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Merge pull request #954 from freqtrade/feat/allow_backtest_plot

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allow backtest ploting
This commit is contained in:
Michael Egger
2018-06-29 19:44:06 +02:00
committed by GitHub
parent d8f2a683c6 e70cb963f7
commit 6dd5f85fb6
4 changed files with 119 additions and 30 deletions
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19
freqtrade/optimize/backtesting.py
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@@ -38,6 +38,8 @@ class BacktestResult(NamedTuple):
close_index: int
trade_duration: float
open_at_end: bool
open_rate: float
close_rate: float
class Backtesting(object):
@@ -116,11 +118,10 @@ class Backtesting(object):
def _store_backtest_result(self, recordfilename: Optional[str], results: DataFrame) -> None:
records = [(trade_entry.pair, trade_entry.profit_percent,
trade_entry.open_time.timestamp(),
trade_entry.close_time.timestamp(),
trade_entry.open_index - 1, trade_entry.trade_duration)
for index, trade_entry in results.iterrows()]
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)
for index, t in results.iterrows()]
if records:
logger.info('Dumping backtest results to %s', recordfilename)
@@ -159,7 +160,9 @@ class Backtesting(object):
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
open_index=buy_row.Index,
close_index=sell_row.Index,
open_at_end=False
open_at_end=False,
open_rate=buy_row.close,
close_rate=sell_row.close
)
if partial_ticker:
# no sell condition found - trade stil open at end of backtest period
@@ -172,7 +175,9 @@ class Backtesting(object):
trade_duration=(sell_row.date - buy_row.date).seconds // 60,
open_index=buy_row.Index,
close_index=sell_row.Index,
open_at_end=True
open_at_end=True,
open_rate=buy_row.close,
close_rate=sell_row.close
)
logger.debug('Force_selling still open trade %s with %s perc - %s', btr.pair,
btr.profit_percent, btr.profit_abs)