Save backtest-stats

freqtrade/data/btanalysis.py

@@ -3,7 +3,7 @@ Helpers when analyzing backtest data
 """
 import logging
 from pathlib import Path
-from typing import Dict, Union, Tuple
+from typing import Dict, Union, Tuple, Any
 
 import numpy as np
 import pandas as pd
@@ -20,6 +20,23 @@ BT_DATA_COLUMNS = ["pair", "profit_percent", "open_time", "close_time", "index",
                    "open_rate", "close_rate", "open_at_end", "sell_reason"]
 
 
+def load_backtest_stats(filename: Union[Path, str]) -> Dict[str, Any]:
+    """
+    Load backtest statistics file.
+    :param filename: pathlib.Path object, or string pointing to the file.
+    :return: a dictionary containing the resulting file.
+    """
+    if isinstance(filename, str):
+        filename = Path(filename)
+    if not filename.is_file():
+        raise ValueError(f"File {filename} does not exist.")
+
+    with filename.open() as file:
+        data = json_load(file)
+
+    return data
+
+
 def load_backtest_data(filename: Union[Path, str]) -> pd.DataFrame:
     """
     Load backtest data file.

freqtrade/optimize/backtesting.py

@@ -11,9 +11,9 @@ from typing import Any, Dict, List, NamedTuple, Optional, Tuple
 import arrow
 from pandas import DataFrame
 
-from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.configuration import (TimeRange, remove_credentials,
                                      validate_config_consistency)
+from freqtrade.constants import DATETIME_PRINT_FORMAT
 from freqtrade.data import history
 from freqtrade.data.converter import trim_dataframe
 from freqtrade.data.dataprovider import DataProvider
@@ -21,7 +21,8 @@ from freqtrade.exceptions import OperationalException
 from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
 from freqtrade.optimize.optimize_reports import (generate_backtest_stats,
                                                  show_backtest_results,
-                                                 store_backtest_result)
+                                                 store_backtest_result,
+                                                 store_backtest_stats)
 from freqtrade.pairlist.pairlistmanager import PairListManager
 from freqtrade.persistence import Trade
 from freqtrade.resolvers import ExchangeResolver, StrategyResolver
@@ -420,3 +421,4 @@ class Backtesting:
         stats = generate_backtest_stats(self.config, data, all_results,
                                         min_date=min_date, max_date=max_date)
         show_backtest_results(self.config, stats)
+        store_backtest_stats(self.config['exportfilename'], stats)

freqtrade/optimize/optimize_reports.py

@@ -14,6 +14,18 @@ from freqtrade.misc import file_dump_json
 logger = logging.getLogger(__name__)
 
 
+def store_backtest_stats(recordfilename: Path, stats: Dict[str, DataFrame]) -> None:
+
+    filename = Path.joinpath(recordfilename.parent,
+                             f'{recordfilename.stem}-{datetime.now().isoformat()}'
+                             ).with_suffix(recordfilename.suffix)
+    file_dump_json(filename, stats)
+
+    latest_filename = Path.joinpath(recordfilename.parent,
+                                    '.last_result.json')
+    file_dump_json(latest_filename, {'latest_backtest': str(filename.name)})
+
+
 def store_backtest_result(recordfilename: Path, all_results: Dict[str, DataFrame]) -> None:
     """
     Stores backtest results to file (one file per strategy)
@@ -224,7 +236,7 @@ def generate_backtest_stats(config: Dict, btdata: Dict[str, DataFrame],
 
         backtest_days = (max_date - min_date).days
         strat_stats = {
-            'trades': backtest_result_to_list(results),
+            'trades': results.to_dict(orient='records'),
             'results_per_pair': pair_results,
             'sell_reason_summary': sell_reason_stats,
             'left_open_trades': left_open_results,
@@ -338,12 +350,11 @@ def text_table_strategy(strategy_results, stake_currency: str) -> str:
 
 def text_table_add_metrics(strategy_results: Dict) -> str:
     if len(strategy_results['trades']) > 0:
-        min_trade = min(strategy_results['trades'], key=lambda x: x[2])
+        min_trade = min(strategy_results['trades'], key=lambda x: x['open_time'])
         metrics = [
             ('Total trades', strategy_results['total_trades']),
-            ('First trade', datetime.fromtimestamp(min_trade[2],
-                                                   tz=timezone.utc).strftime(DATETIME_PRINT_FORMAT)),
-            ('First trade Pair', min_trade[0]),
+            ('First trade', min_trade['open_time'].strftime(DATETIME_PRINT_FORMAT)),
+            ('First trade Pair', min_trade['pair']),
             ('Backtesting from', strategy_results['backtest_start'].strftime(DATETIME_PRINT_FORMAT)),
             ('Backtesting to', strategy_results['backtest_end'].strftime(DATETIME_PRINT_FORMAT)),
             ('Trades per day', strategy_results['trades_per_day']),