feat: add backtest/.../wallets endpoint

freqtrade/data/btanalysis/bt_fileutils.py

@@ -312,6 +312,20 @@ def get_backtest_market_change(filename: Path, include_ts: bool = True) -> pd.Da
     return df
 
 
+def get_backtest_wallet_change(filename: Path, strategy_name: str) -> pd.DataFrame:
+    """
+    Read backtest wallet change file.
+    :param filename: Path to the backtest result zip file
+    :param strategy_name: Name of the strategy to load
+    :return: DataFrame with wallet change data
+    """
+    data = load_file_from_zip(filename, f"{filename.stem}_{strategy_name}_wallet.feather")
+    df = pd.read_feather(BytesIO(data))
+
+    df.loc[:, "__date_ts"] = df.loc[:, "date"].astype(np.int64) // 1000 // 1000
+    return df
+
+
 def find_existing_backtest_stats(
     dirname: Path | str, run_ids: dict[str, str], min_backtest_date: datetime | None = None
 ) -> dict[str, Any]:

freqtrade/rpc/api_server/api_backtest.py

@@ -16,6 +16,7 @@ from freqtrade.data.btanalysis import (
     get_backtest_market_change,
     get_backtest_result,
     get_backtest_resultlist,
+    get_backtest_wallet_change,
     load_and_merge_backtest_result,
     update_backtest_metadata,
 )
@@ -29,6 +30,7 @@ from freqtrade.rpc.api_server.api_schemas import (
     BacktestMetadataUpdate,
     BacktestRequest,
     BacktestResponse,
+    BacktestWalletsSummary,
 )
 from freqtrade.rpc.api_server.deps import get_config, verify_strategy
 from freqtrade.rpc.api_server.webserver_bgwork import ApiBG
@@ -354,3 +356,29 @@ def api_get_backtest_market_change(file: str, config=Depends(get_config)):
         "data": df.values.tolist(),
         "length": len(df),
     }
+
+
+@router.get(
+    "/backtest/history/{file}/{strategy}/wallet",
+    response_model=BacktestWalletsSummary,
+    tags=["webserver", "backtest"],
+)
+def api_get_backtest_wallet(file: str, strategy: str, config=Depends(get_config)):
+    bt_results_base: Path = config["user_data_dir"] / "backtest_results"
+    file_abs = (bt_results_base / file).with_suffix(".zip")
+    # Ensure file is in backtest_results directory
+    if not is_file_in_dir(file_abs, bt_results_base):
+        raise HTTPException(status_code=404, detail="File not found.")
+
+    results = get_backtest_wallet_change(file_abs, strategy)
+    if results is None:
+        raise HTTPException(status_code=404, detail="File not found.")
+    # Consolidate the wallet to the base currency
+    results.loc[:, "total"] = results["price"] * results["balance"]
+    results = results.groupby(["date", "__date_ts"]).agg({"total": "sum"}).reset_index()
+
+    return {
+        "columns": results.columns.tolist(),
+        "data": results.values.tolist(),
+        "length": len(results),
+    }

freqtrade/rpc/api_server/api_schemas.py

@@ -679,6 +679,12 @@ class BacktestMarketChange(BaseModel):
     data: list[list[Any]]
 
 
+class BacktestWalletsSummary(BaseModel):
+    columns: list[str]
+    length: int
+    data: list[list[Any]]
+
+
 class MarketRequest(ExchangeModePayloadMixin, BaseModel):
     base: str | None = None
     quote: str | None = None

freqtrade/rpc/api_server/api_v1.py

@@ -69,7 +69,8 @@ logger = logging.getLogger(__name__)
 # 2.45: Add price to forceexit endpoint
 # 2.46: Add prepend_data to download-data endpoint
 # 2.47: Add Strategy parameters
-API_VERSION = 2.47
+# 2.48: add /backtest/history/wallets endpoint
+API_VERSION = 2.48
 
 # Public API, requires no auth.
 router_public = APIRouter()