def _get_portfolios():
simulated_portfolios = []
real_portfolios = []
for exchange_manager in interfaces.get_exchange_managers():
if trading_api.is_trader_existing_and_enabled(exchange_manager):
if trading_api.is_trader_simulated(exchange_manager):
simulated_portfolios.append(
trading_api.get_portfolio(exchange_manager))
else:
real_portfolios.append(
trading_api.get_portfolio(exchange_manager))
return real_portfolios, simulated_portfolios
def get_exchange_holdings_per_symbol():
holdings_per_symbol = {}
for exchange_manager in interfaces_util.get_exchange_managers():
if trading_api.is_trader_existing_and_enabled(exchange_manager):
portfolio = trading_api.get_portfolio(exchange_manager)
_add_exchange_portfolio(portfolio, trading_api.get_exchange_name(exchange_manager), holdings_per_symbol)
return holdings_per_symbol
def _log_global_report(self, exchange_manager):
_, profitability, _, market_average_profitability, _ = trading_api.get_profitability_stats(
exchange_manager)
reference_market = trading_api.get_reference_market(
self.backtesting_config)
end_portfolio = trading_api.get_portfolio(exchange_manager)
end_portfolio_value = trading_api.get_current_portfolio_value(
exchange_manager)
starting_portfolio = trading_api.get_origin_portfolio(exchange_manager)
starting_portfolio_value = trading_api.get_origin_portfolio_value(
exchange_manager)
self.logger.info(
f"[End portfolio] value {round(end_portfolio_value, 5)} {reference_market} "
f"Holdings: {pretty_printer.global_portfolio_pretty_print(end_portfolio, ' | ')}"
)
self.logger.info(
f"[Starting portfolio] value {round(starting_portfolio_value, 5)} {reference_market} "
f"Holdings: {pretty_printer.global_portfolio_pretty_print(starting_portfolio, ' | ')}"
)
self.logger.info(
f"Global market profitability (vs {reference_market}) : "
f"{market_average_profitability}% | Octobot : {profitability}%")
self.logger.info(
f"Simulation lasted "
f"{round(backtesting_api.get_backtesting_duration(self.octobot_backtesting.backtesting), 3)} sec"
)
def _get_exchanges_report(self, reference_market, trading_mode):
SYMBOL_REPORT = "symbol_report"
BOT_REPORT = "bot_report"
CHART_IDENTIFIERS = "chart_identifiers"
ERRORS_COUNT = "errors_count"
report = {
SYMBOL_REPORT: [],
BOT_REPORT: {},
CHART_IDENTIFIERS: [],
ERRORS_COUNT: logging.get_backtesting_errors_count()
}
profitabilities = {}
market_average_profitabilities = {}
starting_portfolios = {}
end_portfolios = {}
for exchange_id in self.octobot_backtesting.exchange_manager_ids:
exchange_manager = trading_api.get_exchange_manager_from_exchange_id(
exchange_id)
_, profitability, _, market_average_profitability, _ = trading_api.get_profitability_stats(
exchange_manager)
min_timeframe = time_frame_manager.find_min_time_frame(
trading_api.get_watched_timeframes(exchange_manager))
exchange_name = trading_api.get_exchange_name(exchange_manager)
for symbol in self.symbols_to_create_exchange_classes[
exchange_name]:
market_delta = self._get_market_delta(symbol, exchange_manager,
min_timeframe)
report[SYMBOL_REPORT].append({symbol: market_delta * 100})
report[CHART_IDENTIFIERS].append({
"symbol":
symbol,
"exchange_id":
exchange_id,
"exchange_name":
exchange_name,
"time_frame":
min_timeframe.value
})
profitabilities[exchange_name] = profitability
market_average_profitabilities[
exchange_name] = market_average_profitability
starting_portfolios[
exchange_name] = trading_api.get_origin_portfolio(
exchange_manager)
end_portfolios[exchange_name] = trading_api.get_portfolio(
exchange_manager)
report[BOT_REPORT] = {
"profitability": profitabilities,
"market_average_profitability": market_average_profitabilities,
"reference_market": reference_market,
"end_portfolio": end_portfolios,
"starting_portfolio": starting_portfolios,
"trading_mode": trading_mode
}
return report