Move backtesting api to it's own file

freqtrade/rpc/api_server/api_backtest.py

@@ -0,0 +1,149 @@
+
+import asyncio
+import logging
+from copy import deepcopy
+
+from fastapi import APIRouter, BackgroundTasks, Depends
+
+from freqtrade.enums import BacktestState
+from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
+from freqtrade.rpc.api_server.deps import get_config
+from freqtrade.rpc.api_server.webserver import ApiServer
+from freqtrade.rpc.rpc import RPCException
+
+
+logger = logging.getLogger(__name__)
+
+# Private API, protected by authentication
+router = APIRouter()
+
+
+@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
+                             config=Depends(get_config)):
+    """Start backtesting if not done so already"""
+    if ApiServer._bgtask_running:
+        raise RPCException('Bot Background task already running')
+
+    btconfig = deepcopy(config)
+    settings = dict(bt_settings)
+    # Pydantic models will contain all keys, but non-provided ones are None
+    for setting in settings.keys():
+        if settings[setting] is not None:
+            btconfig[setting] = settings[setting]
+
+    # Start backtesting
+    # Initialize backtesting object
+    def run_backtest():
+        from freqtrade.optimize.optimize_reports import generate_backtest_stats
+        from freqtrade.resolvers import StrategyResolver
+        asyncio.set_event_loop(asyncio.new_event_loop())
+        try:
+            # Reload strategy
+            lastconfig = ApiServer._lastbacktestconfig
+            strat = StrategyResolver.load_strategy(btconfig)
+
+            if (not ApiServer._bt
+                    or lastconfig.get('timeframe') != strat.timeframe
+                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
+                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
+                    or lastconfig.get('protections') != btconfig.get('protections', [])
+                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
+                # TODO: Investigate if enabling protections can be dynamically ingested from here...
+                from freqtrade.optimize.backtesting import Backtesting
+                ApiServer._bt = Backtesting(btconfig)
+                # Reset data if backtesting is reloaded
+
+            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
+                    or lastconfig.get('timerange') != btconfig['timerange']
+                    or lastconfig.get('timeframe') != strat.timeframe):
+                lastconfig['timerange'] = btconfig['timerange']
+                lastconfig['protections'] = btconfig.get('protections', [])
+                lastconfig['enable_protections'] = btconfig.get('enable_protections')
+                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
+                lastconfig['timeframe'] = strat.timeframe
+                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()
+
+            min_date, max_date = ApiServer._bt.backtest_one_strategy(
+                strat, ApiServer._backtestdata,
+                ApiServer._bt_timerange)
+            ApiServer._bt.results = generate_backtest_stats(
+                ApiServer._backtestdata, ApiServer._bt.all_results,
+                min_date=min_date, max_date=max_date)
+            logger.info("Backtesting finished.")
+
+        finally:
+            ApiServer._bgtask_running = False
+
+    background_tasks.add_task(run_backtest)
+    ApiServer._bgtask_running = True
+
+    return {
+        "status": "running",
+        "running": True,
+        "progress": 0,
+        "step": str(BacktestState.STARTUP),
+        "status_msg": "Backtest started",
+    }
+
+
+@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_get_backtest():
+    """
+    Get backtesting result.
+    Returns Result after backtesting has been ran.
+    """
+    from freqtrade.persistence import LocalTrade
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
+            "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
+            "trade_count": len(LocalTrade.trades),
+            "status_msg": "Backtest running",
+        }
+
+    if not ApiServer._bt:
+        return {
+            "status": "not_started",
+            "running": False,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtesting not yet executed"
+        }
+
+    return {
+        "status": "ended",
+        "running": False,
+        "status_msg": "Backtest ended",
+        "step": "finished",
+        "progress": 1,
+        "backtest_result": ApiServer._bt.results,
+    }
+
+
+@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_delete_backtest():
+    """Reset backtesting"""
+    if ApiServer._bgtask_running:
+        return {
+            "status": "running",
+            "running": True,
+            "step": "",
+            "progress": 0,
+            "status_msg": "Backtest running",
+        }
+    if ApiServer._bt:
+        del ApiServer._bt
+        ApiServer._bt = None
+        del ApiServer._backtestdata
+        ApiServer._backtestdata = None
+        logger.info("Backtesting reset")
+    return {
+        "status": "reset",
+        "running": False,
+        "step": "",
+        "progress": 0,
+        "status_msg": "Backtesting reset",
+    }

freqtrade/rpc/api_server/api_v1.py

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

freqtrade/rpc/api_server/webserver.py

@@ -112,12 +112,16 @@ class ApiServer(RPCHandler):
         from freqtrade.rpc.api_server.api_v1 import router as api_v1
         from freqtrade.rpc.api_server.api_v1 import router_public as api_v1_public
         from freqtrade.rpc.api_server.web_ui import router_ui
+        from freqtrade.rpc.api_server.api_backtest import router as api_backtest
 
         app.include_router(api_v1_public, prefix="/api/v1")
 
         app.include_router(api_v1, prefix="/api/v1",
                            dependencies=[Depends(http_basic_or_jwt_token)],
                            )
+        app.include_router(api_backtest, prefix="/api/v1",
+                           dependencies=[Depends(http_basic_or_jwt_token)],
+                           )
         app.include_router(router_login, prefix="/api/v1", tags=["auth"])
         # UI Router MUST be last!
         app.include_router(router_ui, prefix='')