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chore: remove performance compare script

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This commit is contained in:
Meng Xiangzhuo
2024-11-13 12:45:46 +08:00
parent fc307bcf5b
commit a748d105ed
1 changed files with 0 additions and 136 deletions
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tests/exchange/binance_ohlcv_compare.py
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"""
This file is meant to test the OHLCV download performance between
from rest API and from data.binance.vision
using https://data.binance.vision:
{Task(trading_mode='spot', pair='ETH/USDT', timeframe='1s', timerange='20240101-20240501'): 28.26517415046692,
Task(trading_mode='spot', pair='ETH/USDT', timeframe='1m', timerange='20180101-20240101'): 17.766807794570923,
Task(trading_mode='spot', pair='ETH/USDT', timeframe='5m', timerange='20180101-20240101'): 11.347743034362793,
Task(trading_mode='futures', pair='ETH/USDT:USDT', timeframe='1m', timerange='20200101-20240101'): 15.93356990814209,
Task(trading_mode='futures', pair='ETH/USDT:USDT', timeframe='5m', timerange='20200101-20240101'): 10.111769914627075}
using rest API:
{Task(trading_mode='spot', pair='ETH/USDT', timeframe='1s', timerange='20240101-20240501'): 257.9407958984375,
Task(trading_mode='spot', pair='ETH/USDT', timeframe='1m', timerange='20180101-20240101'): 86.42260813713074,
Task(trading_mode='spot', pair='ETH/USDT', timeframe='5m', timerange='20180101-20240101'): 20.111007928848267,
Task(trading_mode='futures', pair='ETH/USDT:USDT', timeframe='1m', timerange='20200101-20240101'): 537.5525922775269,
Task(trading_mode='futures', pair='ETH/USDT:USDT', timeframe='5m', timerange='20200101-20240101'): 111.13234090805054}
compare:
spot-1s: 9X
spot-1m: 5X
spot-5m: 2X
futures-1m: 34X
futures-5m: 11X
Usage:
# first switch to the branch you want to test
python tests/exchange/binance_ohlcv_compare.py
"""
# flake8: noqa: E501
import pprint
import subprocess
import time
from collections import namedtuple
from pathlib import Path
def rm_feather(data_dir, exchange, trading_mode, pair, timeframe):
data_dir = Path(data_dir)
is_futures = trading_mode == "futures"
file_name = (
pair.replace("/", "_").replace(":", "_")
+ "-"
+ timeframe
+ ("-futures" if is_futures else "")
+ ".feather"
)
file_dir = data_dir / exchange / ("futures" if is_futures else ".")
file_path = file_dir / file_name
file_path.unlink(missing_ok=True)
def download_data(trading_mode, exchange, pair, timeframe, timerange):
cmd = (
f"freqtrade download-data --trading-mode {trading_mode} --exchange {exchange} "
f"--pairs {pair} --timeframe {timeframe} --timerange {timerange}"
)
start = time.time()
subprocess.run(cmd, shell=True) # noqa: S602
end = time.time()
elapsed = end - start
print("-----")
print(trading_mode, timeframe, timerange, elapsed)
print("-----")
return elapsed
def main():
Task = namedtuple("Task", "trading_mode, pair, timeframe, timerange")
tasks = [
Task(
"spot",
"ETH/USDT",
"1s",
"20240101-20240501",
),
Task(
"spot",
"ETH/USDT",
"1m",
"20180101-20240101",
),
Task(
"spot",
"ETH/USDT",
"5m",
"20180101-20240101",
),
Task(
"futures",
"ETH/USDT:USDT",
"1m",
"20200101-20240101",
),
Task(
"futures",
"ETH/USDT:USDT",
"5m",
"20200101-20240101",
),
]
exchange = "binance"
data_dir = "user_data/data"
data_dir = Path(data_dir)
if not data_dir.exists():
raise FileNotFoundError(data_dir)
result = {}
for task in tasks:
rm_feather(
data_dir=data_dir,
exchange=exchange,
trading_mode=task.trading_mode,
pair=task.pair,
timeframe=task.timeframe,
)
elapsed = download_data(
trading_mode=task.trading_mode,
exchange=exchange,
pair=task.pair,
timeframe=task.timeframe,
timerange=task.timerange,
)
result[task] = elapsed
pprint.pp(result)
if __name__ == "__main__":
main()