From e0af2f4a92103af7ceb6e8f7e6c3cbf92bd3807c Mon Sep 17 00:00:00 2001
From: "zhangkun9038@dingtalk.com" <zhangkun9038@dingtalk.com>
Date: Fri, 8 Aug 2025 16:39:42 +0800
Subject: [PATCH] fix backtest

---
 tools/backtest.sh | 175 ++++++++++++++++++++++++++++++++++++----------
 1 file changed, 138 insertions(+), 37 deletions(-)

diff --git a/tools/backtest.sh b/tools/backtest.sh
index 4cb3b672..b83a7c0d 100755
--- a/tools/backtest.sh
+++ b/tools/backtest.sh
@@ -21,45 +21,92 @@ CONFIG_FILE=${CONFIG_FILE:-basic.json}
 echo "Using strategy: $STRATEGY_NAME"
 echo "Using config: $CONFIG_FILE"
 echo "Using testBranch: $TEST_BRANCH"
-# Parse command line arguments
-START_DATE=${1:-$(date -d "2 days ago" +"%Y%m%d")}
-END_DATE=${2:-$(date -d "tomorrow" +"%Y%m%d")}
-# Fetch pairlist from API or use default values
-if [ -z "$3" ]; then
-  # Check if END_DATE is greater than 2025-08-05
-  END_DATE_TS=$(date -d "$END_DATE_RAW" +"%s")
-  CUTOFF_DATE_TS=$(date -d "2025-08-05" +"%s")
 
-  if [ "$END_DATE_TS" -gt "$CUTOFF_DATE_TS" ]; then
-    echo "Fetching pairlist from API with date: $END_DATE_RAW..."
-    PAIRS_RESPONSE=$(curl -s "http://pairlist.xl.home/api/pairlist?mute=true&count=30&date=$END_DATE_RAW")
-    PAIRS_ARG=$(echo "$PAIRS_RESPONSE" | jq -r '.pairlist | join(",")')
-  else
-    echo "Using static default pairlist..."
-    PAIRS_ARG="BTC/USDT,ETH/USDT,LTC/USDT"
+# 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=""
+
+# 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" "$@")
 else
-  PAIRS_ARG="$3"
+  # 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: $PAIRS_ARG"
+    else
+      echo "Warning: Third parameter '$THIRD_PARAM' is neither a URL nor a pair"
+    fi
+  fi
 fi
 
-# If PAIRS_ARG is provided, format it for docker-compose
-if [ -n "$PAIRS_ARG" ]; then
-  PAIRS_FLAG="--pairs $PAIRS_ARG"
-else
-  PAIRS_FLAG=""
+# Set default values if parameters not provided
+if [ -z "$START_DATE_RAW" ]; then
+  START_DATE_RAW=$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")
 fi
-PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
-# If PAIRS_ARG is provided, format it for docker-compose
-if [ -n "$PAIRS_ARG" ]; then
-  PAIRS_FLAG="--pairs $PAIRS_ARG"
-else
-  PAIRS_FLAG=""
-fi
-# Parse command line arguments
-START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
-END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
 
-# 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
+if [ -z "$END_DATE_RAW" ]; then
+  END_DATE_RAW=$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")
+fi
+
+# Parse dates
 if [[ "$START_DATE_RAW" == *" "* ]]; then
   START_DATE=$(date -d "$START_DATE_RAW" +"%s")
 else
@@ -73,6 +120,62 @@ else
   END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
 fi
 
+# 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
+      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"
+      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
+        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"
+        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
+  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"
+  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/*
@@ -81,7 +184,6 @@ rm -fr ./user_data/dryrun_results/*
 rm result/*
 
 hyperopt_config="${STRATEGY_NAME%.py}.json"
-#docker-compose -f docker-compose_backtest.yml run --rm freqtrade >output.log 2>&1
 
 echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
   --logfile /freqtrade/user_data/logs/freqtrade.log \
@@ -91,8 +193,9 @@ echo "docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
   --strategy $STRATEGY_NAME \
   --timerange $START_DATE-$END_DATE \
   --fee 0.0008 \
+  --breakdown day \
   --cache none >output.log"
-#LightGBMRegressorMultiTarget
+
 docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
   --logfile /freqtrade/user_data/logs/freqtrade.log \
   --freqaimodel LightGBMRegressorMultiTarget \
@@ -103,9 +206,8 @@ docker-compose run --rm freqtrade backtesting $PAIRS_FLAG \
   --fee 0.0008 \
   --breakdown day \
   --cache none >output.log 2>&1
-sed -i 's/\x1B\[[0-9;]*m//g' output.log
 
-#python3 tools/filter.py
+sed -i 's/\x1B\[[0-9;]*m//g' output.log
 
 rm ./result/*.json -fr
 rm ./result/*.py -fr
@@ -127,7 +229,6 @@ fi
 
 cd -
 sed -i 's/\x1B\[[0-9;]*m//g' output.log
-#python3 ../filter.py
 cp output.log result/ -f
 cd tools/
 python tradestocsv.py