adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

Fixed flake 8, changed sell_tag to exit_tag and fixed telegram functions

Browse Source
This commit is contained in:
theluxaz
2021-10-18 23:56:41 +03:00
parent 0bb7ea10ab
commit 69a59cdf37
10 changed files with 206 additions and 221 deletions
Download Patch File Download Diff File Expand all files Collapse all files

93
freqtrade/optimize/optimize_reports.py
View File

@@ -54,6 +54,7 @@ def _get_line_header(first_column: str, stake_currency: str) -> List[str]:
f'Tot Profit {stake_currency}', 'Tot Profit %', 'Avg Duration',
'Win Draw Loss Win%']
def _get_line_header_sell(first_column: str, stake_currency: str) -> List[str]:
"""
Generate header lines (goes in line with _generate_result_line())
@@ -134,12 +135,13 @@ def generate_pair_metrics(data: Dict[str, Dict], stake_currency: str, starting_b
tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
return tabular_data
def generate_tag_metrics(tag_type:str, data: Dict[str, Dict], stake_currency: str, starting_balance: int,
results: DataFrame, skip_nan: bool = False) -> List[Dict]:
def generate_tag_metrics(tag_type: str,
starting_balance: int,
results: DataFrame,
skip_nan: bool = False) -> List[Dict]:
"""
Generates and returns a list of metrics for the given tag trades and the results dataframe
:param data: Dict of <pair: dataframe> containing data that was used during backtesting.
:param stake_currency: stake-currency - used to correctly name headers
:param starting_balance: Starting balance
:param results: Dataframe containing the backtest results
:param skip_nan: Print "left open" open trades
@@ -148,32 +150,6 @@ def generate_tag_metrics(tag_type:str, data: Dict[str, Dict], stake_currency: st
tabular_data = []
# for tag, count in results[tag_type].value_counts().iteritems():
# result = results.loc[results[tag_type] == tag]
#
# profit_mean = result['profit_ratio'].mean()
# profit_sum = result['profit_ratio'].sum()
# profit_total = profit_sum / max_open_trades
#
# tabular_data.append(
# {
# 'sell_reason': tag,
# 'trades': count,
# 'wins': len(result[result['profit_abs'] > 0]),
# 'draws': len(result[result['profit_abs'] == 0]),
# 'losses': len(result[result['profit_abs'] < 0]),
# 'profit_mean': profit_mean,
# 'profit_mean_pct': round(profit_mean * 100, 2),
# 'profit_sum': profit_sum,
# 'profit_sum_pct': round(profit_sum * 100, 2),
# 'profit_total_abs': result['profit_abs'].sum(),
# 'profit_total': profit_total,
# 'profit_total_pct': round(profit_total * 100, 2),
# }
# )
#
# tabular_data = []
for tag, count in results[tag_type].value_counts().iteritems():
result = results[results[tag_type] == tag]
if skip_nan and result['profit_abs'].isnull().all():
@@ -188,6 +164,7 @@ def generate_tag_metrics(tag_type:str, data: Dict[str, Dict], stake_currency: st
tabular_data.append(_generate_result_line(results, starting_balance, 'TOTAL'))
return tabular_data
def _generate_tag_result_line(result: DataFrame, starting_balance: int, first_column: str) -> Dict:
"""
Generate one result dict, with "first_column" as key.
@@ -408,12 +385,10 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
starting_balance=starting_balance,
results=results, skip_nan=False)
buy_tag_results = generate_tag_metrics("buy_tag",btdata, stake_currency=stake_currency,
starting_balance=starting_balance,
results=results, skip_nan=False)
sell_tag_results = generate_tag_metrics("sell_tag",btdata, stake_currency=stake_currency,
starting_balance=starting_balance,
results=results, skip_nan=False)
buy_tag_results = generate_tag_metrics("buy_tag", starting_balance=starting_balance,
results=results, skip_nan=False)
exit_tag_results = generate_tag_metrics("exit_tag", starting_balance=starting_balance,
results=results, skip_nan=False)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=max_open_trades,
results=results)
@@ -439,7 +414,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'worst_pair': worst_pair,
'results_per_pair': pair_results,
'results_per_buy_tag': buy_tag_results,
'results_per_sell_tag': sell_tag_results,
'results_per_exit_tag': exit_tag_results,
'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results,
'total_trades': len(results),
@@ -609,30 +584,38 @@ def text_table_sell_reason(sell_reason_stats: List[Dict[str, Any]], stake_curren
] for t in sell_reason_stats]
return tabulate(output, headers=headers, tablefmt="orgtbl", stralign="right")
def text_table_tags(tag_type:str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str:
def text_table_tags(tag_type: str, tag_results: List[Dict[str, Any]], stake_currency: str) -> str:
"""
Generates and returns a text table for the given backtest data and the results dataframe
:param pair_results: List of Dictionaries - one entry per pair + final TOTAL row
:param stake_currency: stake-currency - used to correctly name headers
:return: pretty printed table with tabulate as string
"""
if(tag_type=="buy_tag"):
if(tag_type == "buy_tag"):
headers = _get_line_header("TAG", stake_currency)
else:
headers = _get_line_header_sell("TAG", stake_currency)
floatfmt = _get_line_floatfmt(stake_currency)
output = [[
t['key'], t['trades'], t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'],
t['profit_total_pct'], t['duration_avg'],
_generate_wins_draws_losses(t['wins'], t['draws'], t['losses'])
] for t in tag_results]
output = [
[
t['key'] if t['key'] is not None and len(
t['key']) > 0 else "OTHER",
t['trades'],
t['profit_mean_pct'],
t['profit_sum_pct'],
t['profit_total_abs'],
t['profit_total_pct'],
t['duration_avg'],
_generate_wins_draws_losses(
t['wins'],
t['draws'],
t['losses'])] for t in tag_results]
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(output, headers=headers,
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right")
def text_table_strategy(strategy_results, stake_currency: str) -> str:
"""
Generate summary table per strategy
@@ -752,14 +735,19 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_tags("buy_tag", results['results_per_buy_tag'], stake_currency=stake_currency)
table = text_table_tags(
"buy_tag",
results['results_per_buy_tag'],
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' BUY TAG STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_tags("sell_tag",results['results_per_sell_tag'], stake_currency=stake_currency)
table = text_table_tags(
"exit_tag",
results['results_per_exit_tag'],
stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' SELL TAG STATS '.center(len(table.splitlines()[0]), '='))
@@ -771,10 +759,6 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)
table = text_table_bt_results(results['left_open_trades'], stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0:
print(' LEFT OPEN TRADES REPORT '.center(len(table.splitlines()[0]), '='))
@@ -785,12 +769,9 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(' SUMMARY METRICS '.center(len(table.splitlines()[0]), '='))
print(table)
if isinstance(table, str) and len(table) > 0:
print('=' * len(table.splitlines()[0]))
print()