# pragma pylint: disable=missing-docstring, W0212, too-many-arguments """ This module contains the backtesting logic """ import logging from argparse import Namespace from typing import Dict, Any from tabulate import tabulate from freqtrade.edge import Edge from freqtrade.configuration import Configuration from freqtrade.exchange import Exchange from freqtrade.strategy.resolver import StrategyResolver logger = logging.getLogger(__name__) class EdgeCli(object): """ Backtesting class, this class contains all the logic to run a backtest To run a backtest: backtesting = Backtesting(config) backtesting.start() """ def __init__(self, config: Dict[str, Any]) -> None: self.config = config # Reset keys for edge self.config['exchange']['key'] = '' self.config['exchange']['secret'] = '' self.config['exchange']['password'] = '' self.config['exchange']['uid'] = '' self.config['dry_run'] = True self.exchange = Exchange(self.config) self.strategy = StrategyResolver(self.config).strategy self.edge = Edge(config, self.exchange, self.strategy) self.edge._refresh_pairs = self.config.get('refresh_pairs', False) def _generate_edge_table(self, results: dict) -> str: floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d') tabular_data = [] headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio', 'required risk reward', 'expectancy', 'total number of trades', 'average duration (min)'] for result in results.items(): if result[1].nb_trades > 0: tabular_data.append([ result[0], result[1].stoploss, result[1].winrate, result[1].risk_reward_ratio, result[1].required_risk_reward, result[1].expectancy, result[1].nb_trades, round(result[1].avg_trade_duration) ]) return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe") def start(self) -> None: self.edge.calculate() print('') # blank like for readability print(self._generate_edge_table(self.edge._cached_pairs)) def setup_configuration(args: Namespace) -> Dict[str, Any]: """ Prepare the configuration for the backtesting :param args: Cli args from Arguments() :return: Configuration """ configuration = Configuration(args) config = configuration.get_config() # Ensure we do not use Exchange credentials config['exchange']['key'] = '' config['exchange']['secret'] = '' return config def start(args: Namespace) -> None: """ Start Edge script :param args: Cli args from Arguments() :return: None """ # Initialize configuration config = setup_configuration(args) logger.info('Starting freqtrade in Edge mode') # Initialize Edge object edge_cli = EdgeCli(config) edge_cli.start()