working on backtesting BASE64 encoded strategies

freqtrade/aws/backtesting_lambda.py

@@ -1,8 +1,15 @@
 import logging
 
+import boto3
+import os
+
 from freqtrade.arguments import Arguments
 from freqtrade.configuration import Configuration
 from freqtrade.optimize.backtesting import Backtesting
+import simplejson as json
+from boto3.dynamodb.conditions import Key, Attr
+
+db = boto3.resource('dynamodb')
 
 
 def backtest(event, context):
@@ -29,74 +36,92 @@ def backtest(event, context):
             no return
     """
 
-    name = "TestStrategy"
-    user = "12345678"
-    stake_currency = "USDT"
-    asset = ["ETH", "BTC"]
-    exchange = "binance"
+    if 'body' in event:
+        event['body'] = json.loads(event['body'])
+        name = event['body']['name']
+        user = event['body']['user']
+        stake_currency = event['body']['stake_currency'].upper()
+        asset = event['body']['asset']
+        exchange = event['body']['exchange']
 
-    assets = list(map(lambda x: "{}/{}".format(x, stake_currency).upper(), asset))
+        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
+        table = db.Table(os.environ['strategyTable'])
 
-    }
+        response = table.query(
+            KeyConditionExpression=Key('user').eq(user) &
+                                   Key('name').eq(name)
 
-    print("generated configuration")
-    print(configuration)
+        )
 
-    print("initialized backtesting")
-    backtesting = Backtesting(configuration)
-    result = backtesting.start()
-    print("finished test")
+        print(response)
+        if "Items" in response and len(response['Items']) > 0:
 
-    print(result)
-    print("persist data in dynamo")
+            content = response['Items'][0]['content']
+            configuration = {
+                "max_open_trades": 1,
+                "stake_currency": stake_currency,
+                "stake_amount": 1,
+                "fiat_display_currency": "USD",
+                "unfilledtimeout": 600,
+                "bid_strategy": {
+                    "ask_last_balance": 0.0
+                },
+                "exchange": {
+                    "name": exchange,
+                    "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,
+                "strategy": "{}:{}".format(name, content)
 
-    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("generated configuration")
+            print(configuration)
 
-        print(item)
-    pass
+            print("initialized backtesting")
+            backtesting = Backtesting(configuration)
+            result = backtesting.start()
+            print("finished test")
+
+            print("persist data in dynamo")
+
+            for index, row in result.iterrows():
+                if row['loss'] > 0 or row['profit'] > 0:
+                    item = {
+                        "id": "{}.{}:{}".format(user, name, row['pair']),
+                        "pair": row['pair'],
+                        "count_profit": row['profit'],
+                        "count_loss": row['loss'],
+                        "avg_duration": row['avg duration'],
+                        "avg profit": row['avg profit %'],
+                        "total profit": row['total profit {}'.format(stake_currency)]
+
+                    }
+
+                print(item)
+        else:
+            raise Exception("sorry we did not find any matching strategy for user {} and name {}".format(user, name))
+    else:
+        raise Exception("no body provided")
 
 
 def submit(event, context):