Make StrategyState available after Backtesting

[josvanos]

Description of Feature Request

This feature is closely related to the open feature request of in-house plotting (#207). Currently I use the teardown function to create custom plots with plotly. However, this makes it difficult to show detailed information as trades and metrics as the backtest result is not yet available. The default figures of blankly are limited in showing what's going on with the data, such as visualizing indicators.

The real problem is that I have never the state and the backtest result together at one location, making it difficult to plot everything I want in a complete overview.

How would you implement this?

# Example of how my teardown function looks like:
# using the teardown function for ploting feels like misusing the purpose of this function
def teardown(symbol, state: blankly.StrategyState):
    # in the teardown I do something like this to show the candles and indicators. 
    plotly.show(state)

strategy.add_bar_event(bar_event, symbol='MSFT', resolution='4h', teardown=teardown)
res = strategy.backtest(to='1y', initial_values={'USD': 10000})
 
# Option 1: 

res.state[symbol][resolution]  # -> blankly.StrategyState
res.get_state(*args) # -> blankly.StrategyState


# Option 2: 
def teardown(symbol, state: blankly.StrategyState, res: BacktestResult ):
    # in the teardown I do something like this to show the candles and indicators. 
    plotly.show(state, res)

Would you like to Contribute?

• Yes, I would love to contribute to this feature request 🎉 (I do not understand the internals of blankly that well)
• No, but please keep me posted 🎉

[EmersonDove]

A super super simple workaround to this is to not use the teardown function and instead do something like this:

import blankly


global_state = None

def price_event(price, symbol, state: blankly.FuturesStrategyState):
    pass


def teardown(symbol, state: blankly.StrategyState):
    # In the teardown just copy the state to the global state and store that for later
    import copy
    global global_state
    global_state = copy.copy(state)


if __name__ == "__main__":
    # Authenticate Binance Futures exchange
    exchange = blankly.Binance()

    # Use our strategy helper on binance futures
    strategy = blankly.Strategy(exchange)

    strategy.add_price_event(price_event, symbol='BTC-USDT', resolution='1d', teardown=teardown)

    results = strategy.backtest(to='1M', initial_values={'USDT': 1000000})

    print("Now I have both the state and the results!")
    print(global_state)
    print(results)

^^^ Just keep the reference around for the state variable in global_state