X7: signal 61: add protection. #2447
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| name: Backtests | |
| on: | |
| workflow_dispatch: | |
| push: | |
| paths: | |
| - 'NostalgiaForInfinityX7.py' | |
| jobs: | |
| # Backtest Jobs | |
| Backtest-Kucoin-Spot: | |
| runs-on: ubuntu-latest | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| TIMERANGE: | |
| - 20251201-20260101 | |
| - 20251101-20251201 | |
| - 20251001-20251101 | |
| - 20250901-20251001 | |
| - 20250801-20250901 | |
| - 20250701-20250801 | |
| - 20250601-20250701 | |
| - 20250501-20250601 | |
| - 20250401-20250501 | |
| - 20250301-20250401 | |
| - 20250201-20250301 | |
| - 20250101-20250201 | |
| - 20241201-20250101 | |
| - 20241101-20241201 | |
| - 20241001-20241101 | |
| - 20240901-20241001 | |
| - 20240801-20240901 | |
| - 20240701-20240801 | |
| - 20240601-20240701 | |
| - 20240501-20240601 | |
| - 20240401-20240501 | |
| - 20240301-20240401 | |
| - 20240201-20240301 | |
| - 20240101-20240201 | |
| steps: | |
| - uses: actions/checkout@v5 | |
| - name: Pull docker image | |
| run: | | |
| docker pull ghcr.io/iterativv/ci-strategy-backtesting:latest | |
| - name: Pull Market data and copy to user_data/data | |
| run: | | |
| docker pull ghcr.io/iterativv/market-data:kucoin-spot | |
| mkdir -p user_data/data | |
| docker run --rm -v "$PWD/user_data/data:/host_data" ghcr.io/iterativv/market-data:kucoin-spot \ | |
| bash -c "cp -r /data/* /host_data/" | |
| - name: Run Backtests | |
| run: | | |
| mkdir -p artifacts && chmod 777 artifacts | |
| export COLUMNS=240 | |
| docker run -v "$PWD:/testing" \ | |
| -v "$PWD/user_data/data:/testing/user_data/data" \ | |
| --rm \ | |
| -w /testing \ | |
| --entrypoint "" \ | |
| -e "COLUMNS=240" \ | |
| -t \ | |
| --env-file .github/workflows/scripts/ci-proxy.env \ | |
| ghcr.io/iterativv/ci-strategy-backtesting:latest \ | |
| python -m pytest \ | |
| tests/backtests \ | |
| -ra -vv -s \ | |
| --log-cli-level=info \ | |
| --artifacts-path=artifacts/ \ | |
| -p no:cacheprovider \ | |
| -n auto \ | |
| -k "kucoin and spot and ${{ matrix.TIMERANGE }}" \ | |
| --junitxml="artifacts/kucoin-spot-${{ matrix.TIMERANGE }}-report.xml" | |
| - name: Show Backtest Output | |
| run: cat artifacts/backtest-output-kucoin-spot-${{ matrix.TIMERANGE }}.txt | |
| - name: Upload results | |
| uses: actions/upload-artifact@v4 | |
| with: | |
| name: kucoin-spot-testrun-artifacts-${{ matrix.TIMERANGE }} | |
| path: artifacts/ | |
| Backtest-Binance-Spot: | |
| runs-on: ubuntu-latest | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| TIMERANGE: | |
| - 20251201-20260101 | |
| - 20251101-20251201 | |
| - 20251001-20251101 | |
| - 20250901-20251001 | |
| - 20250801-20250901 | |
| - 20250701-20250801 | |
| - 20250601-20250701 | |
| - 20250501-20250601 | |
| - 20250401-20250501 | |
| - 20250301-20250401 | |
| - 20250201-20250301 | |
| - 20250101-20250201 | |
| - 20241201-20250101 | |
| - 20241101-20241201 | |
| - 20241001-20241101 | |
| - 20240901-20241001 | |
| - 20240801-20240901 | |
| - 20240701-20240801 | |
| - 20240601-20240701 | |
| - 20240501-20240601 | |
| - 20240401-20240501 | |
| - 20240301-20240401 | |
| - 20240201-20240301 | |
| - 20240101-20240201 | |
| steps: | |
| - uses: actions/checkout@v5 | |
| - name: Inject Proxy Config | |
| env: | |
| PROXY: ${{ secrets.FREQTRADE_PROXY }} | |
| run: | | |
| jq --arg proxy "$PROXY" \ | |
| '.exchange.ccxt_config = { http_proxy: $proxy }' \ | |
| configs/proxy-binance.json > tmp.json && mv tmp.json configs/proxy-binance.json | |
| - name: Pull docker image | |
| run: | | |
| docker pull ghcr.io/iterativv/ci-strategy-backtesting:latest | |
| - name: Pull Market data and copy to user_data/data | |
| run: | | |
| docker pull ghcr.io/iterativv/market-data:binance-spot | |
| mkdir -p user_data/data | |
| docker run --rm -v "$PWD/user_data/data:/host_data" ghcr.io/iterativv/market-data:binance-spot \ | |
| bash -c "cp -r /data/* /host_data/" | |
| - name: Run Backtests | |
| run: | | |
| mkdir -p artifacts && chmod 777 artifacts | |
| export COLUMNS=240 | |
| docker run -v "$PWD:/testing" \ | |
| -v "$PWD/user_data/data:/testing/user_data/data" \ | |
| --rm \ | |
| -w /testing \ | |
| --entrypoint "" \ | |
| -e "COLUMNS=240" \ | |
| -t \ | |
| --env-file .github/workflows/scripts/ci-proxy.env \ | |
| ghcr.io/iterativv/ci-strategy-backtesting:latest \ | |
| python -m pytest \ | |
| tests/backtests \ | |
| -ra -vv -s \ | |
| --log-cli-level=info \ | |
| --artifacts-path=artifacts/ \ | |
| -p no:cacheprovider \ | |
| -n auto \ | |
| -k "binance and spot and ${{ matrix.TIMERANGE }}" \ | |
| --junitxml="artifacts/binance-spot-${{ matrix.TIMERANGE }}-report.xml" | |
| - name: Show Backtest Output | |
| run: cat artifacts/backtest-output-binance-spot-${{ matrix.TIMERANGE }}.txt | |
| - name: Upload results | |
| uses: actions/upload-artifact@v4 | |
| with: | |
| name: binance-spot-testrun-artifacts-${{ matrix.TIMERANGE }} | |
| path: artifacts/ | |
| Backtest-Binance-Futures: | |
| runs-on: ubuntu-latest | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| TIMERANGE: | |
| - 20251201-20260101 | |
| - 20251101-20251201 | |
| - 20251001-20251101 | |
| - 20250901-20251001 | |
| - 20250801-20250901 | |
| - 20250701-20250801 | |
| - 20250601-20250701 | |
| - 20250501-20250601 | |
| - 20250401-20250501 | |
| - 20250301-20250401 | |
| - 20250201-20250301 | |
| - 20250101-20250201 | |
| - 20241201-20250101 | |
| - 20241101-20241201 | |
| - 20241001-20241101 | |
| - 20240901-20241001 | |
| - 20240801-20240901 | |
| - 20240701-20240801 | |
| - 20240601-20240701 | |
| - 20240501-20240601 | |
| - 20240401-20240501 | |
| - 20240301-20240401 | |
| - 20240201-20240301 | |
| - 20240101-20240201 | |
| steps: | |
| - uses: actions/checkout@v5 | |
| - name: Inject Proxy Config | |
| env: | |
| PROXY: ${{ secrets.FREQTRADE_PROXY2 }} | |
| run: | | |
| jq --arg proxy "$PROXY" \ | |
| '.exchange.ccxt_config = { http_proxy: $proxy }' \ | |
| configs/proxy-binance.json > tmp.json && mv tmp.json configs/proxy-binance.json | |
| - name: Pull docker image | |
| run: | | |
| docker pull ghcr.io/iterativv/ci-strategy-backtesting:latest | |
| - name: Pull Market data and copy to user_data/data | |
| run: | | |
| docker pull ghcr.io/iterativv/market-data:binance-futures | |
| mkdir -p user_data/data | |
| docker run --rm -v "$PWD/user_data/data:/host_data" ghcr.io/iterativv/market-data:binance-futures \ | |
| bash -c "cp -r /data/* /host_data/" | |
| - name: Run Backtests | |
| run: | | |
| mkdir -p artifacts && chmod 777 artifacts | |
| export COLUMNS=240 | |
| docker run -v "$PWD:/testing" \ | |
| -v "$PWD/user_data/data:/testing/user_data/data" \ | |
| --rm \ | |
| -w /testing \ | |
| --entrypoint "" \ | |
| -e "COLUMNS=240" \ | |
| -t \ | |
| --env-file .github/workflows/scripts/ci-proxy.env \ | |
| ghcr.io/iterativv/ci-strategy-backtesting:latest \ | |
| python -m pytest \ | |
| tests/backtests \ | |
| -ra -vv -s \ | |
| --log-cli-level=info \ | |
| --artifacts-path=artifacts/ \ | |
| -p no:cacheprovider \ | |
| -n auto \ | |
| -k "binance and futures and ${{ matrix.TIMERANGE }}" \ | |
| --junitxml="artifacts/binance-futures-${{ matrix.TIMERANGE }}-report.xml" | |
| - name: Show Backtest Output | |
| run: cat artifacts/backtest-output-binance-futures-${{ matrix.TIMERANGE }}.txt | |
| - name: Upload results | |
| uses: actions/upload-artifact@v4 | |
| with: | |
| name: binance-futures-testrun-artifacts-${{ matrix.TIMERANGE }} | |
| path: artifacts/ | |
| Merge-Artifacts: | |
| if: always() | |
| needs: | |
| - Backtest-Kucoin-Spot | |
| - Backtest-Binance-Spot | |
| - Backtest-Binance-Futures | |
| runs-on: ubuntu-latest | |
| strategy: | |
| fail-fast: false | |
| matrix: | |
| EXCHANGE: [binance, kucoin] | |
| TRADING_MODE: [spot, futures] | |
| exclude: | |
| - EXCHANGE: kucoin | |
| TRADING_MODE: futures | |
| steps: | |
| - name: Merge Artifacts | |
| uses: actions/upload-artifact/merge@v4 | |
| with: | |
| name: ${{ matrix.EXCHANGE }}-${{ matrix.TRADING_MODE }}-testrun-artifacts | |
| pattern: ${{ matrix.EXCHANGE }}-${{ matrix.TRADING_MODE }}-testrun-artifacts-* | |
| Comment-CI-Results: | |
| if: always() | |
| needs: Merge-Artifacts | |
| runs-on: ubuntu-latest | |
| permissions: | |
| contents: write | |
| actions: read | |
| steps: | |
| - uses: actions/checkout@v5 | |
| - name: Set up Python | |
| uses: actions/setup-python@v5 | |
| with: | |
| python-version: "3.13" | |
| - name: Cache pip | |
| uses: actions/cache@v4 | |
| with: | |
| path: ~/.cache/pip | |
| key: ${{ runner.os }}-pip-${{ hashFiles('tests/ci-requirements.txt') }} | |
| restore-keys: | | |
| ${{ runner.os }}-pip- | |
| - name: Install Dependencies | |
| run: | | |
| python -m pip install --upgrade pip | |
| python -m pip install -r tests/ci-requirements.txt | |
| - name: Download Previous Kucoin CI Artifacts | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| run: | | |
| python .github/workflows/scripts/download-previous-artifacts.py \ | |
| --repo=${{ github.event.repository.full_name }} \ | |
| --branch=main \ | |
| --workflow=backtests.yml \ | |
| --exchange=kucoin \ | |
| --tradingmode=spot \ | |
| --artifact=kucoin-spot-testrun-artifacts downloaded-results | |
| - name: Download Previous Binance Spot CI Artifacts | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| run: | | |
| python .github/workflows/scripts/download-previous-artifacts.py \ | |
| --repo=${{ github.event.repository.full_name }} \ | |
| --branch=main \ | |
| --workflow=backtests.yml \ | |
| --exchange=binance \ | |
| --tradingmode=spot \ | |
| --artifact=binance-spot-testrun-artifacts downloaded-results | |
| - name: Download Previous Binance Futures CI Artifacts | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| run: | | |
| python .github/workflows/scripts/download-previous-artifacts.py \ | |
| --repo=${{ github.event.repository.full_name }} \ | |
| --branch=main \ | |
| --workflow=backtests.yml \ | |
| --exchange=binance \ | |
| --tradingmode=futures \ | |
| --artifact=binance-futures-testrun-artifacts downloaded-results | |
| - name: Download Current Binance Futures CI Artifacts | |
| uses: actions/download-artifact@v5 | |
| with: | |
| pattern: binance-futures-testrun-artifacts | |
| path: downloaded-results/current | |
| - name: Download Current Binance Spot CI Artifacts | |
| uses: actions/download-artifact@v5 | |
| with: | |
| pattern: binance-spot-testrun-artifacts | |
| path: downloaded-results/current | |
| - name: Download Current Kucoin CI Artifacts | |
| uses: actions/download-artifact@v5 | |
| with: | |
| pattern: kucoin-spot-testrun-artifacts | |
| path: downloaded-results/current | |
| - name: Flatten downloaded artifacts | |
| run: | | |
| find downloaded-results/current -type f -name 'backtest-output-*.txt' -exec mv {} downloaded-results/current/ \; | |
| - name: Pre Format Backtest Results | |
| run: | | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/└.*┘//g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/┏.*┓//g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/┡/|/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/┃/|/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/╇/:|/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/━/-/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/│/|/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/┩/:|/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/BACKTESTING REPORT/\n## BACKTESTING REPORT\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/LEFT OPEN TRADES REPORT/\n## LEFT OPEN TRADES REPORT\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/ENTER TAG STATS/\n## ENTER TAG STATS\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/EXIT REASON STATS/\n## EXIT REASON STATS\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/MIXED TAG STATS/\n## MIXED TAG STATS\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/DAY BREAKDOWN/\n## DAY BREAKDOWN\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/SUMMARY METRICS/\n## SUMMARY METRICS\n/g' {} + | |
| find downloaded-results/ -type f -iname *.txt -exec sed -i 's/STRATEGY SUMMARY/\n## STRATEGY SUMMARY\n/g' {} + | |
| - name: Comment CI Results | |
| env: | |
| GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
| EXCLUDED_TIMERANGES: 20240101-20240301,20240301-20240501,20240501-20240701,20240701-20240901,20240901-20241101,20241101-20241231,20250101-20250301,20250301-20250501 | |
| run: | | |
| python .github/workflows/scripts/comment-ci-results.py \ | |
| --repo=${{ github.event.repository.full_name }} downloaded-results |