116 lines
3.0 KiB
Python
116 lines
3.0 KiB
Python
import logging
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from freqtrade.arguments import Arguments
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from freqtrade.configuration import Configuration
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from freqtrade.optimize.backtesting import Backtesting
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def backtest(event, context):
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"""
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this method is running on the AWS server
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and back tests this application for us
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and stores the back testing results in a local database
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this event can be given as:
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:param event:
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{
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'strategy' : 'url handle where we can find the strategy'
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'stake_currency' : 'our desired stake currency'
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'asset' : '[] asset we are interested in. If empy, we fill use a default list
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'username' : user who's strategy should be evaluated
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'name' : name of the strategy we want to evaluate
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'exchange' : name of the exchange we should be using
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}
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:param context:
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standard AWS context, so pleaes ignore for now!
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:return:
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no return
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"""
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name = "TestStrategy"
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user = "12345678"
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stake_currency = "USDT"
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asset = ["ETH", "BTC"]
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exchange = "binance"
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assets = list(map(lambda x: "{}/{}".format(x, stake_currency).upper(), asset))
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configuration = {
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"max_open_trades": 1,
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"stake_currency": stake_currency,
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"stake_amount": 0.001,
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"fiat_display_currency": "USD",
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"unfilledtimeout": 600,
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"bid_strategy": {
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"ask_last_balance": 0.0
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},
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"exchange": {
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"name": "bittrex",
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"enabled": True,
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"key": "key",
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"secret": "secret",
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"pair_whitelist": assets
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},
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"telegram": {
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"enabled": False,
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"token": "token",
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"chat_id": "0"
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},
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"initial_state": "running",
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"datadir": ".",
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"experimental": {
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"use_sell_signal": True,
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"sell_profit_only": True
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},
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"internals": {
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"process_throttle_secs": 5
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},
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'realistic_simulation': True,
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"loglevel": logging.DEBUG
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}
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print("generated configuration")
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print(configuration)
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print("initialized backtesting")
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backtesting = Backtesting(configuration)
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result = backtesting.start()
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print("finished test")
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print(result)
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print("persist data in dynamo")
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for index, row in result.iterrows():
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item = {
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"id": "{}.{}:{}".format(user, name, row['pair']),
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"pair": row['pair'],
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"profit": row['profit'],
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"loss": row['loss'],
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"duration": row['avg duration'],
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"avg profit": row['avg profit %'],
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"total profit": row['total profit {}'.format(stake_currency)]
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}
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print(item)
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pass
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def submit(event, context):
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"""
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this functions submits a new strategy to the backtesting queue
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:param event:
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:param context:
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:return:
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"""
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pass
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if __name__ == '__main__':
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backtest({}, {})
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