# pragma pylint: disable=missing-docstring, W0212, too-many-arguments """ This module contains the edge backtesting interface """ import logging from freqtrade import constants from freqtrade.configuration import TimeRange, validate_config_consistency from freqtrade.constants import Config from freqtrade.data.dataprovider import DataProvider from freqtrade.edge import Edge from freqtrade.optimize.optimize_reports import generate_edge_table from freqtrade.resolvers import ExchangeResolver, StrategyResolver logger = logging.getLogger(__name__) class EdgeCli: """ EdgeCli class, this class contains all the logic to run edge backtesting To run a edge backtest: edge = EdgeCli(config) edge.start() """ def __init__(self, config: Config) -> None: self.config = config # Ensure using dry-run self.config['dry_run'] = True self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config) self.strategy = StrategyResolver.load_strategy(self.config) self.strategy.dp = DataProvider(config, self.exchange) validate_config_consistency(self.config) self.edge = Edge(config, self.exchange, self.strategy) # Set refresh_pairs to false for edge-cli (it must be true for edge) self.edge._refresh_pairs = False self.edge._timerange = TimeRange.parse_timerange(None if self.config.get( 'timerange') is None else str(self.config.get('timerange'))) self.strategy.ft_bot_start() def start(self) -> None: result = self.edge.calculate(self.config['exchange']['pair_whitelist']) if result: print('') # blank line for readability print(generate_edge_table(self.edge._cached_pairs))