validate prove-backtesting config

README.md

@@ -50,7 +50,7 @@ A python based trading bot for Binance, which relies heavily on backtesting.
     * [KLINES_CACHING_SERVICE_URL](#klines_caching_service_url)
     * [CONCURRENCY](#concurrency)
     * [SORT_BY](#sort_by)
-      * [maximum_profit_on_clean_wins](#maximum_profit_on_clean_wins)
+      * [max_profit_on_clean_wins](#max_profit_on_clean_wins)
       * [number_of_clean_wins](#number_of_clean_wins)
       * [greed](#greed)
 10. [Bot command center](#bot-command-center)
@@ -924,13 +924,13 @@ How to order results from the different test runs in automated-backtesting in
 order to choose the best config for each coin.
 
 
-#### maximum_profit_on_clean_wins
+#### max_profit_on_clean_wins
 
 Use the config that provided the best profit for this coin and did not result
 in any STOP_LOSSES or STALES or HOLDS at the end of the runs.
 
 ```
-SORT_BY: "maximum_profit_on_clean_wins"
+SORT_BY: "max_profit_on_clean_wins"
 ```
 
 #### number_of_clean_wins

tests/prove-backtesting.yaml

@@ -19,7 +19,7 @@ CONCURRENCY: 1
 
 MIN: 1
 FILTER_BY: "ETH"
-SORT_BY: "maximum_profit_on_clean_wins"
+SORT_BY: "greed"
 FROM_DATE: 20211201
 END_DATE: 20211209
 ROLL_BACKWARDS: 3

utils/prove-backtesting.py

@@ -103,6 +103,17 @@ def __init__(self, cfg) -> None:
         )
         self.sort_by: str = cfg["SORT_BY"]
 
+    def check_for_invalid_values(self):
+        """check for invalid values in the config"""
+
+        if self.sort_by not in [
+            "max_profit_on_clean_wins",
+            "number_of_clean_wins",
+            "greed",
+        ]:
+            log_msg("SORT_BY set to invalid value")
+            sys.exit(1)
+
     def generate_start_dates(self, start_date, end_date, jump=7) -> list:
         """returns a list of dates, with a gap in 'jump' days"""
         dates = pd.date_range(start_date, end_date, freq="d").strftime(
@@ -579,6 +590,8 @@ def run_optimized_config(self, s_balance) -> float:
 n_cpus: Optional[int] = os.cpu_count()
 
 pv: ProveBacktesting = ProveBacktesting(config)
+pv.check_for_invalid_values()
+
 
 # generate start_dates
 log_msg(