Merge branch 'freqtrade:develop' into pos_adjust
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@@ -39,7 +39,8 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
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# Start backtesting
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# Initialize backtesting object
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def run_backtest():
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from freqtrade.optimize.optimize_reports import generate_backtest_stats
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from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
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store_backtest_stats)
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from freqtrade.resolvers import StrategyResolver
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asyncio.set_event_loop(asyncio.new_event_loop())
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try:
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@@ -76,13 +77,25 @@ async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: Bac
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lastconfig['enable_protections'] = btconfig.get('enable_protections')
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lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
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ApiServer._bt.abort = False
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min_date, max_date = ApiServer._bt.backtest_one_strategy(
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strat, ApiServer._bt_data, ApiServer._bt_timerange)
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ApiServer._bt.results = {}
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ApiServer._bt.load_prior_backtest()
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ApiServer._bt.abort = False
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if (ApiServer._bt.results and
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strat.get_strategy_name() in ApiServer._bt.results['strategy']):
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# When previous result hash matches - reuse that result and skip backtesting.
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logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
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else:
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min_date, max_date = ApiServer._bt.backtest_one_strategy(
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strat, ApiServer._bt_data, ApiServer._bt_timerange)
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ApiServer._bt.results = generate_backtest_stats(
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ApiServer._bt_data, ApiServer._bt.all_results,
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min_date=min_date, max_date=max_date)
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if btconfig.get('export', 'none') == 'trades':
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store_backtest_stats(btconfig['exportfilename'], ApiServer._bt.results)
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ApiServer._bt.results = generate_backtest_stats(
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ApiServer._bt_data, ApiServer._bt.all_results,
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min_date=min_date, max_date=max_date)
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logger.info("Backtest finished.")
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except DependencyException as e:
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@@ -242,19 +242,26 @@ class RPC:
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profit_str += f" ({fiat_profit:.2f})"
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fiat_profit_sum = fiat_profit if isnan(fiat_profit_sum) \
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else fiat_profit_sum + fiat_profit
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trades_list.append([
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detail_trade = [
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trade.id,
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trade.pair + ('*' if (trade.open_order_id is not None
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and trade.close_rate_requested is None) else '')
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+ ('**' if (trade.close_rate_requested is not None) else ''),
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+ ('**' if (trade.close_rate_requested is not None) else ''),
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shorten_date(arrow.get(trade.open_date).humanize(only_distance=True)),
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profit_str
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])
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]
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if self._config.get('position_adjustment_enable', False):
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filled_buys = trade.select_filled_orders('buy')
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detail_trade.append(str(len(filled_buys)))
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trades_list.append(detail_trade)
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profitcol = "Profit"
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if self._fiat_converter:
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profitcol += " (" + fiat_display_currency + ")"
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columns = ['ID', 'Pair', 'Since', profitcol]
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if self._config.get('position_adjustment_enable', False):
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columns = ['ID', 'Pair', 'Since', profitcol, '# Buys']
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else:
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columns = ['ID', 'Pair', 'Since', profitcol]
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return trades_list, columns, fiat_profit_sum
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def _rpc_daily_profit(
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