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call bot_loop_start() in backtesting to allow setup-code to run

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This commit is contained in:
Matthias 2020-10-11 19:50:37 +02:00
parent baa1142afa
commit 9147106259
3 changed files with 8 additions and 2 deletions
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5
docs/bot-basics.md
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@ -49,8 +49,9 @@ This loop will be repeated again and again until the bot is stopped.
[backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated. [backtesting](backtesting.md) or [hyperopt](hyperopt.md) do only part of the above logic, since most of the trading operations are fully simulated.
* Load historic data for configured pairlist. * Load historic data for configured pairlist.
* Calculate indicators (calls `populate_indicators()`). * Calls `bot_loop_start()` once.
* Calls `populate_buy_trend()` and `populate_sell_trend()` * Calculate indicators (calls `populate_indicators()` once per pair).
* Calculate buy / sell signals (calls `populate_buy_trend()` and `populate_sell_trend()` once per pair)
* Loops per candle simulating entry and exit points. * Loops per candle simulating entry and exit points.
* Generate backtest report output * Generate backtest report output

3
freqtrade/optimize/backtesting.py
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@ -26,6 +26,7 @@ from freqtrade.plugins.pairlistmanager import PairListManager
from freqtrade.plugins.protectionmanager import ProtectionManager from freqtrade.plugins.protectionmanager import ProtectionManager
from freqtrade.resolvers import ExchangeResolver, StrategyResolver from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType from freqtrade.strategy.interface import IStrategy, SellCheckTuple, SellType
from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
logger = logging.getLogger(__name__) logger = logging.getLogger(__name__)
@ -434,6 +435,8 @@ class Backtesting:
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name()) logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
self._set_strategy(strat) self._set_strategy(strat)
strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
# Use max_open_trades in backtesting, except --disable-max-market-positions is set # Use max_open_trades in backtesting, except --disable-max-market-positions is set
if self.config.get('use_max_market_positions', True): if self.config.get('use_max_market_positions', True):
# Must come from strategy config, as the strategy may modify this setting. # Must come from strategy config, as the strategy may modify this setting.

2
tests/optimize/test_backtesting.py
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@ -350,6 +350,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
default_conf['timerange'] = '-1510694220' default_conf['timerange'] = '-1510694220'
backtesting = Backtesting(default_conf) backtesting = Backtesting(default_conf)
backtesting.strategy.bot_loop_start = MagicMock()
backtesting.start() backtesting.start()
# check the logs, that will contain the backtest result # check the logs, that will contain the backtest result
exists = [ exists = [
@ -359,6 +360,7 @@ def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None:
for line in exists: for line in exists:
assert log_has(line, caplog) assert log_has(line, caplog)
assert backtesting.strategy.dp._pairlists is not None assert backtesting.strategy.dp._pairlists is not None
assert backtesting.strategy.bot_loop_start.call_count == 1
def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None: def test_backtesting_start_no_data(default_conf, mocker, caplog, testdatadir) -> None: