working on improving speed
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@ -57,18 +57,18 @@ def backtest(event, context):
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)
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)
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today = datetime.datetime.today()
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till = datetime.datetime.today()
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yesterday = today - datetime.timedelta(days=1)
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fromDate = till - datetime.timedelta(days=30)
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if 'from' in event['body']:
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if 'from' in event['body']:
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yesterday = datetime.datetime.strptime(event['body']['from'], '%Y%m%d')
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fromDate = datetime.datetime.strptime(event['body']['from'], '%Y%m%d')
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if 'till' in event['body']:
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if 'till' in event['body']:
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today = datetime.datetime.strptime(event['body']['till'], '%Y%m%d')
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till = datetime.datetime.strptime(event['body']['till'], '%Y%m%d')
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try:
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try:
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if "Items" in response and len(response['Items']) > 0:
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if "Items" in response and len(response['Items']) > 0:
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print("backtesting from {} till {} for {} with {} vs {}".format(yesterday, today, name,
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print("backtesting from {} till {} for {} with {} vs {}".format(fromDate, till, name,
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event['body'][
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event['body'][
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'stake_currency'],
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'stake_currency'],
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event['body']['asset']))
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event['body']['asset']))
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@ -111,20 +111,17 @@ def backtest(event, context):
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'realistic_simulation': True,
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'realistic_simulation': True,
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"loglevel": logging.DEBUG,
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"loglevel": logging.DEBUG,
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"strategy": "{}:{}".format(name, content),
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"strategy": "{}:{}".format(name, content),
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"timerange": "{}-{}".format(yesterday.strftime('%Y%m%d'), today.strftime('%Y%m%d')),
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"timerange": "{}-{}".format(fromDate.strftime('%Y%m%d'), till.strftime('%Y%m%d')),
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"refresh_pairs": True
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"refresh_pairs": True
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}
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}
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print("initialized backtesting")
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backtesting = Backtesting(configuration)
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backtesting = Backtesting(configuration)
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result = backtesting.start()
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result = backtesting.start()
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print("finished test")
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print(result)
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result_data = []
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result_data = []
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for index, row in result.iterrows():
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for index, row in result.iterrows():
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data = {
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data = {
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"id": "{}.{}:{}".format(user, name, row['currency']),
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"id": "{}.{}:{}".format(user, name, row['currency'].upper()),
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"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
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"trade": "{} to {}".format(row['entry'].strftime('%Y-%m-%d %H:%M:%S'),
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row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
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row['exit'].strftime('%Y-%m-%d %H:%M:%S')),
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"pair": row['currency'],
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"pair": row['currency'],
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@ -207,8 +204,12 @@ def cron(event, context):
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if 'pathParameters' in event:
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if 'pathParameters' in event:
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if 'from' in event['pathParameters']:
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if 'from' in event['pathParameters']:
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message['from'] = event['pathParameters']['from']
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message['from'] = event['pathParameters']['from']
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else:
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message['from'] = datetime.datetime.today().strftime('%Y%m%d')
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if 'till' in event['pathParameters']:
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if 'till' in event['pathParameters']:
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message['till'] = event['pathParameters']['till']
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message['till'] = event['pathParameters']['till']
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else:
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message['till'] = (datetime.datetime.today() - datetime.timedelta(days=30)).strftime('%Y%m%d')
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serialized = json.dumps(message, use_decimal=True)
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serialized = json.dumps(message, use_decimal=True)
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# submit item to queue for routing to the correct persistence
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# submit item to queue for routing to the correct persistence
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@ -301,8 +301,8 @@ def get_trades(event, context):
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"{}.{}:{}/{}".format(
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"{}.{}:{}/{}".format(
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event['pathParameters']['user'],
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event['pathParameters']['user'],
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event['pathParameters']['name'],
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event['pathParameters']['name'],
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event['pathParameters']['asset'],
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event['pathParameters']['asset'].upper(),
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event['pathParameters']['stake']
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event['pathParameters']['stake'].upper()
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)
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)
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)
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)
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)
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)
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@ -188,7 +188,9 @@ class MyFancyTestStrategy(IStrategy):
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data = get_trades({
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data = get_trades({
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'pathParameters': {
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'pathParameters': {
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'user': "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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'user': "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"name": "MyFancyTestStrategy"
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"name": "MyFancyTestStrategy",
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"stake": "usdt",
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"asset": "ltc"
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}
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}
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}, {})['body']
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}, {})['body']
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print(data)
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print(data)
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