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Update webserver backtseting to reuse prior results

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This commit is contained in:
Matthias 2022-01-20 06:44:41 +01:00
parent e9baabce6f
commit a6c7f45545
2 changed files with 28 additions and 17 deletions
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25
freqtrade/optimize/backtesting.py
View File

@ -752,17 +752,7 @@ class Backtesting:
min_backtest_date = datetime.now(tz=timezone.utc) - timedelta(weeks=4) min_backtest_date = datetime.now(tz=timezone.utc) - timedelta(weeks=4)
return min_backtest_date return min_backtest_date
def start(self) -> None: def load_prior_backtest(self):
"""
Run backtesting end-to-end
:return: None
"""
data: Dict[str, Any] = {}
data, timerange = self.load_bt_data()
self.load_bt_data_detail()
logger.info("Dataload complete. Calculating indicators")
self.run_ids = { self.run_ids = {
strategy.get_strategy_name(): get_strategy_run_id(strategy) strategy.get_strategy_name(): get_strategy_run_id(strategy)
for strategy in self.strategylist for strategy in self.strategylist
@ -775,6 +765,19 @@ class Backtesting:
self.results = find_existing_backtest_stats( self.results = find_existing_backtest_stats(
self.config['user_data_dir'] / 'backtest_results', self.run_ids, min_backtest_date) self.config['user_data_dir'] / 'backtest_results', self.run_ids, min_backtest_date)
def start(self) -> None:
"""
Run backtesting end-to-end
:return: None
"""
data: Dict[str, Any] = {}
data, timerange = self.load_bt_data()
self.load_bt_data_detail()
logger.info("Dataload complete. Calculating indicators")
self.load_prior_backtest()
for strat in self.strategylist: for strat in self.strategylist:
if self.results and strat.get_strategy_name() in self.results['strategy']: if self.results and strat.get_strategy_name() in self.results['strategy']:
# When previous result hash matches - reuse that result and skip backtesting. # When previous result hash matches - reuse that result and skip backtesting.

8
freqtrade/rpc/api_server/api_backtest.py
View File

@ -77,7 +77,15 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
lastconfig['enable_protections'] = btconfig.get('enable_protections') lastconfig['enable_protections'] = btconfig.get('enable_protections')
lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet') lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
ApiServer._bt.results = {}
ApiServer._bt.load_prior_backtest()
ApiServer._bt.abort = False ApiServer._bt.abort = False
if (ApiServer._bt.results and
strat.get_strategy_name() in ApiServer._bt.results['strategy']):
# When previous result hash matches - reuse that result and skip backtesting.
logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
else:
min_date, max_date = ApiServer._bt.backtest_one_strategy( min_date, max_date = ApiServer._bt.backtest_one_strategy(
strat, ApiServer._bt_data, ApiServer._bt_timerange) strat, ApiServer._bt_data, ApiServer._bt_timerange)