Merge pull request #6685 from freqtrade/bt_load_history

Backtesting load history

freqtrade/data/btanalysis.py

@@ -149,7 +149,14 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:
     return data
 
 
-def _load_and_merge_backtest_result(strategy_name: str, filename: Path, results: Dict[str, Any]):
+def load_and_merge_backtest_result(strategy_name: str, filename: Path, results: Dict[str, Any]):
+    """
+    Load one strategy from multi-strategy result
+    and merge it with results
+    :param strategy_name: Name of the strategy contained in the result
+    :param filename: Backtest-result-filename to load
+    :param results: dict to merge the result to.
+    """
     bt_data = load_backtest_stats(filename)
     for k in ('metadata', 'strategy'):
         results[k][strategy_name] = bt_data[k][strategy_name]
@@ -160,6 +167,30 @@ def _load_and_merge_backtest_result(strategy_name: str, filename: Path, results:
             break
 
 
+def _get_backtest_files(dirname: Path) -> List[Path]:
+    return list(reversed(sorted(dirname.glob('backtest-result-*-[0-9][0-9].json'))))
+
+
+def get_backtest_resultlist(dirname: Path):
+    """
+    Get list of backtest results read from metadata files
+    """
+    results = []
+    for filename in _get_backtest_files(dirname):
+        metadata = load_backtest_metadata(filename)
+        if not metadata:
+            continue
+        for s, v in metadata.items():
+            results.append({
+                'filename': filename.name,
+                'strategy': s,
+                'run_id': v['run_id'],
+                'backtest_start_time': v['backtest_start_time'],
+
+            })
+    return results
+
+
 def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, str],
                                  min_backtest_date: datetime = None) -> Dict[str, Any]:
     """
@@ -179,7 +210,7 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
     }
 
     # Weird glob expression here avoids including .meta.json files.
-    for filename in reversed(sorted(dirname.glob('backtest-result-*-[0-9][0-9].json'))):
+    for filename in _get_backtest_files(dirname):
         metadata = load_backtest_metadata(filename)
         if not metadata:
             # Files are sorted from newest to oldest. When file without metadata is encountered it
@@ -202,7 +233,7 @@ def find_existing_backtest_stats(dirname: Union[Path, str], run_ids: Dict[str, s
 
             if strategy_metadata['run_id'] == run_id:
                 del run_ids[strategy_name]
-                _load_and_merge_backtest_result(strategy_name, filename, results)
+                load_and_merge_backtest_result(strategy_name, filename, results)
 
         if len(run_ids) == 0:
             break

freqtrade/rpc/api_server/api_backtest.py

@@ -1,13 +1,16 @@
 import asyncio
 import logging
 from copy import deepcopy
+from typing import Any, Dict, List
 
 from fastapi import APIRouter, BackgroundTasks, Depends
 
 from freqtrade.configuration.config_validation import validate_config_consistency
+from freqtrade.data.btanalysis import get_backtest_resultlist, load_and_merge_backtest_result
 from freqtrade.enums import BacktestState
 from freqtrade.exceptions import DependencyException
-from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
+from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, BacktestRequest,
+                                                  BacktestResponse)
 from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode
 from freqtrade.rpc.api_server.webserver import ApiServer
 from freqtrade.rpc.rpc import RPCException
@@ -200,3 +203,30 @@ def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
         "progress": 0,
         "status_msg": "Backtest ended",
     }
+
+
+@router.get('/backtest/history', response_model=List[BacktestHistoryEntry], tags=['webserver', 'backtest'])
+def api_backtest_history(config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
+    # Get backtest result history, read from metadata files
+    return get_backtest_resultlist(config['user_data_dir'] / 'backtest_results')
+
+
+@router.get('/backtest/history/result', response_model=BacktestResponse, tags=['webserver', 'backtest'])
+def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
+    # Get backtest result history, read from metadata files
+    fn = config['user_data_dir'] / 'backtest_results' / filename
+    results: Dict[str, Any] = {
+        'metadata': {},
+        'strategy': {},
+        'strategy_comparison': [],
+    }
+
+    load_and_merge_backtest_result(strategy, fn, results)
+    return {
+        "status": "ended",
+        "running": False,
+        "step": "",
+        "progress": 1,
+        "status_msg": "Historic result",
+        "backtest_result": results,
+    }

freqtrade/rpc/api_server/api_schemas.py

@@ -421,6 +421,13 @@ class BacktestResponse(BaseModel):
     backtest_result: Optional[Dict[str, Any]]
 
 
+class BacktestHistoryEntry(BaseModel):
+    filename: str
+    strategy: str
+    run_id: str
+    backtest_start_time: int
+
+
 class SysInfo(BaseModel):
     cpu_pct: List[float]
     ram_pct: float

freqtrade/rpc/api_server/api_v1.py

@@ -35,7 +35,8 @@ logger = logging.getLogger(__name__)
 # 1.13: forcebuy supports stake_amount
 # versions 2.xx -> futures/short branch
 # 2.14: Add entry/exit orders to trade response
-API_VERSION = 2.14
+# 2.15: Add backtest history endpoints
+API_VERSION = 2.15
 
 # Public API, requires no auth.
 router_public = APIRouter()