def get_exchange_time_frames(exchange_id):
try:
exchange_manager = trading_api.get_exchange_manager_from_exchange_id(
exchange_id)
return trading_api.get_watched_timeframes(
exchange_manager), trading_api.get_exchange_name(exchange_manager)
except KeyError:
return [], ""
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
def _get_time_frame(exchange_name, exchange_id):
try:
return time_frame_manager.get_display_time_frame(
interfaces_util.get_global_config(),
commons_enums.TimeFrames(constants.DEFAULT_TIMEFRAME))
except IndexError:
# second try with watched timeframes, there might be a real-time time frame available
return trading_api.get_watched_timeframes(
trading_api.get_exchange_manager_from_exchange_name_and_id(
exchange_name, exchange_id))[0]
def log_report(self):
self.logger.info(" **** Backtesting report ****")
for exchange_id in self.octobot_backtesting.exchange_manager_ids:
exchange_manager = trading_api.get_exchange_manager_from_exchange_id(exchange_id)
exchange_name = trading_api.get_exchange_name(exchange_manager)
self.logger.info(f" ========= Trades on {exchange_name} =========")
self._log_trades_history(exchange_manager, exchange_name)
self.logger.info(f" ========= Prices evolution on {exchange_name} =========")
min_timeframe = time_frame_manager.find_min_time_frame(trading_api.get_watched_timeframes(exchange_manager))
for symbol in self.symbols_to_create_exchange_classes[exchange_name]:
self._log_symbol_report(symbol, exchange_manager, min_timeframe)
self.logger.info(" ========= Octobot end state =========")
self._log_global_report(exchange_manager)