Merge pull request #3558 from freqtrade/bt_add_maxdrawdown
Revise backtesting export format, add some metrics
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@@ -25,6 +25,7 @@ from joblib import (Parallel, cpu_count, delayed, dump, load,
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wrap_non_picklable_objects)
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from pandas import DataFrame, isna, json_normalize
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from freqtrade.constants import DATETIME_PRINT_FORMAT
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from freqtrade.data.converter import trim_dataframe
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from freqtrade.data.history import get_timerange
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from freqtrade.exceptions import OperationalException
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@@ -642,10 +643,10 @@ class Hyperopt:
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preprocessed[pair] = trim_dataframe(df, timerange)
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min_date, max_date = get_timerange(data)
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logger.info(
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'Hyperopting with data from %s up to %s (%s days)..',
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min_date.isoformat(), max_date.isoformat(), (max_date - min_date).days
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)
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logger.info(f'Hyperopting with data from {min_date.strftime(DATETIME_PRINT_FORMAT)} '
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f'up to {max_date.strftime(DATETIME_PRINT_FORMAT)} '
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f'({(max_date - min_date).days} days)..')
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dump(preprocessed, self.data_pickle_file)
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# We don't need exchange instance anymore while running hyperopt
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