107 lines
3.2 KiB
Bash
Executable File
107 lines
3.2 KiB
Bash
Executable File
#!/bin/bash
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# 检查 .env 文件
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if [ ! -f ".env" ]; then
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echo "⚠️ 本地缺少 .env 文件，请创建并配置。示例内容如下："
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echo ""
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echo "STRATEGY_NAME=TheForceV7"
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echo "CONFIG_FILE=basic.json"
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echo "TEST_BRANCH=theforce-noai-test"
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echo "DRYRUN_BRANCH=theforce-noai-dryrun"
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echo ""
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exit 1
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fi
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# 加载 .env 文件中的变量
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export $(grep -v '^#' .env | xargs)
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# 设置默认值
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STRATEGY_NAME=${STRATEGY_NAME:-TheForceV7}
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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:-$(date -d "tomorrow" +"%Y%m%d")}
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PARAMS_NAME=$(echo "$STRATEGY_NAME" | tr '[:upper:]' '[:lower:]')
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# Parse command line arguments
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START_DATE_RAW=${1:-$(date -d "2 days ago" +"%Y-%m-%d %H:%M:%S")}
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END_DATE_RAW=${2:-$(date -d "tomorrow" +"%Y-%m-%d %H:%M:%S")}
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# 判断是否包含空格，如果是，则按完整时间解析并转为时间戳
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if [[ "$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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# 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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fi
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if [[ "$END_DATE_RAW" == *" "* ]]; then
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END_DATE=$(date -d "$END_DATE_RAW" +"%s")
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else
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END_DATE=$(date -d "${END_DATE_RAW:0:4}-${END_DATE_RAW:4:2}-${END_DATE_RAW:6:2} 00:00:00" +"%s")
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fi
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cd ../
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source .venv/bin/activate
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rm -rf user_data/models/*
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rm -rf ./freqtrade/user_data/data/backtest_results/*
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rm -fr ./user_data/dryrun_results/*
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rm result/*
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hyperopt_config="${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 \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--strategy-path /freqtrade/templates \
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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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--cache none >output.log"
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#LightGBMRegressorMultiTarget
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docker-compose run --rm freqtrade backtesting \
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--logfile /freqtrade/user_data/logs/freqtrade.log \
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--freqaimodel LightGBMRegressorMultiTarget \
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--config /freqtrade/config_examples/$CONFIG_FILE \
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--strategy-path /freqtrade/templates \
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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 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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rm ./result/*.json -fr
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rm ./result/*.py -fr
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mv ./user_data/backtest_results/* ./result/
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cd ./result
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# 查找当前目录下的所有 zip 文件
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zip_files=(*.zip)
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# 检查是否只有一个 zip 文件
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if [ ${#zip_files[@]} -eq 1 ]; then
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# 解压缩该 zip 文件到当前目录
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unzip "${zip_files[0]}"
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rm *.zip
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rm *.feather
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else
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echo "当前目录下没有 zip 文件或者有多个 zip 文件，无法操作。"
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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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#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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python analytic.py >../result/analytic.log
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cd ../
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