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

Merge pull request #1510 from gianlup/add_totprofit_to_bt

Browse Source 
Added total profit column to backtest result
This commit is contained in:
Matthias
2019-01-25 06:38:39 +01:00
committed by GitHub
parent 497a467864 38d293cc26
commit 3afe54790e
3 changed files with 79 additions and 58 deletions
Download Patch File Download Diff File Expand all files Collapse all files

23
freqtrade/optimize/backtesting.py
View File

@@ -100,11 +100,13 @@ class Backtesting(object):
:return: pretty printed table with tabulate as str
"""
stake_currency = str(self.config.get('stake_currency'))
max_open_trades = self.config.get('max_open_trades')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
tabular_data = []
headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
'tot profit ' + stake_currency, 'tot profit %', 'avg duration',
'profit', 'loss']
for pair in data:
result = results[results.pair == pair]
if skip_nan and result.profit_abs.isnull().all():
@@ -116,6 +118,7 @@ class Backtesting(object):
result.profit_percent.mean() * 100.0,
result.profit_percent.sum() * 100.0,
result.profit_abs.sum(),
result.profit_percent.sum() * 100.0 / max_open_trades,
str(timedelta(
minutes=round(result.trade_duration.mean()))) if not result.empty else '0:00',
len(result[result.profit_abs > 0]),
@@ -129,6 +132,7 @@ class Backtesting(object):
results.profit_percent.mean() * 100.0,
results.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.profit_percent.sum() * 100.0 / max_open_trades,
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
@@ -153,11 +157,13 @@ class Backtesting(object):
Generate summary table per strategy
"""
stake_currency = str(self.config.get('stake_currency'))
max_open_trades = self.config.get('max_open_trades')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', 'd', '.1f', '.1f')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
tabular_data = []
headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
'tot profit ' + stake_currency, 'tot profit %', 'avg duration',
'profit', 'loss']
for strategy, results in all_results.items():
tabular_data.append([
strategy,
@@ -165,6 +171,7 @@ class Backtesting(object):
results.profit_percent.mean() * 100.0,
results.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.profit_percent.sum() * 100.0 / max_open_trades,
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
@@ -430,18 +437,18 @@ class Backtesting(object):
strategy if len(self.strategylist) > 1 else None)
print(f"Result for strategy {strategy}")
print(' BACKTESTING REPORT '.center(119, '='))
print(' BACKTESTING REPORT '.center(133, '='))
print(self._generate_text_table(data, results))
print(' SELL REASON STATS '.center(119, '='))
print(' SELL REASON STATS '.center(133, '='))
print(self._generate_text_table_sell_reason(data, results))
print(' LEFT OPEN TRADES REPORT '.center(119, '='))
print(' LEFT OPEN TRADES REPORT '.center(133, '='))
print(self._generate_text_table(data, results.loc[results.open_at_end], True))
print()
if len(all_results) > 1:
# Print Strategy summary table
print(' Strategy Summary '.center(119, '='))
print(' Strategy Summary '.center(133, '='))
print(self._generate_text_table_strategy(all_results))
print('\nFor more details, please look at the detail tables above')