async def _check_backtesting_results(backtesting1, backtesting2):
if backtesting1 is not None and backtesting2 is not None:
exchange_manager_1 = get_exchange_manager_from_exchange_id(
get_independent_backtesting_exchange_manager_ids(backtesting1)[0])
exchange_manager_2 = get_exchange_manager_from_exchange_id(
get_independent_backtesting_exchange_manager_ids(backtesting2)[0])
_, previous_profitability, previous_market_profitability, _, _ = get_profitability_stats(exchange_manager_1)
_, current_profitability, current_market_profitability, _, _ = get_profitability_stats(exchange_manager_2)
trades = get_trade_history(exchange_manager_1)
open_orders = get_open_orders(exchange_manager_1)
# ensure at least one order is either open or got filled
assert trades + open_orders
trades = open_orders = exchange_manager_1 = exchange_manager_2 = None # prevent memory leak
# ensure no randomness in backtesting
assert previous_profitability == current_profitability
assert current_profitability != 0
assert previous_profitability != 0
assert previous_market_profitability == current_market_profitability
backtestings = tuple(b for b in (backtesting1, backtesting2) if b is not None)
for backtesting in backtestings:
await stop_independent_backtesting(backtesting, memory_check=True, should_raise=True)
await asyncio.wait_for(backtesting.post_backtesting_task, 5)
for backtesting in backtestings:
asyncio.get_event_loop().call_soon(check_independent_backtesting_remaining_objects, backtesting)
async def _handle_order_notification(self, dict_order, linked_notification, order_identifier,
exchange_manager, exchange):
notification = None
order_status = parse_order_status(dict_order)
if order_status is OrderStatus.OPEN:
notification = OrderCreationNotification(linked_notification, dict_order, exchange)
# update last notification for this order
self.previous_notifications_by_identifier[order_identifier] = notification
else:
is_simulated = is_trader_simulated(exchange_manager)
if order_status is OrderStatus.CANCELED or \
(order_status is OrderStatus.CLOSED
and dict_order[ExchangeConstantsOrderColumns.FILLED.value] == 0):
notification = OrderEndNotification(linked_notification, None, exchange, [dict_order],
None, None, None, False, is_simulated)
elif order_status in (OrderStatus.CLOSED, OrderStatus.FILLED):
_, profitability_percent, profitability_diff, _, _ = get_profitability_stats(exchange_manager)
order_profitability = get_order_profitability(exchange_manager,
dict_order[ExchangeConstantsOrderColumns.ID.value])
notification = OrderEndNotification(linked_notification, dict_order, exchange, [], order_profitability,
profitability_percent, profitability_diff, True, is_simulated)
# remove order from previous_notifications_by_identifier: no more notification from it to be received
if order_identifier in self.previous_notifications_by_identifier:
self.previous_notifications_by_identifier.pop(order_identifier)
await self._notification_callback(notification)
def get_global_profitability():
simulated_global_profitability = 0
real_global_profitability = 0
simulated_no_trade_profitability = 0
real_no_trade_profitability = 0
simulated_full_origin_value = 0
real_full_origin_value = 0
market_average_profitability = None
has_real_trader = False
has_simulated_trader = False
for exchange_manager in get_exchange_managers():
if is_trader_enabled(exchange_manager):
current_value, _, _, market_average_profitability, initial_portfolio_current_profitability = \
get_profitability_stats(exchange_manager)
if is_trader_simulated(exchange_manager):
simulated_full_origin_value += get_origin_portfolio_value(
exchange_manager)
simulated_global_profitability += current_value
simulated_no_trade_profitability += initial_portfolio_current_profitability
has_simulated_trader = True
else:
real_full_origin_value += get_origin_portfolio_value(
exchange_manager)
real_global_profitability += current_value
real_no_trade_profitability += initial_portfolio_current_profitability
has_real_trader = True
simulated_percent_profitability = simulated_global_profitability * 100 / simulated_full_origin_value \
if simulated_full_origin_value > 0 else 0
real_percent_profitability = real_global_profitability * 100 / real_full_origin_value \
if real_full_origin_value > 0 else 0
return has_real_trader, has_simulated_trader, \
real_global_profitability, simulated_global_profitability, \
real_percent_profitability, simulated_percent_profitability, \
real_no_trade_profitability, simulated_no_trade_profitability, \
market_average_profitability