working on initial lambda support
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freqtrade/aws/__init__.py
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freqtrade/aws/__init__.py
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freqtrade/aws/backtesting_lambda.py
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freqtrade/aws/backtesting_lambda.py
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from freqtrade.optimize.backtesting import Backtesting
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def backtest(event, context):
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"""
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this method is running on the AWS server
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and back tests this application for us
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and stores the back testing results in a local database
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this event can be given as:
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:param event:
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{
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'strategy' : 'url handle where we can find the strategy'
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'pair' : ' pair to backtest, BTC_ETH as example'
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'timeframe' : 'how long should we backtest for, 0-100 as example for the last 100 ticks'
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}
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:param context:
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standard AWS context, so pleaes ignore for now!
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:return:
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no return
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"""
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backtesting = Backtesting()
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backtesting.start()
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pass
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0
freqtrade/tests/aws/__init__.py
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freqtrade/tests/aws/__init__.py
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7
freqtrade/tests/aws/test_backtest.py
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freqtrade/tests/aws/test_backtest.py
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import pytest
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from freqtrade.aws.backtesting_lambda import backtest
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def test_backtest(lambda_context):
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backtest({}, {})
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@ -15,6 +15,10 @@ from freqtrade.analyze import Analyze
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from freqtrade import constants
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from freqtrade.freqtradebot import FreqtradeBot
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import moto
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import boto3
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import os
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logging.getLogger('').setLevel(logging.INFO)
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@ -585,3 +589,34 @@ def buy_order_fee():
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'status': 'closed',
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'fee': None
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}
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@pytest.fixture
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def lambda_context():
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# mock the different AWS features we need
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sns = moto.mock_sns()
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sns.start()
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dynamo = moto.mock_dynamodb2()
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dynamo.start()
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lamb = moto.mock_lambda()
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lamb.start()
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session = boto3.session.Session()
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client = session.client('sns')
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os.environ["topic"] = "UnitTestTopic"
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os.environ["trackingTable"] = "UnitTrackingTable"
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os.environ["acquisitionTable"] = "UnitAcquisitionTable"
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os.environ["resultTable"] = "UnitResultTable"
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dynamodb = boto3.resource('dynamodb')
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# here we will define required tables later
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yield
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sns.stop()
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dynamo.stop()
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lamb.stop()
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@ -23,3 +23,7 @@ coinmarketcap==4.2.1
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# Required for plotting data
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#plotly==2.3.0
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# required for the lambda module
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moto
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boto3
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serverless.yml
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serverless.yml
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service: stasis
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frameworkVersion: ">=1.1.0 <2.0.0"
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plugins:
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- serverless-domain-manager
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- serverless-python-requirements
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############################################################################################
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# configure out provider and the security guide lines
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############################################################################################
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provider:
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name: aws
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runtime: python3.6
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region: us-west-2
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#required permissions
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iamRoleStatements:
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- Effect: Allow
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Action:
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- dynamodb:Query
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- dynamodb:Scan
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- dynamodb:GetItem
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- dynamodb:PutItem
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- dynamodb:UpdateItem
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- dynamodb:DeleteItem
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Resource: "arn:aws:dynamodb:${opt:region, self:provider.region}:*:table/*"
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- Effect: Allow
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Action:
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- SNS:*
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Resource: { "Fn::Join" : [":", ["arn:aws:sns:${self:custom.region}", "*:*" ] ] }
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memorySize: 128
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timeout: 90
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versionFunctions: false
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logRetentionInDays: 3
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#where to store out data, needs to be manually created!
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deploymentBucket:
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name: lambdas-stasis
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############################################################################################
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#custom configuration settings
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############################################################################################
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custom:
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stage: ${opt:stage, self:provider.stage}
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region: ${opt:region, self:provider.region}
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snsTopic: "StasisQueue-${self:custom.stage}"
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trackingTable: "StasisTrackingTable-${self:custom.stage}"
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acquisitionTable: "StasisMetaDataTable-${self:custom.stage}"
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resultTable: "StasisResultTable-${self:custom.stage}"
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###
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# custom domain management
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###
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domains:
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prod: api.metabolomics.us
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test: test-api.metabolomics.us
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dev: dev-api.metabolomics.us
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customDomain:
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basePath: "stasis"
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domainName: ${self:custom.domains.${self:custom.stage}}
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stage: "${self:custom.stage}"
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createRoute53Record: true
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pythonRequirements:
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dockerizePip: non-linux
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############################################################################################
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# this section defines all lambda function and triggers
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############################################################################################
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functions:
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#fetches an result record
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resultGet:
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handler: stasis/results/get.get
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events:
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- http:
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path: result/{sample}
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method: get
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cors: true
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request:
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parameter:
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paths:
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sample: true
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#defines to which topic we want to connect
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environment:
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resultTable: ${self:custom.resultTable}
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topic: ${self:custom.snsTopic}
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#fetches an result record
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resultCreate:
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handler: stasis/results/create.create
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events:
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- http:
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path: result
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method: post
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cors: true
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#defines to which topic we want to connect
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environment:
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resultTable: ${self:custom.resultTable}
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topic: ${self:custom.snsTopic}
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#creates a new tracking record in the system
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trackingCreate:
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handler: stasis/tracking/create.create
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events:
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- http:
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path: tracking
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method: post
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cors: true
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#defines to which topic we want to connect
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environment:
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topic: ${self:custom.snsTopic}
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#fetches an existing tracking record from the system
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trackingGet:
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handler: stasis/tracking/get.get
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events:
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- http:
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path: tracking/{sample}
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method: get
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cors: true
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request:
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parameter:
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paths:
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sample: true
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#defines to which topic we want to connect
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environment:
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trackingTable: ${self:custom.trackingTable}
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#fetches an acquisition record
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acquisitionGet:
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handler: stasis/acquisition/get.get
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events:
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- http:
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path: acquisition/{sample}
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method: get
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cors: true
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request:
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parameter:
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paths:
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sample: true
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#defines to which topic we want to connect
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environment:
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acquisitionTable: ${self:custom.acquisitionTable}
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topic: ${self:custom.snsTopic}
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#fetches an acquisition record
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acquisitionCreate:
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handler: stasis/acquisition/create.create
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events:
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- http:
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path: acquisition
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method: post
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cors: true
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#defines to which topic we want to connect
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environment:
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acquisitionTable: ${self:custom.acquisitionTable}
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topic: ${self:custom.snsTopic}
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#imports data from MiniX
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acquisitionCreateFromMinix:
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handler: stasis/acquisition/create.fromMinix
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events:
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- http:
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path: acquisition/import/minix
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method: post
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cors: true
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#defines to which topic we want to connect
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environment:
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acquisitionTable: ${self:custom.acquisitionTable}
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topic: ${self:custom.snsTopic}
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#monitors our event queue for received messages and routes them
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#no public exposure
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backtest:
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memorySize: 128
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handler: stasis/route/route.route
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events:
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- sns: ${self:custom.snsTopic}
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environment:
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trackingTable: ${self:custom.trackingTable}
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acquisitionTable: ${self:custom.acquisitionTable}
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topic: ${self:custom.snsTopic}
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