From e91e51b99088fd8c10665072b4fecdf5004aaea8 Mon Sep 17 00:00:00 2001
From: cardosofede <federico.cardoso.e@gmail.com>
Date: Fri, 12 Jul 2024 20:48:50 +0300
Subject: [PATCH] (feat) remove custom backtesting engine

---
 services/backtesting_engine.py | 93 ----------------------------------
 1 file changed, 93 deletions(-)
 delete mode 100644 services/backtesting_engine.py

diff --git a/services/backtesting_engine.py b/services/backtesting_engine.py
deleted file mode 100644
index 051746e..0000000
--- a/services/backtesting_engine.py
+++ /dev/null
@@ -1,93 +0,0 @@
-from typing import List, Dict
-import os
-
-import pandas as pd
-from decimal import Decimal
-import yaml
-import importlib
-import inspect
-
-from hummingbot.strategy_v2.backtesting.backtesting_engine_base import BacktestingEngineBase
-from hummingbot.exceptions import InvalidController
-from hummingbot.strategy_v2.controllers import ControllerConfigBase, MarketMakingControllerConfigBase, DirectionalTradingControllerConfigBase
-
-import config
-
-
-class BacktestingEngine(BacktestingEngineBase):
-
-    @classmethod
-    def load_controller_config(cls, config_path: str) -> Dict:
-        full_path = os.path.join(config.CONTROLLERS_PATH, config_path)
-        with open(full_path, 'r') as file:
-            config_data = yaml.safe_load(file)
-        return config_data
-
-    @classmethod
-    def get_controller_config_instance_from_yml(cls, config_path: str) -> ControllerConfigBase:
-        config_data = cls.load_controller_config(config_path)
-        return cls.get_controller_config_instance_from_dict(config_data)
-
-    @classmethod
-    def get_controller_config_instance_from_dict(cls, config_data: Dict) -> ControllerConfigBase:
-        controller_type = config_data.get('controller_type')
-        controller_name = config_data.get('controller_name')
-
-        if not controller_type or not controller_name:
-            raise ValueError(f"Missing controller_type or controller_name")
-
-        module_path = f"{config.CONTROLLERS_MODULE}.{controller_type}.{controller_name}"
-        module = importlib.import_module(module_path)
-
-        config_class = next((member for member_name, member in inspect.getmembers(module)
-                             if inspect.isclass(member) and member not in [ControllerConfigBase,
-                                                                           MarketMakingControllerConfigBase,
-                                                                           DirectionalTradingControllerConfigBase]
-                             and (issubclass(member, ControllerConfigBase))), None)
-        if not config_class:
-            raise InvalidController(f"No configuration class found in the module {controller_name}.")
-
-        return config_class(**config_data)
-
-    def prepare_market_data(self) -> pd.DataFrame:
-        """
-        Prepares market data by merging candle data with strategy features, filling missing values.
-
-        Returns:
-            pd.DataFrame: The prepared market data with necessary features.
-        """
-        backtesting_candles = self.controller.market_data_provider.get_candles_df(
-            connector_name=self.controller.config.connector_name,
-            trading_pair=self.controller.config.trading_pair,
-            interval=self.backtesting_resolution
-        ).add_suffix("_bt")
-
-        if "features" not in self.controller.processed_data:
-            backtesting_candles["reference_price"] = backtesting_candles["close_bt"]
-            backtesting_candles["spread_multiplier"] = 1
-            backtesting_candles["signal"] = 0
-        else:
-            backtesting_candles = pd.merge_asof(backtesting_candles, self.controller.processed_data["features"],
-                                                left_on="timestamp_bt", right_on="timestamp",
-                                                direction="backward")
-        backtesting_candles["timestamp"] = backtesting_candles["timestamp_bt"] // 1e3
-        backtesting_candles["open"] = backtesting_candles["open_bt"]
-        backtesting_candles["high"] = backtesting_candles["high_bt"]
-        backtesting_candles["low"] = backtesting_candles["low_bt"]
-        backtesting_candles["close"] = backtesting_candles["close_bt"]
-        backtesting_candles["volume"] = backtesting_candles["volume_bt"]
-        # TODO: Apply this changes in the Base class to avoid code duplication
-        backtesting_candles.dropna(inplace=True)
-        self.controller.processed_data["features"] = backtesting_candles
-        return backtesting_candles
-
-
-class MarketMakingBacktesting(BacktestingEngine):
-    def update_processed_data(self, row: pd.Series):
-        self.controller.processed_data["reference_price"] = Decimal(row["reference_price"])
-        self.controller.processed_data["spread_multiplier"] = Decimal(row["spread_multiplier"])
-
-
-class DirectionalTradingBacktesting(BacktestingEngine):
-    def update_processed_data(self, row: pd.Series):
-        self.controller.processed_data["signal"] = row["signal"]