Add export-filename support

docs/advanced-backtesting.md

@@ -45,6 +45,31 @@ ranging from the simplest (0) to the most detailed per pair, per buy and per sel
 
 More options are available by running with the `-h` option.
 
+### Using export-filename
+
+Normally, `backtesting-analysis` uses the latest backtest results, but if you wanted to go
+back to a previous backtest output, you need to supply the `--export-filename` option.
+You can supply the same parameter to `backtest-analysis` with the name of the final backtest
+output file. This allows you to keep historical versions of backtest results and reanalyse
+them at a later date:
+
+``` bash
+freqtrade backtesting -c <config.json> --timeframe <tf> --strategy <strategy_name> --timerange=<timerange> --export=signals --export-filename=/tmp/mystrat_backtest.json
+```
+
+You should see some output similar to below in the logs with the name of the timestamped
+filename that was exported:
+
+```
+2022-06-14 16:28:32,698 - freqtrade.misc - INFO - dumping json to "/tmp/mystrat_backtest-2022-06-14_16-28-32.json"
+```
+
+You can then use that filename in `backtesting-analysis`:
+
+```
+freqtrade backtesting-analysis -c <config.json> --export-filename=/tmp/mystrat_backtest-2022-06-14_16-28-32.json
+```
+
 ### Tuning the buy tags and sell tags to display
 
 To show only certain buy and sell tags in the displayed output, use the following two options:

freqtrade/commands/analyze_commands.py

@@ -25,17 +25,23 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
     if method in no_unlimited_runmodes.keys():
         from freqtrade.data.btanalysis import get_latest_backtest_filename
 
-        btfile = Path(get_latest_backtest_filename(config['user_data_dir'] / 'backtest_results'))
-        signals_file = f"{btfile.stem}_signals.pkl"
+        if 'exportfilename' in config:
+            if config['exportfilename'].is_dir():
+                btfile = Path(get_latest_backtest_filename(config['exportfilename']))
+                signals_file = f"{config['exportfilename']}/{btfile.stem}_signals.pkl"
+            else:
+                if config['exportfilename'].exists():
+                    btfile = Path(config['exportfilename'])
+                    signals_file = f"{btfile.parent}/{btfile.stem}_signals.pkl"
+                else:
+                    raise OperationalException(f"{config['exportfilename']} does not exist.")
+        else:
+            raise OperationalException('exportfilename not in config.')
 
-        if (not (config['user_data_dir'] / 'backtest_results' / signals_file).exists()):
+        if (not Path(signals_file).exists()):
             raise OperationalException(
-                "Cannot find latest backtest signals file. Run backtesting with --export signals."
-            )
-
-        if ('strategy' not in config):
-            raise OperationalException(
-                "No strategy defined. Use --strategy or supply in config."
+                (f"Cannot find latest backtest signals file: {signals_file}."
+                  "Run backtesting with `--export signals`.")
             )
 
     return config
@@ -54,7 +60,7 @@ def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
 
     logger.info('Starting freqtrade in analysis mode')
 
-    process_entry_exit_reasons(Path(config['user_data_dir'], 'backtest_results'),
+    process_entry_exit_reasons(config['exportfilename'],
                                config['exchange']['pair_whitelist'],
                                config['analysis_groups'],
                                config['enter_reason_list'],

freqtrade/commands/arguments.py

@@ -101,7 +101,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
                       "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
                       "disableparamexport", "backtest_breakdown"]
 
-ARGS_ANALYZE_ENTRIES_EXITS = ["analysis_groups", "enter_reason_list",
+ARGS_ANALYZE_ENTRIES_EXITS = ["exportfilename", "analysis_groups", "enter_reason_list",
                               "exit_reason_list", "indicator_list"]
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",

freqtrade/data/entryexitanalysis.py

@@ -20,7 +20,7 @@ def _load_signal_candles(backtest_dir: Path):
                     Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl"
                     )
     else:
-        scpf = Path(Path(get_latest_backtest_filename(backtest_dir)).stem + "_signals.pkl")
+        scpf = Path(backtest_dir.parent / f"{backtest_dir.stem}_signals.pkl")
 
     try:
         scp = open(scpf, "rb")