Simplify api backtesting by extracting the background_method

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 (
+    background_tasks.add_task(__run_backtest_bg, btconfig=btconfig)
-                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)
     ApiBG.bgtask_running = True
 
     return {