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Replace separate start/end date option with usual timerange option

This commit is contained in:
froggleston 2022-11-27 11:30:13 +00:00
parent 706bc9ebea
commit 1a3f88c7b9
6 changed files with 21 additions and 48 deletions
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7
docs/advanced-backtesting.md
View File

@ -103,15 +103,14 @@ output.
### Filtering the trade output by date
To show only trades between dates within your backtested timerange, supply the following option(s) in YYYYMMDD format:
To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format:
```
--analysis-date-start : Start date to filter output trades, inclusive. e.g. 20220101
--analysis-date-end : End date to filter output trades, exclusive. e.g. 20220131
--timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
```
For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
```bash
freqtrade backtesting-analysis -c <config.json> --analysis-date-start 20220101 --analysis-date-end 20220201
freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
```

3
freqtrade/commands/arguments.py
View File

@ -106,8 +106,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
"disableparamexport", "backtest_breakdown"]
ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
"exit_reason_list", "indicator_list",
"analysis_date_start", "analysis_date_end"]
"exit_reason_list", "indicator_list", "timerange"]
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies", "list-freqaimodels",

10
freqtrade/commands/cli_options.py
View File

@ -658,16 +658,6 @@ AVAILABLE_CLI_OPTIONS = {
nargs='+',
default=[],
),
"analysis_date_start": Arg(
"--analysis-date-start",
help=("Start date to filter trades for analysis (inclusive). "
"e.g. '20220101'"),
),
"analysis_date_end": Arg(
"--analysis-date-end",
help=("End date to filter trades for analysis (exclusive). "
"e.g. '20220131'"),
),
"freqaimodel": Arg(
'--freqaimodel',
help='Specify a custom freqaimodels.',

7
freqtrade/configuration/configuration.py
View File

@ -462,11 +462,8 @@ class Configuration:
self._args_to_config(config, argname='indicator_list',
logstring='Analysis indicator list: {}')
self._args_to_config(config, argname='analysis_date_start',
logstring='Analysis filter start date: {}')
self._args_to_config(config, argname='analysis_date_end',
logstring='Analysis filter end date: {}')
self._args_to_config(config, argname='timerange',
logstring='Filter trades by timerange: {}')
def _process_runmode(self, config: Config) -> None:

36
freqtrade/data/entryexitanalysis.py
View File

@ -1,11 +1,11 @@
import logging
from datetime import datetime
from pathlib import Path
import joblib
import pandas as pd
from tabulate import tabulate
from freqtrade.configuration import TimeRange
from freqtrade.constants import Config
from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
load_backtest_stats)
@ -153,22 +153,12 @@ def _do_group_table_output(bigdf, glist):
logger.warning("Invalid group mask specified.")
def _select_rows_within_dates(df, date_start=None, date_end=None):
dtfmt = "%Y%m%d"
try:
bool(datetime.strptime(date_start, dtfmt))
bool(datetime.strptime(date_end, dtfmt))
except ValueError:
logger.error("Invalid start and/or end date provided. Use YYYYMMDD.")
return None
except TypeError:
return df
if (date_start is not None):
df = df.loc[(df['date'] >= date_start)]
if (date_end is not None):
df = df.loc[(df['date'] < date_end)]
def _select_rows_within_dates(df, timerange=None, df_date_col: str = 'date'):
if timerange:
if timerange.starttype == 'date':
df = df.loc[(df[df_date_col] >= timerange.startdt)]
if timerange.stoptype == 'date':
df = df.loc[(df[df_date_col] < timerange.stopdt)]
return df
@ -183,12 +173,12 @@ def _select_rows_by_tags(df, enter_reason_list, exit_reason_list):
def prepare_results(analysed_trades, stratname,
enter_reason_list, exit_reason_list,
date_start=None, date_end=None):
timerange=None):
res_df = pd.DataFrame()
for pair, trades in analysed_trades[stratname].items():
res_df = pd.concat([res_df, trades], ignore_index=True)
res_df = _select_rows_within_dates(res_df, date_start, date_end)
res_df = _select_rows_within_dates(res_df, timerange)
if res_df is not None and res_df.shape[0] > 0 and ('enter_reason' in res_df.columns):
res_df = _select_rows_by_tags(res_df, enter_reason_list, exit_reason_list)
@ -236,8 +226,9 @@ def process_entry_exit_reasons(config: Config):
enter_reason_list = config.get('enter_reason_list', ["all"])
exit_reason_list = config.get('exit_reason_list', ["all"])
indicator_list = config.get('indicator_list', [])
analysis_date_start = config.get('analysis_date_start', None)
analysis_date_end = config.get('analysis_date_end', None)
timerange = TimeRange.parse_timerange(None if config.get(
'timerange') is None else str(config.get('timerange')))
backtest_stats = load_backtest_stats(config['exportfilename'])
@ -252,8 +243,7 @@ def process_entry_exit_reasons(config: Config):
res_df = prepare_results(analysed_trades_dict, strategy_name,
enter_reason_list, exit_reason_list,
date_start=analysis_date_start,
date_end=analysis_date_end)
timerange=timerange)
print_results(res_df,
analysis_groups,

6
tests/data/test_entryexitanalysis.py
View File

@ -191,10 +191,8 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
assert '2.5' in captured.out
# test date filtering
args = get_args(base_args +
['--analysis-date-start', "20180129",
'--analysis-date-end', "20180130"]
)
args = get_args(base_args + ['--timerange', "20180129-20180130"])
start_analysis_entries_exits(args)
captured = capsys.readouterr()
assert 'enter_tag_long_a' in captured.out
assert 'enter_tag_long_b' not in captured.out