stable/freqtrade/rpc/api_server/api_backtest.py

import asyncio
import logging
from copy import deepcopy

from fastapi import APIRouter, BackgroundTasks, Depends

from freqtrade.enums import BacktestState
from freqtrade.exceptions import DependencyException
from freqtrade.rpc.api_server.api_schemas import BacktestRequest, BacktestResponse
from freqtrade.rpc.api_server.deps import get_config
from freqtrade.rpc.api_server.webserver import ApiServer
from freqtrade.rpc.rpc import RPCException


logger = logging.getLogger(__name__)

# Private API, protected by authentication
router = APIRouter()


@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
async def api_start_backtest(bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
                             config=Depends(get_config)):
    """Start backtesting if not done so already"""
    if ApiServer._bgtask_running:
        raise RPCException('Bot Background task already running')

    btconfig = deepcopy(config)
    settings = dict(bt_settings)
    # Pydantic models will contain all keys, but non-provided ones are None
    for setting in settings.keys():
        if settings[setting] is not None:
            btconfig[setting] = settings[setting]

    # Start backtesting
    # Initialize backtesting object
    def run_backtest():
        from freqtrade.optimize.optimize_reports import generate_backtest_stats
        from freqtrade.resolvers import StrategyResolver
        asyncio.set_event_loop(asyncio.new_event_loop())
        try:
            # Reload strategy
            lastconfig = ApiServer._lastbacktestconfig
            strat = StrategyResolver.load_strategy(btconfig)

            if (not ApiServer._bt
                    or lastconfig.get('timeframe') != strat.timeframe
                    or lastconfig.get('stake_amount') != btconfig.get('stake_amount')
                    or lastconfig.get('enable_protections') != btconfig.get('enable_protections')
                    or lastconfig.get('protections') != btconfig.get('protections', [])
                    or lastconfig.get('dry_run_wallet') != btconfig.get('dry_run_wallet', 0)):
                # TODO: Investigate if enabling protections can be dynamically ingested from here...
                from freqtrade.optimize.backtesting import Backtesting
                ApiServer._bt = Backtesting(btconfig)

            # Only reload data if timeframe or timerange changed.
            if (not ApiServer._backtestdata or not ApiServer._bt_timerange
                    or lastconfig.get('timerange') != btconfig['timerange']
                    or lastconfig.get('timeframe') != strat.timeframe):
                lastconfig['timerange'] = btconfig['timerange']
                lastconfig['protections'] = btconfig.get('protections', [])
                lastconfig['enable_protections'] = btconfig.get('enable_protections')
                lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
                lastconfig['timeframe'] = strat.timeframe
                ApiServer._backtestdata, ApiServer._bt_timerange = ApiServer._bt.load_bt_data()

            ApiServer._bt.abort = False
            min_date, max_date = ApiServer._bt.backtest_one_strategy(
                strat, ApiServer._backtestdata,
                ApiServer._bt_timerange)
            ApiServer._bt.results = generate_backtest_stats(
                ApiServer._backtestdata, ApiServer._bt.all_results,
                min_date=min_date, max_date=max_date)
            logger.info("Backtest finished.")

        except DependencyException as e:
            logger.info(f"Backtesting caused an error: {e}")
            pass
        finally:
            ApiServer._bgtask_running = False

    background_tasks.add_task(run_backtest)
    ApiServer._bgtask_running = True

    return {
        "status": "running",
        "running": True,
        "progress": 0,
        "step": str(BacktestState.STARTUP),
        "status_msg": "Backtest started",
    }


@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_get_backtest():
    """
    Get backtesting result.
    Returns Result after backtesting has been ran.
    """
    from freqtrade.persistence import LocalTrade
    if ApiServer._bgtask_running:
        return {
            "status": "running",
            "running": True,
            "step": ApiServer._bt.progress.action if ApiServer._bt else str(BacktestState.STARTUP),
            "progress": ApiServer._bt.progress.progress if ApiServer._bt else 0,
            "trade_count": len(LocalTrade.trades),
            "status_msg": "Backtest running",
        }

    if not ApiServer._bt:
        return {
            "status": "not_started",
            "running": False,
            "step": "",
            "progress": 0,
            "status_msg": "Backtest not yet executed"
        }

    return {
        "status": "ended",
        "running": False,
        "status_msg": "Backtest ended",
        "step": "finished",
        "progress": 1,
        "backtest_result": ApiServer._bt.results,
    }


@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_delete_backtest():
    """Reset backtesting"""
    if ApiServer._bgtask_running:
        return {
            "status": "running",
            "running": True,
            "step": "",
            "progress": 0,
            "status_msg": "Backtest running",
        }
    if ApiServer._bt:
        del ApiServer._bt
        ApiServer._bt = None
        del ApiServer._backtestdata
        ApiServer._backtestdata = None
        logger.info("Backtesting reset")
    return {
        "status": "reset",
        "running": False,
        "step": "",
        "progress": 0,
        "status_msg": "Backtest reset",
    }


@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
def api_backtest_abort():
    if not ApiServer._bgtask_running:
        return {
            "status": "not_running",
            "running": False,
            "step": "",
            "progress": 0,
            "status_msg": "Backtest ended",
        }
    ApiServer._bt.abort = True
    return {
        "status": "stopping",
        "running": False,
        "step": "",
        "progress": 0,
        "status_msg": "Backtest ended",
    }