working on backtesting

freqtrade/aws/backtesting_lambda.py

@@ -1,5 +1,10 @@
+import logging
+
+from freqtrade.arguments import Arguments
+from freqtrade.configuration import Configuration
 from freqtrade.optimize.backtesting import Backtesting
 
+
 def backtest(event, context):
     """
         this method is running on the AWS server
@@ -11,8 +16,12 @@ def backtest(event, context):
         :param event:
             {
                 'strategy' : 'url handle where we can find the strategy'
-                'pair' : ' pair to backtest, BTC_ETH as example'
-                'timeframe' : 'how long should we backtest for, 0-100 as example for the last 100 ticks'
+                'stake_currency' : 'our desired stake currency'
+                'asset' : '[] asset we are interested in. If empy, we fill use a default list
+                'username' : user who's strategy should be evaluated
+                'name' : name of the strategy we want to evaluate
+                'exchange' : name of the exchange we should be using
+
             }
         :param context:
             standard AWS context, so pleaes ignore for now!
@@ -20,14 +29,77 @@ def backtest(event, context):
             no return
     """
 
-    backtesting = Backtesting()
-    backtesting.start()
+    name = "TestStrategy"
+    user = "12345678"
+    stake_currency = "USDT"
+    asset = ["ETH", "BTC"]
+    exchange = "binance"
 
+    assets = list(map(lambda x: "{}/{}".format(x, stake_currency).upper(), asset))
+
+    configuration = {
+        "max_open_trades": 1,
+        "stake_currency": stake_currency,
+        "stake_amount": 0.001,
+        "fiat_display_currency": "USD",
+        "unfilledtimeout": 600,
+        "bid_strategy": {
+            "ask_last_balance": 0.0
+        },
+        "exchange": {
+            "name": "bittrex",
+            "enabled": True,
+            "key": "key",
+            "secret": "secret",
+            "pair_whitelist": assets
+        },
+        "telegram": {
+            "enabled": False,
+            "token": "token",
+            "chat_id": "0"
+        },
+        "initial_state": "running",
+        "datadir": ".",
+        "experimental": {
+            "use_sell_signal": True,
+            "sell_profit_only": True
+        },
+        "internals": {
+            "process_throttle_secs": 5
+        },
+        'realistic_simulation': True,
+        "loglevel": logging.DEBUG
+
+    }
+
+    print("generated configuration")
+    print(configuration)
+
+    print("initialized backtesting")
+    backtesting = Backtesting(configuration)
+    result = backtesting.start()
+    print("finished test")
+
+    print(result)
+    print("persist data in dynamo")
+
+    for index, row in result.iterrows():
+        item = {
+            "id": "{}.{}:{}".format(user, name, row['pair']),
+            "pair": row['pair'],
+            "profit": row['profit'],
+            "loss": row['loss'],
+            "duration": row['avg duration'],
+            "avg profit": row['avg profit %'],
+            "total profit": row['total profit {}'.format(stake_currency)]
+
+        }
+
+        print(item)
     pass
 
 
 def submit(event, context):
-
     """
 
     this functions submits a new strategy to the backtesting queue
@@ -37,3 +109,7 @@ def submit(event, context):
     :return:
     """
     pass
+
+
+if __name__ == '__main__':
+    backtest({}, {})