251 lines
9.3 KiB
Python
251 lines
9.3 KiB
Python
import asyncio
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import logging
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from copy import deepcopy
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from datetime import datetime
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from typing import Any, Dict, List
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from fastapi import APIRouter, BackgroundTasks, Depends
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from fastapi.exceptions import HTTPException
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from freqtrade.configuration.config_validation import validate_config_consistency
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from freqtrade.data.btanalysis import get_backtest_resultlist, load_and_merge_backtest_result
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from freqtrade.enums import BacktestState
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from freqtrade.exceptions import DependencyException, OperationalException
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from freqtrade.misc import deep_merge_dicts
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from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, BacktestRequest,
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BacktestResponse)
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from freqtrade.rpc.api_server.deps import get_config, is_webserver_mode
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from freqtrade.rpc.api_server.webserver import ApiServer
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from freqtrade.rpc.rpc import RPCException
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logger = logging.getLogger(__name__)
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# Private API, protected by authentication
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router = APIRouter()
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@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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async def api_start_backtest( # noqa: C901
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bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
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config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
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"""Start backtesting if not done so already"""
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if ApiServer._bgtask_running:
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raise RPCException('Bot Background task already running')
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if ':' in bt_settings.strategy:
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raise HTTPException(status_code=500, detail="base64 encoded strategies are not allowed.")
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btconfig = deepcopy(config)
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settings = dict(bt_settings)
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if settings.get('freqai', None) is not None:
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settings['freqai'] = dict(settings['freqai'])
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# Pydantic models will contain all keys, but non-provided ones are None
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btconfig = deep_merge_dicts(settings, btconfig, allow_null_overrides=False)
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try:
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btconfig['stake_amount'] = float(btconfig['stake_amount'])
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except ValueError:
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pass
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# Force dry-run for backtesting
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btconfig['dry_run'] = True
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# Start backtesting
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# Initialize backtesting object
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def run_backtest():
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from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
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store_backtest_stats)
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from freqtrade.resolvers import StrategyResolver
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asyncio.set_event_loop(asyncio.new_event_loop())
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try:
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# Reload strategy
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lastconfig = ApiServer._bt['last_config']
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strat = StrategyResolver.load_strategy(btconfig)
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validate_config_consistency(btconfig)
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if (
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not ApiServer._bt['bt']
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('timeframe_detail') != btconfig.get('timeframe_detail')
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or lastconfig.get('timerange') != btconfig['timerange']
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):
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from freqtrade.optimize.backtesting import Backtesting
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ApiServer._bt['bt'] = Backtesting(btconfig)
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ApiServer._bt['bt'].load_bt_data_detail()
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else:
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ApiServer._bt['bt'].config = btconfig
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ApiServer._bt['bt'].init_backtest()
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# Only reload data if timeframe changed.
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if (
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not ApiServer._bt['data']
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or not ApiServer._bt['timerange']
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or lastconfig.get('timeframe') != strat.timeframe
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or lastconfig.get('timerange') != btconfig['timerange']
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):
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ApiServer._bt['data'], ApiServer._bt['timerange'] = ApiServer._bt[
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'bt'].load_bt_data()
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lastconfig['timerange'] = btconfig['timerange']
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lastconfig['timeframe'] = strat.timeframe
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lastconfig['protections'] = btconfig.get('protections', [])
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lastconfig['enable_protections'] = btconfig.get('enable_protections')
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lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
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ApiServer._bt['bt'].enable_protections = btconfig.get('enable_protections', False)
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ApiServer._bt['bt'].strategylist = [strat]
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ApiServer._bt['bt'].results = {}
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ApiServer._bt['bt'].load_prior_backtest()
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ApiServer._bt['bt'].abort = False
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if (ApiServer._bt['bt'].results and
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strat.get_strategy_name() in ApiServer._bt['bt'].results['strategy']):
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# When previous result hash matches - reuse that result and skip backtesting.
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logger.info(f'Reusing result of previous backtest for {strat.get_strategy_name()}')
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else:
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min_date, max_date = ApiServer._bt['bt'].backtest_one_strategy(
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strat, ApiServer._bt['data'], ApiServer._bt['timerange'])
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ApiServer._bt['bt'].results = generate_backtest_stats(
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ApiServer._bt['data'], ApiServer._bt['bt'].all_results,
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min_date=min_date, max_date=max_date)
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if btconfig.get('export', 'none') == 'trades':
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store_backtest_stats(
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btconfig['exportfilename'], ApiServer._bt['bt'].results,
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datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
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)
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logger.info("Backtest finished.")
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except (Exception, OperationalException, DependencyException) as e:
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logger.exception(f"Backtesting caused an error: {e}")
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pass
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finally:
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ApiServer._bgtask_running = False
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background_tasks.add_task(run_backtest)
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ApiServer._bgtask_running = True
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return {
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"status": "running",
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"running": True,
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"progress": 0,
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"step": str(BacktestState.STARTUP),
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"status_msg": "Backtest started",
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}
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@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_get_backtest(ws_mode=Depends(is_webserver_mode)):
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"""
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Get backtesting result.
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Returns Result after backtesting has been ran.
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"""
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from freqtrade.persistence import LocalTrade
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"step": (ApiServer._bt['bt'].progress.action if ApiServer._bt['bt']
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else str(BacktestState.STARTUP)),
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"progress": ApiServer._bt['bt'].progress.progress if ApiServer._bt['bt'] else 0,
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"trade_count": len(LocalTrade.trades),
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"status_msg": "Backtest running",
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}
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if not ApiServer._bt['bt']:
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return {
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"status": "not_started",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtest not yet executed"
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}
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return {
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"status": "ended",
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"running": False,
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"status_msg": "Backtest ended",
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"step": "finished",
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"progress": 1,
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"backtest_result": ApiServer._bt['bt'].results,
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}
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@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_delete_backtest(ws_mode=Depends(is_webserver_mode)):
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"""Reset backtesting"""
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if ApiServer._bgtask_running:
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return {
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"status": "running",
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"running": True,
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"step": "",
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"progress": 0,
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"status_msg": "Backtest running",
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}
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if ApiServer._bt['bt']:
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ApiServer._bt['bt'].cleanup()
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del ApiServer._bt['bt']
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ApiServer._bt['bt'] = None
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del ApiServer._bt['data']
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ApiServer._bt['data'] = None
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logger.info("Backtesting reset")
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return {
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"status": "reset",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtest reset",
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}
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@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
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def api_backtest_abort(ws_mode=Depends(is_webserver_mode)):
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if not ApiServer._bgtask_running:
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return {
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"status": "not_running",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtest ended",
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}
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ApiServer._bt['bt'].abort = True
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return {
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"status": "stopping",
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"running": False,
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"step": "",
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"progress": 0,
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"status_msg": "Backtest ended",
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}
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@router.get('/backtest/history', response_model=List[BacktestHistoryEntry],
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tags=['webserver', 'backtest'])
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def api_backtest_history(config=Depends(get_config), ws_mode=Depends(is_webserver_mode)):
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# Get backtest result history, read from metadata files
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return get_backtest_resultlist(config['user_data_dir'] / 'backtest_results')
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@router.get('/backtest/history/result', response_model=BacktestResponse,
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tags=['webserver', 'backtest'])
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def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config),
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ws_mode=Depends(is_webserver_mode)):
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# Get backtest result history, read from metadata files
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fn = config['user_data_dir'] / 'backtest_results' / filename
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results: Dict[str, Any] = {
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'metadata': {},
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'strategy': {},
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'strategy_comparison': [],
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}
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load_and_merge_backtest_result(strategy, fn, results)
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return {
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"status": "ended",
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"running": False,
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"step": "",
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"progress": 1,
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"status_msg": "Historic result",
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"backtest_result": results,
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}
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