Merge pull request #3558 from freqtrade/bt_add_maxdrawdown

Revise backtesting export format, add some metrics
This commit is contained in:
Matthias
2020-08-19 06:39:47 +02:00
committed by GitHub
31 changed files with 819 additions and 324 deletions

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@@ -25,6 +25,7 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
wrap_non_picklable_objects)
from pandas import DataFrame, isna, json_normalize
from freqtrade.constants import DATETIME_PRINT_FORMAT
from freqtrade.data.converter import trim_dataframe
from freqtrade.data.history import get_timerange
from freqtrade.exceptions import OperationalException
@@ -642,10 +643,10 @@ class Hyperopt:
preprocessed[pair] = trim_dataframe(df, timerange)
min_date, max_date = get_timerange(data)
logger.info(
'Hyperopting with data from %s up to %s (%s days)..',
min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
)
logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
f'({(max_date - min_date).days} days)..')
dump(preprocessed, self.data_pickle_file)
# We don't need exchange instance anymore while running hyperopt