From abc82a3fdf36e522ca360fe55c2cc87de091689a Mon Sep 17 00:00:00 2001 From: Matthias Date: Sun, 21 May 2023 12:04:18 +0200 Subject: [PATCH] Simplify api backtesting by extracting the background_method --- freqtrade/rpc/api_server/api_backtest.py | 148 ++++++++++++----------- 1 file changed, 75 insertions(+), 73 deletions(-) diff --git a/freqtrade/rpc/api_server/api_backtest.py b/freqtrade/rpc/api_server/api_backtest.py index a06d65dcc..8fa1a87b8 100644 --- a/freqtrade/rpc/api_server/api_backtest.py +++ b/freqtrade/rpc/api_server/api_backtest.py @@ -8,6 +8,7 @@ from fastapi import APIRouter, BackgroundTasks, Depends from fastapi.exceptions import HTTPException from freqtrade.configuration.config_validation import validate_config_consistency +from freqtrade.constants import Config from freqtrade.data.btanalysis import get_backtest_resultlist, load_and_merge_backtest_result from freqtrade.enums import BacktestState from freqtrade.exceptions import DependencyException, OperationalException @@ -26,8 +27,80 @@ logger = logging.getLogger(__name__) router = APIRouter() +def __run_backtest_bg(btconfig: Config): + 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 = ApiBG.bt['last_config'] + strat = StrategyResolver.load_strategy(btconfig) + validate_config_consistency(btconfig) + + if ( + not ApiBG.bt['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 + ApiBG.bt['bt'] = Backtesting(btconfig) + ApiBG.bt['bt'].load_bt_data_detail() + else: + ApiBG.bt['bt'].config = btconfig + ApiBG.bt['bt'].init_backtest() + # Only reload data if timeframe changed. + if ( + not ApiBG.bt['data'] + or not ApiBG.bt['timerange'] + or lastconfig.get('timeframe') != strat.timeframe + or lastconfig.get('timerange') != btconfig['timerange'] + ): + ApiBG.bt['data'], ApiBG.bt['timerange'] = ApiBG.bt[ + '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') + + ApiBG.bt['bt'].enable_protections = btconfig.get('enable_protections', False) + ApiBG.bt['bt'].strategylist = [strat] + ApiBG.bt['bt'].results = {} + ApiBG.bt['bt'].load_prior_backtest() + + ApiBG.bt['bt'].abort = False + if (ApiBG.bt['bt'].results and + strat.get_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()}') + else: + min_date, max_date = ApiBG.bt['bt'].backtest_one_strategy( + strat, ApiBG.bt['data'], ApiBG.bt['timerange']) + + ApiBG.bt['bt'].results = generate_backtest_stats( + ApiBG.bt['data'], ApiBG.bt['bt'].all_results, + min_date=min_date, max_date=max_date) + + if btconfig.get('export', 'none') == 'trades': + store_backtest_stats( + btconfig['exportfilename'], ApiBG.bt['bt'].results, + datetime.now().strftime("%Y-%m-%d_%H-%M-%S") + ) + + logger.info("Backtest finished.") + + except (Exception, OperationalException, DependencyException) as e: + logger.exception(f"Backtesting caused an error: {e}") + ApiBG.bt['bt_error'] = str(e) + pass + finally: + ApiBG.bgtask_running = False + + @router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest']) -async def api_start_backtest( # noqa: C901 +async def api_start_backtest( bt_settings: BacktestRequest, background_tasks: BackgroundTasks, config=Depends(get_config), ws_mode=Depends(is_webserver_mode)): ApiBG.bt['bt_error'] = None @@ -56,79 +129,8 @@ async def api_start_backtest( # noqa: C901 # Start backtesting # Initialize backtesting object - 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 = ApiBG.bt['last_config'] - strat = StrategyResolver.load_strategy(btconfig) - validate_config_consistency(btconfig) - if ( - not ApiBG.bt['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 - ApiBG.bt['bt'] = Backtesting(btconfig) - ApiBG.bt['bt'].load_bt_data_detail() - else: - ApiBG.bt['bt'].config = btconfig - ApiBG.bt['bt'].init_backtest() - # Only reload data if timeframe changed. - if ( - not ApiBG.bt['data'] - or not ApiBG.bt['timerange'] - or lastconfig.get('timeframe') != strat.timeframe - or lastconfig.get('timerange') != btconfig['timerange'] - ): - ApiBG.bt['data'], ApiBG.bt['timerange'] = ApiBG.bt[ - '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') - - ApiBG.bt['bt'].enable_protections = btconfig.get('enable_protections', False) - ApiBG.bt['bt'].strategylist = [strat] - ApiBG.bt['bt'].results = {} - ApiBG.bt['bt'].load_prior_backtest() - - ApiBG.bt['bt'].abort = False - if (ApiBG.bt['bt'].results and - strat.get_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()}') - else: - min_date, max_date = ApiBG.bt['bt'].backtest_one_strategy( - strat, ApiBG.bt['data'], ApiBG.bt['timerange']) - - ApiBG.bt['bt'].results = generate_backtest_stats( - ApiBG.bt['data'], ApiBG.bt['bt'].all_results, - min_date=min_date, max_date=max_date) - - if btconfig.get('export', 'none') == 'trades': - store_backtest_stats( - btconfig['exportfilename'], ApiBG.bt['bt'].results, - datetime.now().strftime("%Y-%m-%d_%H-%M-%S") - ) - - logger.info("Backtest finished.") - - except (Exception, OperationalException, DependencyException) as e: - logger.exception(f"Backtesting caused an error: {e}") - ApiBG.bt['bt_error'] = str(e) - pass - finally: - ApiBG.bgtask_running = False - - background_tasks.add_task(run_backtest) + background_tasks.add_task(__run_backtest_bg, btconfig=btconfig) ApiBG.bgtask_running = True return {