change print to format so result can be used in hyperopt Trials
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@ -13,17 +13,17 @@ from freqtrade.persistence import Trade
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logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
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def print_results(results):
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print('Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
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def format_results(results):
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return 'Made {} buys. Average profit {:.2f}%. Total profit was {:.3f}. Average duration {:.1f} mins.'.format(
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len(results.index),
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results.profit.mean() * 100.0,
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results.profit.sum(),
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results.duration.mean() * 5
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))
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)
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def print_pair_results(pair, results):
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print('For currency {}:'.format(pair))
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print_results(results[results.currency == pair])
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print(format_results(results[results.currency == pair]))
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@pytest.fixture
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def pairs():
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@ -77,4 +77,4 @@ def test_backtest(conf, pairs, mocker, report=True):
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print('====================== BACKTESTING REPORT ================================')
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[print_pair_results(pair, results) for pair in pairs]
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print('TOTAL OVER ALL TRADES:')
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print_results(results)
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print(format_results(results))
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@ -15,7 +15,7 @@ from freqtrade.analyze import analyze_ticker
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from freqtrade.main import should_sell
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from freqtrade.persistence import Trade
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from freqtrade.tests.test_backtesting import backtest, print_results
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from freqtrade.tests.test_backtesting import backtest, format_results
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logging.disable(logging.DEBUG) # disable debug logs that slow backtesting a lot
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@ -83,9 +83,10 @@ def test_hyperopt(conf, pairs, mocker):
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mocker.patch('freqtrade.analyze.populate_buy_trend', side_effect=buy_strategy)
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results = backtest(conf, pairs, mocker)
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print_results(results)
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# set the value below to suit your number concurrent trades so its realistic to 20days of data
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result = format_results(results)
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print(result)
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# set TARGET_TRADES to suit your number concurrent trades so its realistic to 20days of data
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TARGET_TRADES = 1200
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if results.profit.sum() == 0 or results.profit.mean() == 0:
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return 49999999999 # avoid division by zero, return huge value to discard result
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