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BT: Report canceled/replaced orders also.

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eSeR1805 2022-05-17 14:07:42 +03:00
parent 6e8f24f6a7
commit 0585b378b3
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1 changed files with 9 additions and 1 deletions
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10
freqtrade/optimize/optimize_reports.py
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@ -469,6 +469,8 @@ def generate_strategy_stats(pairlist: List[str],
'timedout_entry_orders': content['timedout_entry_orders'],
'timedout_exit_orders': content['timedout_exit_orders'],
'canceled_trade_entries': content['canceled_trade_entries'],
'canceled_entry_orders': content['canceled_entry_orders'],
'replaced_entry_orders': content['replaced_entry_orders'],
'max_open_trades': max_open_trades,
'max_open_trades_setting': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
@ -754,6 +756,12 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Drawdown End', strat_results['drawdown_end']),
])
entry_adjustment_metrics = [
('Canceled Trade Entries', strat_results.get('canceled_trade_entries', 'N/A')),
('Canceled Entry Orders', strat_results.get('canceled_entry_orders', 'N/A')),
('Replaced Entry Orders', strat_results.get('replaced_entry_orders', 'N/A')),
] if strat_results.get('canceled_entry_orders', 0) > 0 else []
# Newly added fields should be ignored if they are missing in strat_results. hyperopt-show
# command stores these results and newer version of freqtrade must be able to handle old
# results with missing new fields.
@ -802,7 +810,7 @@ def text_table_add_metrics(strat_results: Dict) -> str:
('Entry/Exit Timeouts',
f"{strat_results.get('timedout_entry_orders', 'N/A')} / "
f"{strat_results.get('timedout_exit_orders', 'N/A')}"),
('Canceled Trade Entries', strat_results.get('canceled_trade_entries', 'N/A')),
*entry_adjustment_metrics,
('', ''), # Empty line to improve readability
('Min balance', round_coin_value(strat_results['csum_min'],