Merge pull request #23 from hummingbot/feat/adapt_to_candles_improvem…

…ents

Feat/adapt to candles improvements

routers/manage_backtesting.py

@@ -4,7 +4,11 @@
 from hummingbot.data_feed.candles_feed.candles_factory import CandlesFactory
 from pydantic import BaseModel
 
-from services.backtesting_engine import BacktestingEngine, DirectionalTradingBacktesting, MarketMakingBacktesting
+from hummingbot.strategy_v2.backtesting.backtesting_engine_base import BacktestingEngineBase
+from hummingbot.strategy_v2.backtesting.controllers_backtesting.directional_trading_backtesting import DirectionalTradingBacktesting
+from hummingbot.strategy_v2.backtesting.controllers_backtesting.market_making_backtesting import MarketMakingBacktesting
+
+from config import CONTROLLERS_MODULE, CONTROLLERS_PATH
 
 router = APIRouter(tags=["Market Backtesting"])
 candles_factory = CandlesFactory()
@@ -18,8 +22,8 @@
 
 
 class BacktestingConfig(BaseModel):
-    start_time: int = 1672542000000  # 2023-01-01 00:00:00
-    end_time: int = 1672628400000  # 2023-01-01 23:59:00
+    start_time: int = 1672542000  # 2023-01-01 00:00:00
+    end_time: int = 1672628400  # 2023-01-01 23:59:00
     backtesting_resolution: str = "1m"
     trade_cost: float = 0.0006
     config: Union[Dict, str]
@@ -29,9 +33,16 @@ class BacktestingConfig(BaseModel):
 async def run_backtesting(backtesting_config: BacktestingConfig):
     try:
         if isinstance(backtesting_config.config, str):
-            controller_config = BacktestingEngine.get_controller_config_instance_from_yml(backtesting_config.config)
+            controller_config = BacktestingEngineBase.get_controller_config_instance_from_yml(
+                config_path=backtesting_config.config,
+                controllers_conf_dir_path=CONTROLLERS_PATH,
+                controllers_module=CONTROLLERS_MODULE
+            )
         else:
-            controller_config = BacktestingEngine.get_controller_config_instance_from_dict(backtesting_config.config)
+            controller_config = BacktestingEngineBase.get_controller_config_instance_from_dict(
+                config_data=backtesting_config.config,
+                controllers_module=CONTROLLERS_MODULE
+            )
         backtesting_engine = BACKTESTING_ENGINES.get(controller_config.controller_type)
         if not backtesting_engine:
             raise ValueError(f"Backtesting engine for controller type {controller_config.controller_type} not found.")

routers/manage_market_data.py

@@ -15,8 +15,8 @@ class HistoricalCandlesConfig(BaseModel):
     connector_name: str = "binance_perpetual"
     trading_pair: str = "BTC-USDT"
     interval: str = "3m"
-    start_time: int = 1672542000000  # 2023-01-01 00:00:00
-    end_time: int = 1672628400000  # 2023-01-01 23:59:00
+    start_time: int = 1672542000
+    end_time: int = 1672628400
 
 
 @router.post("/real-time-candles")
@@ -43,22 +43,6 @@ async def get_historical_candles(config: HistoricalCandlesConfig):
             interval=config.interval
         )
         candles = candles_factory.get_candle(candles_config)
-        all_candles = []
-        current_start_time = config.start_time
-
-        while current_start_time <= config.end_time:
-            fetched_candles = await candles.fetch_candles(start_time=current_start_time)
-            if fetched_candles.size < 1:
-                break
-
-            all_candles.append(fetched_candles)
-            last_timestamp = fetched_candles[-1][0]  # Assuming the first column is the timestamp
-            current_start_time = int(last_timestamp)
-
-        final_candles = np.concatenate(all_candles, axis=0) if all_candles else np.array([])
-        candles_df = pd.DataFrame(final_candles, columns=candles.columns)
-        candles_df.drop_duplicates(subset=["timestamp"], inplace=True)
-        candles_df["timestamp"] = candles_df["timestamp"] // 1e3
-        return candles_df
+        return await candles.get_historical_candles(config=config)
     except Exception as e:
         return {"error": str(e)}