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Merge branch 'hotfix/tests'
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‎.github/release-drafter.yml‎

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template: |
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## Changes
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$CHANGES
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$CHANGES

‎.github/workflows/backtest.yml‎

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‎.github/workflows/release-drafter.yml‎

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# Drafts your next Release notes as Pull Requests are merged into "master"
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- uses: release-drafter/release-drafter@v5
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env:
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}
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GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }}

‎.github/workflows/tests.yml‎

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name: CI
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on: [push, pull_request]
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jobs:
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Pre-Commit:
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runs-on: ubuntu-20.04
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steps:
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- uses: actions/checkout@v2
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with:
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fetch-depth: 0
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- name: Set up Python
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uses: actions/setup-python@v2
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with:
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python-version: 3.7
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- id: changed-files
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name: Get Changed Files
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uses: dorny/paths-filter@v2
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with:
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token: ${{ github.token }}
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list-files: shell
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filters: |
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repo:
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- added|modified:
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- '**'
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- name: Set Cache Key
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run: echo "PY=$(python --version --version | sha256sum | cut -d' ' -f1)" >> $GITHUB_ENV
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- uses: actions/cache@v2
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with:
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path: ~/.cache/pre-commit
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key: pre-commit|${{ env.PY }}|${{ hashFiles('.pre-commit-config.yaml') }}
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- name: Check ALL Files On Branch
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uses: pre-commit/[email protected]
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if: github.event_name != 'pull_request'
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- name: Check Changed Files On PR
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uses: pre-commit/[email protected]
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if: github.event_name == 'pull_request'
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with:
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extra_args: --files ${{ steps.changed-files.outputs.repo_files }}
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Binance-Exchange-Data:
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runs-on: ubuntu-latest
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timeout-minutes: 90
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strategy:
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fail-fast: false
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steps:
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- uses: actions/checkout@v2
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- name: Backtesting Variables
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id: dotenv
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uses: falti/[email protected]
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with:
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log-variables: true
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path:
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user_data/backtesting-binance.env
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- name: Download Cache
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continue-on-error: true
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uses: dawidd6/action-download-artifact@v2
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with:
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workflow: tests.yml
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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- name: 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: ${{ steps.dotenv.outputs.exchange }}
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run: |
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docker-compose run --rm download-data
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- name: Upload Cache
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if: always()
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uses: actions/upload-artifact@v2
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with:
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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# Kucoin-Exchange-Data:
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# runs-on: ubuntu-latest
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# timeout-minutes: 90
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# strategy:
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# fail-fast: false
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#
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# steps:
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# - uses: actions/checkout@v2
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#
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# - name: Backtesting Variables
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# id: dotenv
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# uses: falti/[email protected]
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# with:
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# log-variables: true
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# path:
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# user_data/backtesting-kucoin.env
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#
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# - name: Download Cache
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# continue-on-error: true
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# uses: dawidd6/action-download-artifact@v2
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# with:
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# workflow: tests.yml
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# name: exchange-data-${{ 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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Binance-Backtests:
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needs:
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- Pre-Commit
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- Binance-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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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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- 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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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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- name: Show Backtest ${{ matrix.timerange }} ${{ matrix.opentrades }}
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run: cat backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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- name: 'Upload Artifact'
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uses: actions/upload-artifact@v2
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with:
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name: backtest_result
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path: backtest_${{ matrix.timerange }}_${{ matrix.opentrades }}.txt
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# 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 }}_${{ matrix.opentrades }}.txt
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Test:
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runs-on: ubuntu-20.04
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needs:
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- Pre-Commit
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- Binance-Exchange-Data
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# - Kucoin-Exchange-Data
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steps:
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- uses: actions/checkout@v2
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- name: Backtesting Variables
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id: dotenv
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uses: falti/[email protected]
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with:
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log-variables: true
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path:
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user_data/backtesting-binance.env
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- name: Download Data Cache
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uses: actions/download-artifact@v2
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with:
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name: exchange-data-${{ steps.dotenv.outputs.exchange }}
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path: user_data/data/${{ steps.dotenv.outputs.exchange }}
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- name: Build Tests Image
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run: docker-compose build tests
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- name: Run Tests
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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: 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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path: artifacts/

‎.gitignore‎

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# IntelliJ
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.idea
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user_data/data/*/*.json
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user_data/backtest_results
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user_data/hyperopt_results
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user_data/hyperopts
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user_data/logs
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user_data/notebooks
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user_data/plot
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artifacts/

‎.pre-commit-config.yaml‎

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---
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repos:
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- repo: https://github.com/pre-commit/pre-commit-hooks
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rev: v2.1.0
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hooks:
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- id: check-merge-conflict # Check for files that contain merge conflict strings.
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- id: trailing-whitespace # Trims trailing whitespace.
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args: [--markdown-linebreak-ext=md]
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- id: mixed-line-ending # Replaces or checks mixed line ending.
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args: [--fix=lf]
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- id: end-of-file-fixer # Makes sure files end in a newline and only a newline.
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exclude: user_data/.*
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- id: check-merge-conflict # Check for files that contain merge conflict strings.
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- id: check-ast # Simply check whether files parse as valid python.
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# ----- Formatting ------------------------------------------------------------------------------------------------>
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- repo: https://github.com/asottile/pyupgrade
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rev: v2.23.0
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hooks:
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- id: pyupgrade
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name: Rewrite Code to be Py3.7+
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args: [--py37-plus]
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files: tests/.*\.py
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exclude: user_data/.*
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- repo: https://github.com/asottile/reorder_python_imports
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rev: v2.6.0
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hooks:
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- id: reorder-python-imports
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args: [
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--py37-plus,
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]
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files: tests/.*\.py
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- repo: https://github.com/psf/black
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rev: 21.7b0
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hooks:
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- id: black
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args: [-l 100]
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files: tests/.*\.py
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# <---- Formatting -------------------------------------------------------------------------------------------------

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