adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Add relevant parameters to stored backtest result

Browse Source
This commit is contained in:
Matthias 2020-09-25 06:37:40 +02:00
parent fa18274e9a
commit 378f03a5b1
2 changed files with 14 additions and 1 deletions
Show Stats Download Patch File Download Diff File Expand all files Collapse all files

10
freqtrade/optimize/optimize_reports.py
View File

@ -277,6 +277,16 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
'max_open_trades': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1),
'timeframe': config['timeframe'],
# Parameters relevant for backtesting
'stoploss': config['stoploss'],
'trailing_stop': config.get('trailing_stop', False),
'trailing_stop_positive': config.get('trailing_stop_positive'),
'trailing_stop_positive_offset': config.get('trailing_stop_positive_offset', 0.0),
'trailing_only_offset_is_reached': config.get('trailing_only_offset_is_reached', False),
'minimal_roi': config['minimal_roi'],
'use_sell_signal': config['ask_strategy']['use_sell_signal'],
'sell_profit_only': config['ask_strategy']['sell_profit_only'],
'ignore_roi_if_buy_signal': config['ask_strategy']['ignore_roi_if_buy_signal'],
**daily_stats,
}
result['strategy'][strategy] = strat_stats

5
tests/optimize/test_optimize_reports.py
View File

@ -5,7 +5,6 @@ from pathlib import Path
import pandas as pd
import pytest
from arrow import Arrow
from freqtrade.configuration import TimeRange
from freqtrade.constants import LAST_BT_RESULT_FN
from freqtrade.data import history
@ -22,6 +21,7 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
text_table_bt_results,
text_table_sell_reason,
text_table_strategy)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.strategy.interface import SellType
from tests.data.test_history import _backup_file, _clean_test_file
@ -57,6 +57,9 @@ def test_text_table_bt_results(default_conf, mocker):
def test_generate_backtest_stats(default_conf, testdatadir):
default_conf.update({'strategy': 'DefaultStrategy'})
StrategyResolver.load_strategy(default_conf)
results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
"UNITTEST/BTC", "UNITTEST/BTC"],
"profit_percent": [0.003312, 0.010801, 0.013803, 0.002780],