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Update API backtest to return proper metadata

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This commit is contained in:
Matthias
2023-08-03 07:05:57 +02:00
parent 6d6111864e
commit 81cd241954
2 changed files with 9 additions and 4 deletions
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4
freqtrade/optimize/optimize_reports/bt_storage.py
View File

@@ -12,7 +12,7 @@ logger = logging.getLogger(__name__)
def store_backtest_stats(
recordfilename: Path, stats: BacktestResultType, dtappendix: str) -> None:
recordfilename: Path, stats: BacktestResultType, dtappendix: str) -> Path:
"""
Stores backtest results
:param recordfilename: Path object, which can either be a filename or a directory.
@@ -41,6 +41,8 @@ def store_backtest_stats(
latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
return filename
def _store_backtest_analysis_data(
recordfilename: Path, data: Dict[str, Dict],

9
freqtrade/rpc/api_server/api_backtest.py
View File

@@ -75,10 +75,11 @@ def __run_backtest_bg(btconfig: Config):
ApiBG.bt['bt'].load_prior_backtest()
ApiBG.bt['bt'].abort = False
strategy_name = strat.get_strategy_name()
if (ApiBG.bt['bt'].results and
strat.get_strategy_name() in ApiBG.bt['bt'].results['strategy']):
strategy_name in ApiBG.bt['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()}')
logger.info(f'Reusing result of previous backtest for {strategy_name}')
else:
min_date, max_date = ApiBG.bt['bt'].backtest_one_strategy(
strat, ApiBG.bt['data'], ApiBG.bt['timerange'])
@@ -88,10 +89,12 @@ def __run_backtest_bg(btconfig: Config):
min_date=min_date, max_date=max_date)
if btconfig.get('export', 'none') == 'trades':
store_backtest_stats(
fn = store_backtest_stats(
btconfig['exportfilename'], ApiBG.bt['bt'].results,
datetime.now().strftime("%Y-%m-%d_%H-%M-%S")
)
ApiBG.bt['bt'].results['metadata'][strategy_name]['filename'] = str(fn.name)
ApiBG.bt['bt'].results['metadata'][strategy_name]['strategy'] = strategy_name
logger.info("Backtest finished.")