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Remove old store_backtest method

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This commit is contained in:
Matthias 2020-07-03 20:15:20 +02:00
parent 523437d970
commit 0d15a87af8
4 changed files with 1 additions and 96 deletions
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2
freqtrade/optimize/backtesting.py
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@ -21,7 +21,6 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
show_backtest_results,
store_backtest_result,
store_backtest_stats)
from freqtrade.pairlist.pairlistmanager import PairListManager
from freqtrade.persistence import Trade
@ -421,7 +420,6 @@ class Backtesting:
stats = generate_backtest_stats(self.config, data, all_results,
min_date=min_date, max_date=max_date)
if self.config.get('export', False):
store_backtest_result(self.config['exportfilename'], all_results)
store_backtest_stats(self.config['exportfilename'], stats)
# Show backtest results

20
freqtrade/optimize/optimize_reports.py
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@ -30,26 +30,6 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None:
"""
Stores backtest results to file (one file per strategy)
:param recordfilename: Destination filename
:param all_results: Dict of Dataframes, one results dataframe per strategy
"""
for strategy, results in all_results.items():
records = backtest_result_to_list(results)
if records:
filename = recordfilename
if len(all_results) > 1:
# Inject strategy to filename
filename = Path.joinpath(
recordfilename.parent,
f'{recordfilename.stem}-{strategy}').with_suffix(recordfilename.suffix)
logger.info(f'Dumping backtest results to {filename}')
file_dump_json(filename, records)
def backtest_result_to_list(results: DataFrame) -> List[List]:
"""
Converts a list of Backtest-results to list

1
tests/optimize/test_backtesting.py
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@ -703,6 +703,7 @@ def test_backtest_start_multi_strat(default_conf, mocker, caplog, testdatadir):
generate_pair_metrics=MagicMock(),
generate_sell_reason_stats=sell_reason_mock,
generate_strategy_metrics=strat_summary,
generate_daily_stats=MagicMock(),
)
patched_configuration_load_config_file(mocker, default_conf)

74
tests/optimize/test_optimize_reports.py
View File

@ -18,13 +18,11 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
generate_pair_metrics,
generate_sell_reason_stats,
generate_strategy_metrics,
store_backtest_result,
store_backtest_stats,
text_table_bt_results,
text_table_sell_reason,
text_table_strategy)
from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange
from tests.data.test_history import _backup_file, _clean_test_file
@ -308,75 +306,3 @@ def test_generate_edge_table(edge_conf, mocker):
assert generate_edge_table(results).count('| ETH/BTC |') == 1
assert generate_edge_table(results).count(
'| Risk Reward Ratio | Required Risk Reward | Expectancy |') == 1
def test_backtest_record(default_conf, fee, mocker):
names = []
records = []
patch_exchange(mocker)
mocker.patch('freqtrade.exchange.Exchange.get_fee', fee)
mocker.patch(
'freqtrade.optimize.optimize_reports.file_dump_json',
new=lambda n, r: (names.append(n), records.append(r))
)
results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
"UNITTEST/BTC", "UNITTEST/BTC"],
"profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],
"profit_abs": [0.000003, 0.000011, 0.000014, 0.000003],
"open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
Arrow(2017, 11, 14, 21, 36, 00).datetime,
Arrow(2017, 11, 14, 22, 12, 00).datetime,
Arrow(2017, 11, 14, 22, 44, 00).datetime],
"close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.003103, 0.003217],
"trade_duration": [123, 34, 31, 14],
"open_at_end": [False, False, False, True],
"sell_reason": [SellType.ROI, SellType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL]
})}
store_backtest_result(Path("backtest-result.json"), results)
# Assert file_dump_json was only called once
assert names == [Path('backtest-result.json')]
records = records[0]
# Ensure records are of correct type
assert len(records) == 4
# reset test to test with strategy name
names = []
records = []
results['Strat'] = results['DefStrat']
results['Strat2'] = results['DefStrat']
store_backtest_result(Path("backtest-result.json"), results)
assert names == [
Path('backtest-result-DefStrat.json'),
Path('backtest-result-Strat.json'),
Path('backtest-result-Strat2.json'),
]
records = records[0]
# Ensure records are of correct type
assert len(records) == 4
# ('UNITTEST/BTC', 0.00331158, '1510684320', '1510691700', 0, 117)
# Below follows just a typecheck of the schema/type of trade-records
oix = None
for (pair, profit, date_buy, date_sell, buy_index, dur,
openr, closer, open_at_end, sell_reason) in records:
assert pair == 'UNITTEST/BTC'
assert isinstance(profit, float)
# FIX: buy/sell should be converted to ints
assert isinstance(date_buy, float)
assert isinstance(date_sell, float)
assert isinstance(openr, float)
assert isinstance(closer, float)
assert isinstance(open_at_end, bool)
assert isinstance(sell_reason, str)
isinstance(buy_index, pd._libs.tslib.Timestamp)
if oix:
assert buy_index > oix
oix = buy_index
assert dur > 0