Add analyze_commands

freqtrade/commands/analyze_commands.py

@@ -0,0 +1,62 @@
+import logging
+import os
+
+from pathlib import Path
+from typing import Any, Dict
+
+from freqtrade.configuration import setup_utils_configuration
+from freqtrade.enums import RunMode
+from freqtrade.exceptions import OperationalException
+
+
+logger = logging.getLogger(__name__)
+
+
+def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
+    """
+    Prepare the configuration for the entry/exit reason analysis module
+    :param args: Cli args from Arguments()
+    :param method: Bot running mode
+    :return: Configuration
+    """
+    config = setup_utils_configuration(args, method)
+
+    no_unlimited_runmodes = {
+        RunMode.BACKTEST: 'backtesting',
+    }
+    if method in no_unlimited_runmodes.keys():
+        from freqtrade.data.btanalysis import get_latest_backtest_filename
+
+        btp = Path(config.get('user_data_dir'), "backtest_results")
+        btfile = get_latest_backtest_filename(btp)
+        signals_file = f"{os.path.basename(os.path.splitext(btfile)[0])}_signals.pkl"
+
+        if (not os.path.exists(Path(btp, signals_file))):
+            raise OperationalException(
+                "Cannot find latest backtest signals file. Run backtesting with --export signals."
+            )
+
+    return config
+
+
+def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
+    """
+    Start analysis script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    from freqtrade.data.entryexitanalysis import process_entry_exit_reasons
+
+    # Initialize configuration
+    config = setup_analyze_configuration(args, RunMode.BACKTEST)
+
+    logger.info('Starting freqtrade in analysis mode')
+
+    process_entry_exit_reasons(Path(config['user_data_dir'], 'backtest_results'),
+                               config['exchange']['pair_whitelist'],
+                               config['strategy'],
+                               config['analysis_groups'],
+                               config['enter_reason_list'],
+                               config['exit_reason_list'],
+                               config['indicator_list']
+                               )