Add strategy summary table
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@ -157,6 +157,30 @@ class Backtesting(object):
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tabular_data.append([reason.value, count])
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tabular_data.append([reason.value, count])
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return tabulate(tabular_data, headers=headers, tablefmt="pipe")
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return tabulate(tabular_data, headers=headers, tablefmt="pipe")
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def _generate_text_table_strategy(self, all_results: dict) -> str:
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"""
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Generate summary table per strategy
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"""
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stake_currency = str(self.config.get('stake_currency'))
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
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tabular_data = []
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headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
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'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
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for strategy, results in all_results.items():
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tabular_data.append([
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strategy,
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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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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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return tabulate(tabular_data, headers=headers, floatfmt=floatfmt, tablefmt="pipe")
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def _store_backtest_result(self, recordfilename: str, results: DataFrame,
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def _store_backtest_result(self, recordfilename: str, results: DataFrame,
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strategyname: Optional[str] = None) -> None:
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strategyname: Optional[str] = None) -> None:
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@ -404,6 +428,15 @@ class Backtesting(object):
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)
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)
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)
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)
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if len(all_results) > 1:
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# Print Strategy summary table
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logger.info(
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'\n' +
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' Strategy Summary'.center(119, '=') +
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'\n%s\n\nFor more details, please look at the detail tables above',
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self._generate_text_table_strategy(all_results)
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)
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def setup_configuration(args: Namespace) -> Dict[str, Any]:
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def setup_configuration(args: Namespace) -> Dict[str, Any]:
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"""
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"""
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