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Extract data generation from generate_text_table

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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
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@@ -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)