Merge branch 'freqtrade:develop' into optuna

freqtrade/__init__.py

@@ -1,6 +1,6 @@
 """Freqtrade bot"""
 
-__version__ = "2025.3-dev"
+__version__ = "2025.4-dev"
 
 if "dev" in __version__:
     from pathlib import Path

freqtrade/ft_types/backtest_result_type.py

@@ -1,4 +1,5 @@
-from typing import Any
+from copy import deepcopy
+from typing import Any, cast
 
 from typing_extensions import TypedDict
 
@@ -15,11 +16,16 @@ class BacktestResultType(TypedDict):
 
 
 def get_BacktestResultType_default() -> BacktestResultType:
-    return {
-        "metadata": {},
-        "strategy": {},
-        "strategy_comparison": [],
-    }
+    return cast(
+        BacktestResultType,
+        deepcopy(
+            {
+                "metadata": {},
+                "strategy": {},
+                "strategy_comparison": [],
+            }
+        ),
+    )
 
 
 class BacktestHistoryEntryType(BacktestMetadataType):

freqtrade/optimize/backtesting.py

@@ -1792,6 +1792,7 @@ class Backtesting:
                     dt_appendix,
                     market_change_data=combined_res,
                     analysis_results=self.analysis_results,
+                    strategy_files={s.get_strategy_name(): s.__file__ for s in self.strategylist},
                 )
 
         # Results may be mixed up now. Sort them so they follow --strategy-list order.

freqtrade/optimize/optimize_reports/bt_storage.py

@@ -6,6 +6,7 @@ from zipfile import ZIP_DEFLATED, ZipFile
 
 from pandas import DataFrame
 
+from freqtrade.configuration import sanitize_config
 from freqtrade.constants import LAST_BT_RESULT_FN
 from freqtrade.enums.runmode import RunMode
 from freqtrade.ft_types import BacktestResultType
@@ -52,6 +53,7 @@ def store_backtest_results(
     *,
     market_change_data: DataFrame | None = None,
     analysis_results: dict[str, dict[str, DataFrame]] | None = None,
+    strategy_files: dict[str, str] | None = None,
 ) -> Path:
     """
     Stores backtest results and analysis data in a zip file, with metadata stored separately
@@ -85,6 +87,32 @@ def store_backtest_results(
         dump_json_to_file(stats_buf, stats_copy)
         zipf.writestr(json_filename.name, stats_buf.getvalue())
 
+        config_buf = StringIO()
+        dump_json_to_file(config_buf, sanitize_config(config["original_config"]))
+        zipf.writestr(f"{base_filename.stem}_config.json", config_buf.getvalue())
+
+        for strategy_name, strategy_file in (strategy_files or {}).items():
+            # Store the strategy file and its parameters
+            strategy_buf = BytesIO()
+            strategy_path = Path(strategy_file)
+            if not strategy_path.is_file():
+                logger.warning(f"Strategy file '{strategy_path}' does not exist. Skipping.")
+                continue
+            with strategy_path.open("rb") as strategy_file_obj:
+                strategy_buf.write(strategy_file_obj.read())
+            strategy_buf.seek(0)
+            zipf.writestr(f"{base_filename.stem}_{strategy_name}.py", strategy_buf.getvalue())
+            strategy_params = strategy_path.with_suffix(".json")
+            if strategy_params.is_file():
+                strategy_params_buf = BytesIO()
+                with strategy_params.open("rb") as strategy_params_obj:
+                    strategy_params_buf.write(strategy_params_obj.read())
+                strategy_params_buf.seek(0)
+                zipf.writestr(
+                    f"{base_filename.stem}_{strategy_name}.json",
+                    strategy_params_buf.getvalue(),
+                )
+
         # Add market change data if present
         if market_change_data is not None:
             market_change_name = f"{base_filename.stem}_market_change.feather"

freqtrade/optimize/optimize_reports/optimize_reports.py

@@ -18,7 +18,7 @@ from freqtrade.data.metrics import (
     calculate_sortino,
     calculate_sqn,
 )
-from freqtrade.ft_types import BacktestResultType
+from freqtrade.ft_types import BacktestResultType, get_BacktestResultType_default
 from freqtrade.util import decimals_per_coin, fmt_coin, get_dry_run_wallet
 
 
@@ -587,11 +587,7 @@ def generate_backtest_stats(
     :param max_date: Backtest end date
     :return: Dictionary containing results per strategy and a strategy summary.
     """
-    result: BacktestResultType = {
-        "metadata": {},
-        "strategy": {},
-        "strategy_comparison": [],
-    }
+    result: BacktestResultType = get_BacktestResultType_default()
     market_change = calculate_market_change(btdata, "close")
     metadata = {}
     pairlist = list(btdata.keys())

freqtrade/rpc/api_server/api_backtest.py

@@ -108,6 +108,9 @@ def __run_backtest_bg(btconfig: Config):
                     ApiBG.bt["bt"].results,
                     datetime.now().strftime("%Y-%m-%d_%H-%M-%S"),
                     market_change_data=combined_res,
+                    strategy_files={
+                        s.get_strategy_name(): s.__file__ for s in ApiBG.bt["bt"].strategylist
+                    },
                 )
                 ApiBG.bt["bt"].results["metadata"][strategy_name]["filename"] = str(fn.stem)
                 ApiBG.bt["bt"].results["metadata"][strategy_name]["strategy"] = strategy_name

freqtrade/strategy/interface.py

@@ -132,6 +132,7 @@ class IStrategy(ABC, HyperStrategyMixin):
     stake_currency: str
     # container variable for strategy source code
     __source__: str = ""
+    __file__: str = ""
 
     # Definition of plot_config. See plotting documentation for more details.
     plot_config: dict = {}