stable/freqtrade/optimize/edge_cli.py
2022-01-15 17:31:16 +02:00

53 lines
1.8 KiB
Python

# pragma pylint: disable=missing-docstring, W0212, too-many-arguments
"""
This module contains the edge backtesting interface
"""
import logging
from typing import Any, Dict
from freqtrade import constants
from freqtrade.configuration import TimeRange, validate_config_consistency
from freqtrade.data.dataprovider import DataProvider
from freqtrade.edge import Edge
from freqtrade.optimize.optimize_reports import generate_edge_table
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
logger = logging.getLogger(__name__)
class EdgeCli:
"""
EdgeCli class, this class contains all the logic to run edge backtesting
To run a edge backtest:
edge = EdgeCli(config)
edge.start()
"""
def __init__(self, config: Dict[str, Any]) -> None:
self.config = config
# Ensure using dry-run
self.config['dry_run'] = True
self.config['stake_amount'] = constants.UNLIMITED_STAKE_AMOUNT
self.exchange = ExchangeResolver.load_exchange(self.config['exchange']['name'], self.config)
self.strategy = StrategyResolver.load_strategy(self.config)
self.strategy.dp = DataProvider(config, self.exchange)
validate_config_consistency(self.config)
self.edge = Edge(config, self.exchange, self.strategy)
# Set refresh_pairs to false for edge-cli (it must be true for edge)
self.edge._refresh_pairs = False
self.edge._timerange = TimeRange.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
def start(self) -> None:
result = self.edge.calculate(self.config['exchange']['pair_whitelist'])
if result:
print('') # blank line for readability
print(generate_edge_table(self.edge._cached_pairs))