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iterativviterativv
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Merge branch 'hotfix/tests'
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‎.github/workflows/tests.yml‎

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@@ -38,90 +38,47 @@ jobs:
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with:
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extra_args: --files ${{ steps.changed-files.outputs.repo_files }}
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Binance-Exchange-Data:
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runs-on: ubuntu-latest
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timeout-minutes: 90
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Binance-Backtests:
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strategy:
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fail-fast: false
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matrix:
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timerange:
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- 20210101-20210201
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- 20210201-20210301
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- 20210301-20210401
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- 20210401-20210501
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- 20210601-20210701
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opentrades:
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- 5
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runs-on: ubuntu-latest
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steps:
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- uses: actions/checkout@v2
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- name: Backtesting Variables
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id: dotenv
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uses: falti/[email protected]
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with:
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log-variables: true
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path:
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user_data/backtesting-binance.env
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submodules: true
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- name: Download Cache
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continue-on-error: true
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uses: dawidd6/action-download-artifact@v2
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with:
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workflow: tests.yml
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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- name: Build Backtest Image
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run: docker-compose build backtesting
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- name: Download Data
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- name: Run Backtest ${{ matrix.opentrades }} trades ${{ matrix.timerange }}
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env:
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START_DATE: ${{ steps.dotenv.outputs.start_date }}
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END_DATE: ${{ steps.dotenv.outputs.end_date }}
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MAX_OPEN_TRADES: ${{ matrix.opentrades }}
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STAKE_AMOUNT: unlimited
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TIMERANGE: ${{ matrix.timerange }}
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EXCHANGE: ${{ steps.dotenv.outputs.exchange }}
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run: |
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docker-compose run --rm download-data
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run: docker-compose run -T --rm backtesting 1> backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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- name: Show Backtest ${{ matrix.timerange }} ${{ matrix.opentrades }}
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run: cat backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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- name: Upload Cache
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if: always()
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- name: 'Upload Artifact'
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uses: actions/upload-artifact@v2
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with:
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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# Kucoin-Exchange-Data:
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# runs-on: ubuntu-latest
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# timeout-minutes: 90
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# strategy:
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# fail-fast: false
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#
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# steps:
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# - uses: actions/checkout@v2
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#
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# - name: Backtesting Variables
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# id: dotenv
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# uses: falti/[email protected]
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# with:
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# log-variables: true
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# path:
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# user_data/backtesting-kucoin.env
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#
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# - name: Download Cache
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# continue-on-error: true
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# uses: dawidd6/action-download-artifact@v2
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# with:
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# workflow: tests.yml
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# name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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# path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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#
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# - name: Download Data
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# env:
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# START_DATE: ${{ steps.dotenv.outputs.start_date }}
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# END_DATE: ${{ steps.dotenv.outputs.end_date }}
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# EXCHANGE: ${{ steps.dotenv.outputs.exchange }}
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# run: |
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# docker-compose run --rm download-data
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#
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# - name: Upload Cache
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# if: always()
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# uses: actions/upload-artifact@v2
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# with:
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# name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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# path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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name: backtest_result
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path: backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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Binance-Backtests:
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needs:
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- Pre-Commit
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- Binance-Exchange-Data
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Kucoin-Backtests:
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strategy:
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fail-fast: false
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matrix:
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steps:
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- uses: actions/checkout@v2
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- name: Backtesting Variables
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id: dotenv
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uses: falti/[email protected]
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with:
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log-variables: true
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path:
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user_data/backtesting-binance.env
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- name: Download Data Cache
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uses: actions/download-artifact@v2
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with:
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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submodules: true
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- name: Build Backtest Image
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run: docker-compose build backtesting
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- name: Run Backtest ${{ matrix.opentrades }} trades ${{ matrix.timerange }}
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continue-on-error: true
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env:
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MAX_OPEN_TRADES: ${{ matrix.opentrades }}
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STAKE_AMOUNT: unlimited
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name: backtest_result
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path: backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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# Kucoin-Backtests:
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# needs:
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# - Pre-Commit
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# - Kucoin-Exchange-Data
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# strategy:
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# fail-fast: false
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# matrix:
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# timerange:
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# - 20210101-20210201
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# - 20210201-20210301
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# - 20210301-20210401
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# - 20210401-20210501
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# - 20210601-20210701
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# opentrades:
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# - 5
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# runs-on: ubuntu-latest
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#
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# steps:
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# - uses: actions/checkout@v2
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#
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# - name: Backtesting Variables
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# id: dotenv
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# uses: falti/[email protected]
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# with:
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# log-variables: true
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# path:
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# user_data/backtesting-kucoin.env
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#
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# - name: Download Data Cache
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# uses: actions/download-artifact@v2
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# with:
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# name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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# path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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#
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# - name: Build Backtest Image
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# run: docker-compose build backtesting
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#
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# - name: Run Backtest ${{ matrix.opentrades }} trades ${{ matrix.timerange }}
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# continue-on-error: true
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# env:
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# MAX_OPEN_TRADES: ${{ matrix.opentrades }}
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# STAKE_AMOUNT: unlimited
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# TIMERANGE: ${{ matrix.timerange }}
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# EXCHANGE: ${{ steps.dotenv.outputs.exchange }}
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# run: docker-compose run -T --rm backtesting 1> backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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#
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# - name: Show Backtest ${{ matrix.timerange }} ${{ matrix.opentrades }}
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# run: cat backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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#
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# - name: 'Upload Artifact'
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# uses: actions/upload-artifact@v2
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# with:
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# name: backtest_result
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# path: backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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Test:
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Binance-Backest-Tests:
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runs-on: ubuntu-20.04
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needs:
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- Pre-Commit
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- Binance-Exchange-Data
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# - Kucoin-Exchange-Data
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steps:
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- uses: actions/checkout@v2
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with:
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submodules: true
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- name: Build Tests Image
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run: docker-compose build tests
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- name: Run Tests
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env:
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EXTRA_ARGS: tests/backtests/binance/
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run: |
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mkdir artifacts
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chmod 777 artifacts
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docker-compose run --rm tests
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- name: Backtesting Variables
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id: dotenv
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uses: falti/[email protected]
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- name: Upload Artifacts
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uses: actions/upload-artifact@v2
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with:
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log-variables: true
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path:
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user_data/backtesting-binance.env
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name: binance-testrun-artifacts
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path: artifacts/
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Kucoin-Backest-Tests:
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runs-on: ubuntu-20.04
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needs:
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- Pre-Commit
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- name: Download Data Cache
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uses: actions/download-artifact@v2
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steps:
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- uses: actions/checkout@v2
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with:
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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submodules: true
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- name: Build Tests Image
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run: docker-compose build tests
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- name: Run Tests
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env:
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EXTRA_ARGS: tests/backtests/kucoin/
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run: |
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mkdir artifacts
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chmod 777 artifacts
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- name: Upload Artifacts
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uses: actions/upload-artifact@v2
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with:
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name: testrun-artifacts
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name: kucoin-testrun-artifacts
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path: artifacts/
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Remaining-Tests:
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runs-on: ubuntu-20.04
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needs:
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- Pre-Commit
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steps:
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- uses: actions/checkout@v2
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with:
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submodules: true
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- name: Build Tests Image
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run: docker-compose build tests
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- name: Run Tests
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env:
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EXTRA_ARGS: --ignore tests/backtests/binance/ --ignore tests/backtests/kucoin/
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run: |
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mkdir artifacts
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chmod 777 artifacts
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docker-compose run --rm tests

‎.gitmodules‎

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[submodule "user_data/data"]
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path = user_data/data
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url = https://github.com/iterativv/NostalgiaForInfinityData.git
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branch = main

‎README.md‎

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11
# NostalgiaForInfinity
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Trading strategy for the Freqtrade crypto bot
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Trading strategy for the [Freqtrade](https://www.freqtrade.io) crypto bot
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## Clone The Repository
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If you plan to only clone the repository to use the strategy, a regular ``git clone`` will do.
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However, if you plan on running additional strategies or run the test suite, you need to clone
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the repository and it's submodules.
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### Newer versions of Git
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```bash
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git clone --recurse-submodules https://github.com/iterativv/NostalgiaForInfinity.git checkout-path
14+
```
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### Older versions of Git
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```bash
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git clone --recursive https://github.com/iterativv/NostalgiaForInfinity.git checkout-path
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```
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### Existing Checkouts
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```
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git submodule update --remote --recursive
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```
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## Change strategy
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Add strategies to the [user_data/strategies](user_data/strategies) folder and also in the [docker-compose.yml](docker-compose.yml) file at `strategy-list` add your strategy in the list.
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## Test locally
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## BackTest locally
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Install [Docker Compose](https://docs.docker.com/compose/install/).
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@@ -15,15 +39,47 @@ Run the backtesting command:
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docker-compose run --rm backtesting
1640
```
1741

42+
## Test locally
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Install [Docker Compose](https://docs.docker.com/compose/install/).
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Run the tests command:
47+
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```bash
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docker-compose run --rm tests
50+
```
51+
1852
## Configure run
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2054
If you want to change `--max-open-trades` or `--stake-amount` or `--timerange` change the [.env](.env) file.
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## Update pairs or timeframe
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25-
If you want to update pairs [user_data/pairlists.json](user_data/pairlists.json) from `exchange:pair_whitelist` or timeframe from [docker-compose.yml](docker-compose.yml) from `download-data:timerange`, run the following after you changed.
59+
### From the [NostalgiaForInfinityData](https://github.com/iterativv/NostalgiaForInfinityData) repository
60+
```bash
61+
git submodule update --remote --checkout
62+
```
63+
64+
### Locally
65+
66+
If you want to update pairs [user_data/data/pairlists.json](user_data/data/pairlists.json) from `exchange:pair_whitelist` or timeframe from [docker-compose.yml](docker-compose.yml) from `download-data:timerange`, run the following after you changed.
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2768
```bash
2869
docker-compose run --rm download-data
2970
```
71+
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**Do note that this will update the data locally on the git submodule. But it should still work.**
73+
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### Updating Pairs or Timeframe - Long Term
75+
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To update either the pair list or the downloaded data time frames, please check
77+
[NostalgiaForInfinityData](https://github.com/iterativv/NostalgiaForInfinityData) and proceed from there.
78+
79+
Once the necessary changes are done in [NostalgiaForInfinityData](https://github.com/iterativv/NostalgiaForInfinityData) run the following:
80+
81+
```bash
82+
git submodule update --remote --merge
83+
```
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Now commit the changes and push.

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