5edcf4c2ef
Putting this out there so matthias can comment on if he doesnt like something.
Plan:
- make variables adaptive like timerange and max_try_signals
- create a proper list of results at the end of a --strategy-list run
- output to specified .csv-file ('cause I am using that currently myself for the grafana server and so others can have a list of that too for later use or sharing things)
- tests
- docs
Current command which is tested with is as follows:
backtest_lookahead_bias_checker
--config=user_data/configs_backtest/config_baseline.json
--config=user_data/pairlists/binance_spot/USDT/monthly/monthly_90_USDT_0,01_minprice_20220901.json
--strategy-list=A1
--timeframe=5m
104 lines
3.9 KiB
Python
104 lines
3.9 KiB
Python
import logging
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import sys
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import time
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from pathlib import Path
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from typing import Any, Dict
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from freqtrade.configuration import setup_utils_configuration
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from freqtrade.enums import RunMode
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from freqtrade.resolvers import StrategyResolver
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from freqtrade.strategy.backtest_lookahead_bias_checker import backtest_lookahead_bias_checker
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from freqtrade.strategy.strategyupdater import StrategyUpdater
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logger = logging.getLogger(__name__)
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def start_strategy_update(args: Dict[str, Any]) -> None:
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"""
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Start the strategy updating script
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:param args: Cli args from Arguments()
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:return: None
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"""
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if sys.version_info == (3, 8): # pragma: no cover
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sys.exit("Freqtrade strategy updater requires Python version >= 3.9")
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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strategy_objs = StrategyResolver.search_all_objects(
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config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
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filtered_strategy_objs = []
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if 'strategy_list' in args:
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for args_strategy in args['strategy_list']:
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for strategy_obj in strategy_objs:
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if (strategy_obj['name'] == args_strategy
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and strategy_obj not in filtered_strategy_objs):
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filtered_strategy_objs.append(strategy_obj)
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break
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for filtered_strategy_obj in filtered_strategy_objs:
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start_conversion(filtered_strategy_obj, config)
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else:
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processed_locations = set()
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for strategy_obj in strategy_objs:
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if strategy_obj['location'] not in processed_locations:
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processed_locations.add(strategy_obj['location'])
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start_conversion(strategy_obj, config)
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def start_conversion(strategy_obj, config):
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# try:
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print(f"Conversion of {Path(strategy_obj['location']).name} started.")
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instance_strategy_updater = StrategyUpdater()
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start = time.perf_counter()
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instance_strategy_updater.start(config, strategy_obj)
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elapsed = time.perf_counter() - start
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print(f"Conversion of {Path(strategy_obj['location']).name} took {elapsed:.1f} seconds.")
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# except:
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# pass
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def start_backtest_lookahead_bias_checker(args: Dict[str, Any]) -> None:
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"""
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Start the backtest bias tester script
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:param args: Cli args from Arguments()
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:return: None
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"""
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config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
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strategy_objs = StrategyResolver.search_all_objects(
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config, enum_failed=False, recursive=config.get('recursive_strategy_search', False))
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filtered_strategy_objs = []
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if 'strategy_list' in args and args['strategy_list'] is not None:
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for args_strategy in args['strategy_list']:
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for strategy_obj in strategy_objs:
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if (strategy_obj['name'] == args_strategy
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and strategy_obj not in filtered_strategy_objs):
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filtered_strategy_objs.append(strategy_obj)
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break
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for filtered_strategy_obj in filtered_strategy_objs:
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initialize_single_lookahead_bias_checker(filtered_strategy_obj, config)
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else:
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processed_locations = set()
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for strategy_obj in strategy_objs:
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if strategy_obj['location'] not in processed_locations:
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processed_locations.add(strategy_obj['location'])
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initialize_single_lookahead_bias_checker(strategy_obj, config)
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def initialize_single_lookahead_bias_checker(strategy_obj, config):
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# try:
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print(f"Bias test of {Path(strategy_obj['location']).name} started.")
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instance_backtest_lookahead_bias_checker = backtest_lookahead_bias_checker()
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start = time.perf_counter()
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instance_backtest_lookahead_bias_checker.start(config, strategy_obj)
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elapsed = time.perf_counter() - start
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print(f"checking look ahead bias via backtests of {Path(strategy_obj['location']).name} "
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f"took {elapsed:.1f} seconds.")
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# except:
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# pass
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