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ruff format: rpc modules

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This commit is contained in:
Matthias
2024-05-12 16:51:11 +02:00
parent cebbe0121e
commit 5f64cc8e76
23 changed files with 1994 additions and 1689 deletions
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freqtrade/rpc/api_server/api_backtest.py
+114 -102
View File
@@ -49,67 +49,67 @@ def __run_backtest_bg(btconfig: Config):
asyncio.set_event_loop(asyncio.new_event_loop())
try:
# Reload strategy
lastconfig = ApiBG.bt['last_config']
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']
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()
ApiBG.bt["bt"] = Backtesting(btconfig)
ApiBG.bt["bt"].load_bt_data_detail()
else:
ApiBG.bt['bt'].config = btconfig
ApiBG.bt['bt'].init_backtest()
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']
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()
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')
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 = get_BacktestResultType_default()
ApiBG.bt['bt'].load_prior_backtest()
ApiBG.bt["bt"].enable_protections = btconfig.get("enable_protections", False)
ApiBG.bt["bt"].strategylist = [strat]
ApiBG.bt["bt"].results = get_BacktestResultType_default()
ApiBG.bt["bt"].load_prior_backtest()
ApiBG.bt['bt'].abort = False
ApiBG.bt["bt"].abort = False
strategy_name = strat.get_strategy_name()
if (ApiBG.bt['bt'].results and
strategy_name in ApiBG.bt['bt'].results['strategy']):
if ApiBG.bt["bt"].results and 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 {strategy_name}')
logger.info(f"Reusing result of previous backtest for {strategy_name}")
else:
min_date, max_date = ApiBG.bt['bt'].backtest_one_strategy(
strat, ApiBG.bt['data'], ApiBG.bt['timerange'])
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)
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':
combined_res = combined_dataframes_with_rel_mean(ApiBG.bt['data'], min_date, max_date)
if btconfig.get("export", "none") == "trades":
combined_res = combined_dataframes_with_rel_mean(ApiBG.bt["data"], min_date, max_date)
fn = store_backtest_stats(
btconfig['exportfilename'],
ApiBG.bt['bt'].results,
btconfig["exportfilename"],
ApiBG.bt["bt"].results,
datetime.now().strftime("%Y-%m-%d_%H-%M-%S"),
market_change_data=combined_res
)
ApiBG.bt['bt'].results['metadata'][strategy_name]['filename'] = str(fn.stem)
ApiBG.bt['bt'].results['metadata'][strategy_name]['strategy'] = strategy_name
market_change_data=combined_res,
)
ApiBG.bt["bt"].results["metadata"][strategy_name]["filename"] = str(fn.stem)
ApiBG.bt["bt"].results["metadata"][strategy_name]["strategy"] = strategy_name
logger.info("Backtest finished.")
@@ -118,38 +118,38 @@ def __run_backtest_bg(btconfig: Config):
except (Exception, OperationalException, DependencyException) as e:
logger.exception(f"Backtesting caused an error: {e}")
ApiBG.bt['bt_error'] = str(e)
ApiBG.bt["bt_error"] = str(e)
finally:
ApiBG.bgtask_running = False
@router.post('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
@router.post("/backtest", response_model=BacktestResponse, tags=["webserver", "backtest"])
async def api_start_backtest(
bt_settings: BacktestRequest, background_tasks: BackgroundTasks,
config=Depends(get_config)):
ApiBG.bt['bt_error'] = None
bt_settings: BacktestRequest, background_tasks: BackgroundTasks, config=Depends(get_config)
):
ApiBG.bt["bt_error"] = None
"""Start backtesting if not done so already"""
if ApiBG.bgtask_running:
raise RPCException('Bot Background task already running')
raise RPCException("Bot Background task already running")
if ':' in bt_settings.strategy:
if ":" in bt_settings.strategy:
raise HTTPException(status_code=500, detail="base64 encoded strategies are not allowed.")
btconfig = deepcopy(config)
remove_exchange_credentials(btconfig['exchange'], True)
remove_exchange_credentials(btconfig["exchange"], True)
settings = dict(bt_settings)
if settings.get('freqai', None) is not None:
settings['freqai'] = dict(settings['freqai'])
if settings.get("freqai", None) is not None:
settings["freqai"] = dict(settings["freqai"])
# Pydantic models will contain all keys, but non-provided ones are None
btconfig = deep_merge_dicts(settings, btconfig, allow_null_overrides=False)
try:
btconfig['stake_amount'] = float(btconfig['stake_amount'])
btconfig["stake_amount"] = float(btconfig["stake_amount"])
except ValueError:
pass
# Force dry-run for backtesting
btconfig['dry_run'] = True
btconfig["dry_run"] = True
# Start backtesting
# Initialize backtesting object
@@ -166,39 +166,41 @@ async def api_start_backtest(
}
@router.get('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
@router.get("/backtest", response_model=BacktestResponse, tags=["webserver", "backtest"])
def api_get_backtest():
"""
Get backtesting result.
Returns Result after backtesting has been ran.
"""
from freqtrade.persistence import LocalTrade
if ApiBG.bgtask_running:
return {
"status": "running",
"running": True,
"step": (ApiBG.bt['bt'].progress.action if ApiBG.bt['bt']
else str(BacktestState.STARTUP)),
"progress": ApiBG.bt['bt'].progress.progress if ApiBG.bt['bt'] else 0,
"step": (
ApiBG.bt["bt"].progress.action if ApiBG.bt["bt"] else str(BacktestState.STARTUP)
),
"progress": ApiBG.bt["bt"].progress.progress if ApiBG.bt["bt"] else 0,
"trade_count": len(LocalTrade.trades),
"status_msg": "Backtest running",
}
if not ApiBG.bt['bt']:
if not ApiBG.bt["bt"]:
return {
"status": "not_started",
"running": False,
"step": "",
"progress": 0,
"status_msg": "Backtest not yet executed"
"status_msg": "Backtest not yet executed",
}
if ApiBG.bt['bt_error']:
if ApiBG.bt["bt_error"]:
return {
"status": "error",
"running": False,
"step": "",
"progress": 0,
"status_msg": f"Backtest failed with {ApiBG.bt['bt_error']}"
"status_msg": f"Backtest failed with {ApiBG.bt['bt_error']}",
}
return {
@@ -207,11 +209,11 @@ def api_get_backtest():
"status_msg": "Backtest ended",
"step": "finished",
"progress": 1,
"backtest_result": ApiBG.bt['bt'].results,
"backtest_result": ApiBG.bt["bt"].results,
}
@router.delete('/backtest', response_model=BacktestResponse, tags=['webserver', 'backtest'])
@router.delete("/backtest", response_model=BacktestResponse, tags=["webserver", "backtest"])
def api_delete_backtest():
"""Reset backtesting"""
if ApiBG.bgtask_running:
@@ -222,12 +224,12 @@ def api_delete_backtest():
"progress": 0,
"status_msg": "Backtest running",
}
if ApiBG.bt['bt']:
ApiBG.bt['bt'].cleanup()
del ApiBG.bt['bt']
ApiBG.bt['bt'] = None
del ApiBG.bt['data']
ApiBG.bt['data'] = None
if ApiBG.bt["bt"]:
ApiBG.bt["bt"].cleanup()
del ApiBG.bt["bt"]
ApiBG.bt["bt"] = None
del ApiBG.bt["data"]
ApiBG.bt["data"] = None
logger.info("Backtesting reset")
return {
"status": "reset",
@@ -238,7 +240,7 @@ def api_delete_backtest():
}
@router.get('/backtest/abort', response_model=BacktestResponse, tags=['webserver', 'backtest'])
@router.get("/backtest/abort", response_model=BacktestResponse, tags=["webserver", "backtest"])
def api_backtest_abort():
if not ApiBG.bgtask_running:
return {
@@ -248,7 +250,7 @@ def api_backtest_abort():
"progress": 0,
"status_msg": "Backtest ended",
}
ApiBG.bt['bt'].abort = True
ApiBG.bt["bt"].abort = True
return {
"status": "stopping",
"running": False,
@@ -258,24 +260,26 @@ def api_backtest_abort():
}
@router.get('/backtest/history', response_model=List[BacktestHistoryEntry],
tags=['webserver', 'backtest'])
@router.get(
"/backtest/history", response_model=List[BacktestHistoryEntry], tags=["webserver", "backtest"]
)
def api_backtest_history(config=Depends(get_config)):
# Get backtest result history, read from metadata files
return get_backtest_resultlist(config['user_data_dir'] / 'backtest_results')
return get_backtest_resultlist(config["user_data_dir"] / "backtest_results")
@router.get('/backtest/history/result', response_model=BacktestResponse,
tags=['webserver', 'backtest'])
@router.get(
"/backtest/history/result", response_model=BacktestResponse, tags=["webserver", "backtest"]
)
def api_backtest_history_result(filename: str, strategy: str, config=Depends(get_config)):
# Get backtest result history, read from metadata files
bt_results_base: Path = config['user_data_dir'] / 'backtest_results'
fn = (bt_results_base / filename).with_suffix('.json')
bt_results_base: Path = config["user_data_dir"] / "backtest_results"
fn = (bt_results_base / filename).with_suffix(".json")
results: Dict[str, Any] = {
'metadata': {},
'strategy': {},
'strategy_comparison': [],
"metadata": {},
"strategy": {},
"strategy_comparison": [],
}
if not is_file_in_dir(fn, bt_results_base):
raise HTTPException(status_code=404, detail="File not found.")
@@ -290,33 +294,38 @@ def api_backtest_history_result(filename: str, strategy: str, config=Depends(get
}
@router.delete('/backtest/history/{file}', response_model=List[BacktestHistoryEntry],
tags=['webserver', 'backtest'])
@router.delete(
"/backtest/history/{file}",
response_model=List[BacktestHistoryEntry],
tags=["webserver", "backtest"],
)
def api_delete_backtest_history_entry(file: str, config=Depends(get_config)):
# Get backtest result history, read from metadata files
bt_results_base: Path = config['user_data_dir'] / 'backtest_results'
file_abs = (bt_results_base / file).with_suffix('.json')
bt_results_base: Path = config["user_data_dir"] / "backtest_results"
file_abs = (bt_results_base / file).with_suffix(".json")
# 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.")
delete_backtest_result(file_abs)
return get_backtest_resultlist(config['user_data_dir'] / 'backtest_results')
return get_backtest_resultlist(config["user_data_dir"] / "backtest_results")
@router.patch('/backtest/history/{file}', response_model=List[BacktestHistoryEntry],
tags=['webserver', 'backtest'])
def api_update_backtest_history_entry(file: str, body: BacktestMetadataUpdate,
config=Depends(get_config)):
@router.patch(
"/backtest/history/{file}",
response_model=List[BacktestHistoryEntry],
tags=["webserver", "backtest"],
)
def api_update_backtest_history_entry(
file: str, body: BacktestMetadataUpdate, config=Depends(get_config)
):
# Get backtest result history, read from metadata files
bt_results_base: Path = config['user_data_dir'] / 'backtest_results'
file_abs = (bt_results_base / file).with_suffix('.json')
bt_results_base: Path = config["user_data_dir"] / "backtest_results"
file_abs = (bt_results_base / file).with_suffix(".json")
# 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.")
content = {
'notes': body.notes
}
content = {"notes": body.notes}
try:
update_backtest_metadata(file_abs, body.strategy, content)
except ValueError as e:
@@ -325,18 +334,21 @@ def api_update_backtest_history_entry(file: str, body: BacktestMetadataUpdate,
return get_backtest_result(file_abs)
@router.get('/backtest/history/{file}/market_change', response_model=BacktestMarketChange,
tags=['webserver', 'backtest'])
@router.get(
"/backtest/history/{file}/market_change",
response_model=BacktestMarketChange,
tags=["webserver", "backtest"],
)
def api_get_backtest_market_change(file: str, config=Depends(get_config)):
bt_results_base: Path = config['user_data_dir'] / 'backtest_results'
file_abs = (bt_results_base / f"{file}_market_change").with_suffix('.feather')
bt_results_base: Path = config["user_data_dir"] / "backtest_results"
file_abs = (bt_results_base / f"{file}_market_change").with_suffix(".feather")
# 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.")
df = get_backtest_market_change(file_abs)
return {
'columns': df.columns.tolist(),
'data': df.values.tolist(),
'length': len(df),
"columns": df.columns.tolist(),
"data": df.values.tolist(),
"length": len(df),
}