README: Added Quick Start Examples with and without docker #8617
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name: CI | |
on: [push, pull_request] | |
jobs: | |
Pre-Commit: | |
runs-on: ubuntu-latest | |
steps: | |
- name: Fetch Source Code | |
uses: actions/checkout@v4 | |
with: | |
fetch-depth: 10 | |
- name: Set up Python | |
uses: actions/setup-python@v5 | |
with: | |
python-version: "3.12" | |
- name: Install black | |
run: | | |
pip install black==23.7.0 | |
- id: changed-files | |
name: Get Changed Files | |
uses: dorny/paths-filter@v2 | |
with: | |
token: ${{ github.token }} | |
list-files: shell | |
filters: | | |
repo: | |
- added|modified: | |
- '**' | |
- name: Set Cache Key | |
run: echo "PY=$(python --version --version | sha256sum | cut -d' ' -f1)" >> $GITHUB_ENV | |
- uses: actions/cache@v3 | |
with: | |
path: ~/.cache/pre-commit | |
key: pre-commit|${{ env.PY }}|${{ hashFiles('.pre-commit-config.yaml') }} | |
- name: Check ALL Files On Branch | |
uses: pre-commit/[email protected] | |
if: github.event_name != 'pull_request' | |
- name: Check Changed Files On PR | |
uses: pre-commit/[email protected] | |
if: github.event_name == 'pull_request' | |
with: | |
extra_args: --files ${{ steps.changed-files.outputs.repo_files }} | |
Binance-Backtests: | |
runs-on: ubuntu-latest | |
needs: | |
- Pre-Commit | |
strategy: | |
fail-fast: false | |
matrix: | |
timerange: | |
- 20210101-20210201 | |
- 20210201-20210301 | |
- 20210301-20210401 | |
- 20210401-20210501 | |
- 20210501-20210601 | |
- 20210601-20210701 | |
- 20210701-20210801 | |
- 20210801-20210901 | |
- 20210901-20211001 | |
- 20211001-20211101 | |
- 20211101-20211201 | |
- 20211201-20220101 | |
- 20220101-20220201 | |
- 20220201-20220301 | |
- 20220301-20220401 | |
- 20220401-20220501 | |
- 20220501-20220601 | |
- 20220601-20220701 | |
- 20220701-20220801 | |
- 20220801-20220901 | |
- 20220901-20221001 | |
- 20221001-20221101 | |
- 20221101-20221201 | |
- 20221201-20230101 | |
- 20230101-20230201 | |
- 20230201-20230301 | |
- 20230301-20230401 | |
- 20230401-20230501 | |
- 20230501-20230601 | |
- 20230601-20230701 | |
- 20230701-20230801 | |
- 20230801-20230901 | |
- 20230901-20231001 | |
- 20231001-20231101 | |
- 20231101-20231201 | |
- 20231201-20240101 | |
- 20240101-20240201 | |
- 20240201-20240301 | |
- 20240301-20240401 | |
- 20240401-20240501 | |
- 20240501-20240601 | |
- 20240601-20240701 | |
- 20240701-20240801 | |
- 20240801-20240901 | |
# - 20240901-20241001 | |
steps: | |
- name: Fetch Source Code | |
uses: actions/checkout@v4 | |
- name: "Create env file" | |
run: | | |
echo FREQTRADE__EXCHANGE__CCXT_CONFIG__AIOHTTP_PROXY=${{ secrets.FREQTRADE_PROXY }} >> .github/workflows/scripts/ci-proxy.env | |
echo FREQTRADE__EXCHANGE__CCXT_CONFIG__PROXIES__HTTP=${{ secrets.FREQTRADE_PROXY }} >> .github/workflows/scripts/ci-proxy.env | |
echo FREQTRADE__EXCHANGE__CCXT_CONFIG__PROXIES__HTTPS=${{ secrets.FREQTRADE_PROXY }} >> .github/workflows/scripts/ci-proxy.env | |
echo FREQTRADE__EXCHANGE__CCXT_CONFIG__RATELIMIT=4000 >> .github/workflows/scripts/ci-proxy.env | |
- name: Fetch data for backtests from https://github.com/DigiTuccar/HistoricalDataForTradeBacktest | |
env: | |
EXCHANGE: binance | |
TRADING_MODE: spot | |
TIMEFRAME: 5m | |
HELPER_TIME_FRAMES: 1m 15m 1h 4h 1d | |
run: | | |
.github/workflows/scripts/download-necessary-exchange-market-data-for-backtests.sh | |
cat user_data/data/.git/info/sparse-checkout | |
du -sh user_data/data | |
tree | |
- name: Run Tests | |
run: | | |
mkdir artifacts | |
chmod 777 artifacts | |
chmod 777 ./user_data/backtest_results | |
chmod 777 ./user_data/logs | |
export COLUMNS=240 | |
docker build -f docker/Dockerfile.custom --no-cache -t ci-strategy-backtesting . | |
docker run -v ".:/testing" -v "./user_data/data:/testing/user_data/data" \ | |
-v "./user_data/logs:/testing/user_data/logs" -e "COLUMNS=240" \ | |
-v "./user_data/backtest_results:/testing/user_data/backtest_results" --rm \ | |
-w /testing --entrypoint "" --env-file .github/workflows/scripts/ci-proxy.env \ | |
ci-strategy-backtesting \ | |
python -m pytest -ra -vv -s --log-cli-level=info --artifacts-path=artifacts/ \ | |
-p no:cacheprovider tests/backtests -k 'binance and spot and ${{ matrix.timerange }}' | |
- name: List Artifacts | |
run: | | |
ls -lah artifacts/ | |
- name: Show Backest Output | |
run: | | |
cat artifacts/backtest-output-binance-spot-${{ matrix.timerange }}.txt | |
- name: Upload Artifacts | |
uses: actions/upload-artifact@v3 | |
with: | |
name: binance-testrun-artifacts | |
path: artifacts/ | |
Kucoin-Backtests: | |
runs-on: ubuntu-latest | |
needs: | |
- Pre-Commit | |
strategy: | |
fail-fast: false | |
matrix: | |
timerange: | |
- 20210101-20210201 | |
- 20210201-20210301 | |
- 20210301-20210401 | |
- 20210401-20210501 | |
- 20210501-20210601 | |
- 20210601-20210701 | |
- 20210701-20210801 | |
- 20210801-20210901 | |
- 20210901-20211001 | |
- 20211001-20211101 | |
- 20211101-20211201 | |
- 20211201-20220101 | |
- 20220101-20220201 | |
- 20220201-20220301 | |
- 20220301-20220401 | |
- 20220401-20220501 | |
- 20220501-20220601 | |
- 20220601-20220701 | |
- 20220701-20220801 | |
- 20220801-20220901 | |
- 20220901-20221001 | |
- 20221001-20221101 | |
- 20221101-20221201 | |
- 20221201-20230101 | |
- 20230101-20230201 | |
- 20230201-20230301 | |
- 20230301-20230401 | |
- 20230401-20230501 | |
- 20230501-20230601 | |
- 20230601-20230701 | |
- 20230701-20230801 | |
- 20230801-20230901 | |
- 20230901-20231001 | |
- 20231001-20231101 | |
- 20231101-20231201 | |
- 20231201-20240101 | |
- 20240101-20240201 | |
- 20240201-20240301 | |
- 20240301-20240401 | |
- 20240401-20240501 | |
- 20240501-20240601 | |
- 20240601-20240701 | |
- 20240701-20240801 | |
- 20240801-20240901 | |
# - 20240901-20241001 | |
steps: | |
- name: Fetch Source Code | |
uses: actions/checkout@v4 | |
- name: Fetch data for backtests from https://github.com/DigiTuccar/HistoricalDataForTradeBacktest | |
env: | |
EXCHANGE: kucoin | |
TRADING_MODE: spot | |
TIMEFRAME: 5m | |
HELPER_TIME_FRAMES: 1m 15m 1h 4h 1d | |
run: | | |
.github/workflows/scripts/download-necessary-exchange-market-data-for-backtests.sh | |
cat user_data/data/.git/info/sparse-checkout | |
du -sh user_data/data | |
tree | |
- name: Run Tests | |
run: | | |
mkdir artifacts | |
chmod 777 artifacts | |
chmod 777 ./user_data/backtest_results | |
chmod 777 ./user_data/logs | |
export COLUMNS=240 | |
docker build -f docker/Dockerfile.custom --no-cache -t ci-strategy-backtesting . | |
docker run -v ".:/testing" -v "./user_data/data:/testing/user_data/data" --rm \ | |
-w /testing --entrypoint "" -e "COLUMNS=240" --env-file .github/workflows/scripts/ci-proxy.env \ | |
ci-strategy-backtesting \ | |
python -m pytest -ra -vv -s --log-cli-level=info --artifacts-path=artifacts/ \ | |
-p no:cacheprovider tests/backtests -k 'kucoin and spot and ${{ matrix.timerange }}' | |
- name: List Artifacts | |
run: | | |
ls -lah artifacts/ | |
- name: Show Backest Output | |
run: | | |
cat artifacts/backtest-output-kucoin-spot-${{ matrix.timerange }}.txt | |
- name: Upload Artifacts | |
uses: actions/upload-artifact@v3 | |
with: | |
name: kucoin-testrun-artifacts | |
path: artifacts/ | |
# OKX-Backtests: | |
# runs-on: ubuntu-latest | |
# needs: | |
# - Pre-Commit | |
# strategy: | |
# fail-fast: false | |
# matrix: | |
# timerange: | |
# - 20210101-20210201 | |
# - 20210201-20210301 | |
# - 20210301-20210401 | |
# - 20210401-20210501 | |
# - 20210501-20210601 | |
# - 20210601-20210701 | |
# - 20210701-20210801 | |
# - 20210801-20210901 | |
# - 20210901-20211001 | |
# - 20211001-20211101 | |
# - 20211101-20211201 | |
# - 20211201-20220101 | |
# - 20220101-20220201 | |
# - 20220201-20220301 | |
# - 20220301-20220401 | |
# - 20220401-20220501 | |
# - 20220501-20220601 | |
# - 20220601-20220701 | |
# - 20220701-20220801 | |
# - 20220801-20220901 | |
# - 20220901-20221001 | |
# - 20221001-20221101 | |
# - 20221101-20221201 | |
# - 20221201-20230101 | |
# - 20230101-20230201 | |
# - 20230201-20230301 | |
# - 20230301-20230401 | |
# - 20230401-20230501 | |
# - 20230501-20230601 | |
# - 20230601-20230701 | |
# - 20230701-20230801 | |
# steps: | |
# - name: Fetch Source Code | |
# uses: actions/checkout@v4 | |
# - name: Fetch data for backtests from https://github.com/DigiTuccar/HistoricalDataForTradeBacktest | |
# env: | |
# EXCHANGE: okx | |
# TRADING_MODE: spot | |
# TIMEFRAME: 5m | |
# HELPER_TIME_FRAMES: 1m 15m 1h 4h 1d | |
# run: | | |
# .github/workflows/scripts/download-necessary-exchange-market-data-for-backtests.sh | |
# cat user_data/data/.git/info/sparse-checkout | |
# du -sh user_data/data | |
# tree | |
# - name: Run Tests | |
# run: | | |
# mkdir artifacts | |
# chmod 777 artifacts | |
# docker build -f docker/Dockerfile.custom --no-cache -t ci-strategy-backtesting . | |
# docker run -v ".:/testing" -v "./user_data/data:/testing/user_data/data" --rm \ | |
# -w /testing --entrypoint "" --env-file .github/workflows/scripts/ci-proxy.env \ | |
# ci-strategy-backtesting \ | |
# python -m pytest -ra -vv -s --log-cli-level=info --artifacts-path=artifacts/ \ | |
# -p no:cacheprovider tests/backtests -k 'okx and spot and ${{ matrix.timerange }}' | |
# - name: List Artifacts | |
# run: | | |
# ls -lah artifacts/ | |
# - name: Show Backest Output | |
# run: | | |
# cat artifacts/backtest-output-okx-spot-${{ matrix.timerange }}.txt | |
# - name: Upload Artifacts | |
# uses: actions/upload-artifact@v3 | |
# with: | |
# name: okx-testrun-artifacts | |
# path: artifacts/ | |
Backest-CI-Stats: | |
runs-on: ubuntu-latest | |
needs: | |
- Kucoin-Backtests | |
- Binance-Backtests | |
# - OKX-Backtests | |
steps: | |
- uses: actions/checkout@v4 | |
- name: Set up Python | |
uses: actions/setup-python@v5 | |
with: | |
python-version: "3.12" | |
- name: Install Dependencies | |
run: | | |
python -m pip install -r tests/ci-requirements.txt | |
- name: Download Previous Binance 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=tests.yml \ | |
--exchange=binance \ | |
--name=binance-testrun-artifacts downloaded-results | |
- 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=tests.yml \ | |
--exchange=kucoin \ | |
--name=kucoin-testrun-artifacts downloaded-results | |
# - name: Download Previous OKX 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=tests.yml \ | |
# --exchange=okx \ | |
# --name=okx-testrun-artifacts downloaded-results | |
- name: Download Current Binance CI Artifacts | |
uses: actions/download-artifact@v3 | |
with: | |
name: binance-testrun-artifacts | |
path: downloaded-results/current | |
- name: Download Current Kucoin CI Artifacts | |
uses: actions/download-artifact@v3 | |
with: | |
name: kucoin-testrun-artifacts | |
path: downloaded-results/current | |
# - name: Download Current OKX CI Artifacts | |
# uses: actions/download-artifact@v3 | |
# with: | |
# name: okx-testrun-artifacts | |
# path: 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: Show Environ | |
run: | | |
env | |
- name: Show Downloaded Artifacts | |
run: | | |
tree downloaded-results | |
- name: Comment CI Results | |
env: | |
GITHUB_TOKEN: ${{ secrets.GITHUB_TOKEN }} | |
run: | | |
python .github/workflows/scripts/comment-ci-results.py \ | |
--repo=${{ github.event.repository.full_name }} downloaded-results |