Simplify calling backtesting by returning the proper result
This commit is contained in:
@@ -330,7 +330,7 @@ class Backtesting:
|
||||
def backtest(self, processed: Dict,
|
||||
start_date: datetime, end_date: datetime,
|
||||
max_open_trades: int = 0, position_stacking: bool = False,
|
||||
enable_protections: bool = False) -> DataFrame:
|
||||
enable_protections: bool = False) -> Dict[str, Any]:
|
||||
"""
|
||||
Implement backtesting functionality
|
||||
|
||||
@@ -417,7 +417,13 @@ class Backtesting:
|
||||
trades += self.handle_left_open(open_trades, data=data)
|
||||
self.wallets.update()
|
||||
|
||||
return trade_list_to_dataframe(trades)
|
||||
results = trade_list_to_dataframe(trades)
|
||||
return {
|
||||
'results': results,
|
||||
'config': self.strategy.config,
|
||||
'locks': PairLocks.get_all_locks(),
|
||||
'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
|
||||
}
|
||||
|
||||
def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
|
||||
logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
|
||||
@@ -457,14 +463,12 @@ class Backtesting:
|
||||
enable_protections=self.config.get('enable_protections', False),
|
||||
)
|
||||
backtest_end_time = datetime.now(timezone.utc)
|
||||
self.all_results[self.strategy.get_strategy_name()] = {
|
||||
'results': results,
|
||||
'config': self.strategy.config,
|
||||
'locks': PairLocks.get_all_locks(),
|
||||
'final_balance': self.wallets.get_total(self.strategy.config['stake_currency']),
|
||||
results.update({
|
||||
'backtest_start_time': int(backtest_start_time.timestamp()),
|
||||
'backtest_end_time': int(backtest_end_time.timestamp()),
|
||||
}
|
||||
})
|
||||
self.all_results[self.strategy.get_strategy_name()] = results
|
||||
|
||||
return min_date, max_date
|
||||
|
||||
def start(self) -> None:
|
||||
|
@@ -31,7 +31,6 @@ from freqtrade.optimize.hyperopt_interface import IHyperOpt # noqa: F401
|
||||
from freqtrade.optimize.hyperopt_loss_interface import IHyperOptLoss # noqa: F401
|
||||
from freqtrade.optimize.hyperopt_tools import HyperoptTools
|
||||
from freqtrade.optimize.optimize_reports import generate_strategy_stats
|
||||
from freqtrade.persistence.pairlock_middleware import PairLocks
|
||||
from freqtrade.resolvers.hyperopt_resolver import HyperOptLossResolver, HyperOptResolver
|
||||
from freqtrade.strategy import IStrategy
|
||||
|
||||
@@ -279,7 +278,7 @@ class Hyperopt:
|
||||
|
||||
min_date, max_date = get_timerange(processed)
|
||||
|
||||
backtesting_results = self.backtesting.backtest(
|
||||
bt_results = self.backtesting.backtest(
|
||||
processed=processed,
|
||||
start_date=min_date.datetime,
|
||||
end_date=max_date.datetime,
|
||||
@@ -288,17 +287,12 @@ class Hyperopt:
|
||||
enable_protections=self.config.get('enable_protections', False),
|
||||
)
|
||||
backtest_end_time = datetime.now(timezone.utc)
|
||||
|
||||
bt_result = {
|
||||
'results': backtesting_results,
|
||||
'config': self.backtesting.strategy.config,
|
||||
'locks': PairLocks.get_all_locks(),
|
||||
'final_balance': self.backtesting.wallets.get_total(
|
||||
self.backtesting.strategy.config['stake_currency']),
|
||||
bt_results.update({
|
||||
'backtest_start_time': int(backtest_start_time.timestamp()),
|
||||
'backtest_end_time': int(backtest_end_time.timestamp()),
|
||||
}
|
||||
return self._get_results_dict(bt_result, min_date, max_date,
|
||||
})
|
||||
|
||||
return self._get_results_dict(bt_results, min_date, max_date,
|
||||
params_dict, params_details,
|
||||
processed=processed)
|
||||
|
||||
|
@@ -274,7 +274,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
|
||||
"""
|
||||
results: Dict[str, DataFrame] = content['results']
|
||||
if not isinstance(results, DataFrame):
|
||||
return
|
||||
return {}
|
||||
config = content['config']
|
||||
max_open_trades = min(config['max_open_trades'], len(btdata.keys()))
|
||||
starting_balance = config['dry_run_wallet']
|
||||
|
Reference in New Issue
Block a user