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Improve backtesting logs

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This commit is contained in:
hroff-1902
2019-09-10 10:42:45 +03:00
parent f987e6e0f9
commit 35580b135a
3 changed files with 69 additions and 66 deletions
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39
freqtrade/strategy/interface.py
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@@ -202,7 +202,6 @@ class IStrategy(ABC):
:param metadata: Metadata dictionary with additional data (e.g. 'pair')
:return: DataFrame with ticker data and indicator data
"""
pair = str(metadata.get('pair'))
# Test if seen this pair and last candle before.
@@ -292,7 +291,6 @@ class IStrategy(ABC):
:param force_stoploss: Externally provided stoploss
:return: True if trade should be sold, False otherwise
"""
# Set current rate to low for backtesting sell
current_rate = low or rate
current_profit = trade.calc_profit_percent(current_rate)
@@ -304,6 +302,8 @@ class IStrategy(ABC):
force_stoploss=force_stoploss, high=high)
if stoplossflag.sell_flag:
logger.debug(f"'{trade.pair}' - Stoploss hit. Selling "
f"(sell_type={stoplossflag.sell_type})...")
return stoplossflag
# Set current rate to high for backtesting sell
@@ -312,22 +312,30 @@ class IStrategy(ABC):
experimental = self.config.get('experimental', {})
if buy and experimental.get('ignore_roi_if_buy_signal', False):
logger.debug('Buy signal still active - not selling.')
logger.debug(f"'{trade.pair}' - Buy signal still active. Not selling "
f"(sell_type=SellType.NONE)...")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
# Check if minimal roi has been reached and no longer in buy conditions (avoiding a fee)
if self.min_roi_reached(trade=trade, current_profit=current_profit, current_time=date):
logger.debug('Required profit reached. Selling..')
logger.debug(f"'{trade.pair}' - Required profit reached. Selling "
f"(sell_type=SellType.ROI)...")
return SellCheckTuple(sell_flag=True, sell_type=SellType.ROI)
if experimental.get('sell_profit_only', False):
logger.debug('Checking if trade is profitable..')
logger.debug(f"'{trade.pair}' - Checking if trade is profitable...")
if trade.calc_profit(rate=rate) <= 0:
logger.debug(f"'{trade.pair}' - Trade is not profitable. Not selling "
f"(sell_type=SellType.NONE)...")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
if sell and not buy and experimental.get('use_sell_signal', False):
logger.debug('Sell signal received. Selling..')
logger.debug(f"'{trade.pair}' - Sell signal received. Selling "
f"(sell_type=SellType.SELL_SIGNAL)...")
return SellCheckTuple(sell_flag=True, sell_type=SellType.SELL_SIGNAL)
# This one is noisy, commented out...
# logger.debug(f"'{trade.pair}' - Not selling (sell_type=SellType.NONE)...")
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)
def stop_loss_reached(self, current_rate: float, trade: Trade,
@@ -338,7 +346,6 @@ class IStrategy(ABC):
decides to sell or not
:param current_profit: current profit in percent
"""
trailing_stop = self.config.get('trailing_stop', False)
stop_loss_value = force_stoploss if force_stoploss else self.stoploss
@@ -359,7 +366,7 @@ class IStrategy(ABC):
if 'trailing_stop_positive' in self.config and high_profit > sl_offset:
# Ignore mypy error check in configuration that this is a float
stop_loss_value = self.config.get('trailing_stop_positive') # type: ignore
logger.debug(f"using positive stop loss: {stop_loss_value} "
logger.debug(f"'{trade.pair}' - Using positive stoploss: {stop_loss_value} "
f"offset: {sl_offset:.4g} profit: {current_profit:.4f}%")
trade.adjust_stop_loss(high or current_rate, stop_loss_value)
@@ -369,20 +376,20 @@ class IStrategy(ABC):
(trade.stop_loss >= current_rate) and
(not self.order_types.get('stoploss_on_exchange'))):
selltype = SellType.STOP_LOSS
sell_type = SellType.STOP_LOSS
# If initial stoploss is not the same as current one then it is trailing.
if trade.initial_stop_loss != trade.stop_loss:
selltype = SellType.TRAILING_STOP_LOSS
sell_type = SellType.TRAILING_STOP_LOSS
logger.debug(
f"HIT STOP: current price at {current_rate:.6f}, "
f"stop loss is {trade.stop_loss:.6f}, "
f"initial stop loss was at {trade.initial_stop_loss:.6f}, "
f"'{trade.pair}' - HIT STOP: current price at {current_rate:.6f}, "
f"stoploss is {trade.stop_loss:.6f}, "
f"initial stoploss was at {trade.initial_stop_loss:.6f}, "
f"trade opened at {trade.open_rate:.6f}")
logger.debug(f"trailing stop saved {trade.stop_loss - trade.initial_stop_loss:.6f}")
logger.debug(f"'{trade.pair}' - Trailing stop saved "
f"{trade.stop_loss - trade.initial_stop_loss:.6f}")
logger.debug('Stop loss hit.')
return SellCheckTuple(sell_flag=True, sell_type=selltype)
return SellCheckTuple(sell_flag=True, sell_type=sell_type)
return SellCheckTuple(sell_flag=False, sell_type=SellType.NONE)