Merge branch 'aws' of https://github.com/berlinguyinca/freqtrade into aws

freqtrade/aws/backtesting_lambda.py

@@ -195,8 +195,8 @@ def run_backtest(configuration, name, user, interval, timerange):
     backtesting = Backtesting(configuration)
     result = backtesting.start()
 
-    # store individual trades
-    _store_trade_data(interval, name, result, timerange, user)
+    # store individual trades - not really needed
+    # _store_trade_data(interval, name, result, timerange, user)
 
     # store aggregated values
     _store_aggregated_data(interval, name, result, timerange, user)
@@ -354,6 +354,7 @@ def cron(event, context):
                         "days": day
                     }
 
+                    print("submitting: {}".format(message))
                     serialized = json.dumps(message, use_decimal=True)
                     # submit item to queue for routing to the correct persistence
 
@@ -364,6 +365,8 @@ def cron(event, context):
                         MessageStructure='json'
                     )
 
+                    print(result)
+
         if 'LastEvaluatedKey' in response:
             return table.scan(
                 ExclusiveStartKey=response['LastEvaluatedKey']

freqtrade/aws/trade.py

@@ -43,6 +43,7 @@ def submit(event, context):
         "body": json.dumps(result)
     }
 
+
 def get_aggregated_trades(event, context):
     """
         returns the aggregated trades for the given key combination
@@ -52,11 +53,46 @@ def get_aggregated_trades(event, context):
     """
 
     assert 'pathParameters' in event
-    assert 'user' in event['pathParameters']
-    assert 'name' in event['pathParameters']
     assert 'ticker' in event['pathParameters']
     assert 'days' in event['pathParameters']
 
+    table = get_trade_table()
+
+    response = table.query(
+        KeyConditionExpression=Key('id').eq(
+            "aggregate:{}:{}:{}:test".format(
+                "TOTAL",
+                event['pathParameters']['ticker'],
+                event['pathParameters']['days']
+            )
+        )
+    )
+
+    if "Items" in response and len(response['Items']) > 0:
+
+        # preparation for pagination
+        # TODO include in parameters an optional
+        # start key ExclusiveStartKey=response['LastEvaluatedKey']
+
+        data = {
+            "result": response['Items'],
+            "paginationKey": response.get('LastEvaluatedKey')
+        }
+
+        return {
+            "statusCode": response['ResponseMetadata']['HTTPStatusCode'],
+            "body": json.dumps(data)
+        }
+
+    else:
+        return {
+            "statusCode": 404,
+            "body": json.dumps({
+                "error": "sorry this query did not produce any results",
+                "event": event
+            })
+        }
+
 
 def get_trades(event, context):
     """

serverless.yml

@@ -105,25 +105,6 @@ functions:
     environment:
       strategyTable: ${self:custom.strategyTable}
 
-  #TODO
-  #returns the performance for the given strategy
-  performance:
-    memorySize: 128
-    handler: freqtrade/aws/strategy.performance
-    events:
-      - http:
-          path: strategies/{user}/{name}/performance
-          method: get
-          cors: true
-          request:
-            parameter:
-              paths:
-                user: true
-                name: true
-
-    environment:
-      strategyTable: ${self:custom.strategyTable}
-
   #returns the source code of this given strategy
   #unless it's private
   code:
@@ -169,7 +150,7 @@ functions:
   # loads all trades for a strategy and it's associated pairs
   trades:
     memorySize: 128
-    handler: freqtrade/aws/strategy.get_trades
+    handler: freqtrade/aws/trade.get_trades
     events:
       - http:
           path: strategies/{user}/{name}/{stake}/{asset}
@@ -227,6 +208,24 @@ functions:
     environment:
       tradeTable: ${self:custom.tradeTable}
 
+  # stores the received message in the trade table
+  trade-aggregate:
+    memorySize: 128
+    handler: freqtrade/aws/trade.get_aggregated_trades
+
+    events:
+      - http:
+          path: trades/aggregate/{ticker}/{days}
+          method: get
+          cors: true
+          request:
+            parameter:
+              paths:
+                ticker: true
+                days: true
+    environment:
+      tradeTable: ${self:custom.tradeTable}
+
   #submits a new strategy to the system
   submit_github:
     memorySize: 128