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Fix docstrings, extract strategy-list results

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This commit is contained in:
Matthias 2020-05-25 19:55:02 +02:00
parent db257e9f7f
commit 027ea64d48
2 changed files with 20 additions and 20 deletions
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31
freqtrade/optimize/optimize_reports.py
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@ -87,7 +87,7 @@ def generate_pair_results(data: Dict[str, Dict], stake_currency: str, max_open_t
:param max_open_trades: Maximum allowed open trades :param max_open_trades: Maximum allowed open trades
:param results: Dataframe containing the backtest results :param results: Dataframe containing the backtest results
:param skip_nan: Print "left open" open trades :param skip_nan: Print "left open" open trades
:return: Tuple of (data, headers, floatfmt) of summarized results. :return: List of Dicts containing the metrics per pair
""" """
tabular_data = [] tabular_data = []
@ -107,11 +107,8 @@ def generate_pair_results(data: Dict[str, Dict], stake_currency: str, max_open_t
def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str: def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
""" """
Generates and returns a text table for the given backtest data and the results dataframe Generates and returns a text table for the given backtest data and the results dataframe
:param data: Dict of <pair: dataframe> containing data that was used during backtesting. :param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers :param stake_currency: stake-currency - used to correctly name headers
:param max_open_trades: Maximum allowed open trades
:param results: Dataframe containing the backtest results
:param skip_nan: Print "left open" open trades
:return: pretty printed table with tabulate as string :return: pretty printed table with tabulate as string
""" """
@ -126,8 +123,7 @@ def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str)
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_sell_reason_stats(max_open_trades: int, def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
results: DataFrame) -> List[Dict]:
""" """
Generate small table outlining Backtest results Generate small table outlining Backtest results
:param max_open_trades: Max_open_trades parameter :param max_open_trades: Max_open_trades parameter
@ -165,9 +161,8 @@ def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
stake_currency: str) -> str: stake_currency: str) -> str:
""" """
Generate small table outlining Backtest results Generate small table outlining Backtest results
:param sell_reason_stats: Sell reason metrics
:param stake_currency: Stakecurrency used :param stake_currency: Stakecurrency used
:param max_open_trades: Max_open_trades parameter
:param results: Dataframe containing the backtest result for one strategy
:return: pretty printed table with tabulate as string :return: pretty printed table with tabulate as string
""" """
headers = [ headers = [
@ -189,14 +184,14 @@ def generate_text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]],
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right") return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def _generate_strategy_summary(stake_currency: str, max_open_trades: int, def generate_strategy_summary(stake_currency: str, max_open_trades: int,
all_results: Dict) -> List[Dict]: all_results: Dict) -> List[Dict]:
""" """
Generate summary per strategy Generate summary per strategy
:param stake_currency: stake-currency - used to correctly name headers :param stake_currency: stake-currency - used to correctly name headers
:param max_open_trades: Maximum allowed open trades used for backtest :param max_open_trades: Maximum allowed open trades used for backtest
:param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies :param all_results: Dict of <Strategyname: BacktestResult> containing results for all strategies
:return: Tuple of (data, headers, floatfmt) of summarized results. :return: List of Dicts containing the metrics per Strategy
""" """
tabular_data = [] tabular_data = []
@ -205,8 +200,7 @@ def _generate_strategy_summary(stake_currency: str, max_open_trades: int,
return tabular_data return tabular_data
def generate_text_table_strategy(stake_currency: str, max_open_trades: int, def generate_text_table_strategy(strategy_results, stake_currency: str) -> str:
all_results: Dict) -> str:
""" """
Generate summary table per strategy Generate summary table per strategy
:param stake_currency: stake-currency - used to correctly name headers :param stake_currency: stake-currency - used to correctly name headers
@ -216,7 +210,6 @@ def generate_text_table_strategy(stake_currency: str, max_open_trades: int,
""" """
floatfmt = _get_line_floatfmt() floatfmt = _get_line_floatfmt()
headers = _get_line_header('Strategy', stake_currency) headers = _get_line_header('Strategy', stake_currency)
strategy_results = _generate_strategy_summary(stake_currency, max_open_trades, all_results)
output = [[ output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
@ -289,9 +282,11 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
if len(all_results) > 1: if len(all_results) > 1:
# Print Strategy summary table # Print Strategy summary table
table = generate_text_table_strategy(config['stake_currency'], strategy_results = generate_strategy_summary(stake_currency=config['stake_currency'],
config['max_open_trades'], max_open_trades=config['max_open_trades'],
all_results=all_results) all_results=all_results)
table = generate_text_table_strategy(strategy_results, config['stake_currency'])
print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '=')) print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
print('=' * len(table.splitlines()[0])) print('=' * len(table.splitlines()[0]))

9
tests/optimize/test_optimize_reports.py
View File

@ -7,7 +7,7 @@ from arrow import Arrow
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.optimize.optimize_reports import ( from freqtrade.optimize.optimize_reports import (
generate_pair_results, generate_edge_table, generate_sell_reason_stats, generate_pair_results, generate_edge_table, generate_sell_reason_stats,
generate_text_table, generate_text_table_sell_reason, generate_text_table, generate_text_table_sell_reason, generate_strategy_summary,
generate_text_table_strategy, store_backtest_result) generate_text_table_strategy, store_backtest_result)
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange from tests.conftest import patch_exchange
@ -173,7 +173,12 @@ def test_generate_text_table_strategy(default_conf, mocker):
'| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |' '| TestStrategy2 | 3 | 30.00 | 90.00 | 1.30000000 |'
' 45.00 | 0:20:00 | 3 | 0 | 0 |' ' 45.00 | 0:20:00 | 3 | 0 | 0 |'
) )
assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
strategy_results = generate_strategy_summary(stake_currency='BTC',
max_open_trades=2,
all_results=results)
assert generate_text_table_strategy(strategy_results, 'BTC') == result_str
def test_generate_edge_table(edge_conf, mocker): def test_generate_edge_table(edge_conf, mocker):