54 lines
2.0 KiB
Python
54 lines
2.0 KiB
Python
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from datetime import timedelta
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from typing import Dict
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from pandas import DataFrame
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from tabulate import tabulate
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def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
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results: DataFrame, skip_nan: bool = False) -> str:
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"""
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Generates and returns a text table for the given backtest data and the results dataframe
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:return: pretty printed table with tabulate as str
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"""
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
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tabular_data = []
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headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
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f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
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'profit', 'loss']
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for pair in data:
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result = results[results.pair == pair]
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if skip_nan and result.profit_abs.isnull().all():
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continue
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tabular_data.append([
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pair,
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len(result.index),
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result.profit_percent.mean() * 100.0,
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result.profit_percent.sum() * 100.0,
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result.profit_abs.sum(),
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result.profit_percent.sum() * 100.0 / max_open_trades,
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str(timedelta(
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minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
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len(result[result.profit_abs > 0]),
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len(result[result.profit_abs < 0])
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])
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# Append Total
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tabular_data.append([
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'TOTAL',
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len(results.index),
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results.profit_percent.mean() * 100.0,
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results.profit_percent.sum() * 100.0,
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results.profit_abs.sum(),
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results.profit_percent.sum() * 100.0 / max_open_trades,
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str(timedelta(
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minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
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len(results[results.profit_abs > 0]),
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len(results[results.profit_abs < 0])
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])
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# Ignore type as floatfmt does allow tuples but mypy does not know that
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return tabulate(tabular_data, headers=headers,
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floatfmt=floatfmt, tablefmt="pipe") # type: ignore
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