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Add strategy summary table

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This commit is contained in:
Matthias 2018-07-29 13:07:11 +02:00
parent 5125076f5d
commit 028589abd2
1 changed files with 33 additions and 0 deletions
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33
freqtrade/optimize/backtesting.py
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@ -157,6 +157,30 @@ class Backtesting(object):
tabular_data.append([reason.value, count])
return tabulate(tabular_data, headers=headers, tablefmt="pipe")
def _generate_text_table_strategy(self, all_results: dict) -> str:
"""
Generate summary table per strategy
"""
stake_currency = str(self.config.get('stake_currency'))
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
tabular_data = []
headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
for strategy, results in all_results.items():
tabular_data.append([
strategy,
len(results.index),
results.profit_percent.mean() * 100.0,
results.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
len(results[results.profit_abs < 0])
])
return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
def _store_backtest_result(self, recordfilename: str, results: DataFrame,
strategyname: Optional[str] = None) -> None:
@ -404,6 +428,15 @@ class Backtesting(object):
)
)
if len(all_results) > 1:
# Print Strategy summary table
logger.info(
'\n' +
' Strategy Summary'.center(119, '=') +
'\n%s\n\nFor more details, please look at the detail tables above',
self._generate_text_table_strategy(all_results)
)
def setup_configuration(args: Namespace) -> Dict[str, Any]:
"""