freqtrade/freqtrade

import logging
from pathlib import Path
from typing import Dict, Optional

from pandas import DataFrame

from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.misc import file_dump_joblib, file_dump_json
from freqtrade.optimize.backtest_caching import get_backtest_metadata_filename
from freqtrade.types import BacktestResultType


logger = logging.getLogger(__name__)


def _generate_filename(recordfilename: Path, appendix: str, suffix: str) -> Path:
    """
    Generates a filename based on the provided parameters.
    :param recordfilename: Path object, which can either be a filename or a directory.
    :param appendix: use for the filename. e.g. backtest-result-<datetime>
    :param suffix: Suffix to use for the file, e.g. .json, .pkl
    :return: Generated filename as a Path object
    """
    if recordfilename.is_dir():
        filename = (recordfilename / f'backtest-result-{appendix}').with_suffix(suffix)
    else:
        filename = Path.joinpath(
            recordfilename.parent, f'{recordfilename.stem}-{appendix}'
        ).with_suffix(suffix)
    return filename


def store_backtest_stats(
        recordfilename: Path, stats: BacktestResultType, dtappendix: str, *,
        market_change_data: Optional[DataFrame] = None) -> Path:
    """
    Stores backtest results
    :param recordfilename: Path object, which can either be a filename or a directory.
        Filenames will be appended with a timestamp right before the suffix
        while for directories, <directory>/backtest-result-<datetime>.json will be used as filename
    :param stats: Dataframe containing the backtesting statistics
    :param dtappendix: Datetime to use for the filename
    """
    filename = _generate_filename(recordfilename, dtappendix, '.json')

    # Store metadata separately.
    file_dump_json(get_backtest_metadata_filename(filename), stats['metadata'])
    # Don't mutate the original stats dict.
    stats_copy = {
        'strategy': stats['strategy'],
        'strategy_comparison': stats['strategy_comparison'],
    }

    file_dump_json(filename, stats_copy)

    latest_filename = Path.joinpath(filename.parent, LAST_BT_RESULT_FN)
    file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})

    if market_change_data is not None:
        filename_mc = _generate_filename(recordfilename, f"{dtappendix}_market_change", '.feather')
        market_change_data.reset_index().to_feather(
            filename_mc, compression_level=9, compression='lz4')

    return filename


def _store_backtest_analysis_data(
        recordfilename: Path, data: Dict[str, Dict],
        dtappendix: str, name: str) -> Path:
    """
    Stores backtest trade candles for analysis
    :param recordfilename: Path object, which can either be a filename or a directory.
        Filenames will be appended with a timestamp right before the suffix
        while for directories, <directory>/backtest-result-<datetime>_<name>.pkl will be used
        as filename
    :param candles: Dict containing the backtesting data for analysis
    :param dtappendix: Datetime to use for the filename
    :param name: Name to use for the file, e.g. signals, rejected
    """
    filename = _generate_filename(recordfilename, f"{dtappendix}_{name}", '.pkl')

    file_dump_joblib(filename, data)

    return filename


def store_backtest_analysis_results(
        recordfilename: Path, candles: Dict[str, Dict], trades: Dict[str, Dict],
        dtappendix: str) -> None:
    _store_backtest_analysis_data(recordfilename, candles, dtappendix, "signals")
    _store_backtest_analysis_data(recordfilename, trades, dtappendix, "rejected")