Add backtest-result typing

freqtrade/data/btanalysis.py

@@ -5,7 +5,7 @@ import logging
 from copy import copy
 from datetime import datetime, timezone
 from pathlib import Path
-from typing import Any, Dict, List, Optional, Union
+from typing import Any, Dict, List, Literal, Optional, Union
 
 import numpy as np
 import pandas as pd
@@ -15,6 +15,7 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.misc import json_load
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
 from freqtrade.persistence import LocalTrade, Trade, init_db
+from freqtrade.types import BacktestResultType
 
 
 logger = logging.getLogger(__name__)
@@ -128,7 +129,7 @@ def load_backtest_metadata(filename: Union[Path, str]) -> Dict[str, Any]:
         raise OperationalException('Unexpected error while loading backtest metadata.') from e
 
 
-def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:
+def load_backtest_stats(filename: Union[Path, str]) -> BacktestResultType:
     """
     Load backtest statistics file.
     :param filename: pathlib.Path object, or string pointing to the file.
@@ -153,14 +154,14 @@ def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:
 
 def load_and_merge_backtest_result(strategy_name: str, filename: Path, results: Dict[str, Any]):
     """
-    Load one strategy from multi-strategy result
+    Load one strategy from multi-strategy result and merge it with results
-    and merge it with results
     :param strategy_name: Name of the strategy contained in the result
     :param filename: Backtest-result-filename to load
     :param results: dict to merge the result to.
     """
     bt_data = load_backtest_stats(filename)
-    for k in ('metadata', 'strategy'):
+    k: Literal['metadata', 'strategy']
+    for k in ('metadata', 'strategy'):  # type: ignore
         results[k][strategy_name] = bt_data[k][strategy_name]
     comparison = bt_data['strategy_comparison']
     for i in range(len(comparison)):

freqtrade/optimize/backtesting.py

@@ -39,6 +39,7 @@ from freqtrade.plugins.protectionmanager import ProtectionManager
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
 from freqtrade.strategy.interface import IStrategy
 from freqtrade.strategy.strategy_wrapper import strategy_safe_wrapper
+from freqtrade.types import BacktestResultType, get_BacktestResultType_default
 from freqtrade.util.binance_mig import migrate_binance_futures_data
 from freqtrade.wallets import Wallets
 
@@ -77,7 +78,7 @@ class Backtesting:
 
         LoggingMixin.show_output = False
         self.config = config
-        self.results: Dict[str, Any] = {}
+        self.results: BacktestResultType = get_BacktestResultType_default()
         self.trade_id_counter: int = 0
         self.order_id_counter: int = 0
 

freqtrade/optimize/optimize_reports/bt_output.py

@@ -6,6 +6,7 @@ from tabulate import tabulate
 from freqtrade.constants import UNLIMITED_STAKE_AMOUNT, Config
 from freqtrade.misc import decimals_per_coin, round_coin_value
 from freqtrade.optimize.optimize_reports.optimize_reports import generate_periodic_breakdown_stats
+from freqtrade.types import BacktestResultType
 
 
 logger = logging.getLogger(__name__)
@@ -363,7 +364,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
     print()
 
 
-def show_backtest_results(config: Config, backtest_stats: Dict):
+def show_backtest_results(config: Config, backtest_stats: BacktestResultType):
     stake_currency = config['stake_currency']
 
     for strategy, results in backtest_stats['strategy'].items():
@@ -383,7 +384,7 @@ def show_backtest_results(config: Config, backtest_stats: Dict):
         print('\nFor more details, please look at the detail tables above')
 
 
-def show_sorted_pairlist(config: Config, backtest_stats: Dict):
+def show_sorted_pairlist(config: Config, backtest_stats: BacktestResultType):
     if config.get('backtest_show_pair_list', False):
         for strategy, results in backtest_stats['strategy'].items():
             print(f"Pairs for Strategy {strategy}: \n[")

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -1,20 +1,18 @@
 import logging
-from copy import deepcopy
 from pathlib import Path
 from typing import Dict
 
-from pandas import DataFrame
-
 from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.misc import file_dump_joblib, file_dump_json
 from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
+from freqtrade.types import BacktestResultType
 
 
 logger = logging.getLogger(__name__)
 
 
 def store_backtest_stats(
-        recordfilename: Path, stats: Dict[str, DataFrame], dtappendix: str) -> None:
+        recordfilename: Path, stats: BacktestResultType, dtappendix: str) -> None:
     """
     Stores backtest results
     :param recordfilename: Path object, which can either be a filename or a directory.
@@ -33,8 +31,10 @@ def store_backtest_stats(
     # Store metadata separately.
     file_dump_json(get_backtest_metadata_filename(filename), stats['metadata'])
     # Don't mutate the original stats dict.
-    stats_copy = deepcopy(stats)
+    stats_copy = {
-    del stats_copy['metadata']
+        'strategy': stats['strategy'],
+        'strategy_comparison': stats['strategy_comparison'],
+    }
 
     file_dump_json(filename, stats_copy)
 

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -11,6 +11,7 @@ from freqtrade.data.metrics import (calculate_cagr, calculate_calmar, calculate_
                                     calculate_expectancy, calculate_market_change,
                                     calculate_max_drawdown, calculate_sharpe, calculate_sortino)
 from freqtrade.misc import decimals_per_coin, round_coin_value
+from freqtrade.types import BacktestResultType
 
 
 logger = logging.getLogger(__name__)
@@ -535,7 +536,7 @@ def generate_strategy_stats(pairlist: List[str],
 def generate_backtest_stats(btdata: Dict[str, DataFrame],
                             all_results: Dict[str, Dict[str, Union[DataFrame, Dict]]],
                             min_date: datetime, max_date: datetime
-                            ) -> Dict[str, Any]:
+                            ) -> BacktestResultType:
     """
     :param btdata: Backtest data
     :param all_results: backtest result - dictionary in the form:
@@ -544,7 +545,7 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
     :param max_date: Backtest end date
     :return: Dictionary containing results per strategy and a strategy summary.
     """
-    result: Dict[str, Any] = {
+    result: BacktestResultType = {
         'metadata': {},
         'strategy': {},
         'strategy_comparison': [],

freqtrade/rpc/api_server/api_backtest.py

@@ -21,6 +21,7 @@ from freqtrade.rpc.api_server.api_schemas import (BacktestHistoryEntry, Backtest
 from freqtrade.rpc.api_server.deps import get_config
 from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
 from freqtrade.rpc.rpc import RPCException
+from freqtrade.types import get_BacktestResultType_default
 
 
 logger = logging.getLogger(__name__)
@@ -69,7 +70,7 @@ def __run_backtest_bg(btconfig: Config):
 
         ApiBG.bt['bt'].enable_protections = btconfig.get('enable_protections', False)
         ApiBG.bt['bt'].strategylist = [strat]
-        ApiBG.bt['bt'].results = {}
+        ApiBG.bt['bt'].results = get_BacktestResultType_default()
         ApiBG.bt['bt'].load_prior_backtest()
 
         ApiBG.bt['bt'].abort = False

freqtrade/types/__init__.py

@@ -1 +1,3 @@
-from freqtrade.types.valid_exchanges_type import ValidExchangesType  # noqa: F401
+# flake8: noqa: F401
+from freqtrade.types.backtest_result_type import BacktestResultType, get_BacktestResultType_default
+from freqtrade.types.valid_exchanges_type import ValidExchangesType

freqtrade/types/backtest_result_type.py

@@ -0,0 +1,17 @@
+from typing import Any, Dict, List
+
+from typing_extensions import TypedDict
+
+
+class BacktestResultType(TypedDict):
+    metadata: Dict[str, Any]
+    strategy: Dict[str, Any]
+    strategy_comparison: List[Any]
+
+
+def get_BacktestResultType_default() -> BacktestResultType:
+    return {
+        'metadata': {},
+        'strategy': {},
+        'strategy_comparison': [],
+    }