/api/v1",
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dependencies=[Depends(http_basic_or_jwt_token)],
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)
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app.include_router(api_backtest, prefix="/api/v1",
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dependencies=[Depends(http_basic_or_jwt_token)],
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)
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app.include_router(router_login, prefix="/api/v1", tags=["auth"])
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# UI Router MUST be last!
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app.include_router(router_ui, prefix='')
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