def load_config(self) -> Dict[str, Any]:
"""
Extract information for sys.argv and load the bot configuration
:return: Configuration dictionary
"""
# Load all configs
config: Dict[str, Any] = Configuration.from_files(self.args.config)
self._process_common_options(config)
self._process_optimize_options(config)
self._process_plot_options(config)
self._process_runmode(config)
# Check if the exchange set by the user is supported
check_exchange(
config,
config.get('experimental', {}).get('block_bad_exchanges', True))
self._resolve_pairs_list(config)
validate_config_consistency(config)
return config
def load_config(self) -> Dict[str, Any]:
"""
Extract information for sys.argv and load the bot configuration
:return: Configuration dictionary
"""
# Load all configs
config: Dict[str,
Any] = self.load_from_files(self.args.get("config", []))
# Keep a copy of the original configuration file
config['original_config'] = deepcopy(config)
self._process_runmode(config)
self._process_common_options(config)
self._process_trading_options(config)
self._process_optimize_options(config)
self._process_plot_options(config)
# Check if the exchange set by the user is supported
check_exchange(
config,
config.get('experimental', {}).get('block_bad_exchanges', True))
self._resolve_pairs_list(config)
process_temporary_deprecated_settings(config)
validate_config_consistency(config)
return config
def run_backtest():
from freqtrade.optimize.optimize_reports import generate_backtest_stats
from freqtrade.resolvers import StrategyResolver
asyncio.set_event_loop(asyncio.new_event_loop())
try:
# Reload strategy
lastconfig = ApiServer._bt_last_config
strat = StrategyResolver.load_strategy(btconfig)
validate_config_consistency(btconfig)
if (not ApiServer._bt
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timeframe_detail') !=
btconfig.get('timeframe_detail')
or lastconfig.get('timerange') != btconfig['timerange']):
from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt = Backtesting(btconfig)
if ApiServer._bt.timeframe_detail:
ApiServer._bt.load_bt_data_detail()
else:
ApiServer._bt.config = btconfig
ApiServer._bt.init_backtest()
# Only reload data if timeframe changed.
if (not ApiServer._bt_data or not ApiServer._bt_timerange
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timerange') != btconfig['timerange']):
ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data(
)
lastconfig['timerange'] = btconfig['timerange']
lastconfig['timeframe'] = strat.timeframe
lastconfig['protections'] = btconfig.get('protections', [])
lastconfig['enable_protections'] = btconfig.get(
'enable_protections')
lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
ApiServer._bt.abort = False
min_date, max_date = ApiServer._bt.backtest_one_strategy(
strat, ApiServer._bt_data, ApiServer._bt_timerange)
ApiServer._bt.results = generate_backtest_stats(
ApiServer._bt_data,
ApiServer._bt.all_results,
min_date=min_date,
max_date=max_date)
logger.info("Backtest finished.")
except DependencyException as e:
logger.info(f"Backtesting caused an error: {e}")
pass
finally:
ApiServer._bgtask_running = False
def run_backtest():
from freqtrade.optimize.optimize_reports import (
generate_backtest_stats, store_backtest_stats)
from freqtrade.resolvers import StrategyResolver
asyncio.set_event_loop(asyncio.new_event_loop())
try:
# Reload strategy
lastconfig = ApiServer._bt_last_config
strat = StrategyResolver.load_strategy(btconfig)
validate_config_consistency(btconfig)
if (not ApiServer._bt
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timeframe_detail') !=
btconfig.get('timeframe_detail')
or lastconfig.get('timerange') != btconfig['timerange']):
from freqtrade.optimize.backtesting import Backtesting
ApiServer._bt = Backtesting(btconfig)
if ApiServer._bt.timeframe_detail:
ApiServer._bt.load_bt_data_detail()
else:
ApiServer._bt.config = btconfig
ApiServer._bt.init_backtest()
# Only reload data if timeframe changed.
if (not ApiServer._bt_data or not ApiServer._bt_timerange
or lastconfig.get('timeframe') != strat.timeframe
or lastconfig.get('timerange') != btconfig['timerange']):
ApiServer._bt_data, ApiServer._bt_timerange = ApiServer._bt.load_bt_data(
)
lastconfig['timerange'] = btconfig['timerange']
lastconfig['timeframe'] = strat.timeframe
lastconfig['protections'] = btconfig.get('protections', [])
lastconfig['enable_protections'] = btconfig.get(
'enable_protections')
lastconfig['dry_run_wallet'] = btconfig.get('dry_run_wallet')
ApiServer._bt.results = {}
ApiServer._bt.load_prior_backtest()
ApiServer._bt.abort = False
if (ApiServer._bt.results and strat.get_strategy_name()
in ApiServer._bt.results['strategy']):
# When previous result hash matches - reuse that result and skip backtesting.
logger.info(
f'Reusing result of previous backtest for {strat.get_strategy_name()}'
)
else:
min_date, max_date = ApiServer._bt.backtest_one_strategy(
strat, ApiServer._bt_data, ApiServer._bt_timerange)
ApiServer._bt.results = generate_backtest_stats(
ApiServer._bt_data,
ApiServer._bt.all_results,
min_date=min_date,
max_date=max_date)
if btconfig.get('export', 'none') == 'trades':
store_backtest_stats(btconfig['exportfilename'],
ApiServer._bt.results)
logger.info("Backtest finished.")
except DependencyException as e:
logger.info(f"Backtesting caused an error: {e}")
pass
finally:
ApiServer._bgtask_running = False
