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add mongodb support for hyperopt parallelization

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This commit is contained in:
gcarq
2017-11-25 02:04:37 +01:00
parent 5bf583cba4
commit e27a6a7a91
6 changed files with 74 additions and 23 deletions
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32
freqtrade/optimize/backtesting.py
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@@ -118,36 +118,38 @@ def backtest(config: Dict, processed: Dict[str, DataFrame],
def start(args):
print('')
# Initialize logger
logging.basicConfig(
level=args.loglevel,
format='%(asctime)s - %(name)s - %(levelname)s - %(message)s',
)
exchange._API = Bittrex({'key': '', 'secret': ''})
print('Using config: {} ...'.format(args.config))
logger.info('Using config: %s ...', args.config)
config = load_config(args.config)
print('Using ticker_interval: {} ...'.format(args.ticker_interval))
logger.info('Using ticker_interval: %s ...', args.ticker_interval)
data = {}
if args.live:
print('Downloading data for all pairs in whitelist ...')
logger.info('Downloading data for all pairs in whitelist ...')
for pair in config['exchange']['pair_whitelist']:
data[pair] = exchange.get_ticker_history(pair, args.ticker_interval)
else:
print('Using local backtesting data (ignoring whitelist in given config)...')
logger.info('Using local backtesting data (ignoring whitelist in given config) ...')
data = load_data(args.ticker_interval)
print('Using stake_currency: {} ...\nUsing stake_amount: {} ...'.format(
config['stake_currency'], config['stake_amount']
))
logger.info('Using stake_currency: %s ...', config['stake_currency'])
logger.info('Using stake_amount: %s ...', config['stake_amount'])
# Print timeframe
min_date, max_date = get_timeframe(data)
print('Measuring data from {} up to {} ...'.format(
min_date.isoformat(), max_date.isoformat()
))
logger.info('Measuring data from %s up to %s ...', min_date.isoformat(), max_date.isoformat())
max_open_trades = 0
if args.realistic_simulation:
print('Using max_open_trades: {} ...'.format(config['max_open_trades']))
logger.info('Using max_open_trades: %s ...', config['max_open_trades'])
max_open_trades = config['max_open_trades']
# Monkey patch config
@@ -158,5 +160,7 @@ def start(args):
results = backtest(
config, preprocess(data), max_open_trades, args.realistic_simulation
)
print('====================== BACKTESTING REPORT ======================================\n\n')
print(generate_text_table(data, results, config['stake_currency']))
logger.info(
'\n====================== BACKTESTING REPORT ======================================\n%s',
generate_text_table(data, results, config['stake_currency'])
)