default settings to trigger low, take stop

This commit is contained in:
creslinux 2018-07-17 21:33:11 +00:00
parent 8cea0517eb
commit 3184c85dca

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@ -101,7 +101,7 @@ class Backtesting(object):
self.debug_vector = False # Debug vector calcs
self.debug_timing_main_loop = False # print overall timing per pair - works in Backtest and Backslap
self.backslap_show_trades = True # prints trades in addition to summary report
self.backslap_show_trades = False # prints trades in addition to summary report
self.backslap_save_trades = True # saves trades as a pretty table to backslap.txt
self.stop_stops: int = 9999 # stop back testing any pair with this many stops, set to 999999 to not hit
@ -414,33 +414,35 @@ class Backtesting(object):
if debug:
from pandas import set_option
set_option('display.max_rows', 5000)
set_option('display.max_columns', 10)
set_option('display.max_columns', 20)
pd.set_option('display.width', 1000)
pd.set_option('max_colwidth', 40)
pd.set_option('precision', 12)
bslap_results_df['trade_duration'] = bslap_results_df['close_time'] - bslap_results_df['open_time']
# if debug:
# print(bslap_results_df[['open_time', 'close_time', 'trade_duration']])
## Spends, Takes, Profit, Absolute Profit
print(bslap_results_df)
# Buy Price
bslap_results_df['buy_sum'] = stake * bslap_results_df['open_rate']
bslap_results_df['buy_fee'] = bslap_results_df['buy_sum'] * open_fee
bslap_results_df['buy_spend'] = bslap_results_df['buy_sum'] + bslap_results_df['buy_fee']
bslap_results_df['buy_vol'] = stake / bslap_results_df['open_rate'] # How many target are we buying
bslap_results_df['buy_fee'] = stake * open_fee
bslap_results_df['buy_spend'] = stake + bslap_results_df['buy_fee'] # How much we're spending
# Sell price
bslap_results_df['sell_sum'] = stake * bslap_results_df['close_rate']
bslap_results_df['sell_fee'] = bslap_results_df['sell_sum'] * close_fee
bslap_results_df['sell_sum'] = bslap_results_df['buy_vol'] * bslap_results_df['close_rate']
bslap_results_df['sell_fee'] = bslap_results_df['sell_sum'] * close_fee
bslap_results_df['sell_take'] = bslap_results_df['sell_sum'] - bslap_results_df['sell_fee']
# profit_percent
bslap_results_df['profit_percent'] = bslap_results_df['sell_take'] / bslap_results_df['buy_spend'] - 1
bslap_results_df['profit_percent'] = (bslap_results_df['sell_take'] - bslap_results_df['buy_spend']) \
/ bslap_results_df['buy_spend']
# Absolute profit
bslap_results_df['profit_abs'] = bslap_results_df['sell_take'] - bslap_results_df['buy_spend']
if debug:
print("\n")
print(bslap_results_df[
['buy_sum', 'buy_fee', 'buy_spend', 'sell_sum','sell_fee', 'sell_take', 'profit_percent', 'profit_abs', 'exit_type']])
['buy_vol', 'buy_fee', 'buy_spend', 'sell_sum','sell_fee', 'sell_take', 'profit_percent', 'profit_abs', 'exit_type']])
return bslap_results_df
@ -458,6 +460,8 @@ class Backtesting(object):
stop_stops i
"""
debug = self.debug
# Timers, to be called if in debug
def s():
st = timeit.default_timer()
@ -486,7 +490,8 @@ class Backtesting(object):
if stop_stops_count >= stop_stops: # if maximum number of stops allowed in a pair is hit, exit loop
t_open_ind = -1 # -1 ends the loop
print("Max stop limit ", stop_stops, "reached. Moving to next pair")
if debug:
print("Max stop limit ", stop_stops, "reached. Moving to next pair")
return t_open_ind
@ -1026,6 +1031,8 @@ class Backtesting(object):
timerange = Arguments.parse_timerange(None if self.config.get(
'timerange') is None else str(self.config.get('timerange')))
ld_files = self.s()
data = optimize.load_data(
self.config['datadir'],
pairs=pairs,
@ -1046,6 +1053,8 @@ class Backtesting(object):
max_open_trades = 0
preprocessed = self.tickerdata_to_dataframe(data)
t_t = self.f(ld_files)
print("Load from json to file to df in mem took", t_t)
# Print timeframe
min_date, max_date = self.get_timeframe(preprocessed)
@ -1110,18 +1119,16 @@ class Backtesting(object):
results
)
)
## TODO. Catch open trades for this report.
# logger.info(
# '\n=============================================== '
# 'LEFT OPEN TRADES REPORT'
# ' ===============================================\n'
# '%s',
# self._generate_text_table(
# data,
# results.loc[results.open_at_end]
# )
# )
logger.info(
'\n=============================================== '
'LEFT OPEN TRADES REPORT'
' ===============================================\n'
'%s',
self._generate_text_table(
data,
results.loc[results.open_at_end]
)
)
def setup_configuration(args: Namespace) -> Dict[str, Any]: