Capture backtest start / end time

freqtrade/optimize/backtesting.py

@@ -6,7 +6,7 @@ This module contains the backtesting logic
 import logging
 from collections import defaultdict
 from copy import deepcopy
-from datetime import datetime, timedelta
+from datetime import datetime, timedelta, timezone
 from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 
 from pandas import DataFrame
@@ -433,6 +433,7 @@ class Backtesting:
 
     def backtest_one_strategy(self, strat: IStrategy, data: Dict[str, Any], timerange: TimeRange):
         logger.info("Running backtesting for Strategy %s", strat.get_strategy_name())
+        backtest_start_time = datetime.now(timezone.utc)
         self._set_strategy(strat)
 
         strategy_safe_wrapper(self.strategy.bot_loop_start, supress_error=True)()
@@ -467,10 +468,13 @@ class Backtesting:
             position_stacking=self.config.get('position_stacking', False),
             enable_protections=self.config.get('enable_protections', False),
         )
+        backtest_end_time = datetime.now(timezone.utc)
         self.all_results[self.strategy.get_strategy_name()] = {
             'results': results,
             'config': self.strategy.config,
             'locks': PairLocks.locks,
+            'backtest_start_time': int(backtest_start_time.timestamp()),
+            'backtest_end_time': int(backtest_end_time.timestamp()),
         }
         return min_date, max_date
 

freqtrade/optimize/optimize_reports.py

@@ -282,6 +282,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'backtest_end_ts': max_date.int_timestamp * 1000,
             'backtest_days': backtest_days,
 
+            'backtest_run_start_ts': content['backtest_start_time'],
+            'backtest_run_end_ts': content['backtest_end_time'],
+
             'trades_per_day': round(len(results) / backtest_days, 2) if backtest_days > 0 else 0,
             'market_change': market_change,
             'pairlist': list(btdata.keys()),
@@ -290,6 +293,9 @@ def generate_backtest_stats(btdata: Dict[str, DataFrame],
             'max_open_trades': (config['max_open_trades']
                                 if config['max_open_trades'] != float('inf') else -1),
             'timeframe': config['timeframe'],
+            'timerange': config.get('timerange', ''),
+            'enable_protections': config.get('enable_protections', False),
+            'strategy_name': strategy,
             # Parameters relevant for backtesting
             'stoploss': config['stoploss'],
             'trailing_stop': config.get('trailing_stop', False),

tests/optimize/test_optimize_reports.py

@@ -77,7 +77,10 @@ def test_generate_backtest_stats(default_conf, testdatadir):
                                                  SellType.ROI, SellType.FORCE_SELL]
                                  }),
         'config': default_conf,
-        'locks': []}
+        'locks': [],
+        'backtest_start_time': Arrow.utcnow().int_timestamp,
+        'backtest_end_time': Arrow.utcnow().int_timestamp,
+        }
         }
     timerange = TimeRange.parse_timerange('1510688220-1510700340')
     min_date = Arrow.fromtimestamp(1510688220)