def __init__(self, config, exchange_type):
self.config = config
if CONFIG_BACKTESTING not in self.config:
raise Exception("Backtesting config not found")
self.symbols = None
self.data = None
self._get_symbol_list()
self.config_time_frames = TimeFrameManager.get_config_time_frame(
config)
self.time_frame_get_times = {}
self.tickers = {}
self.fetched_trades = {}
self.fetched_trades_counter = {}
self.DEFAULT_LIMIT = 100
self.MIN_LIMIT = 20
self.MIN_ENABLED_TIME_FRAME = TimeFrameManager.find_config_min_time_frame(
self.config_time_frames)
self.DEFAULT_TIME_FRAME_RECENT_TRADE_CREATOR = self.MIN_ENABLED_TIME_FRAME
self.CREATED_TRADES_BY_TIME_FRAME = 50
self.DEFAULT_TIME_FRAME_TICKERS_CREATOR = self.MIN_ENABLED_TIME_FRAME
self.CREATED_TICKER_BY_TIME_FRAME = 1
self.backtesting = Backtesting(config, self)
self._prepare()
super().__init__(config,
exchange_type,
connect_to_online_exchange=False)
def __init__(self, config, exchange_type):
self.config = config
if CONFIG_BACKTESTING not in self.config:
raise Exception("Backtesting config not found")
self.symbols = None
self.data = None
self._get_symbol_list()
self.config_time_frames = TimeFrameManager.get_config_time_frame(config)
self.time_frame_get_times = {}
self.tickers = {}
self.fetched_trades = {}
self.fetched_trades_counter = {}
self.DEFAULT_LIMIT = 100
self.MIN_LIMIT = 20
self.MIN_ENABLED_TIME_FRAME = TimeFrameManager.find_config_min_time_frame(self.config_time_frames)
self.DEFAULT_TIME_FRAME_RECENT_TRADE_CREATOR = self.MIN_ENABLED_TIME_FRAME
self.CREATED_TRADES_BY_TIME_FRAME = 50
self.DEFAULT_TIME_FRAME_TICKERS_CREATOR = self.MIN_ENABLED_TIME_FRAME
self.CREATED_TICKER_BY_TIME_FRAME = 1
self.backtesting = Backtesting(config, self)
self._prepare()
super().__init__(config, exchange_type, connect_to_online_exchange=False)
def get_required_time_frames(cls, config):
if CONFIG_FORCED_TIME_FRAME in config:
return TimeFrameManager.parse_time_frames(config[CONFIG_FORCED_TIME_FRAME])
strategy_config = cls.get_specific_config()
if STRATEGIES_REQUIRED_TIME_FRAME in strategy_config:
return TimeFrameManager.parse_time_frames(strategy_config[STRATEGIES_REQUIRED_TIME_FRAME])
else:
raise Exception(f"'{STRATEGIES_REQUIRED_TIME_FRAME}' is missing in {cls.get_config_file_name()}")
def _set_config_time_frame(self):
for time_frame in TimeFrameManager.get_config_time_frame(self.config):
if self.time_frame_exists(time_frame.value):
self.time_frames.append(time_frame)
# add shortest timeframe for realtime evaluators
client_shortest_time_frame = TimeFrameManager.find_min_time_frame(self.client_time_frames, MIN_EVAL_TIME_FRAME)
if client_shortest_time_frame not in self.time_frames:
self.time_frames.append(client_shortest_time_frame)
def _init_time_frames(self):
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.octobot.get_config())
self.time_frames = copy.copy(TimeFrameManager.get_config_time_frame(self.octobot.get_config()))
# Init display time frame
config_time_frames = TimeFrameManager.get_config_time_frame(self.octobot.get_config())
if TimeFrames.ONE_HOUR not in config_time_frames and not backtesting_enabled(self.octobot.get_config()):
config_time_frames.append(TimeFrames.ONE_HOUR)
TimeFrameManager.sort_config_time_frames(self.octobot.get_config())
def get_required_time_frames(cls, config):
if CONFIG_FORCED_TIME_FRAME in config:
return TimeFrameManager.parse_time_frames(
config[CONFIG_FORCED_TIME_FRAME])
strategy_config = cls.get_evaluator_config()
if STRATEGIES_REQUIRED_TIME_FRAME in strategy_config:
return TimeFrameManager.parse_time_frames(
strategy_config[STRATEGIES_REQUIRED_TIME_FRAME])
else:
raise Exception("'{0}' is missing in {1}".format(
STRATEGIES_REQUIRED_TIME_FRAME, cls.get_config_file_name()))
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Backtesting
self.backtesting_enabled = Backtesting.enabled(self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config, self.backtesting_enabled)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE, False)
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def should_update_data(self, time_frame, symbol):
smallest_time_frame = TimeFrameManager.find_min_time_frame(
self.config_time_frames)
if smallest_time_frame == time_frame:
# always True: refresh smallest timeframe systematically when possible
return True
else:
smallest_time_frame_sec = TimeFramesMinutes[smallest_time_frame]
smallest_time_frame_updated_times = self.time_frame_get_times[
symbol][smallest_time_frame.value]
# - 1 because smallest timeframe is the 1st to be updated: always return true for it but others need not to
# be biased by the previous + 1 from current timeframe update wave
smallest_time_frame_updated_times_to_compare = smallest_time_frame_updated_times - 1 \
if smallest_time_frame_updated_times > 0 else 0
current_time_frame_sec = TimeFramesMinutes[time_frame]
current_time_frame_updated_times = self.time_frame_get_times[
symbol][time_frame.value]
try:
smallest_time_frame_timestamp = self._get_current_timestamp(
smallest_time_frame, symbol, 1)
wanted_time_frame_timestamp = self._get_current_timestamp(
time_frame, symbol)
return wanted_time_frame_timestamp <= smallest_time_frame_timestamp + (
smallest_time_frame_sec / 2)
except IndexError:
return False
def __init__(self, run_profitabilities, trades_counts, risk, time_frames, evaluators, strategy):
self.run_profitabilities = run_profitabilities
self.trades_counts = trades_counts
self.risk = risk
self.time_frames = time_frames
self.min_time_frame = TimeFrameManager.find_min_time_frame(self.time_frames)
self.evaluators = evaluators
self.strategy = strategy
def init_time_frames_from_strategies(config):
time_frame_list = set()
for strategies_eval_class in AdvancedManager.create_advanced_evaluator_types_list(StrategiesEvaluator, config):
if strategies_eval_class.is_enabled(config, False):
for time_frame in strategies_eval_class.get_required_time_frames(config):
time_frame_list.add(time_frame)
time_frame_list = TimeFrameManager.sort_time_frames(time_frame_list)
config[CONFIG_TIME_FRAME] = time_frame_list
def set_default_config(self):
time_frames = self.exchange.get_config_time_frame()
min_time_frame = TimeFrameManager.find_config_min_time_frame(time_frames)
self.specific_config = {
CONFIG_TIME_FRAME: min_time_frame,
CONFIG_REFRESH_RATE: TimeFramesMinutes[min_time_frame] / 6 * MINUTE_TO_SECONDS,
}
def _extract_data_with_limit(self, symbol, time_frame):
if not self.min_time_frames_offset:
self.min_time_frames_offset = TimeFrameManager.find_min_time_frame(
self.time_frames_offset[symbol].keys())
to_use_time_frame = time_frame.value or self.min_time_frames_offset.value
return self._extract_from_indexes(
self.get_ohlcv(symbol)[to_use_time_frame],
self._get_candle_index(to_use_time_frame, symbol), symbol)
async def start_update_loop(self):
error = None
try:
time_frames = self.evaluator_task_manager_by_time_frame_by_symbol.keys(
)
# sort time frames to update them in order of accuracy
time_frames = TimeFrameManager.sort_time_frames(time_frames)
if time_frames and self.symbols:
self.in_backtesting = self._init_backtesting_if_necessary(
time_frames)
# init refreshed_times at 0 for each time frame
self.refreshed_times = {
key: {symbol: 0
for symbol in self.symbols}
for key in time_frames
}
# init last refresh times at 0 for each time frame
self.time_frame_last_update = {
key: {symbol: 0
for symbol in self.symbols}
for key in time_frames
}
while self.keep_running:
try:
await self._trigger_update(time_frames)
except CancelledError:
self.logger.info("Update tasks cancelled.")
except Exception as e:
self.logger.error(
f"exception when triggering update: {e}")
self.logger.exception(e)
else:
self.logger.warning(
"No time frames to monitor, going to sleep. "
"This is normal if you did not activate any technical analysis evaluator."
)
except Exception as e:
self.logger.exception(e)
if self.watcher is not None:
error = e
finally:
if self.in_backtesting \
and self.symbols is not None \
and not self.exchange.get_exchange().get_backtesting().get_is_finished(self.symbols):
if error is None:
error = "backtesting did not finish properly."
if self.watcher is not None:
self.watcher.set_error(error)
self.logger.error(error)
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.startup_config = copy.deepcopy(config)
self.edited_config = copy.deepcopy(config)
self.ready = False
self.watcher = None
self.current_loop_thread = None
# tools: used for alternative operations on a bot on the fly (ex: backtesting started from web interface)
self.tools = {
BOT_TOOLS_BACKTESTING: None,
BOT_TOOLS_STRATEGY_OPTIMIZER: None,
BOT_TOOLS_RECORDER: None,
}
# Logger
self.logger = get_logger(self.__class__.__name__)
# Advanced
AdvancedManager.init_advanced_classes_if_necessary(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Backtesting
self.backtesting_enabled = Backtesting.enabled(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
self.symbol_tasks_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.trading_mode = None
self.exchange_trading_modes = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.global_updaters_by_exchange = {}
self.async_loop = None
self.social_eval_tasks = []
self.real_time_eval_tasks = []
self.main_task_group = None
def __init__(self, config, exchange_type, exchange_manager):
super().__init__(config, exchange_type)
self.initializing = True
self.exchange_manager = exchange_manager
if CONFIG_BACKTESTING not in self.config:
raise Exception("Backtesting config not found")
self.symbols = None
self.data = None
self._get_symbol_list()
self.config_time_frames = TimeFrameManager.get_config_time_frame(
self.config)
# set exchange manager attributes
self.exchange_manager.client_symbols = self.symbols
self.exchange_manager.client_time_frames = self.get_available_timeframes(
)
self.exchange_manager.time_frames = self.config_time_frames
self.time_frame_get_times = {}
self.time_frames_offset = {}
self.min_time_frame_to_consider = {}
self.min_time_frames_offset = None
self.DEFAULT_LIMIT = 100
self.MIN_LIMIT = 30
# used to force price movement
self.recent_trades_multiplier_factor = 1
self.MIN_ENABLED_TIME_FRAME = TimeFrameManager.find_min_time_frame(
self.config_time_frames)
self.DEFAULT_TIME_FRAME_RECENT_TRADE_CREATOR = self.MIN_ENABLED_TIME_FRAME
self.DEFAULT_TIME_FRAME_TICKERS_CREATOR = self.MIN_ENABLED_TIME_FRAME
self.RECENT_TRADES_TO_CREATE = max(SIMULATOR_LAST_PRICES_TO_CHECK,
ORDER_CREATION_LAST_TRADES_TO_USE)
self.backtesting = Backtesting(self.config, self)
self._prepare()
self.initializing = False
def set_default_config(self):
time_frames = self.exchange.get_config_time_frame()
min_time_frame = TimeFrameManager.find_config_min_time_frame(
time_frames)
self.specific_config = {
CONFIG_TIME_FRAME:
min_time_frame,
CONFIG_REFRESH_RATE:
TimeFramesMinutes[min_time_frame] / 6 * MINUTE_TO_SECONDS,
}
def set_default_config(self):
time_frames = self.exchange.get_exchange_manager().get_config_time_frame()
min_time_frame = TimeFrameManager.find_min_time_frame(time_frames, MIN_EVAL_TIME_FRAME)
refresh_rate = DEFAULT_WEBSOCKET_REAL_TIME_EVALUATOR_REFRESH_RATE_SECONDS if \
self.exchange.get_exchange_manager().websocket_available() \
else DEFAULT_REST_REAL_TIME_EVALUATOR_REFRESH_RATE_SECONDS
self.specific_config = {
CONFIG_TIME_FRAME: min_time_frame,
CONFIG_REFRESH_RATE: refresh_rate,
}
def should_update_data(self, time_frame):
previous_time_frame = TimeFrameManager.get_previous_time_frame(self.config_time_frames, time_frame, time_frame)
previous_time_frame_sec = TimeFramesMinutes[previous_time_frame]
previous_time_frame_updated_times = self.time_frame_get_times[previous_time_frame.value]
current_time_frame_sec = TimeFramesMinutes[time_frame]
current_time_frame_updated_times = self.time_frame_get_times[time_frame.value]
if previous_time_frame_updated_times - (
current_time_frame_updated_times * (current_time_frame_sec / previous_time_frame_sec)) >= 0:
return True
else:
return False
def get_recent_trades(self, symbol, limit=50):
self._ensure_available_data(symbol)
time_frame_to_use = TimeFrameManager.find_min_time_frame(
self._get_used_time_frames(symbol))
index = 0
if symbol in self.time_frames_offset and time_frame_to_use.value in self.time_frames_offset[symbol] \
and time_frame_to_use.value in self.time_frame_get_times[symbol]:
# -2 because take into account the +1 in self.time_frame_get_times and the fact that it's an index
index = self.time_frames_offset[symbol][time_frame_to_use.value] \
+ self.time_frame_get_times[symbol][time_frame_to_use.value] \
- 2
trades = self._create_recent_trades(symbol, time_frame_to_use, index)
self.get_symbol_data(symbol).update_recent_trades(trades)
def should_update_data(self, time_frame, symbol):
smallest_time_frame = TimeFrameManager.find_min_time_frame(self.config_time_frames)
if smallest_time_frame == time_frame:
# always True: refresh smallest timeframe systematically when possible
return True
else:
smallest_time_frame_sec = TimeFramesMinutes[smallest_time_frame]
try:
smallest_time_frame_timestamp = self._get_current_timestamp(smallest_time_frame, symbol, 1)
wanted_time_frame_timestamp = self._get_current_timestamp(time_frame, symbol)
return wanted_time_frame_timestamp <= smallest_time_frame_timestamp + (smallest_time_frame_sec / 2)
except IndexError:
return False
def run(self):
exchange = None
symbol = None
error = None
try:
time_frames = self.evaluator_threads_manager_by_time_frame.keys()
# sort time frames to update them in order of accuracy
time_frames = TimeFrameManager.sort_time_frames(time_frames)
if time_frames:
# figure out from an evaluator if back testing is running for this symbol
evaluator_thread_manager = next(
iter(
self.evaluator_threads_manager_by_time_frame.values()))
symbol = evaluator_thread_manager.get_symbol()
# test if we need to initialize backtesting features
backtesting_enabled = Backtesting.enabled(
evaluator_thread_manager.get_evaluator().get_config())
if backtesting_enabled:
exchange = evaluator_thread_manager.exchange.get_exchange()
exchange.init_candles_offset(time_frames, symbol)
# init refreshed_times at 0 for each time frame
self.refreshed_times = {key: 0 for key in time_frames}
# init last refresh times at 0 for each time frame
self.time_frame_last_update = {key: 0 for key in time_frames}
while self.keep_running:
self._execute_update(symbol, exchange, time_frames,
backtesting_enabled)
else:
self.logger.warning(
"no time frames to monitor, going to sleep.")
except Exception as e:
self.logger.exception(e)
if self.watcher is not None:
error = e
finally:
if exchange is not None and symbol is not None and not exchange.get_backtesting(
).get_is_finished(symbol):
if error is None:
error = "backtesting did not finish properly."
self.watcher.set_error(error)
def get_first_symbol_data():
bot = get_bot()
exchanges = bot.get_exchanges_list()
try:
if exchanges:
exchange = next(iter(exchanges.values()))
evaluators = bot.get_symbol_evaluator_list()
if evaluators:
symbol_evaluator = _find_symbol_evaluator_with_data(evaluators, exchange)
time_frame = TimeFrameManager.get_display_time_frame(bot.get_config())
return _get_candles_reply(exchange, symbol_evaluator, time_frame)
except KeyError:
return {}
return {}
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.ready = False
# Logger
self.logger = logging.getLogger(self.__class__.__name__)
# Advanced
AdvancedManager.create_class_list(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[
CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
# Init time frames using enabled strategies
EvaluatorCreator.init_time_frames_from_strategies(self.config)
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Init relevant evaluator names list using enabled strategies
self.relevant_evaluators = EvaluatorCreator.get_relevant_evaluators_from_strategies(
self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
if self.config[CONFIG_NOTIFICATION_INSTANCE].enabled(
CONFIG_NOTIFICATION_GLOBAL_INFO):
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(
NOTIFICATION_STARTING_MESSAGE)
# Backtesting
self.backtesting_enabled = None
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def get_watched_symbol_data(symbol):
bot = get_bot()
exchanges = bot.get_exchanges_list()
symbol = parse_get_symbol(symbol)
try:
if exchanges:
exchange = next(iter(exchanges.values()))
evaluators = bot.get_symbol_evaluator_list()
if evaluators and symbol in evaluators:
symbol_evaluator = evaluators[symbol]
time_frame = TimeFrameManager.get_display_time_frame(bot.get_config())
return _get_candles_reply(exchange, symbol_evaluator, time_frame)
except KeyError:
return {}
return {}
def _find_min_time_frame_to_consider(self, time_frames, symbol):
time_frames_to_consider = copy.copy(time_frames)
self.min_time_frame_to_consider[symbol] = None
while not self.min_time_frame_to_consider[symbol] and time_frames_to_consider:
potential_min_time_frame_to_consider = TimeFrameManager.find_min_time_frame(time_frames_to_consider).value
if potential_min_time_frame_to_consider in self.data[symbol]:
self.min_time_frame_to_consider[symbol] = potential_min_time_frame_to_consider
else:
time_frames_to_consider.remove(potential_min_time_frame_to_consider)
if self.min_time_frame_to_consider[symbol]:
return self.data[symbol][self.min_time_frame_to_consider[symbol]][self.MIN_LIMIT] \
[PriceIndexes.IND_PRICE_TIME.value]
else:
self.logger.error(f"No data for the timeframes: {time_frames} in loaded backtesting file.")
if Backtesting.enabled(self.config):
self.backtesting.end(symbol)
def should_update_data(self, time_frame):
previous_time_frame = TimeFrameManager.get_previous_time_frame(
self.config_time_frames, time_frame, time_frame)
previous_time_frame_sec = TimeFramesMinutes[previous_time_frame]
previous_time_frame_updated_times = self.time_frame_get_times[
previous_time_frame.value]
current_time_frame_sec = TimeFramesMinutes[time_frame]
current_time_frame_updated_times = self.time_frame_get_times[
time_frame.value]
if previous_time_frame_updated_times - (
current_time_frame_updated_times *
(current_time_frame_sec / previous_time_frame_sec)) >= 0:
return True
else:
return False
def start_optimizer(strategy, time_frames, evaluators, risks):
tools = get_bot().get_tools()
tools[BOT_TOOLS_STRATEGY_OPTIMIZER] = StrategyOptimizer(
get_bot().get_config(), strategy)
optimizer = tools[BOT_TOOLS_STRATEGY_OPTIMIZER]
backtester = tools[BOT_TOOLS_BACKTESTING]
if optimizer.get_is_computing():
return False, "Optimizer already running"
elif backtester and backtester.get_is_computing():
return False, "A backtesting is already running"
else:
formatted_time_frames = TimeFrameManager.parse_time_frames(time_frames)
float_risks = [float(risk) for risk in risks]
thread = threading.Thread(target=optimizer.find_optimal_configuration,
args=(evaluators, formatted_time_frames,
float_risks))
thread.start()
return True, "Optimizer started"
def should_update_data(self, symbol, time_frame, trader):
previous_time_frame = TimeFrameManager.get_previous_time_frame(
self.config_time_frames, time_frame, time_frame)
previous_time_frame_sec = TimeFramesMinutes[previous_time_frame]
previous_time_frame_updated_times = self.time_frame_get_times[
previous_time_frame.value]
current_time_frame_sec = TimeFramesMinutes[time_frame]
current_time_frame_updated_times = self.time_frame_get_times[
time_frame.value]
time_refresh_condition = (
previous_time_frame_updated_times -
(current_time_frame_updated_times *
(current_time_frame_sec / previous_time_frame_sec)) >= 0)
recent_trades_condition = trader.get_open_orders() and (
self.fetched_trades_counter[symbol] >
current_time_frame_updated_times)
return time_refresh_condition and (not trader.get_open_orders()
or recent_trades_condition)
def __init__(self, config):
self.start_time = time.time()
self.config = config
self.ready = False
# Logger
self.logger = logging.getLogger(self.__class__.__name__)
# Advanced
AdvancedManager.create_class_list(self.config)
# Debug tools
self.performance_analyser = None
if CONFIG_DEBUG_OPTION_PERF in self.config and self.config[CONFIG_DEBUG_OPTION_PERF]:
self.performance_analyser = PerformanceAnalyser()
self.time_frames = TimeFrameManager.get_config_time_frame(self.config)
# Add services to self.config[CONFIG_CATEGORY_SERVICES]
ServiceCreator.create_services(self.config)
# Notifier
self.config[CONFIG_NOTIFICATION_INSTANCE] = Notification(self.config)
# Notify starting
self.config[CONFIG_NOTIFICATION_INSTANCE].notify_with_all(NOTIFICATION_STARTING_MESSAGE)
# Backtesting
self.backtesting_enabled = None
self.symbol_threads_manager = {}
self.exchange_traders = {}
self.exchange_trader_simulators = {}
self.exchanges_list = {}
self.symbol_evaluator_list = {}
self.crypto_currency_evaluator_list = {}
self.dispatchers_list = []
self.symbol_time_frame_updater_threads = []
def get_number_of_candles(file_path):
try:
content = read_data_file(file_path)
if content:
candles_info = []
min_time_frame = TimeFrameManager.find_min_time_frame(
content.keys())
additional_time_frames = [min_time_frame.value]
for tf in TIME_FRAMES_TO_DISPLAY:
if tf not in additional_time_frames:
additional_time_frames.append(tf)
for time_frame in additional_time_frames:
if time_frame in content:
tf_content = content[time_frame]
candles_info.append(
f"{time_frame}: {len(tf_content[0]) if tf_content else 0}"
)
return ", ".join(candles_info)
return 0
except Exception as e:
return f"Impossible to read datafile: {e}"
def get_number_of_candles(file_path):
try:
content = read_data_file(file_path)
if content:
candles_info = []
time_frames = get_time_frames(file_path, content)
min_time_frame = TimeFrameManager.find_min_time_frame(time_frames)
additional_time_frames = [min_time_frame.value]
for tf in TIME_FRAMES_TO_DISPLAY:
if tf not in additional_time_frames:
additional_time_frames.append(tf)
ohlcv_per_tf = get_ohlcv_per_timeframe(file_path, content)
for time_frame in additional_time_frames:
if time_frame in ohlcv_per_tf:
tf_content = ohlcv_per_tf[time_frame]
candles_count = get_candles_count(file_path, tf_content) if tf_content else 0
candles_info.append(f"{time_frame}: {candles_count}")
return ", ".join(candles_info)
return 0
except Exception as e:
return f"Impossible to read datafile: {e}"
def _extract_data_with_limit(self, symbol, time_frame):
to_use_time_frame = time_frame.value if time_frame is not None \
else TimeFrameManager.find_min_time_frame(self.time_frames_offset[symbol].keys()).value
return self._extract_from_indexes(
self.data[symbol][to_use_time_frame],
self._get_candle_index(to_use_time_frame, symbol), symbol)
def _set_config_time_frame(self):
for time_frame in TimeFrameManager.get_config_time_frame(self.config):
if self.time_frame_exists(time_frame.value):
self.time_frames.append(time_frame)
def _set_config_time_frame(self):
for time_frame in TimeFrameManager.get_config_time_frame(self.config):
if self.time_frame_exists(time_frame.value):
self.time_frames.append(time_frame)
def run(self):
exchange = None
symbol = None
error = None
try:
time_frames = self.evaluator_threads_manager_by_time_frame.keys()
# sort time frames to update them in order of accuracy
time_frames = TimeFrameManager.sort_time_frames(time_frames)
if time_frames:
# figure out from an evaluator if back testing is running for this symbol
evaluator_thread_manager = next(iter(self.evaluator_threads_manager_by_time_frame.values()))
symbol = evaluator_thread_manager.get_symbol()
# test if we need to initialize backtesting features
backtesting_enabled = Backtesting.enabled(evaluator_thread_manager.get_evaluator().get_config())
if backtesting_enabled:
exchange = evaluator_thread_manager.exchange.get_exchange()
exchange.init_candles_offset(time_frames, symbol)
# init refreshed_times at 0 for each time frame
self.refreshed_times = {key: 0 for key in time_frames}
# init last refresh times at 0 for each time frame
self.time_frame_last_update = {key: 0 for key in time_frames}
while self.keep_running:
now = time.time()
for time_frame in time_frames:
# backtesting doesn't need to wait a specific time frame to end to refresh data
if backtesting_enabled:
try:
if exchange.should_update_data(time_frame, symbol):
self._refresh_data(time_frame)
except BacktestingEndedException as e:
self.logger.info(e)
self.keep_running = False
exchange.end_backtesting(symbol)
break
# if data from this time frame needs an update
elif now - self.time_frame_last_update[time_frame] \
>= TimeFramesMinutes[time_frame] * MINUTE_TO_SECONDS:
try:
self._refresh_data(time_frame)
except Exception as e:
self.logger.error(f" when refreshing data for time frame {time_frame} for {symbol}: "
f"{e}")
self.logger.exception(e)
self.time_frame_last_update[time_frame] = time.time()
self._update_pause(backtesting_enabled, now)
else:
self.logger.warning("no time frames to monitor, going to sleep.")
except Exception as e:
self.logger.exception(e)
if self.watcher is not None:
error = e
finally:
if exchange is not None and symbol is not None and not exchange.get_backtesting().get_is_finished(symbol):
if error is None:
error = "backtesting did not finish properly."
self.watcher.set_error(error)
