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Add light-reports option (Sourcery refactored) #2

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Add light-reports option (Sourcery refactored) #2

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2d35f3f
Add light-reports option
invalid-email-address Sep 21, 2022
725383d
'Refactored by Sourcery'
Sep 21, 2022
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14 changes: 8 additions & 6 deletions jessetk2/__init__.py
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Original file line number Diff line number Diff line change
Expand Up @@ -77,6 +77,8 @@ def cli() -> None:
help='Generates charts of daily portfolio balance and assets price change. Useful for a visual comparision of your portfolio against the market.')
@click.option('--tradingview/--no-tradingview', default=False,
help="Generates an output that can be copy-and-pasted into tradingview.com's pine-editor too see the trades in their charts.")
@click.option('--light-reports/--no-light-reports', default=False,
help="Generate an html document containing all of the scripts and data to load tradingview and review the results. This can be generated within a strategy at regular intervals to review the results live.")
@click.option('--full-reports/--no-full-reports', default=False,
help="Generates QuantStats' HTML output with metrics reports like Sharpe ratio, Win rate, Volatility, etc., and batch plotting for visualizing performance, drawdowns, rolling statistics, monthly returns, etc.")
@click.option(
Expand All @@ -86,7 +88,7 @@ def cli() -> None:
@click.option(
'--seq', default='None', show_default=True, help='Fixed width hyperparameters payload')
def backtest(start_date: str, finish_date: str, debug: bool, csv: bool, json: bool, fee: bool, chart: bool,
tradingview: bool, full_reports: bool, dna: str, hp: str, seq: str) -> None:
tradingview: bool, light_reports: bool, full_reports: bool, dna: str, hp: str, seq: str) -> None:
"""
backtest mode. Enter in "YYYY-MM-DD" "YYYY-MM-DD"
"""
Expand Down Expand Up @@ -457,7 +459,7 @@ def pick(dna_log_file, sort_criteria, len1, len2) -> None:
print('dna_log_file is required!')
exit()

sort_criteria = 'pnl1' if not sort_criteria else sort_criteria
sort_criteria = sort_criteria or 'pnl1'
len1 = 30 if not len1 or len1 < 0 or len1 > 10_000 else len1
len2 = 150 if not len2 or len2 < 0 or len2 > 10_000 else len2

Expand Down Expand Up @@ -951,11 +953,11 @@ def bulk(exchange: str, symbol: str, start_date: str, workers: int) -> None:

end = arrow.utcnow().floor('month').shift(months=-1)

if exchange in ['binance', 'spot']:
if exchange in {'binance', 'spot'}:
exchange = 'Binance'
market_type = 'spot'
margin_type = None
elif exchange in ['binance futures', 'futures']:
elif exchange in {'binance futures', 'futures'}:
exchange = 'Binance Futures'
market_type = 'futures'
margin_type = 'um'
Expand Down Expand Up @@ -1013,7 +1015,7 @@ def bulkpairs(exchange: str, start_date: str, workers: int, all) -> None:
workers = max(workers, 64)

end = arrow.utcnow().floor('month').shift(months=-1)

print(exchange_data[exchange], exchange_data[exchange]['market_type'])

if exchange in exchange_data:
Expand Down Expand Up @@ -1172,7 +1174,7 @@ def old_backtest(start_date: str, finish_date: str, debug: bool, csv: bool, json
# register_custom_exception_handler()
# debug flag
config['app']['debug_mode'] = debug

# fee flag
if not fee:
for e in config['app']['trading_exchanges']:
Expand Down