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Support days-breakdown also for hyperopt results

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This commit is contained in:
Matthias 2021-10-17 16:48:31 +02:00
parent 47bba331c1
commit 7d8cd736b8
3 changed files with 10 additions and 8 deletions
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2
freqtrade/commands/arguments.py
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@ -89,7 +89,7 @@ ARGS_HYPEROPT_LIST = ["hyperopt_list_best", "hyperopt_list_profitable",
ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index", ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperopt_show_index",
"print_json", "hyperoptexportfilename", "hyperopt_show_no_header", "print_json", "hyperoptexportfilename", "hyperopt_show_no_header",
"disableparamexport"] "disableparamexport", "show_days"]
NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes", NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
"list-markets", "list-pairs", "list-strategies", "list-data", "list-markets", "list-pairs", "list-strategies", "list-data",

2
freqtrade/commands/hyperopt_commands.py
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@ -96,7 +96,7 @@ def start_hyperopt_show(args: Dict[str, Any]) -> None:
if 'strategy_name' in metrics: if 'strategy_name' in metrics:
strategy_name = metrics['strategy_name'] strategy_name = metrics['strategy_name']
show_backtest_result(strategy_name, metrics, show_backtest_result(strategy_name, metrics,
metrics['stake_currency']) metrics['stake_currency'], config.get('show_days', False))
HyperoptTools.try_export_params(config, strategy_name, val) HyperoptTools.try_export_params(config, strategy_name, val)

14
freqtrade/optimize/optimize_reports.py
View File

@ -4,7 +4,7 @@ from pathlib import Path
from typing import Any, Dict, List, Union from typing import Any, Dict, List, Union
from numpy import int64 from numpy import int64
from pandas import DataFrame from pandas import DataFrame, to_datetime
from tabulate import tabulate from tabulate import tabulate
from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT from freqtrade.constants import DATETIME_PRINT_FORMAT, LAST_BT_RESULT_FN, UNLIMITED_STAKE_AMOUNT
@ -213,7 +213,9 @@ def generate_edge_table(results: dict) -> str:
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_days_breakdown_stats(results: DataFrame, starting_balance: int) -> Dict[str, Any]: def generate_days_breakdown_stats(trade_list: List, starting_balance: int) -> List[Dict[str, Any]]:
results = DataFrame.from_records(trade_list)
results['close_date'] = to_datetime(results['close_date'], utc=True)
days = results.resample('1d', on='close_date') days = results.resample('1d', on='close_date')
days_stats = [] days_stats = []
for name, day in days: for name, day in days:
@ -341,8 +343,6 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
starting_balance=starting_balance, starting_balance=starting_balance,
results=results.loc[results['is_open']], results=results.loc[results['is_open']],
skip_nan=True) skip_nan=True)
days_breakdown_stats = generate_days_breakdown_stats(
results=results, starting_balance=starting_balance)
daily_stats = generate_daily_stats(results) daily_stats = generate_daily_stats(results)
trade_stats = generate_trading_stats(results) trade_stats = generate_trading_stats(results)
best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'], best_pair = max([pair for pair in pair_results if pair['key'] != 'TOTAL'],
@ -362,7 +362,7 @@ def generate_strategy_stats(btdata: Dict[str, DataFrame],
'results_per_pair': pair_results, 'results_per_pair': pair_results,
'sell_reason_summary': sell_reason_stats, 'sell_reason_summary': sell_reason_stats,
'left_open_trades': left_open_results, 'left_open_trades': left_open_results,
'days_breakdown_stats': days_breakdown_stats, # 'days_breakdown_stats': days_breakdown_stats,
'total_trades': len(results), 'total_trades': len(results),
'total_volume': float(results['stake_amount'].sum()), 'total_volume': float(results['stake_amount'].sum()),
@ -690,7 +690,9 @@ def show_backtest_result(strategy: str, results: Dict[str, Any], stake_currency:
print(table) print(table)
if show_days: if show_days:
table = text_table_days_breakdown(days_breakdown_stats=results['days_breakdown_stats'], days_breakdown_stats = generate_days_breakdown_stats(
trade_list=results['trades'], starting_balance=results['starting_balance'])
table = text_table_days_breakdown(days_breakdown_stats=days_breakdown_stats,
stake_currency=stake_currency) stake_currency=stake_currency)
if isinstance(table, str) and len(table) > 0: if isinstance(table, str) and len(table) > 0:
print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '=')) print(' DAYS BREAKDOWN '.center(len(table.splitlines()[0]), '='))