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Merge branch 'develop' into backtest_live_models

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Wagner Costa Santos
2022-09-27 10:27:47 -03:00
parent 0be115de9c 895b15abbc
commit 3c002ff752
10 changed files with 449 additions and 23 deletions
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4
freqtrade/optimize/backtesting.py
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@@ -377,10 +377,10 @@ class Backtesting:
for col in HEADERS[5:]:
tag_col = col in ('enter_tag', 'exit_tag')
if col in df_analyzed.columns:
df_analyzed.loc[:, col] = df_analyzed.loc[:, col].replace(
df_analyzed[col] = df_analyzed.loc[:, col].replace(
[nan], [0 if not tag_col else None]).shift(1)
elif not df_analyzed.empty:
df_analyzed.loc[:, col] = 0 if not tag_col else None
df_analyzed[col] = 0 if not tag_col else None
df_analyzed = df_analyzed.drop(df_analyzed.head(1).index)

6
freqtrade/optimize/optimize_reports.py
View File

@@ -173,7 +173,7 @@ def generate_tag_metrics(tag_type: str,
tabular_data = []
if tag_type in results.columns:
for tag, count in results[tag_type].value_counts().iteritems():
for tag, count in results[tag_type].value_counts().items():
result = results[results[tag_type] == tag]
if skip_nan and result['profit_abs'].isnull().all():
continue
@@ -199,7 +199,7 @@ def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List
"""
tabular_data = []
for reason, count in results['exit_reason'].value_counts().iteritems():
for reason, count in results['exit_reason'].value_counts().items():
result = results.loc[results['exit_reason'] == reason]
profit_mean = result['profit_ratio'].mean()
@@ -361,7 +361,7 @@ def generate_daily_stats(results: DataFrame) -> Dict[str, Any]:
winning_days = sum(daily_profit > 0)
draw_days = sum(daily_profit == 0)
losing_days = sum(daily_profit < 0)
daily_profit_list = [(str(idx.date()), val) for idx, val in daily_profit.iteritems()]
daily_profit_list = [(str(idx.date()), val) for idx, val in daily_profit.items()]
return {
'backtest_best_day': best_rel,