Refactor bt-caching stuff to it's own module

This commit is contained in:
Matthias
2022-04-29 19:37:13 +02:00
parent b60411b918
commit fbd142844f
6 changed files with 45 additions and 39 deletions

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@@ -0,0 +1,38 @@
import hashlib
from copy import deepcopy
from pathlib import Path
from typing import Union
import rapidjson
def get_strategy_run_id(strategy) -> str:
"""
Generate unique identification hash for a backtest run. Identical config and strategy file will
always return an identical hash.
:param strategy: strategy object.
:return: hex string id.
"""
digest = hashlib.sha1()
config = deepcopy(strategy.config)
# Options that have no impact on results of individual backtest.
not_important_keys = ('strategy_list', 'original_config', 'telegram', 'api_server')
for k in not_important_keys:
if k in config:
del config[k]
# Explicitly allow NaN values (e.g. max_open_trades).
# as it does not matter for getting the hash.
digest.update(rapidjson.dumps(config, default=str,
number_mode=rapidjson.NM_NAN).encode('utf-8'))
with open(strategy.__file__, 'rb') as fp:
digest.update(fp.read())
return digest.hexdigest().lower()
def get_backtest_metadata_filename(filename: Union[Path, str]) -> Path:
"""Return metadata filename for specified backtest results file."""
filename = Path(filename)
return filename.parent / Path(f'{filename.stem}.meta{filename.suffix}')

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@@ -24,8 +24,8 @@ from freqtrade.enums import (BacktestState, CandleType, ExitCheckTuple, ExitType
TradingMode)
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import get_strategy_run_id
from freqtrade.mixins import LoggingMixin
from freqtrade.optimize.backtest_caching import get_strategy_run_id
from freqtrade.optimize.bt_progress import BTProgress
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, show_backtest_results,
store_backtest_signal_candles,

View File

@@ -11,8 +11,8 @@ from tabulate import tabulate
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
from freqtrade.data.btanalysis import (calculate_cagr, calculate_csum, calculate_market_change,
calculate_max_drawdown)
from freqtrade.misc import (decimals_per_coin, file_dump_joblib, file_dump_json,
get_backtest_metadata_filename, round_coin_value)
from freqtrade.misc import decimals_per_coin, file_dump_joblib, file_dump_json, round_coin_value
from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
logger = logging.getLogger(__name__)