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Merge pull request #1959 from freqtrade/split_btanalysis_load_trades

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Split btanalysis load trades
This commit is contained in:
Matthias
2019-06-24 19:41:56 +02:00
committed by GitHub
parent 158569f5e8 e83f8941a1
commit 31a2aac627
11 changed files with 86 additions and 60 deletions
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43
freqtrade/data/btanalysis.py
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@@ -73,37 +73,30 @@ def evaluate_result_multi(results: pd.DataFrame, freq: str, max_open_trades: int
return df_final[df_final['pair'] > max_open_trades]
def load_trades(db_url: str = None, exportfilename: str = None) -> pd.DataFrame:
def load_trades_from_db(db_url: str) -> pd.DataFrame:
"""
Load trades, either from a DB (using dburl) or via a backtest export file.
Load trades from a DB (using dburl)
:param db_url: Sqlite url (default format sqlite:///tradesv3.dry-run.sqlite)
:param exportfilename: Path to a file exported from backtesting
:return: Dataframe containing Trades
"""
timeZone = pytz.UTC
trades: pd.DataFrame = pd.DataFrame([], columns=BT_DATA_COLUMNS)
persistence.init(db_url, clean_open_orders=False)
columns = ["pair", "profit", "open_time", "close_time",
"open_rate", "close_rate", "duration", "sell_reason",
"max_rate", "min_rate"]
if db_url:
persistence.init(db_url, clean_open_orders=False)
columns = ["pair", "profit", "open_time", "close_time",
"open_rate", "close_rate", "duration"]
for x in Trade.query.all():
logger.info("date: {}".format(x.open_date))
trades = pd.DataFrame([(t.pair, t.calc_profit(),
t.open_date.replace(tzinfo=timeZone),
t.close_date.replace(tzinfo=timeZone) if t.close_date else None,
t.open_rate, t.close_rate,
t.close_date.timestamp() - t.open_date.timestamp()
if t.close_date else None)
for t in Trade.query.all()],
columns=columns)
elif exportfilename:
trades = load_backtest_data(Path(exportfilename))
trades = pd.DataFrame([(t.pair, t.calc_profit(),
t.open_date.replace(tzinfo=pytz.UTC),
t.close_date.replace(tzinfo=pytz.UTC) if t.close_date else None,
t.open_rate, t.close_rate,
t.close_date.timestamp() - t.open_date.timestamp()
if t.close_date else None,
t.sell_reason,
t.max_rate,
t.min_rate,
)
for t in Trade.query.all()],
columns=columns)
return trades