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Replace separate start/end date option with usual timerange option

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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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36
freqtrade/data/entryexitanalysis.py
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@@ -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,