updated lambdas to allow for new scheduling approach
This commit is contained in:
Gert Wohlgemuth
parent
b33442e738
commit
de086579e6
@ -4,6 +4,7 @@ import os
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import tempfile
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from base64 import urlsafe_b64encode
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import requests
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import simplejson as json
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from requests import post
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@ -36,8 +37,6 @@ def backtest(event, context):
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:return:
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no return
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"""
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from boto3.dynamodb.conditions import Key
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from freqtrade.aws.tables import get_strategy_table
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if 'Records' in event:
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for x in event['Records']:
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@ -47,14 +46,6 @@ def backtest(event, context):
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name = event['body']['name']
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user = event['body']['user']
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table = get_strategy_table()
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response = table.query(
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KeyConditionExpression=Key('user').eq(user) &
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Key('name').eq(name)
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)
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till = datetime.datetime.today()
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fromDate = till - datetime.timedelta(days=90)
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@ -77,39 +68,30 @@ def backtest(event, context):
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print("time range between dates is: {} days".format(timerange))
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try:
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if "Items" in response and len(response['Items']) > 0:
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print("schedule back testing from {} till {} for {} with {} vs {}".format(fromDate, till, name,
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event['body'][
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'stake_currency'],
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event['body'][
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'assets']))
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configuration = _generate_configuration(event, fromDate, name, response, till, refresh)
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ticker = response['Items'][0]['ticker']
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if "ticker" in event['body']:
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ticker = event['body']['ticker']
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print("using ticker of {}".format(ticker))
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else:
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ticker = '5m'
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if "local" in event['body'] and event['body']['local']:
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print("running in local mode")
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run_backtest(configuration, name, user, ticker, timerange)
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configuration = generate_configuration(fromDate, till, name, refresh, user, False)
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run_backtest(configuration, name, user, ticker, fromDate, till)
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else:
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print("running in remote mode")
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json.dumps(_submit_job(configuration, user, ticker, timerange))
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_submit_job(name, user, ticker, fromDate, till)
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return {
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"statusCode": 200
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}
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else:
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return {
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"statusCode": 404,
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"body": json.dumps({
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"error": "sorry we did not find any matching strategy for user {} and name {}".format(
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user, name)})
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}
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except ImportError as e:
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return {
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@ -120,7 +102,7 @@ def backtest(event, context):
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raise Exception("not a valid event: {}".format(event))
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def _submit_job(configuration, user, interval, timerange):
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def _submit_job(name, user, ticker, fromDate, till):
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"""
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submits a new task to the cluster
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@ -129,7 +111,8 @@ def _submit_job(configuration, user, interval, timerange):
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:return:
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"""
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import boto3
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configuration = urlsafe_b64encode(json.dumps(configuration).encode('utf-8')).decode('utf-8')
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timerange = (till - fromDate).days
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# fire AWS fargate instance now
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# run_backtest(configuration, name, user)
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# kinda ugly right now and needs more customization
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@ -158,26 +141,29 @@ def _submit_job(configuration, user, interval, timerange):
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"name": "FREQ_USER",
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"value": "{}".format(user)
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},
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{
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"name": "FREQ_CONFIG",
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"value": "{}".format(configuration)
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},
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{
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"name": "FREQ_TICKER",
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"value": "{}".format(interval)
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"value": "{}".format(ticker)
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},
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{
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"name": "FREQ_TIMERANGE",
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"value": "{}".format(timerange)
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"name": "FREQ_FROM",
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"value": "{}".format(fromDate.strftime('%Y%m%d'))
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},
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{
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"name": "FREQ_TILL",
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"value": "{}".format(till.strftime('%Y%m%d'))
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},
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{
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"name": "FREQ_STRATEGY",
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"value": "{}".format(name)
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}
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]
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}]},
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)
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return response
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def run_backtest(configuration, name, user, interval, timerange):
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def run_backtest(configuration, name, user, interval, fromDate, till):
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"""
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this backtests the specified evaluation
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@ -190,6 +176,8 @@ def run_backtest(configuration, name, user, interval, timerange):
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:return:
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"""
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timerange = (till - fromDate).days
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configuration['ticker_interval'] = interval
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backtesting = Backtesting(configuration)
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@ -255,12 +243,14 @@ def _store_trade_data(interval, name, result, timerange, user):
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json=data))
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except Exception as e:
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print("submission ignored: {}".format(e))
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return data
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def _generate_configuration(event, fromDate, name, response, till, refresh):
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def generate_configuration(fromDate, till, name, refresh, user, remote=True):
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"""
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generates the configuration for us on the fly
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generates the configuration for us on the fly for a given
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strategy. This is loaded from a remote url if specfied or
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the internal dynamodb
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:param event:
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:param fromDate:
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:param name:
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@ -269,25 +259,51 @@ def _generate_configuration(event, fromDate, name, response, till, refresh):
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:return:
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"""
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content = response['Items'][0]['content']
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response = {}
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if remote:
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print("using remote mode to query strategy details")
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response = requests.get(
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"{}/strategies/{}/{}".format(os.environ.get('BASE_URL', "https://freq.isaac.international/dev"), user,
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name)).json()
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# load associated content right now this only works for public strategies obviously TODO
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response['content'] = urlsafe_b64encode(requests.get(
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"{}/strategies/{}/{}/code".format(os.environ.get('BASE_URL', "https://freq.isaac.international/dev"), user,
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name)).content)
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else:
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print("using local mode to query strategy details")
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from boto3.dynamodb.conditions import Key
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from freqtrade.aws.tables import get_strategy_table
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table = get_strategy_table()
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response = table.query(
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KeyConditionExpression=Key('user').eq(user) &
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Key('name').eq(name)
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)['Items'][0]
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content = response['content']
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configuration = {
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"max_open_trades": 1,
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"stake_currency": event['body']['stake_currency'].upper(),
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"stake_currency": response['stake_currency'].upper(),
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"stake_amount": 1,
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"fiat_display_currency": "USD",
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"unfilledtimeout": 600,
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"trailing_stop": response['Items'][0]['trailing_stop'],
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"trailing_stop": response['trailing_stop'],
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": response['Items'][0]['exchange'],
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"name": response['exchange'],
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": list(
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map(lambda x: "{}/{}".format(x, response['Items'][0]['stake_currency']).upper(),
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response['Items'][0]['assets']))
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map(lambda x: "{}/{}".format(x, response['stake_currency']).upper(),
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response['assets']))
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},
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"telegram": {
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"enabled": False,
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@ -297,7 +313,7 @@ def _generate_configuration(event, fromDate, name, response, till, refresh):
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"initial_state": "running",
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"datadir": tempfile.gettempdir(),
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"experimental": {
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"use_sell_signal": response['Items'][0]['use_sell'],
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"use_sell_signal": response['use_sell'],
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"sell_profit_only": True
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},
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"internals": {
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@ -78,6 +78,8 @@ def get(event, context):
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if "Items" in response and len(response['Items']) > 0:
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item = response['Items'][0]
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# content is private...
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item.pop('content')
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return {
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@ -1,13 +1,15 @@
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from base64 import urlsafe_b64encode
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import os
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import pytest
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import simplejson as json
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from datetime import datetime, timedelta
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from freqtrade.aws.backtesting_lambda import backtest, cron
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from freqtrade.aws.backtesting_lambda import backtest, cron, generate_configuration
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from freqtrade.aws.strategy import submit
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@pytest.mark.skip(reason="no way of currently testing this")
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# @pytest.mark.skip(reason="no way of currently testing this")
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def test_backtest_remote(lambda_context):
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content = """# --- Do not remove these libs ---
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from freqtrade.strategy.interface import IStrategy
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@ -20,7 +22,7 @@ from pandas import DataFrame
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import talib.abstract as ta
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import freqtrade.vendor.qtpylib.indicators as qtpylib
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class MyFancyTestStrategy(IStrategy):
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class TestStrategy(IStrategy):
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minimal_roi = {
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"0": 0.5
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}
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@ -56,7 +58,7 @@ class MyFancyTestStrategy(IStrategy):
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request = {
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"user": "GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG",
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"description": "simple test strategy",
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"name": "MyFancyTestStrategy",
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"name": "TestStrategy",
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"content": urlsafe_b64encode(content.encode('utf-8')),
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"public": False
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}
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@ -315,3 +317,14 @@ class MyFancyTestStrategy(IStrategy):
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cron({}, {})
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# TODO test receiving of message some how
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def test_generate_configuration(lambda_context):
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os.environ["BASE_URL"] = "https://freq.isaac.international/dev"
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till = datetime.today()
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fromDate = till - timedelta(days=90)
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config = generate_configuration(fromDate, till, "TestStrategy", True,
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"GCU4LW2XXZW3A3FM2XZJTEJHNWHTWDKY2DIJLCZJ5ULVZ4K7LZ7D23TG", True)
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print(config)
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@ -669,6 +669,7 @@ def lambda_context():
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responses.add_passthru('https://api.github.com')
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responses.add_passthru('https://bittrex.com')
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responses.add_passthru('https://api.binance.com')
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responses.add_passthru('https://freq.isaac.international')
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yield
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sns.stop()
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