backtest.sh
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zhangkun9038@dingtalk.com
parent
a44179cc1d
commit
d9fac6c604
@ -134,17 +134,56 @@ if [ -z "$END_DATE_RAW" ]; then
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fi
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# Parse dates
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if [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s")
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if [[ "$START_DATE_RAW" == *"-"* ]]; then
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# 标准格式：2025-10-31 或 2025-10-31 00:00:00
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if [[ "$OSTYPE" == "darwin"* ]]; then
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START_DATE=$(date -jf "%Y-%m-%d" "${START_DATE_RAW%% *}" +"%s" 2>/dev/null)
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if [ -z "$START_DATE" ]; then
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START_DATE=$(date -jf "%Y-%m-%d %H:%M:%S" "$START_DATE_RAW" +"%s" 2>/dev/null)
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fi
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else
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START_DATE=$(date -d "$START_DATE_RAW" +"%s" 2>/dev/null)
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fi
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else
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# 兼容旧格式：20250616 -> 转换为 2025-06-16 00:00:00 再转为时间戳
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START_DATE=$(date -d "${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2} 00:00:00" +"%s")
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# 旧格式：20251031
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YEAR="${START_DATE_RAW:0:4}"
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MONTH="${START_DATE_RAW:4:2}"
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DAY="${START_DATE_RAW:6:2}"
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if [[ "$OSTYPE" == "darwin"* ]]; then
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START_DATE=$(date -jf "%Y-%m-%d" "${YEAR}-${MONTH}-${DAY}" +"%s" 2>/dev/null)
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else
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START_DATE=$(date -d "${YEAR}-${MONTH}-${DAY}" +"%s" 2>/dev/null)
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fi
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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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if [[ "$END_DATE_RAW" == *"-"* ]]; then
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# 标准格式：2025-11-24 或 2025-11-24 00:00:00
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if [[ "$OSTYPE" == "darwin"* ]]; then
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END_DATE=$(date -jf "%Y-%m-%d" "${END_DATE_RAW%% *}" +"%s" 2>/dev/null)
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if [ -z "$END_DATE" ]; then
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END_DATE=$(date -jf "%Y-%m-%d %H:%M:%S" "$END_DATE_RAW" +"%s" 2>/dev/null)
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fi
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else
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END_DATE=$(date -d "$END_DATE_RAW" +"%s" 2>/dev/null)
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fi
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else
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END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
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# 旧格式：20251124
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YEAR="${END_DATE_RAW:0:4}"
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MONTH="${END_DATE_RAW:4:2}"
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DAY="${END_DATE_RAW:6:2}"
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if [[ "$OSTYPE" == "darwin"* ]]; then
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END_DATE=$(date -jf "%Y-%m-%d" "${YEAR}-${MONTH}-${DAY}" +"%s" 2>/dev/null)
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else
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END_DATE=$(date -d "${YEAR}-${MONTH}-${DAY}" +"%s" 2>/dev/null)
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fi
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fi
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# 检查 date 是否成功
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if [ -z "$START_DATE" ] || [ -z "$END_DATE" ]; then
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echo "Error: Failed to parse dates."
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echo "START_DATE_RAW=$START_DATE_RAW -> START_DATE=$START_DATE"
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echo "END_DATE_RAW=$END_DATE_RAW -> END_DATE=$END_DATE"
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exit 1
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fi
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# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
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@ -216,16 +255,16 @@ if [ -n "$STRATEGY_ARG" ] && [ "$STRATEGY_ARG" != "PARAM_WITHOUT_VALUE" ]; then
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# 自动匹配策略对应的配置文件（使用小写）
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STRATEGY_CONFIG_LOWER="$(echo "$STRATEGY_ARG" | tr '[:upper:]' '[:lower:]').json"
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echo "Checking auto-matched config file: freqtrade/templates/$STRATEGY_CONFIG_LOWER"
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echo "Checking auto-matched config file: config_examples/$STRATEGY_CONFIG_LOWER"
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# 检查小写配置文件
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if [ -f "../freqtrade/templates/$STRATEGY_CONFIG_LOWER" ]; then
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# 检查配置文件（在 config_examples 目录中查找）
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if [ -f "../config_examples/$STRATEGY_CONFIG_LOWER" ]; then
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CONFIG_FILE="$STRATEGY_CONFIG_LOWER"
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echo "Auto-matched config file for strategy: $CONFIG_FILE"
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else
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echo "Warning: Auto-matched config file '$STRATEGY_CONFIG_LOWER' not found in templates directory"
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echo "Available config files in templates directory:"
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ls ../freqtrade/templates/*.json 2>/dev/null | sed 's|.*/||' || echo "No JSON config files found"
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echo "Warning: Auto-matched config file '$STRATEGY_CONFIG_LOWER' not found in config_examples directory"
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echo "Available config files in config_examples directory:"
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ls ../config_examples/*.json 2>/dev/null | sed 's|.*/||' || echo "No JSON config files found"
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echo "Using current config: $CONFIG_FILE"
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fi
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fi
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@ -237,17 +276,12 @@ if [ -n "$CONFIG_ARG" ]; then
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fi
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# 检查指定的配置文件是否存在，如果不存在则使用默认配置
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echo "Checking config file: freqtrade/templates/$CONFIG_FILE"
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if [ ! -f "../freqtrade/templates/$CONFIG_FILE" ]; then
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# 如果在 templates 中找不到，尝试在 config_examples 中找
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if [ ! -f "../config_examples/$CONFIG_FILE" ]; then
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echo "Warning: Config file freqtrade/templates/$CONFIG_FILE not found, using default configuration"
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CONFIG_FILE="basic.json"
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else
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echo "Config file found: config_examples/$CONFIG_FILE"
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fi
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echo "Checking config file: config_examples/$CONFIG_FILE"
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if [ ! -f "../config_examples/$CONFIG_FILE" ]; then
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echo "Warning: Config file config_examples/$CONFIG_FILE not found, using default configuration"
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CONFIG_FILE="basic.json"
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else
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echo "Config file found: freqtrade/templates/$CONFIG_FILE"
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echo "Config file found: config_examples/$CONFIG_FILE"
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fi
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# 最后确认STRATEGY_NAME有值
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@ -299,7 +333,7 @@ docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--breakdown day \
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--cache none >output.log 2>&1
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sed -i 's/\x1B\[[0-9;]*m//g' output.log
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sed -i '' 's/\\x1B\\[[0-9;]*m//g' output.log
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rm ./result/*.json -fr
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rm ./result/*.py -fr
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@ -320,7 +354,7 @@ else
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fi
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cd -
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sed -i 's/\x1B\[[0-9;]*m//g' output.log
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sed -i '' 's/\\x1B\\[[0-9;]*m//g' output.log
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cp output.log result/ -f
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cd tools/
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python tradestocsv.py
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