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Move store_backtest_results to optimize_reports

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This commit is contained in:
Matthias 2020-03-15 15:17:35 +01:00
parent 328dbd3930
commit 6106d59e1a
2 changed files with 25 additions and 19 deletions
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18
freqtrade/optimize/backtesting.py
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@ -6,7 +6,6 @@ This module contains the backtesting logic
import logging
from copy import deepcopy
from datetime import datetime, timedelta
from pathlib import Path
from typing import Any, Dict, List, NamedTuple, Optional, Tuple
import arrow
@ -134,23 +133,6 @@ class Backtesting:
return data, timerange
def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
strategyname: Optional[str] = None) -> None:
records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
for index, t in results.iterrows()]
if records:
if strategyname:
# Inject strategyname to filename
recordfilename = Path.joinpath(
recordfilename.parent,
f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
logger.info(f'Dumping backtest results to {recordfilename}')
file_dump_json(recordfilename, records)
def _get_ohlcv_as_lists(self, processed: Dict) -> Dict[str, DataFrame]:
"""
Helper function to convert a processed dataframes into lists for performance reasons.

26
freqtrade/optimize/optimize_reports.py
View File

@ -1,9 +1,33 @@
import logging
from datetime import timedelta
from typing import Dict
from pathlib import Path
from typing import Dict, Optional
from pandas import DataFrame
from tabulate import tabulate
from freqtrade.misc import file_dump_json
logger = logging.getLogger(__name__)
def store_backtest_result(recordfilename: Path, results: DataFrame,
strategyname: Optional[str] = None) -> None:
records = [(t.pair, t.profit_percent, t.open_time.timestamp(),
t.close_time.timestamp(), t.open_index - 1, t.trade_duration,
t.open_rate, t.close_rate, t.open_at_end, t.sell_reason.value)
for index, t in results.iterrows()]
if records:
if strategyname:
# Inject strategyname to filename
recordfilename = Path.joinpath(
recordfilename.parent,
f'{recordfilename.stem}-{strategyname}').with_suffix(recordfilename.suffix)
logger.info(f'Dumping backtest results to {recordfilename}')
file_dump_json(recordfilename, records)
def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_trades: int,
results: DataFrame, skip_nan: bool = False) -> str: