adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Merge pull request #9 from tef-github/mathod_for_parraler_execution

Browse Source 
Mathod for parraler execution
This commit is contained in:
tef-github 2022-01-26 08:58:29 -05:00 committed by GitHub
commit b7147632dc
No known key found for this signature in database
GPG Key ID: 4AEE18F83AFDEB23
6 changed files with 49 additions and 41 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

13
user_data/strategies/Strategy002.py
View File

@ -12,11 +12,9 @@ import talib.abstract as ta
import freqtrade.vendor.qtpylib.indicators as qtpylib import freqtrade.vendor.qtpylib.indicators as qtpylib
import numpy # noqa import numpy # noqa
from datetime import datetime from datetime import datetime
import subprocess
import threading
from user_data.strategies.util import IS_BACKTEST, launcher, back_tester
from user_data.strategies.util import execute, back_test
from config import Config
class Strategy002(IStrategy): class Strategy002(IStrategy):
@ -168,10 +166,11 @@ class Strategy002(IStrategy):
mode = "test" mode = "test"
coin = pair.split("/")[0] coin = pair.split("/")[0]
brain = "Freq_" + self.__class__.__name__ brain = "Freq_" + self.__class__.__name__
if IS_BACKTEST: if Config.IS_BACKTEST:
threading.Thread(target=back_tester, args=(current_time, coin, brain)).start() back_test(current_time, coin, brain)
else: else:
threading.Thread(target=launcher, args=(mode, coin, brain)).start() execute(mode, coin, brain)
return True return True

9
user_data/strategies/Strategy003.py
View File

@ -14,7 +14,8 @@ import numpy # noqa
from datetime import datetime from datetime import datetime
import subprocess import subprocess
from user_data.strategies.util import IS_BACKTEST, back_tester, launcher from user_data.strategies.util import back_test, execute
from config import Config
class Strategy003(IStrategy): class Strategy003(IStrategy):
@ -181,8 +182,8 @@ class Strategy003(IStrategy):
mode = "test" mode = "test"
coin = pair.split("/")[0] coin = pair.split("/")[0]
brain = "Freq_" + self.__class__.__name__ brain = "Freq_" + self.__class__.__name__
if IS_BACKTEST: if Config.IS_BACKTEST:
threading.Thread(target=back_tester, args=(current_time, coin, brain)).start() back_test(current_time, coin, brain)
else: else:
threading.Thread(target=launcher, args=(mode, coin, brain)).start() execute(mode, coin, brain)
return True return True

11
user_data/strategies/Strategy004.py
View File

@ -7,12 +7,11 @@ from functools import reduce
from pandas import DataFrame from pandas import DataFrame
# -------------------------------- # --------------------------------
from datetime import datetime from datetime import datetime
import subprocess
import talib.abstract as ta import talib.abstract as ta
from user_data.strategies.util import IS_BACKTEST, back_tester, launcher from user_data.strategies.util import back_test, execute
from config import Config
class Strategy004(IStrategy): class Strategy004(IStrategy):
""" """
@ -181,8 +180,8 @@ class Strategy004(IStrategy):
mode = "test" mode = "test"
coin = pair.split("/")[0] coin = pair.split("/")[0]
brain = "Freq_" + self.__class__.__name__ brain = "Freq_" + self.__class__.__name__
if IS_BACKTEST: if Config.IS_BACKTEST:
threading.Thread(target=back_tester, args=(current_time, coin, brain)).start() back_test(current_time, coin, brain)
else: else:
threading.Thread(target=launcher, args=(mode, coin, brain)).start() execute(mode, coin, brain)
return True return True

8
user_data/strategies/config.py Normal file
View File

@ -0,0 +1,8 @@
class Config:
BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH = ""
BACKTEST_YEAR = 2020
BACKTEST_MONTH_INDEX = 9
IS_BACKTEST = True
WORKSPACE_PATH = "workspace2" if IS_BACKTEST else "workspace"
EXECUTION_PATH = "/root/" + WORKSPACE_PATH + "/execution/"
IS_PARRALER_EXECUTION = False

19
freq_data_cleaner.py → user_data/strategies/freq_data_cleaner.py
View File

@ -3,11 +3,10 @@ import datetime
import time import time
import os import os
import sys import sys
from user_data.strategies.util import BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH, BACKTEST_YEAR, BACKTEST_MONTH_INDEX from config import Config
def clean_json(): def clean_json():
print("clean_json: json_path = " + BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) print("clean_json: json_path = " + Config.BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH)
file = open(BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) file = open(Config.BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH)
list = [] list = []
data = json.load(file) data = json.load(file)
for datas in data: for datas in data:
@ -17,24 +16,24 @@ def clean_json():
date = datetime.datetime.strptime(str(date), "%Y-%m-%d %H:%M:%S") date = datetime.datetime.strptime(str(date), "%Y-%m-%d %H:%M:%S")
year = date.year year = date.year
month = date.month month = date.month
if year == int(BACKTEST_YEAR) and month == int(BACKTEST_MONTH_INDEX): if year == int(Config.BACKTEST_YEAR) and month == int(Config.BACKTEST_MONTH_INDEX):
list.append(datas) list.append(datas)
json_object = json.dumps(list) json_object = json.dumps(list)
file.close() file.close()
write_to_json(json_object) write_to_json(json_object)
def write_to_json(json_object): def write_to_json(json_object):
print("write_to_json: json_path = " + BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) print("write_to_json: json_path = " + Config.BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH)
with open("temp.json", "w") as outfile: with open("temp.json", "w") as outfile:
outfile.write(json_object) outfile.write(json_object)
os.rename("temp.json", BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH) os.rename("temp.json", Config.BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH)
if len(sys.argv) < 4: if len(sys.argv) < 4:
exit("""Incorrect number of arguments. exit("""Incorrect number of arguments.
python3 freq_data_cleaner.py [json_file] [month index] [year] python3 freq_data_cleaner.py [json_file] [month index] [year]
""") """)
else: else:
BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH = sys.argv[1] Config.BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH = sys.argv[1]
BACKTEST_MONTH_INDEX = sys.argv[2] Config.BACKTEST_MONTH_INDEX = sys.argv[2]
BACKTEST_YEAR = sys.argv[3] Config.BACKTEST_YEAR = sys.argv[3]
clean_json() clean_json()

30
user_data/strategies/util.py
View File

@ -1,21 +1,23 @@
import subprocess import subprocess
import threading import threading
from user_data.strategies.config import Config
BACKTEST_DOWNLOADED_JSON_DATA_FILE_PATH = "" def execute(mode, coin, brain):
BACKTEST_YEAR = 2020 if Config.IS_PARRALER_EXECUTION:
BACKTEST_MONTH_INDEX = 9 threading.Thread(target=_perform_execute, args=(mode, coin, brain)).start()
IS_BACKTEST = False else:
WORKSPACE_PATH = "workspace2" if IS_BACKTEST else "workspace" _perform_execute(mode, coin, brain)
EXECUTION_PATH = "/root/" + WORKSPACE_PATH + "/execution/"
def _perform_execute(mode, coin, brain):
subprocess.call("python3 "+Config.EXECUTION_PATH+"executeer.py " + mode + " " + coin + " " + brain, shell=True)
def launcher(mode, coin, brain): def _perform_back_test(date_time, coin, brain):
threading.Thread(target=_perform_launcher, args=(mode, coin, brain)).start()
def _perform_launcher(mode, coin, brain):
subprocess.call("python3 "+EXECUTION_PATH+"launcher.py " + mode + " " + coin + " " + brain, shell=True)
def back_tester(date_time, coin, brain):
date = str(date_time) date = str(date_time)
date = date.replace(" ", "#") date = date.replace(" ", "#")
subprocess.call("python3 "+ EXECUTION_PATH + "back_tester.py " + date + " " + coin + " " + brain + " 0.45 3", shell=True) subprocess.call("python3 "+ Config.EXECUTION_PATH + "back_tester.py " + date + " " + coin + " " + brain + " 0.45 3", shell=True)
def back_test(date_time, coin, brain):
if Config.IS_PARRALER_EXECUTION:
threading.Thread(target=_perform_back_test, args=(coin, brain, date_time)).start()
else:
_perform_back_test(date_time, coin, brain)