Edge cli drafted

freqtrade/optimize/edge.py

@@ -0,0 +1,86 @@
+# pragma pylint: disable=missing-docstring, W0212, too-many-arguments
+
+"""
+This module contains the backtesting logic
+"""
+import logging
+import operator
+from argparse import Namespace
+from copy import deepcopy
+from datetime import datetime, timedelta
+from pathlib import Path
+from typing import Any, Dict, List, NamedTuple, Optional, Tuple
+from freqtrade.edge import Edge
+
+import freqtrade.optimize as optimize
+from freqtrade import DependencyException, constants
+from freqtrade.arguments import Arguments
+from freqtrade.configuration import Configuration
+from freqtrade.exchange import Exchange
+from freqtrade.misc import file_dump_json
+from freqtrade.persistence import Trade
+from freqtrade.strategy.interface import SellType
+from freqtrade.strategy.resolver import IStrategy, StrategyResolver
+import pdb
+
+logger = logging.getLogger(__name__)
+
+
+class EdgeCli(object):
+    """
+    Backtesting class, this class contains all the logic to run a backtest
+
+    To run a backtest:
+    backtesting = Backtesting(config)
+    backtesting.start()
+    """
+
+    def __init__(self, config: Dict[str, Any]) -> None:
+        self.config = config
+
+        # Reset keys for edge
+        self.config['exchange']['key'] = ''
+        self.config['exchange']['secret'] = ''
+        self.config['exchange']['password'] = ''
+        self.config['exchange']['uid'] = ''
+        self.config['dry_run'] = True
+        self.exchange = Exchange(self.config)
+        self.strategy = StrategyResolver(self.config).strategy
+
+        self.edge = Edge(config, self.exchange, self.strategy)
+
+    def start(self) -> None:
+        self.edge.calculate()
+        # pair_info(stoploss=-0.01, winrate=0.08333333333333333, risk_reward_ratio=0.6399436929988924, required_risk_reward=11.0, expectancy=-0.8633380255834255)
+        pdb.set_trace()
+
+
+def setup_configuration(args: Namespace) -> Dict[str, Any]:
+    """
+    Prepare the configuration for the backtesting
+    :param args: Cli args from Arguments()
+    :return: Configuration
+    """
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    # Ensure we do not use Exchange credentials
+    config['exchange']['key'] = ''
+    config['exchange']['secret'] = ''
+
+    return config
+
+
+def start(args: Namespace) -> None:
+    """
+    Start Edge script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    # Initialize configuration
+    config = setup_configuration(args)
+    logger.info('Starting freqtrade in Edge mode')
+    print('edge talking here...')
+    # Initialize Edge object
+    edge_cli = EdgeCli(config)
+    edge_cli.start()