renaming edge to edge_cli for command line version

freqtrade/optimize/edge_cli.py

@@ -0,0 +1,106 @@
+# pragma pylint: disable=missing-docstring, W0212, too-many-arguments
+
+"""
+This module contains the backtesting logic
+"""
+import logging
+from argparse import Namespace
+from typing import Dict, Any
+from tabulate import tabulate
+from freqtrade.edge import Edge
+
+from freqtrade.configuration import Configuration
+from freqtrade.arguments import Arguments
+from freqtrade.exchange import Exchange
+from freqtrade.strategy.resolver import StrategyResolver
+
+logger = logging.getLogger(__name__)
+
+
+class EdgeCli(object):
+    """
+    Backtesting class, this class contains all the logic to run a backtest
+
+    To run a backtest:
+    backtesting = Backtesting(config)
+    backtesting.start()
+    """
+
+    def __init__(self, config: Dict[str, Any]) -> None:
+        self.config = config
+
+        # Reset keys for edge
+        self.config['exchange']['key'] = ''
+        self.config['exchange']['secret'] = ''
+        self.config['exchange']['password'] = ''
+        self.config['exchange']['uid'] = ''
+        self.config['dry_run'] = True
+        self.exchange = Exchange(self.config)
+        self.strategy = StrategyResolver(self.config).strategy
+
+        self.edge = Edge(config, self.exchange, self.strategy)
+        self.edge._refresh_pairs = self.config.get('refresh_pairs', False)
+
+        self.timerange = Arguments.parse_timerange(None if self.config.get(
+            'timerange') is None else str(self.config.get('timerange')))
+
+        self.edge._timerange = self.timerange
+
+    def _generate_edge_table(self, results: dict) -> str:
+
+        floatfmt = ('s', '.10g', '.2f', '.2f', '.2f', '.2f', 'd', '.d')
+        tabular_data = []
+        headers = ['pair', 'stoploss', 'win rate', 'risk reward ratio',
+                   'required risk reward', 'expectancy', 'total number of trades',
+                   'average duration (min)']
+
+        for result in results.items():
+            if result[1].nb_trades > 0:
+                tabular_data.append([
+                    result[0],
+                    result[1].stoploss,
+                    result[1].winrate,
+                    result[1].risk_reward_ratio,
+                    result[1].required_risk_reward,
+                    result[1].expectancy,
+                    result[1].nb_trades,
+                    round(result[1].avg_trade_duration)
+                ])
+
+        return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
+
+    def start(self) -> None:
+        self.edge.calculate()
+        print('')  # blank like for readability
+        print(self._generate_edge_table(self.edge._cached_pairs))
+
+
+def setup_configuration(args: Namespace) -> Dict[str, Any]:
+    """
+    Prepare the configuration for the backtesting
+    :param args: Cli args from Arguments()
+    :return: Configuration
+    """
+    configuration = Configuration(args)
+    config = configuration.get_config()
+
+    # Ensure we do not use Exchange credentials
+    config['exchange']['key'] = ''
+    config['exchange']['secret'] = ''
+
+    return config
+
+
+def start(args: Namespace) -> None:
+    """
+    Start Edge script
+    :param args: Cli args from Arguments()
+    :return: None
+    """
+    # Initialize configuration
+    config = setup_configuration(args)
+    logger.info('Starting freqtrade in Edge mode')
+
+    # Initialize Edge object
+    edge_cli = EdgeCli(config)
+    edge_cli.start()