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Add relevant parameters to stored backtest result

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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
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10
freqtrade/optimize/optimize_reports.py
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@ -277,6 +277,16 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
'max_open_trades': (config['max_open_trades'] 'max_open_trades': (config['max_open_trades']
if config['max_open_trades'] != float('inf') else -1), if config['max_open_trades'] != float('inf') else -1),
'timeframe': config['timeframe'], '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, **daily_stats,
} }
result['strategy'][strategy] = strat_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 pandas as pd
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.constants import LAST_BT_RESULT_FN
from freqtrade.data import history from freqtrade.data import history
@ -22,6 +21,7 @@ from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
text_table_bt_results, text_table_bt_results,
text_table_sell_reason, text_table_sell_reason,
text_table_strategy) text_table_strategy)
from freqtrade.resolvers.strategy_resolver import StrategyResolver
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.data.test_history import _backup_file, _clean_test_file 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): 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", results = {'DefStrat': pd.DataFrame({"pair": ["UNITTEST/BTC", "UNITTEST/BTC",
"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],