Backtesting Automation for NostalgiaForInfinity

This project provides an automated solution to perform backtests for the NostalgiaForInfinity trading strategy using the freqtrade framework. The main scripts, backtest.sh and analyze.sh, allow users to test configurations and analyze results.

Requirements

Prerequisites

Ensure the following tools are installed:

1. Python: Version 3.9 or later is required.
   • Install using pyenv or your system's package manager.
2. Freqtrade:
   • Install the latest stable version of freqtrade:

     pip install freqtrade

3. Git:
   • Required to clone and update the NostalgiaForInfinity repository.

     sudo apt install git # For Ubuntu/Debian
     brew install git     # For macOS

4. jq:
   • Required for handling JSON configurations in the scripts.

     sudo apt install jq # For Ubuntu/Debian
     brew install jq     # For macOS

Additional Requirements

• NostalgiaForInfinity Repository: The script will automatically clone or update the repository.
• User Data Directory: The script creates and manages a user_data directory for storing backtest configurations and results.
• Pairlist Configuration: Place a JSON pairlist configuration file in the pairlists folder within the project directory.

Usage

Step 1: Clone this repository

Clone the repository containing the backtest and analysis scripts:

git clone https://github.com/Canx/NFI_Backtest.git
cd NFI_Backtest

Step 2: Run a Backtest

Run the backtesting script to generate results:

./backtest.sh

Step 3: Analyze Backtest Results

To analyze backtest results, use the analyze.sh script. This script allows you to:

1. View the details of a specific backtest file.
2. Optionally run further analysis on the selected backtest file.

Running the Analysis Script

Execute the analysis script:

./analyze.sh

Features of analyze.sh

1. View Backtest Results: The script lists all backtest results saved in the user_data/backtest_results/ directory. You can select a file to view its details interactively.

2. Run Detailed Analysis: After selecting a backtest file, the script gives you the option to run detailed analysis using freqtrade backtesting-analysis.

Example Workflow

1. Run the backtest script to generate results:

   ./backtest.sh

2. Analyze the results using the analyze.sh script:

   ./analyze.sh

3. Follow the prompts to select and analyze a specific backtest file.

Results

Backtest results are saved in the user_data/backtest_results/ directory. Example file names include:

• Type of Backtest: default, noderisk, or slots.
• Version: The current branch, tag, or commit of the NostalgiaForInfinity repository.
• Timerange: The backtesting period.
• Timestamp: When the test was run.

Example:

results_slots_5_main_20241201-20241220_20241223_123456.json

Contributing

If you want to enhance this project, feel free to open an issue or submit a pull request.

License

This project is licensed under the MIT License. See the LICENSE file for details.

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For detailed documentation on Freqtrade and its features, visit the official Freqtrade documentation.