adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

updated lambda to reduce traffic

Browse Source
This commit is contained in:
Gert Wohlgemuth 2018-06-06 18:20:26 -07:00
parent 4b92c0f848
commit f733de1662
1 changed files with 34 additions and 57 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

53
freqtrade/aws/backtesting_lambda.py
View File

@ -46,18 +46,9 @@ def backtest(event, context):
name = event['body']['name'] name = event['body']['name']
user = event['body']['user'] user = event['body']['user']
till = datetime.datetime.today() days = [90]
fromDate = till - datetime.timedelta(days=90)
if 'days' in event['body']: if 'days' in event['body']:
fromDate = till - datetime.timedelta(days=event['body']['days']) days = event['body']['days']
else:
if 'from' in event['body']:
fromDate = datetime.datetime.strptime(event['body']['from'], '%Y%m%d')
if 'till' in event['body']:
till = datetime.datetime.strptime(event['body']['till'], '%Y%m%d')
timerange = (till - fromDate).days
# by default we refresh data # by default we refresh data
refresh = True refresh = True
@ -65,29 +56,24 @@ def backtest(event, context):
if 'refresh' in event['body']: if 'refresh' in event['body']:
refresh = event['body']['refresh'] refresh = event['body']['refresh']
print("time range between dates is: {} days".format(timerange))
try: try:
print("schedule back testing from {} till {} for {} with {} vs {}".format(fromDate, till, name,
event['body'][
'stake_currency'],
event['body'][
'assets']))
if "ticker" in event['body']: if "ticker" in event['body']:
ticker = event['body']['ticker'] ticker = event['body']['ticker']
else: else:
ticker = '5m' ticker = ['5m']
if "local" in event['body'] and event['body']['local']: if "local" in event['body'] and event['body']['local']:
print("running in local mode") print("running in local mode")
for x in days:
for y in ticker:
till = datetime.datetime.today()
fromDate = till - datetime.timedelta(days=x)
configuration = generate_configuration(fromDate, till, name, refresh, user, False) configuration = generate_configuration(fromDate, till, name, refresh, user, False)
run_backtest(configuration, name, user, y, fromDate, till)
run_backtest(configuration, name, user, ticker, fromDate, till)
else: else:
print("running in remote mode") print("running in remote mode")
_submit_job(name, user, ticker, fromDate, till) _submit_job(name, user, ticker, days)
return { return {
"statusCode": 200 "statusCode": 200
@ -102,7 +88,7 @@ def backtest(event, context):
raise Exception("not a valid event: {}".format(event)) raise Exception("not a valid event: {}".format(event))
def _submit_job(name, user, ticker, fromDate, till): def _submit_job(name, user, ticker, days):
""" """
submits a new task to the cluster submits a new task to the cluster
@ -143,15 +129,11 @@ def _submit_job(name, user, ticker, fromDate, till):
}, },
{ {
"name": "FREQ_TICKER", "name": "FREQ_TICKER",
"value": "{}".format(ticker) "value": "{}".format(json.dumps(ticker))
}, },
{ {
"name": "FREQ_FROM", "name": "FREQ_DAYS",
"value": "{}".format(fromDate.strftime('%Y%m%d')) "value": "{}".format(json.dumps(days))
},
{
"name": "FREQ_TILL",
"value": "{}".format(till.strftime('%Y%m%d'))
}, },
{ {
"name": "FREQ_STRATEGY", "name": "FREQ_STRATEGY",
@ -407,11 +389,6 @@ def cron(event, context):
for i in response['Items']: for i in response['Items']:
# fire a message to our queue # fire a message to our queue
# we want to evaluate several time spans for the strategy
for day in [1, 7, 30, 90]:
# we want to evaluate several time intervals for each strategy
for interval in ['5m', '15m', '30m', '1h']:
message = { message = {
"user": i['user'], "user": i['user'],
"name": i['name'], "name": i['name'],
@ -419,8 +396,8 @@ def cron(event, context):
"stake_currency": i['stake_currency'], "stake_currency": i['stake_currency'],
"local": False, "local": False,
"refresh": True, "refresh": True,
"ticker": interval, "ticker": ['5m', '15m', '30m', '1h', '2h', '4h', '6h', '12h', '1d'],
"days": day "days": [1, 2, 3, 4, 5, 6, 7, 14, 30, 90]
} }
print("submitting: {}".format(message)) print("submitting: {}".format(message))