* Adding command for Filtering

* Read latest Backtest file and print trades

freqtrade/commands/__init__.py

@@ -16,7 +16,7 @@ from freqtrade.commands.hyperopt_commands import start_hyperopt_list, start_hype
 from freqtrade.commands.list_commands import (start_list_exchanges, start_list_hyperopts,
                                               start_list_markets, start_list_strategies,
                                               start_list_timeframes, start_show_trades)
-from freqtrade.commands.optimize_commands import start_backtesting, start_edge, start_hyperopt
+from freqtrade.commands.optimize_commands import start_backtest_filter, start_backtesting, start_edge, start_hyperopt
 from freqtrade.commands.pairlist_commands import start_test_pairlist
 from freqtrade.commands.plot_commands import start_plot_dataframe, start_plot_profit
 from freqtrade.commands.trade_commands import start_trading

freqtrade/commands/arguments.py

@@ -2,6 +2,7 @@
 This module contains the argument manager class
 """
 import argparse
+from freqtrade.commands.optimize_commands import start_backtest_filter
 from functools import partial
 from pathlib import Path
 from typing import Any, Dict, List, Optional
@@ -37,6 +38,8 @@ ARGS_LIST_STRATEGIES = ["strategy_path", "print_one_column", "print_colorized"]
 
 ARGS_LIST_HYPEROPTS = ["hyperopt_path", "print_one_column", "print_colorized"]
 
+ARGS_BACKTEST_FILTER = ["backtest_path"]
+
 ARGS_LIST_EXCHANGES = ["print_one_column", "list_exchanges_all"]
 
 ARGS_LIST_TIMEFRAMES = ["exchange", "print_one_column"]
@@ -89,7 +92,7 @@ ARGS_HYPEROPT_SHOW = ["hyperopt_list_best", "hyperopt_list_profitable", "hyperop
 
 NO_CONF_REQURIED = ["convert-data", "convert-trade-data", "download-data", "list-timeframes",
                     "list-markets", "list-pairs", "list-strategies", "list-data",
-                    "list-hyperopts", "hyperopt-list", "hyperopt-show",
+                    "list-hyperopts", "hyperopt-list", "backtest-filter", "hyperopt-show",
                     "plot-dataframe", "plot-profit", "show-trades"]
 
 NO_CONF_ALLOWED = ["create-userdir", "list-exchanges", "new-hyperopt", "new-strategy"]
@@ -168,7 +171,7 @@ class Arguments:
         self.parser = argparse.ArgumentParser(description='Free, open source crypto trading bot')
         self._build_args(optionlist=['version'], parser=self.parser)
 
-        from freqtrade.commands import (start_backtesting, start_convert_data, start_create_userdir,
+        from freqtrade.commands import (start_backtesting, start_backtest_filter, start_convert_data, start_create_userdir,
                                         start_download_data, start_edge, start_hyperopt,
                                         start_hyperopt_list, start_hyperopt_show, start_install_ui,
                                         start_list_data, start_list_exchanges, start_list_hyperopts,
@@ -256,6 +259,15 @@ class Arguments:
         backtesting_cmd.set_defaults(func=start_backtesting)
         self._build_args(optionlist=ARGS_BACKTEST, parser=backtesting_cmd)
 
+        # Add backtest-filter subcommand
+        backtest_filter_cmd = subparsers.add_parser(
+            'backtest-filter',
+            help='Filter Backtest results',
+            parents=[_common_parser],
+        )
+        backtest_filter_cmd.set_defaults(func=start_backtest_filter)
+        self._build_args(optionlist=ARGS_BACKTEST_FILTER, parser=backtest_filter_cmd)
+
         # Add edge subcommand
         edge_cmd = subparsers.add_parser('edge', help='Edge module.',
                                          parents=[_common_parser, _strategy_parser])

freqtrade/commands/cli_options.py

@@ -202,6 +202,11 @@ AVAILABLE_CLI_OPTIONS = {
         help='Specify additional lookup path for Hyperopt and Hyperopt Loss functions.',
         metavar='PATH',
     ),
+    "backtest_path": Arg(
+        '--backtest-path',
+        help='Specify lookup file path for backtest filter.',
+        metavar='PATH',
+    ),
     "epochs": Arg(
         '-e', '--epochs',
         help='Specify number of epochs (default: %(default)d).',

freqtrade/commands/optimize_commands.py

@@ -1,3 +1,7 @@
+from freqtrade.data.btanalysis import get_latest_backtest_filename
+import pandas
+from pandas.io import json
+from freqtrade.optimize import backtesting
 import logging
 from typing import Any, Dict
 
@@ -52,6 +56,30 @@ def start_backtesting(args: Dict[str, Any]) -> None:
     backtesting = Backtesting(config)
     backtesting.start()
 
+def start_backtest_filter(args: Dict[str, Any]) -> None:
+    """
+    List backtest pairs previously filtered
+    """
+
+    config = setup_utils_configuration(args, RunMode.UTIL_NO_EXCHANGE)
+
+    no_header = config.get('backtest_show_pair_list', False)
+    results_file = get_latest_backtest_filename(
+        config['user_data_dir'] / 'backtest_results/')
+
+    logger.info("Using Backtesting result {results_file}")
+
+    # load data using Python JSON module
+    with open(config['user_data_dir'] / 'backtest_results/' / results_file,'r') as f:
+        data = json.loads(f.read())
+        strategy = list(data["strategy"])[0]
+        trades = data["strategy"][strategy]
+
+        print(trades)
+
+
+    logger.info("Backtest filtering complete. ")
+
 
 def start_hyperopt(args: Dict[str, Any]) -> None:
     """

freqtrade/optimize/optimize_reports.py

@@ -668,3 +668,18 @@ def show_backtest_results(config: Dict, backtest_stats: Dict):
         print(table)
         print('=' * len(table.splitlines()[0]))
         print('\nFor more details, please look at the detail tables above')
+
+def show_backtest_results_filtered(config: Dict, backtest_stats: Dict):
+    stake_currency = config['stake_currency']
+
+    for strategy, results in backtest_stats['strategy'].items():
+        show_backtest_result(strategy, results, stake_currency)
+
+    if len(backtest_stats['strategy']) > 1:
+        # Print Strategy summary table
+
+        table = text_table_strategy(backtest_stats['strategy_comparison'], stake_currency)
+        print(' STRATEGY SUMMARY '.center(len(table.splitlines()[0]), '='))
+        print(table)
+        print('=' * len(table.splitlines()[0]))
+        print('\nFor more details, please look at the detail tables above')