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[Optimizer] allow multi exchange backtests and handle settings fallbacks #2246

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[Optimizer] allow multi exchange backtests and handle settings fallbacks #2246

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1 change: 1 addition & 0 deletions octobot/constants.py
View file
Original file line number Diff line number Diff line change
@@ -225,6 +225,7 @@
OPTIMIZER_DEFAULT_MIN_MUTATION_PROBABILITY_PERCENT = decimal.Decimal(10)
OPTIMIZER_DEFAULT_MAX_MUTATION_NUMBER_MULTIPLIER = 3
OPTIMIZER_DEFAULT_DB_UPDATE_PERIOD = 15
OPTIMIZER_DEFAULT_TARGET_FITNESS_SCORE = None

# Databases
DEFAULT_MAX_TOTAL_RUN_DATABASES_SIZE = 1000000000 # 1GB
2 changes: 2 additions & 0 deletions octobot/enums.py
View file
Original file line number Diff line number Diff line change
@@ -43,6 +43,8 @@ class OptimizerConfig(enum.Enum):
DATA_FILES = "data_files"
OPTIMIZER_CONFIG = "optimizer_config"
EXCHANGE_TYPE = "exchange_type"
EXCHANGE_IDS = "exchange_ids"
EXCHANGE_ID = "exchange_id"
QUEUE_SIZE = "queue_size"
EMPTY_THE_QUEUE = "empty_the_queue"
START_TIMESTAMP = "start_timestamp"
20 changes: 19 additions & 1 deletion octobot/strategy_optimizer/optimizer_settings.py
View file
Original file line number Diff line number Diff line change
@@ -21,6 +21,7 @@
import octobot.strategy_optimizer.fitness_parameter as fitness_parameter
import octobot.strategy_optimizer.optimizer_filter as optimizer_filter
import octobot.strategy_optimizer.optimizer_constraint as optimizer_constraint
import octobot_backtesting.constants as backtesting_constants


class OptimizerSettings:
@@ -31,7 +32,24 @@ def __init__(self, settings_dict=None):
self.optimizer_config = settings_dict.get(enums.OptimizerConfig.OPTIMIZER_CONFIG.value, None)
self.randomly_chose_runs = settings_dict.get(enums.OptimizerConfig.RANDOMLY_CHOSE_RUNS.value,
constants.OPTIMIZER_DEFAULT_RANDOMLY_CHOSE_RUNS)
self.data_files = settings_dict.get(enums.OptimizerConfig.DATA_FILES.value)
self.data_files = settings_dict.get(
enums.OptimizerConfig.DATA_FILES.value,
[backtesting_constants.CONFIG_CURRENT_BOT_DATA],
)
if not isinstance(self.data_files, list):
self.data_files = [self.data_files]
if backtesting_constants.CONFIG_CURRENT_BOT_DATA in self.data_files:
self.data_files = [backtesting_constants.CONFIG_CURRENT_BOT_DATA]
self.exchange_ids = settings_dict.get(
enums.OptimizerConfig.EXCHANGE_IDS.value,
)
if not self.exchange_ids:
self.exchange_ids = [
settings_dict.get(enums.OptimizerConfig.EXCHANGE_ID.value)
]
self.exchange_type = settings_dict.get(
enums.OptimizerConfig.EXCHANGE_TYPE.value
)
self.start_timestamp = settings_dict.get(enums.OptimizerConfig.START_TIMESTAMP.value, None)
self.end_timestamp = settings_dict.get(enums.OptimizerConfig.END_TIMESTAMP.value, None)
self.required_idle_cores = int(settings_dict.get(enums.OptimizerConfig.IDLE_CORES.value,