Replace separate start/end date option with usual timerange option
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froggleston
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706bc9ebea
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@ -103,15 +103,14 @@ output.
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### Filtering the trade output by date
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To show only trades between dates within your backtested timerange, supply the following option(s) in YYYYMMDD format:
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To show only trades between dates within your backtested timerange, supply the usual `timerange` option in `YYYYMMDD-[YYYYMMDD]` format:
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```
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--analysis-date-start : Start date to filter output trades, inclusive. e.g. 20220101
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--analysis-date-end : End date to filter output trades, exclusive. e.g. 20220131
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--timerange : Timerange to filter output trades, start date inclusive, end date exclusive. e.g. 20220101-20221231
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```
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For example, if your backtest timerange was `20220101-20221231` but you only want to output trades in January:
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```bash
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freqtrade backtesting-analysis -c <config.json> --analysis-date-start 20220101 --analysis-date-end 20220201
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freqtrade backtesting-analysis -c <config.json> --timerange 20220101-20220201
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```
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@ -106,8 +106,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
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"disableparamexport", "backtest_breakdown"]
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ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
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"exit_reason_list", "indicator_list",
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"analysis_date_start", "analysis_date_end"]
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"exit_reason_list", "indicator_list", "timerange"]
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NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
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"list-markets", "list-pairs", "list-strategies", "list-freqaimodels",
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@ -658,16 +658,6 @@ AVAILABLE_CLI_OPTIONS = {
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nargs='+',
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default=[],
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),
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"analysis_date_start": Arg(
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"--analysis-date-start",
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help=("Start date to filter trades for analysis (inclusive). "
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"e.g. '20220101'"),
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),
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"analysis_date_end": Arg(
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"--analysis-date-end",
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help=("End date to filter trades for analysis (exclusive). "
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"e.g. '20220131'"),
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),
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"freqaimodel": Arg(
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'--freqaimodel',
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help='Specify a custom freqaimodels.',
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@ -462,11 +462,8 @@ class Configuration:
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self._args_to_config(config, argname='indicator_list',
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logstring='Analysis indicator list: {}')
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self._args_to_config(config, argname='analysis_date_start',
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logstring='Analysis filter start date: {}')
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self._args_to_config(config, argname='analysis_date_end',
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logstring='Analysis filter end date: {}')
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self._args_to_config(config, argname='timerange',
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logstring='Filter trades by timerange: {}')
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def _process_runmode(self, config: Config) -> None:
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@ -1,11 +1,11 @@
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import logging
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from datetime import datetime
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from pathlib import Path
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import joblib
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import pandas as pd
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from tabulate import tabulate
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from freqtrade.configuration import TimeRange
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from freqtrade.constants import Config
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from freqtrade.data.btanalysis import (get_latest_backtest_filename, load_backtest_data,
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load_backtest_stats)
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@ -153,22 +153,12 @@ def _do_group_table_output(bigdf, glist):
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logger.warning("Invalid group mask specified.")
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def _select_rows_within_dates(df, date_start=None, date_end=None):
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dtfmt = "%Y%m%d"
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try:
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bool(datetime.strptime(date_start, dtfmt))
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bool(datetime.strptime(date_end, dtfmt))
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except ValueError:
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logger.error("Invalid start and/or end date provided. Use YYYYMMDD.")
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return None
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except TypeError:
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return df
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if (date_start is not None):
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df = df.loc[(df['date'] >= date_start)]
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if (date_end is not None):
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df = df.loc[(df['date'] < date_end)]
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def _select_rows_within_dates(df, timerange=None, df_date_col: str = 'date'):
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if timerange:
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if timerange.starttype == 'date':
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df = df.loc[(df[df_date_col] >= timerange.startdt)]
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if timerange.stoptype == 'date':
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df = df.loc[(df[df_date_col] < timerange.stopdt)]
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return df
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@ -183,12 +173,12 @@ def _select_rows_by_tags(df, enter_reason_list, exit_reason_list):
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def prepare_results(analysed_trades, stratname,
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enter_reason_list, exit_reason_list,
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date_start=None, date_end=None):
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timerange=None):
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res_df = pd.DataFrame()
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for pair, trades in analysed_trades[stratname].items():
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res_df = pd.concat([res_df, trades], ignore_index=True)
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res_df = _select_rows_within_dates(res_df, date_start, date_end)
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res_df = _select_rows_within_dates(res_df, timerange)
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if res_df is not None and res_df.shape[0] > 0 and ('enter_reason' in res_df.columns):
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res_df = _select_rows_by_tags(res_df, enter_reason_list, exit_reason_list)
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@ -236,8 +226,9 @@ def process_entry_exit_reasons(config: Config):
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enter_reason_list = config.get('enter_reason_list', ["all"])
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exit_reason_list = config.get('exit_reason_list', ["all"])
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indicator_list = config.get('indicator_list', [])
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analysis_date_start = config.get('analysis_date_start', None)
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analysis_date_end = config.get('analysis_date_end', None)
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timerange = TimeRange.parse_timerange(None if config.get(
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'timerange') is None else str(config.get('timerange')))
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backtest_stats = load_backtest_stats(config['exportfilename'])
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@ -252,8 +243,7 @@ def process_entry_exit_reasons(config: Config):
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res_df = prepare_results(analysed_trades_dict, strategy_name,
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enter_reason_list, exit_reason_list,
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date_start=analysis_date_start,
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date_end=analysis_date_end)
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timerange=timerange)
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print_results(res_df,
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analysis_groups,
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@ -191,10 +191,8 @@ def test_backtest_analysis_nomock(default_conf, mocker, caplog, testdatadir, tmp
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assert '2.5' in captured.out
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# test date filtering
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args = get_args(base_args +
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['--analysis-date-start', "20180129",
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'--analysis-date-end', "20180130"]
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)
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args = get_args(base_args + ['--timerange', "20180129-20180130"])
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start_analysis_entries_exits(args)
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captured = capsys.readouterr()
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assert 'enter_tag_long_a' in captured.out
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assert 'enter_tag_long_b' not in captured.out
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