61 lines
2.1 KiB
Python
Executable File
61 lines
2.1 KiB
Python
Executable File
import logging
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import os
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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.exceptions import OperationalException
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logger = logging.getLogger(__name__)
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def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[str, Any]:
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"""
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Prepare the configuration for the entry/exit reason analysis module
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:param args: Cli args from Arguments()
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:param method: Bot running mode
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:return: Configuration
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"""
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config = setup_utils_configuration(args, method)
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no_unlimited_runmodes = {
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RunMode.BACKTEST: 'backtesting',
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}
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if method in no_unlimited_runmodes.keys():
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from freqtrade.data.btanalysis import get_latest_backtest_filename
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btfile = get_latest_backtest_filename(config['user_data_dir'] / 'backtest_results')
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signals_file = f"{os.path.basename(os.path.splitext(btfile)[0])}_signals.pkl"
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if (not os.path.exists(config['user_data_dir'] / 'backtest_results' / signals_file)):
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raise OperationalException(
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"Cannot find latest backtest signals file. Run backtesting with --export signals."
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)
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return config
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def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
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"""
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Start analysis 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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from freqtrade.data.entryexitanalysis import process_entry_exit_reasons
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# Initialize configuration
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config = setup_analyze_configuration(args, RunMode.BACKTEST)
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logger.info('Starting freqtrade in analysis mode')
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process_entry_exit_reasons(Path(config['user_data_dir'], 'backtest_results'),
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config['exchange']['pair_whitelist'],
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config['strategy'],
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config['analysis_groups'],
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config['enter_reason_list'],
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config['exit_reason_list'],
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config['indicator_list']
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)
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