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Extract data generation from generate_text_table

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This commit is contained in:
Matthias 2020-05-25 19:34:46 +02:00
parent 0917b17efd
commit 18a2dad684
2 changed files with 19 additions and 16 deletions
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20
freqtrade/optimize/optimize_reports.py
View File

@ -104,8 +104,7 @@ def _generate_pair_results(data: Dict[str, Dict], stake_currency: str, max_open_
return tabular_data
def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
results: DataFrame, skip_nan: bool = False) -> str:
def generate_text_table(pair_results: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:param data: Dict of <pair: dataframe> containing data that was used during backtesting.
@ -118,7 +117,6 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
headers = _get_line_header('Pair', stake_currency)
floatfmt = _get_line_floatfmt()
pair_results = _generate_pair_results(data, stake_currency, max_open_trades, results, skip_nan)
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'], t['wins'], t['draws'], t['losses']
@ -259,9 +257,10 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
for strategy, results in all_results.items():
print(f"Result for strategy {strategy}")
table = generate_text_table(btdata, stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results)
pair_results = _generate_pair_results(btdata, stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results, skip_nan=False)
table = generate_text_table(pair_results, stake_currency=config['stake_currency'])
if isinstance(table, str):
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
@ -275,10 +274,11 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table(btdata,
stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results.loc[results.open_at_end], skip_nan=True)
left_open_results = _generate_pair_results(btdata, stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results.loc[results['open_at_end']],
skip_nan=True)
table = generate_text_table(left_open_results, stake_currency=config['stake_currency'])
if isinstance(table, str):
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
print(table)

15
tests/optimize/test_optimize_reports.py
View File

@ -6,9 +6,9 @@ from arrow import Arrow
from freqtrade.edge import PairInfo
from freqtrade.optimize.optimize_reports import (
generate_edge_table, generate_sell_reason_stats, generate_text_table,
generate_text_table_sell_reason, generate_text_table_strategy,
store_backtest_result)
_generate_pair_results, generate_edge_table, generate_sell_reason_stats,
generate_text_table, generate_text_table_sell_reason,
generate_text_table_strategy, store_backtest_result)
from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange
@ -37,9 +37,12 @@ def test_generate_text_table(default_conf, mocker):
'| TOTAL | 2 | 15.00 | 30.00 | 0.60000000 |'
' 15.00 | 0:20:00 | 2 | 0 | 0 |'
)
assert generate_text_table(data={'ETH/BTC': {}},
stake_currency='BTC', max_open_trades=2,
results=results) == result_str
pair_results = _generate_pair_results(data={'ETH/BTC': {}}, stake_currency='BTC',
max_open_trades=2,
results=results)
assert generate_text_table(pair_results,
stake_currency='BTC') == result_str
def test_generate_text_table_sell_reason(default_conf):