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update sell_reason to exit_reason

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This commit is contained in:
Matthias
2022-03-24 20:33:47 +01:00
parent b0fab3ad50
commit 543aa74278
28 changed files with 201 additions and 177 deletions
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6
freqtrade/optimize/backtesting.py
View File

@@ -555,7 +555,7 @@ class Backtesting:
current_time=sell_candle_time):
return None
trade.sell_reason = sell.exit_reason
trade.exit_reason = sell.exit_reason
# Checks and adds an exit tag, after checking that the length of the
# sell_row has the length for an exit tag column
@@ -564,7 +564,7 @@ class Backtesting:
and sell_row[EXIT_TAG_IDX] is not None
and len(sell_row[EXIT_TAG_IDX]) > 0
):
trade.sell_reason = sell_row[EXIT_TAG_IDX]
trade.exit_reason = sell_row[EXIT_TAG_IDX]
self.order_id_counter += 1
order = Order(
@@ -810,7 +810,7 @@ class Backtesting:
sell_row = data[pair][-1]
trade.close_date = sell_row[DATE_IDX].to_pydatetime()
trade.sell_reason = ExitType.FORCE_SELL.value
trade.exit_reason = ExitType.FORCE_SELL.value
trade.close(sell_row[OPEN_IDX], show_msg=False)
LocalTrade.close_bt_trade(trade)
# Deepcopy object to have wallets update correctly

20
freqtrade/optimize/optimize_reports.py
View File

@@ -166,7 +166,7 @@ def generate_tag_metrics(tag_type: str,
return []
def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
def generate_exit_reason_stats(max_open_trades: int, results: DataFrame) -> List[Dict]:
"""
Generate small table outlining Backtest results
:param max_open_trades: Max_open_trades parameter
@@ -175,8 +175,8 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
"""
tabular_data = []
for reason, count in results['sell_reason'].value_counts().iteritems():
result = results.loc[results['sell_reason'] == reason]
for reason, count in results['exit_reason'].value_counts().iteritems():
result = results.loc[results['exit_reason'] == reason]
profit_mean = result['profit_ratio'].mean()
profit_sum = result['profit_ratio'].sum()
@@ -184,7 +184,7 @@ def generate_sell_reason_stats(max_open_trades: int, results: DataFrame) -> List
tabular_data.append(
{
'sell_reason': reason,
'exit_reason': reason,
'trades': count,
'wins': len(result[result['profit_abs'] > 0]),
'draws': len(result[result['profit_abs'] == 0]),
@@ -382,7 +382,7 @@ def generate_strategy_stats(pairlist: List[str],
enter_tag_results = generate_tag_metrics("enter_tag", starting_balance=start_balance,
results=results, skip_nan=False)
exit_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
exit_reason_stats = generate_exit_reason_stats(max_open_trades=max_open_trades,
results=results)
left_open_results = generate_pair_metrics(pairlist, stake_currency=stake_currency,
starting_balance=start_balance,
@@ -406,7 +406,7 @@ def generate_strategy_stats(pairlist: List[str],
'worst_pair': worst_pair,
'results_per_pair': pair_results,
'results_per_enter_tag': enter_tag_results,
'sell_reason_summary': exit_reason_stats,
'exit_reason_summary': exit_reason_stats,
'left_open_trades': left_open_results,
# 'days_breakdown_stats': days_breakdown_stats,
@@ -572,7 +572,7 @@ def text_table_bt_results(pair_results: List[Dict[str, Any]], stake_currency: st
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
def text_table_exit_reason(exit_reason_stats: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param sell_reason_stats: Exit reason metrics
@@ -590,12 +590,12 @@ def text_table_exit_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
]
output = [[
t['sell_reason'], t['trades'],
t['exit_reason'], t['trades'],
_generate_wins_draws_losses(t['wins'], t['draws'], t['losses']),
t['profit_mean_pct'], t['profit_sum_pct'],
round_coin_value(t['profit_total_abs'], stake_currency, False),
t['profit_total_pct'],
] for t in sell_reason_stats]
] for t in exit_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
@@ -813,7 +813,7 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' ENTER TAG STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_exit_reason(sell_reason_stats=results['sell_reason_summary'],
table = text_table_exit_reason(exit_reason_stats=results['exit_reason_summary'],
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' EXIT REASON STATS '.center(len(table.splitlines()[0]), '='))