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Support market-change for "online" backtesting

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This commit is contained in:
Matthias
2024-04-16 20:53:46 +02:00
parent d7920c4b64
commit ba27c41c93
1 changed files with 8 additions and 3 deletions
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freqtrade/rpc/api_server/api_backtest.py
+8 -3
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@@ -33,8 +33,10 @@ router = APIRouter()
def __run_backtest_bg(btconfig: Config): def __run_backtest_bg(btconfig: Config):
from freqtrade.data.metrics import combined_dataframes_with_rel_mean
from freqtrade.optimize.optimize_reports import generate_backtest_stats, store_backtest_stats from freqtrade.optimize.optimize_reports import generate_backtest_stats, store_backtest_stats
from freqtrade.resolvers import StrategyResolver from freqtrade.resolvers import StrategyResolver
asyncio.set_event_loop(asyncio.new_event_loop()) asyncio.set_event_loop(asyncio.new_event_loop())
try: try:
# Reload strategy # Reload strategy
@@ -90,11 +92,14 @@ def __run_backtest_bg(btconfig: Config):
min_date=min_date, max_date=max_date) min_date=min_date, max_date=max_date)
if btconfig.get('export', 'none') == 'trades': if btconfig.get('export', 'none') == 'trades':
combined_res = combined_dataframes_with_rel_mean(ApiBG.bt['data'], min_date, max_date)
fn = store_backtest_stats( fn = store_backtest_stats(
btconfig['exportfilename'], ApiBG.bt['bt'].results, btconfig['exportfilename'],
datetime.now().strftime("%Y-%m-%d_%H-%M-%S") 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.name) ApiBG.bt['bt'].results['metadata'][strategy_name]['filename'] = str(fn.stem)
ApiBG.bt['bt'].results['metadata'][strategy_name]['strategy'] = strategy_name ApiBG.bt['bt'].results['metadata'][strategy_name]['strategy'] = strategy_name
logger.info("Backtest finished.") logger.info("Backtest finished.")