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)
def get_trades_history(bot_api=None,
symbol=None,
independent_backtesting=None,
since=None,
as_dict=False):
simulated_trades_history = []
real_trades_history = []
for exchange_manager in get_exchange_managers(
bot_api=bot_api, independent_backtesting=independent_backtesting):
if is_trader_enabled(exchange_manager):
if is_trader_simulated(exchange_manager):
simulated_trades_history += get_trade_history(
exchange_manager, symbol, since, as_dict)
else:
real_trades_history += get_trade_history(
exchange_manager, symbol, since, as_dict)
return real_trades_history, simulated_trades_history
async def run_independent_backtestings_with_memory_check(
config, tentacles_setup_config, backtesting_count=3):
"""
Will raise an error of an object is not deleted by garbage collector at the end of the backtesting process
:param config: the global config to use in backtesting
:param tentacles_setup_config: the tentacles setup config to use (with the tentacles to be tested)
:param backtesting_count: number of backtestings to run to ensure no side effects, default is 3
:return:
"""
backtesting = None
try:
config[commons_constants.CONFIG_SIMULATOR][
commons_constants.CONFIG_STARTING_PORTFOLIO]["USDT"] = 10000
config[commons_constants.CONFIG_SIMULATOR][
commons_constants.CONFIG_STARTING_PORTFOLIO]["ETH"] = 20
for _ in range(backtesting_count):
error_container = ErrorContainer()
asyncio.get_event_loop().set_exception_handler(
error_container.exception_handler)
# enabling loggers is slowing down backtesting but can display useful debug info
# from octobot.logger import init_logger
# init_logger()
backtesting = await _run_backtesting(config,
tentacles_setup_config)
exchange_manager = get_exchange_manager_from_exchange_id(
get_independent_backtesting_exchange_manager_ids(backtesting)
[0])
trades = get_trade_history(exchange_manager)
open_orders = get_open_orders(exchange_manager)
# ensure at least one order is either open or got filled
assert trades + open_orders
trades = open_orders = exchange_manager = None # prevent memory leak
await stop_independent_backtesting(backtesting, memory_check=True)
await asyncio.wait_for(backtesting.post_backtesting_task, 5)
asyncio.get_event_loop().call_soon(
check_independent_backtesting_remaining_objects, backtesting)
await asyncio.create_task(error_container.check())
except Exception as e:
if backtesting is not None:
# do not get stuck in running backtesting
await stop_independent_backtesting(backtesting, memory_check=False)
await asyncio.wait_for(backtesting.post_backtesting_task, 5)
raise e