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Extract .last_result.json to constant

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Matthias 2020-06-28 09:27:19 +02:00
parent 59e0ca0aaa
commit 2ed808da1f
5 changed files with 32 additions and 29 deletions
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2
freqtrade/constants.py
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@ -33,6 +33,8 @@ DEFAULT_DATAFRAME_COLUMNS = ['date', 'open', 'high', 'low', 'close', 'volume']
# it has wide consequences for stored trades files # it has wide consequences for stored trades files
DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost'] DEFAULT_TRADES_COLUMNS = ['timestamp', 'id', 'type', 'side', 'price', 'amount', 'cost']
LAST_BT_RESULT_FN = '.last_result.json'
USERPATH_HYPEROPTS = 'hyperopts' USERPATH_HYPEROPTS = 'hyperopts'
USERPATH_STRATEGIES = 'strategies' USERPATH_STRATEGIES = 'strategies'
USERPATH_NOTEBOOKS = 'notebooks' USERPATH_NOTEBOOKS = 'notebooks'

5
freqtrade/data/btanalysis.py
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@ -10,6 +10,7 @@ import pandas as pd
from datetime import timezone from datetime import timezone
from freqtrade import persistence from freqtrade import persistence
from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.misc import json_load from freqtrade.misc import json_load
from freqtrade.persistence import Trade from freqtrade.persistence import Trade
@ -34,7 +35,7 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
directory = Path(directory) directory = Path(directory)
if not directory.is_dir(): if not directory.is_dir():
raise ValueError(f"Directory '{directory}' does not exist.") raise ValueError(f"Directory '{directory}' does not exist.")
filename = directory / '.last_result.json' filename = directory / LAST_BT_RESULT_FN
if not filename.is_file(): if not filename.is_file():
raise ValueError(f"Directory '{directory}' does not seem to contain backtest statistics yet.") raise ValueError(f"Directory '{directory}' does not seem to contain backtest statistics yet.")
@ -43,7 +44,7 @@ def get_latest_backtest_filename(directory: Union[Path, str]) -> str:
data = json_load(file) data = json_load(file)
if 'latest_backtest' not in data: if 'latest_backtest' not in data:
raise ValueError("Invalid '.last_result.json' format.") raise ValueError(f"Invalid '{LAST_BT_RESULT_FN}' format.")
return data['latest_backtest'] return data['latest_backtest']

5
freqtrade/optimize/optimize_reports.py
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@ -7,7 +7,7 @@ from arrow import Arrow
from pandas import DataFrame from pandas import DataFrame
from tabulate import tabulate from tabulate import tabulate
from freqtrade.constants import DATETIME_PRINT_FORMAT from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import calculate_max_drawdown, calculate_market_change from freqtrade.data.btanalysis import calculate_max_drawdown, calculate_market_change
from freqtrade.misc import file_dump_json from freqtrade.misc import file_dump_json
@ -21,8 +21,7 @@ def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> N
).with_suffix(recordfilename.suffix) ).with_suffix(recordfilename.suffix)
file_dump_json(filename, stats) file_dump_json(filename, stats)
latest_filename = Path.joinpath(recordfilename.parent, latest_filename = Path.joinpath(recordfilename.parent, LAST_BT_RESULT_FN)
'.last_result.json')
file_dump_json(latest_filename, {'latest_backtest': str(filename.name)}) file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})

3
tests/data/test_btanalysis.py
View File

@ -6,6 +6,7 @@ from arrow import Arrow
from pandas import DataFrame, DateOffset, Timestamp, to_datetime from pandas import DataFrame, DateOffset, Timestamp, to_datetime
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data.btanalysis import (BT_DATA_COLUMNS, from freqtrade.data.btanalysis import (BT_DATA_COLUMNS,
analyze_trade_parallelism, analyze_trade_parallelism,
calculate_market_change, calculate_market_change,
@ -73,7 +74,7 @@ def test_load_backtest_data_new_format(testdatadir):
load_backtest_data(str("filename") + "nofile") load_backtest_data(str("filename") + "nofile")
with pytest.raises(ValueError, match=r"Unknown dataformat."): with pytest.raises(ValueError, match=r"Unknown dataformat."):
load_backtest_data(testdatadir / '.last_result.json') load_backtest_data(testdatadir / LAST_BT_RESULT_FN)
def test_load_backtest_data_multi(testdatadir): def test_load_backtest_data_multi(testdatadir):

46
tests/optimize/test_optimize_reports.py
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@ -1,15 +1,15 @@
from datetime import datetime import re
from pathlib import Path from pathlib import Path
import pandas as pd import pandas as pd
import re
import pytest import pytest
from arrow import Arrow from arrow import Arrow
from freqtrade.configuration import TimeRange from freqtrade.configuration import TimeRange
from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data import history from freqtrade.data import history
from freqtrade.edge import PairInfo
from freqtrade.data.btanalysis import get_latest_backtest_filename from freqtrade.data.btanalysis import get_latest_backtest_filename
from freqtrade.edge import PairInfo
from freqtrade.optimize.optimize_reports import (generate_backtest_stats, from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
generate_edge_table, generate_edge_table,
generate_pair_metrics, generate_pair_metrics,
@ -93,25 +93,25 @@ def test_generate_backtest_stats(default_conf, testdatadir):
# Above sample had no loosing trade # Above sample had no loosing trade
assert strat_stats['max_drawdown'] == 0.0 assert strat_stats['max_drawdown'] == 0.0
results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC", results = {'DefStrat': pd.DataFrame(
"UNITTEST/BTC", "UNITTEST/BTC"], {"pair": ["UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC", "UNITTEST/BTC"],
"profit_percent": [0.003312, 0.010801, -0.013803, 0.002780], "profit_percent": [0.003312, 0.010801, -0.013803, 0.002780],
"profit_abs": [0.000003, 0.000011, -0.000014, 0.000003], "profit_abs": [0.000003, 0.000011, -0.000014, 0.000003],
"open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime, "open_date": [Arrow(2017, 11, 14, 19, 32, 00).datetime,
Arrow(2017, 11, 14, 21, 36, 00).datetime, Arrow(2017, 11, 14, 21, 36, 00).datetime,
Arrow(2017, 11, 14, 22, 12, 00).datetime, Arrow(2017, 11, 14, 22, 12, 00).datetime,
Arrow(2017, 11, 14, 22, 44, 00).datetime], Arrow(2017, 11, 14, 22, 44, 00).datetime],
"close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime, "close_date": [Arrow(2017, 11, 14, 21, 35, 00).datetime,
Arrow(2017, 11, 14, 22, 10, 00).datetime, Arrow(2017, 11, 14, 22, 10, 00).datetime,
Arrow(2017, 11, 14, 22, 43, 00).datetime, Arrow(2017, 11, 14, 22, 43, 00).datetime,
Arrow(2017, 11, 14, 22, 58, 00).datetime], Arrow(2017, 11, 14, 22, 58, 00).datetime],
"open_rate": [0.002543, 0.003003, 0.003089, 0.003214], "open_rate": [0.002543, 0.003003, 0.003089, 0.003214],
"close_rate": [0.002546, 0.003014, 0.0032903, 0.003217], "close_rate": [0.002546, 0.003014, 0.0032903, 0.003217],
"trade_duration": [123, 34, 31, 14], "trade_duration": [123, 34, 31, 14],
"open_at_end": [False, False, False, True], "open_at_end": [False, False, False, True],
"sell_reason": [SellType.ROI, SellType.STOP_LOSS, "sell_reason": [SellType.ROI, SellType.STOP_LOSS,
SellType.ROI, SellType.FORCE_SELL] SellType.ROI, SellType.FORCE_SELL]
})} })}
assert strat_stats['max_drawdown'] == 0.0 assert strat_stats['max_drawdown'] == 0.0
assert strat_stats['drawdown_start'] == Arrow.fromtimestamp(0).datetime assert strat_stats['drawdown_start'] == Arrow.fromtimestamp(0).datetime
@ -122,7 +122,7 @@ def test_generate_backtest_stats(default_conf, testdatadir):
# Test storing stats # Test storing stats
filename = Path(testdatadir / 'btresult.json') filename = Path(testdatadir / 'btresult.json')
filename_last = Path(testdatadir / '.last_result.json') filename_last = Path(testdatadir / LAST_BT_RESULT_FN)
_backup_file(filename_last, copy_file=True) _backup_file(filename_last, copy_file=True)
assert not filename.is_file() assert not filename.is_file()