脚本会自动使用默认的 MyCoolRLModel 模型，而不会提示参数缺失。
This commit is contained in:
zhangkun9038@dingtalk.com
parent
3d3bead679
commit
dade26a9ad
47
debug_timerange.sh
Executable file
47
debug_timerange.sh
Executable file
@ -0,0 +1,47 @@
|
||||
#!/bin/bash
|
||||
# 直接测试脚本逻辑
|
||||
|
||||
# 模拟脚本中的变量设置
|
||||
START_DATE_RAW="20260118"
|
||||
END_DATE_RAW="20260218"
|
||||
|
||||
echo "=== Testing date processing ==="
|
||||
echo "Input dates:"
|
||||
echo "START_DATE_RAW: $START_DATE_RAW"
|
||||
echo "END_DATE_RAW: $END_DATE_RAW"
|
||||
|
||||
# 处理日期格式（模拟脚本中的逻辑）
|
||||
START_DATE_STR="${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2}"
|
||||
END_DATE_STR="${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2}"
|
||||
|
||||
echo ""
|
||||
echo "Processed dates:"
|
||||
echo "START_DATE_STR: $START_DATE_STR"
|
||||
echo "END_DATE_STR: $END_DATE_STR"
|
||||
|
||||
# 构建 timerange
|
||||
TIMERANGE_ARG="$START_DATE_STR/$END_DATE_STR"
|
||||
echo ""
|
||||
echo "TIMERANGE_ARG: $TIMERANGE_ARG"
|
||||
|
||||
# 检查格式是否正确
|
||||
if [[ "$TIMERANGE_ARG" =~ ^[0-9]{4}-[0-9]{2}-[0-9]{2}/[0-9]{4}-[0-9]{2}-[0-9]{2}$ ]]; then
|
||||
echo "✓ Timerange format is CORRECT"
|
||||
else
|
||||
echo "✗ Timerange format is WRONG"
|
||||
fi
|
||||
|
||||
# 测试命令行参数
|
||||
echo ""
|
||||
echo "=== Testing command construction ==="
|
||||
PAIRS_FLAG="--pairs XAUT/USDT"
|
||||
STRATEGY_NAME="FreqaiPrimer"
|
||||
FREQAI_MODEL="MyCoolRLModel"
|
||||
|
||||
echo "Full command would be:"
|
||||
echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG --timerange $TIMERANGE_ARG --strategy $STRATEGY_NAME"
|
||||
|
||||
echo ""
|
||||
echo "=== Testing with actual command ==="
|
||||
echo "Would execute:"
|
||||
echo "docker-compose run --rm freqtrade backtesting --pairs XAUT/USDT --timerange 2026-01-18/2026-02-18 --strategy FreqaiPrimer"
|
||||
22
simple_test.sh
Executable file
22
simple_test.sh
Executable file
@ -0,0 +1,22 @@
|
||||
#!/bin/bash
|
||||
# 简化测试脚本
|
||||
|
||||
# 模拟参数
|
||||
START_DATE_RAW="20260118"
|
||||
END_DATE_RAW="20260218"
|
||||
|
||||
# 处理日期
|
||||
START_DATE_STR="${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2}"
|
||||
END_DATE_STR="${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2}"
|
||||
|
||||
# 构建正确的 timerange 格式
|
||||
TIMERANGE_ARG="$START_DATE_STR/$END_DATE_STR"
|
||||
|
||||
echo "Testing timerange format:"
|
||||
echo "START_DATE_STR: $START_DATE_STR"
|
||||
echo "END_DATE_STR: $END_DATE_STR"
|
||||
echo "TIMERANGE_ARG: $TIMERANGE_ARG"
|
||||
|
||||
# 测试命令行参数
|
||||
CMD="docker-compose run --rm freqtrade backtesting --pairs XAUT/USDT --timerange $TIMERANGE_ARG"
|
||||
echo "Command would be: $CMD"
|
||||
@ -111,28 +111,22 @@ else
|
||||
fi
|
||||
fi
|
||||
|
||||
# Set default values if parameters not provided
|
||||
if [ -z "$START_DATE_RAW" ]; then
|
||||
START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
|
||||
# Parse dates - ONLY process if we have raw dates (not from named parameters)
|
||||
if [ -z "$START_DATE_RAW" ] && [ -z "$END_DATE_RAW" ] && [ $# -gt 0 ]; then
|
||||
# If we don't have named parameters and we have positional args, process them
|
||||
if [ $# -gt 0 ]; then
|
||||
START_DATE_RAW="$1"
|
||||
fi
|
||||
if [ $# -gt 1 ]; then
|
||||
END_DATE_RAW="$2"
|
||||
fi
|
||||
fi
|
||||
|
||||
if [ -z "$END_DATE_RAW" ]; then
|
||||
END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
|
||||
fi
|
||||
|
||||
# Parse dates
|
||||
# Process date formats
|
||||
START_DATE_STR=""
|
||||
END_DATE_STR=""
|
||||
|
||||
# 从原始参数中提取日期
|
||||
if [ $# -gt 0 ]; then
|
||||
START_DATE_RAW="$1"
|
||||
fi
|
||||
if [ $# -gt 1 ]; then
|
||||
END_DATE_RAW="$2"
|
||||
fi
|
||||
|
||||
# 处理日期格式
|
||||
# Handle date processing
|
||||
if [[ "$START_DATE_RAW" == *" "* ]]; then
|
||||
START_DATE_STR=$(date -d "$START_DATE_RAW" +"%Y-%m-%d")
|
||||
else
|
||||
@ -147,7 +141,7 @@ else
|
||||
END_DATE_STR="${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2}"
|
||||
fi
|
||||
|
||||
# 确保日期格式正确
|
||||
# Validate date formats
|
||||
if [[ ! "$START_DATE_STR" =~ ^[0-9]{4}-[0-9]{2}-[0-9]{2}$ ]]; then
|
||||
echo "Error: Invalid start date format: $START_DATE_STR"
|
||||
exit 1
|
||||
@ -158,7 +152,7 @@ if [[ ! "$END_DATE_STR" =~ ^[0-9]{4}-[0-9]{2}-[0-9]{2}$ ]]; then
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# 构建正确的 timerange 格式 (YYYY-MM-DD/YYYY-MM-DD)
|
||||
# Build correct timerange format (YYYY-MM-DD/YYYY-MM-DD)
|
||||
TIMERANGE_ARG="$START_DATE_STR/$END_DATE_STR"
|
||||
|
||||
# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
|
||||
@ -226,11 +220,6 @@ rm result/*
|
||||
|
||||
hyperopt_config="${STRATEGY_NAME%.py}.json"
|
||||
|
||||
# Debug: Print date variables to check format
|
||||
echo "DEBUG: START_DATE_STR = '$START_DATE_STR'"
|
||||
echo "DEBUG: END_DATE_STR = '$END_DATE_STR'"
|
||||
echo "DEBUG: TIMERANGE_ARG = '$TIMERANGE_ARG'"
|
||||
|
||||
echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
|
||||
--logfile /freqtrade/user_data/logs/freqtrade.log \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
|
||||
274
tools/backtest_fixed.sh
Normal file
274
tools/backtest_fixed.sh
Normal file
@ -0,0 +1,274 @@
|
||||
#!/bin/bash
|
||||
|
||||
# 检查 .env 文件
|
||||
if [ ! -f ".env" ]; then
|
||||
echo "⚠️ 本地缺少 .env 文件，请创建并配置。示例内容如下："
|
||||
echo ""
|
||||
echo "STRATEGY_NAME=TheForceV7"
|
||||
echo "CONFIG_FILE=basic.json"
|
||||
echo "TEST_BRANCH=theforce-noai-test"
|
||||
echo "DRYRUN_BRANCH=theforce-noai-dryrun"
|
||||
echo ""
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# 加载 .env 文件中的变量
|
||||
export $(grep -v '^#' .env | xargs)
|
||||
# 设置默认值
|
||||
STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
|
||||
CONFIG_FILE=${CONFIG_FILE:-basic.json}
|
||||
|
||||
echo "Using strategy: $STRATEGY_NAME"
|
||||
echo "Using config: $CONFIG_FILE"
|
||||
echo "Using testBranch: $TEST_BRANCH"
|
||||
|
||||
# Function to extract the value of a parameter
|
||||
get_param_value() {
|
||||
local param="$1"
|
||||
shift
|
||||
local args=("$@")
|
||||
local i=0
|
||||
|
||||
while [ $i -lt ${#args[@]} ]; do
|
||||
case "${args[$i]}" in
|
||||
$param=*)
|
||||
echo "${args[$i]#*=}"
|
||||
return 0
|
||||
;;
|
||||
$param)
|
||||
# Check if the next argument exists and does not start with a dash
|
||||
if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
|
||||
echo "${args[$((i + 1))]}"
|
||||
return 0
|
||||
else
|
||||
echo "Error: Missing value for parameter $param" >&2
|
||||
exit 1
|
||||
fi
|
||||
;;
|
||||
esac
|
||||
i=$((i + 1))
|
||||
done
|
||||
return 0
|
||||
}
|
||||
|
||||
# Check if we have named parameters
|
||||
HAS_NAMED_PARAMS=false
|
||||
for arg in "$@"; do
|
||||
if [[ "$arg" == --* ]]; then
|
||||
HAS_NAMED_PARAMS=true
|
||||
break
|
||||
fi
|
||||
done
|
||||
|
||||
# Initialize variables
|
||||
START_DATE_RAW=""
|
||||
END_DATE_RAW=""
|
||||
PAIRS_ARG=""
|
||||
PAIR_REMOTE_LIST_URL=""
|
||||
FREQAI_MODEL="MyCoolRLModel"
|
||||
|
||||
# Parse parameters based on whether we have named parameters
|
||||
if [ "$HAS_NAMED_PARAMS" = true ]; then
|
||||
# Use named parameter parsing
|
||||
START_DATE_RAW=$(get_param_value "--start-date" "$@")
|
||||
END_DATE_RAW=$(get_param_value "--end-date" "$@")
|
||||
PAIRS_ARG=$(get_param_value "--pairs" "$@")
|
||||
PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
|
||||
# 只有当提供了 --freqaimodel 参数时才获取它
|
||||
FREQAI_MODEL_PROVIDED=$(get_param_value "--freqaimodel" "$@")
|
||||
if [ -n "$FREQAI_MODEL_PROVIDED" ]; then
|
||||
FREQAI_MODEL="$FREQAI_MODEL_PROVIDED"
|
||||
fi
|
||||
else
|
||||
# Use positional parameter parsing
|
||||
if [ $# -gt 0 ]; then
|
||||
START_DATE_RAW="$1"
|
||||
fi
|
||||
if [ $# -gt 1 ]; then
|
||||
END_DATE_RAW="$2"
|
||||
fi
|
||||
if [ $# -gt 2 ]; then
|
||||
THIRD_PARAM="$3"
|
||||
# Check if it's a URL
|
||||
if [[ "$THIRD_PARAM" == http://* ]] || [[ "$THIRD_PARAM" == https://* ]]; then
|
||||
PAIR_REMOTE_LIST_URL="$THIRD_PARAM"
|
||||
echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
|
||||
# Check if it's a pair like "*/USDT"
|
||||
elif [[ "$THIRD_PARAM" == */USDT ]] || [[ "$THIRD_PARAM" == */BUSD ]] || [[ "$THIRD_PARAM" == */USDC ]]; then
|
||||
PAIRS_ARG="$THIRD_PARAM"
|
||||
echo "Detected pair parameter: $PAIRS_ARG"
|
||||
# Check if it's a -pairs flag (backward compatibility)
|
||||
elif [[ "$THIRD_PARAM" == -pairs ]]; then
|
||||
if [ $# -gt 3 ]; then
|
||||
PAIRS_ARG="$4"
|
||||
echo "Detected pair parameter: $PAIRS_ARG"
|
||||
else
|
||||
echo "Warning: -pairs flag provided but no pairs value"
|
||||
fi
|
||||
else
|
||||
echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair"
|
||||
fi
|
||||
fi
|
||||
fi
|
||||
|
||||
# Parse dates - ONLY process if we have raw dates (not from named parameters)
|
||||
if [ -z "$START_DATE_RAW" ] && [ -z "$END_DATE_RAW" ] && [ $# -gt 0 ]; then
|
||||
# If we don't have named parameters and we have positional args, process them
|
||||
if [ $# -gt 0 ]; then
|
||||
START_DATE_RAW="$1"
|
||||
fi
|
||||
if [ $# -gt 1 ]; then
|
||||
END_DATE_RAW="$2"
|
||||
fi
|
||||
fi
|
||||
|
||||
# Process date formats
|
||||
START_DATE_STR=""
|
||||
END_DATE_STR=""
|
||||
|
||||
# Handle date processing
|
||||
if [[ "$START_DATE_RAW" == *" "* ]]; then
|
||||
START_DATE_STR=$(date -d "$START_DATE_RAW" +"%Y-%m-%d")
|
||||
else
|
||||
# 兼容旧格式：20260118 -> 转换为 2026-01-18
|
||||
START_DATE_STR="${START_DATE_RAW:0:4}-${START_DATE_RAW:4:2}-${START_DATE_RAW:6:2}"
|
||||
fi
|
||||
|
||||
if [[ "$END_DATE_RAW" == *" "* ]]; then
|
||||
END_DATE_STR=$(date -d "$END_DATE_RAW" +"%Y-%m-%d")
|
||||
else
|
||||
# 兼容旧格式：20260218 -> 转换为 2026-02-18
|
||||
END_DATE_STR="${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2}"
|
||||
fi
|
||||
|
||||
# Validate date formats
|
||||
if [[ ! "$START_DATE_STR" =~ ^[0-9]{4}-[0-9]{2}-[0-9]{2}$ ]]; then
|
||||
echo "Error: Invalid start date format: $START_DATE_STR"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
if [[ ! "$END_DATE_STR" =~ ^[0-9]{4}-[0-9]{2}-[0-9]{2}$ ]]; then
|
||||
echo "Error: Invalid end date format: $END_DATE_STR"
|
||||
exit 1
|
||||
fi
|
||||
|
||||
# Build correct timerange format (YYYY-MM-DD/YYYY-MM-DD)
|
||||
TIMERANGE_ARG="$START_DATE_STR/$END_DATE_STR"
|
||||
|
||||
# 处理交易对参数：优先级为 --pairRemoteList > --pairs > 默认值
|
||||
if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
|
||||
# 从远程API获取交易对列表
|
||||
echo "Fetching pairs from remote URL: $PAIR_REMOTE_LIST_URL"
|
||||
pairs_json=$(curl -s "$PAIR_REMOTE_LIST_URL")
|
||||
|
||||
# 检查API响应是否成功
|
||||
if [[ $? -ne 0 || -z "$pairs_json" ]]; then
|
||||
echo "Error: Failed to fetch pairs from remote URL, using --pairs parameter or default"
|
||||
if [ -n "$PAIRS_ARG" ]; then
|
||||
PAIRS_FLAG="--pairs $PAIRS_ARG"
|
||||
echo "Using pairs from --pairs parameter: $PAIRS_ARG"
|
||||
else
|
||||
# 使用默认的交易对列表 - 只保留Meme类币对
|
||||
DEFAULT_PAIRS="BTC/USDT TRUMP/USDT PEPE/USDT KAITO/USDT DOGE/USDT WCT/USDT"
|
||||
PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
|
||||
echo "Using default pairs: $DEFAULT_PAIRS"
|
||||
fi
|
||||
else
|
||||
# 解析JSON并提取交易对，将连字符替换为斜杠
|
||||
remote_pairs=$(echo "$pairs_json" | python3 -c "
|
||||
import sys, json
|
||||
data = json.load(sys.stdin)
|
||||
pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
|
||||
print(' '.join(pairs) if pairs else '')
|
||||
")
|
||||
|
||||
# 如果解析成功且有交易对
|
||||
if [[ -n "$remote_pairs" ]]; then
|
||||
PAIRS_FLAG="--pairs $remote_pairs"
|
||||
echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from remote URL"
|
||||
echo "Pairs: $remote_pairs"
|
||||
else
|
||||
echo "Error: Failed to parse or empty pairlist from remote URL, using --pairs parameter or default"
|
||||
if [ -n "$PAIRS_ARG" ]; then
|
||||
PAIRS_FLAG="--pairs $PAIRS_ARG"
|
||||
echo "Using pairs from --pairs parameter: $PAIRS_ARG"
|
||||
else
|
||||
# 使用默认的交易对列表 - 只保留Meme类币对
|
||||
DEFAULT_PAIRS="BTC/USDT TRUMP/USDT PEPE/USDT KAITO/USDT DOGE/USDT WCT/USDT"
|
||||
PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
|
||||
echo "Using default pairs: $DEFAULT_PAIRS"
|
||||
fi
|
||||
fi
|
||||
fi
|
||||
elif [ -n "$PAIRS_ARG" ]; then
|
||||
# 使用 --pairs 参数提供的交易对
|
||||
PAIRS_FLAG="--pairs $PAIRS_ARG"
|
||||
echo "Using pairs from --pairs parameter: $PAIRS_ARG"
|
||||
else
|
||||
# 没有提供任何交易对参数，使用默认值 - 只保留Meme类币对
|
||||
DEFAULT_PAIRS="BTC/USDT TRUMP/USDT PEPE/USDT KAITO/USDT DOGE/USDT WCT/USDT"
|
||||
PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
|
||||
echo "No pairs parameter provided, using default pairs: $DEFAULT_PAIRS"
|
||||
fi
|
||||
|
||||
cd ../
|
||||
source .venv/bin/activate
|
||||
rm -rf user_data/models/*
|
||||
rm -rf ./freqtrade/user_data/data/backtest_results/*
|
||||
rm -fr ./user_data/dryrun_results/*
|
||||
rm result/*
|
||||
|
||||
hyperopt_config="${STRATEGY_NAME%.py}.json"
|
||||
|
||||
echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
|
||||
--logfile /freqtrade/user_data/logs/freqtrade.log \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
--config /freqtrade/config_examples/freqaiprimer.json \
|
||||
--config /freqtrade/config_examples/$CONFIG_FILE \
|
||||
--strategy-path /freqtrade/templates \
|
||||
--strategy $STRATEGY_NAME \
|
||||
--timerange $TIMERANGE_ARG \
|
||||
--fee 0.0008 \
|
||||
--breakdown day \
|
||||
--cache none >output.log"
|
||||
|
||||
docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
|
||||
--logfile /freqtrade/user_data/logs/freqtrade.log \
|
||||
--freqaimodel $FREQAI_MODEL \
|
||||
--config /freqtrade/config_examples/freqaiprimer.json \
|
||||
--config /freqtrade/config_examples/$CONFIG_FILE \
|
||||
--strategy-path /freqtrade/templates \
|
||||
--enable-protections \
|
||||
--strategy $STRATEGY_NAME \
|
||||
--timerange $TIMERANGE_ARG \
|
||||
--fee 0.0008 \
|
||||
--breakdown day \
|
||||
--cache none >output.log 2>&1
|
||||
|
||||
sed -i 's/\x1B\[[0-9;]*m//g' output.log
|
||||
|
||||
rm ./result/*.json -fr
|
||||
rm ./result/*.py -fr
|
||||
mv ./user_data/backtest_results/* ./result/
|
||||
|
||||
cd ./result
|
||||
# 查找当前目录下的所有 zip 文件
|
||||
zip_files=(*.zip)
|
||||
|
||||
# 检查是否只有一个 zip 文件
|
||||
if [ ${#zip_files[@]} -eq 1 ]; then
|
||||
# 解压缩该 zip 文件到当前目录
|
||||
unzip "${zip_files[0]}"
|
||||
rm *.zip
|
||||
rm *.feather
|
||||
else
|
||||
echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
|
||||
fi
|
||||
|
||||
cd -
|
||||
sed -i 's/\x1B\[[0-9;]*m//g' output.log
|
||||
cp output.log result/ -f
|
||||
cd tools/
|
||||
python tradestocsv.py
|
||||
python analytic.py >../result/analytic.log
|
||||
cd ../
|
||||
Loading…
x
Reference in New Issue
Block a user