output duration in a more readable way
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@ -6,7 +6,7 @@ This module contains the backtesting logic
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import logging
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import logging
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import operator
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import operator
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from argparse import Namespace
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from argparse import Namespace
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from datetime import datetime
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from datetime import datetime, timedelta
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from typing import Any, Dict, List, NamedTuple, Optional, Tuple
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from typing import Any, Dict, List, NamedTuple, Optional, Tuple
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import arrow
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import arrow
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@ -88,7 +88,7 @@ class Backtesting(object):
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"""
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"""
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stake_currency = str(self.config.get('stake_currency'))
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stake_currency = str(self.config.get('stake_currency'))
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f')
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floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.1f', '.1f', '.1f')
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tabular_data = []
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tabular_data = []
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headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
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headers = ['pair', 'buy count', 'avg profit %', 'cum profit %',
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'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
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'total profit ' + stake_currency, 'avg duration', 'profit', 'loss']
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@ -100,7 +100,8 @@ class Backtesting(object):
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result.profit_percent.mean() * 100.0,
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result.profit_percent.mean() * 100.0,
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result.profit_percent.sum() * 100.0,
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result.profit_percent.sum() * 100.0,
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result.profit_abs.sum(),
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result.profit_abs.sum(),
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result.trade_duration.mean(),
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str(timedelta(
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minutes=round(result.trade_duration.mean()))) if len(result) else 'nan',
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len(result[result.profit_abs > 0]),
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len(result[result.profit_abs > 0]),
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len(result[result.profit_abs < 0])
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len(result[result.profit_abs < 0])
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])
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])
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@ -112,7 +113,8 @@ class Backtesting(object):
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results.profit_percent.mean() * 100.0,
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results.profit_percent.mean() * 100.0,
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results.profit_percent.sum() * 100.0,
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results.profit_percent.sum() * 100.0,
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results.profit_abs.sum(),
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results.profit_abs.sum(),
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results.trade_duration.mean(),
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str(timedelta(
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minutes=round(results.trade_duration.mean()))) if len(results) else 'nan',
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len(results[results.profit_abs > 0]),
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len(results[results.profit_abs > 0]),
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len(results[results.profit_abs < 0])
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len(results[results.profit_abs < 0])
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])
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])
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@ -392,15 +392,14 @@ def test_generate_text_table(default_conf, mocker):
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result_str = (
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result_str = (
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'| pair | buy count | avg profit % | cum profit % | '
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'| pair | buy count | avg profit % | cum profit % | '
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'total profit BTC | avg duration | profit | loss |\n'
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'total profit BTC | avg duration | profit | loss |\n'
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'|:--------|------------:|---------------:|---------------:|'
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'|:--------|------------:|---------------:|---------------:|'
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'-------------------:|---------------:|---------:|-------:|\n'
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'-------------------:|:---------------|---------:|-------:|\n'
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'| ETH/BTC | 2 | 15.00 | 30.00 | '
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'| ETH/BTC | 2 | 15.00 | 30.00 | '
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'0.60000000 | 20.0 | 2 | 0 |\n'
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'0.60000000 | 0:20:00 | 2 | 0 |\n'
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'| TOTAL | 2 | 15.00 | 30.00 | '
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'| TOTAL | 2 | 15.00 | 30.00 | '
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'0.60000000 | 20.0 | 2 | 0 |'
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'0.60000000 | 0:20:00 | 2 | 0 |'
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)
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)
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print(result_str)
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assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
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assert backtesting._generate_text_table(data={'ETH/BTC': {}}, results=results) == result_str
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