fix backtest
This commit is contained in:
zhangkun9038@dingtalk.com
parent
4ef72a93cd
commit
e0af2f4a92
@ -21,45 +21,92 @@ CONFIG_FILE=${CONFIG_FILE:-basic.json}
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echo "Using strategy: $STRATEGY_NAME"
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echo "Using config: $CONFIG_FILE"
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echo "Using testBranch: $TEST_BRANCH"
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# Parse command line arguments
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START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
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END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
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# Fetch pairlist from API or use default values
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if [ -z "$3" ]; then
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# Check if END_DATE is greater than 2025-08-05
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END_DATE_TS=$(date -d "$END_DATE_RAW" +"%s")
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CUTOFF_DATE_TS=$(date -d "2025-08-05" +"%s")
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if [ "$END_DATE_TS" -gt "$CUTOFF_DATE_TS" ]; then
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echo "Fetching pairlist from API with date: $END_DATE_RAW..."
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PAIRS_RESPONSE=$(curl -s "http://pairlist.xl.home/api/pairlist?mute=true&count=30&date=$END_DATE_RAW")
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PAIRS_ARG=$(echo "$PAIRS_RESPONSE" | jq -r '.pairlist | join(",")')
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else
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echo "Using static default pairlist..."
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PAIRS_ARG="BTC/USDT,ETH/USDT,LTC/USDT"
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# Function to extract the value of a parameter
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get_param_value() {
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local param="$1"
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shift
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local args=("$@")
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local i=0
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while [ $i -lt ${#args[@]} ]; do
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case "${args[$i]}" in
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$param=*)
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echo "${args[$i]#*=}"
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return 0
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;;
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$param)
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# Check if the next argument exists and does not start with a dash
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if [ $((i + 1)) -lt ${#args[@]} ] && [[ "${args[$((i + 1))]}" != -* ]]; then
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echo "${args[$((i + 1))]}"
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return 0
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else
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echo "Error: Missing value for parameter $param" >&2
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exit 1
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fi
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;;
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esac
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i=$((i + 1))
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done
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return 0
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}
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# Check if we have named parameters
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HAS_NAMED_PARAMS=false
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for arg in "$@"; do
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if [[ "$arg" == --* ]]; then
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HAS_NAMED_PARAMS=true
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break
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fi
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done
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# Initialize variables
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START_DATE_RAW=""
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END_DATE_RAW=""
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PAIRS_ARG=""
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PAIR_REMOTE_LIST_URL=""
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# Parse parameters based on whether we have named parameters
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if [ "$HAS_NAMED_PARAMS" = true ]; then
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# Use named parameter parsing
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START_DATE_RAW=$(get_param_value "--start-date" "$@")
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END_DATE_RAW=$(get_param_value "--end-date" "$@")
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PAIRS_ARG=$(get_param_value "--pairs" "$@")
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PAIR_REMOTE_LIST_URL=$(get_param_value "--pairRemoteList" "$@")
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else
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PAIRS_ARG="$3"
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# Use positional parameter parsing
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if [ $# -gt 0 ]; then
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START_DATE_RAW="$1"
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fi
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if [ $# -gt 1 ]; then
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END_DATE_RAW="$2"
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fi
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if [ $# -gt 2 ]; then
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THIRD_PARAM="$3"
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# Check if it's a URL
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if [[ "$THIRD_PARAM" == http://* ]] || [[ "$THIRD_PARAM" == https://* ]]; then
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PAIR_REMOTE_LIST_URL="$THIRD_PARAM"
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echo "Detected URL parameter: $PAIR_REMOTE_LIST_URL"
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# Check if it's a pair like "*/USDT"
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elif [[ "$THIRD_PARAM" == */USDT ]] || [[ "$THIRD_PARAM" == */BUSD ]] || [[ "$THIRD_PARAM" == */USDC ]]; then
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PAIRS_ARG="$THIRD_PARAM"
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echo "Detected pair parameter: $PAIRS_ARG"
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else
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echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair"
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fi
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fi
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fi
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# If PAIRS_ARG is provided, format it for docker-compose
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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else
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PAIRS_FLAG=""
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# Set default values if parameters not provided
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if [ -z "$START_DATE_RAW" ]; then
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START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
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fi
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PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
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# If PAIRS_ARG is provided, format it for docker-compose
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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else
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PAIRS_FLAG=""
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fi
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
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END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
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# 判断是否包含空格，如果是，则按完整时间解析并转为时间戳
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if [ -z "$END_DATE_RAW" ]; then
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END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
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fi
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# Parse dates
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if [[ "$START_DATE_RAW" == *" "* ]]; then
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START_DATE=$(date -d "$START_DATE_RAW" +"%s")
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else
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@ -73,6 +120,62 @@ 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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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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if [ -n "$PAIR_REMOTE_LIST_URL" ]; then
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# 从远程API获取交易对列表
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echo "Fetching pairs from remote URL: $PAIR_REMOTE_LIST_URL"
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pairs_json=$(curl -s "$PAIR_REMOTE_LIST_URL")
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# 检查API响应是否成功
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if [[ $? -ne 0 || -z "$pairs_json" ]]; then
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echo "Error: Failed to fetch pairs from remote URL, using --pairs parameter or default"
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 使用默认的交易对列表
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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else
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# 解析JSON并提取交易对，将连字符替换为斜杠
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remote_pairs=$(echo "$pairs_json" | python3 -c "
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import sys, json
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data = json.load(sys.stdin)
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pairs = [pair.replace('-', '/') for pair in data.get('pairlist', [])]
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print(' '.join(pairs) if pairs else '')
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")
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# 如果解析成功且有交易对
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if [[ -n "$remote_pairs" ]]; then
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PAIRS_FLAG="--pairs $remote_pairs"
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echo "Successfully fetched $(echo "$remote_pairs" | wc -w) pairs from remote URL"
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echo "Pairs: $remote_pairs"
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else
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echo "Error: Failed to parse or empty pairlist from remote URL, using --pairs parameter or default"
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if [ -n "$PAIRS_ARG" ]; then
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 使用默认的交易对列表
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "Using default pairs: $DEFAULT_PAIRS"
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fi
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fi
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fi
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elif [ -n "$PAIRS_ARG" ]; then
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# 使用 --pairs 参数提供的交易对
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PAIRS_FLAG="--pairs $PAIRS_ARG"
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echo "Using pairs from --pairs parameter: $PAIRS_ARG"
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else
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# 没有提供任何交易对参数，使用默认值
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DEFAULT_PAIRS="BTC/USDT TON/USDT DOT/USDT XRP/USDT OKB/USDT SOL/USDT DOGE/USDT WCT/USDT TRUMP/USDT SUI/USDT PEPE/USDT TRB/USDT MASK/USDT UNI/USDT KAITO/USDT"
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PAIRS_FLAG="--pairs $DEFAULT_PAIRS"
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echo "No pairs parameter provided, using default pairs: $DEFAULT_PAIRS"
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fi
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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@ -81,7 +184,6 @@ rm -fr ./user_data/dryrun_results/*
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rm result/*
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hyperopt_config="${STRATEGY_NAME%.py}.json"
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#docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
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echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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@ -91,8 +193,9 @@ echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--strategy $STRATEGY_NAME \
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--timerange $START_DATE-$END_DATE \
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--fee 0.0008 \
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--breakdown day \
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--cache none >output.log"
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#LightGBMRegressorMultiTarget
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docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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@ -103,9 +206,8 @@ docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
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--fee 0.0008 \
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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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#python3 tools/filter.py
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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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@ -127,7 +229,6 @@ fi
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cd -
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sed -i 's/\x1B\[[0-9;]*m//g' output.log
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#python3 ../filter.py
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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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