Add data-analysis documentation
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@ -221,24 +221,8 @@ strategies, your configuration, and the crypto-currency you have set up.
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### Further backtest-result analysis
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To further analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
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You can then load the trades to perform further analysis.
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You can then load the trades to perform further analysis as shown in our [data analysis](data-analysis.md#backtesting) backtesting section.
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A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data.
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Freqtrade provides an easy to load the backtest results, which is `load_backtest_data` - and takes a path to the backtest-results file.
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``` python
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from freqtrade.data.btanalysis import load_backtest_data
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df = load_backtest_data("user_data/backtest-result.json")
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# Show value-counts per pair
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df.groupby("pair")["sell_reason"].value_counts()
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```
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This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable.
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If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a PR so the community can benefit from it.
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## Backtesting multiple strategies
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docs/data-analysis.md
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docs/data-analysis.md
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# Analyzing bot data
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After performing backtests, or after running the bot for some time, it will be interresting to analyze the results your bot generated.
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A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data.
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The following helpers will help you loading the data into Pandas DataFrames, and may also give you some starting points in analyzing the results.
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## Backtesting
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To analyze your backtest results, you can [export the trades](#exporting-trades-to-file).
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You can then load the trades to perform further analysis.
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A good way for this is using Jupyter (notebook or lab) - which provides an interactive environment to analyze the data.
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Freqtrade provides an easy to load the backtest results, which is `load_backtest_data` - and takes a path to the backtest-results file.
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``` python
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from freqtrade.data.btanalysis import load_backtest_data
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df = load_backtest_data("user_data/backtest-result.json")
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# Show value-counts per pair
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df.groupby("pair")["sell_reason"].value_counts()
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```
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This will allow you to drill deeper into your backtest results, and perform analysis which would make the regular backtest-output unreadable.
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If you have some ideas for interesting / helpful backtest data analysis ideas, please submit a PR so the community can benefit from it.
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## Live data
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To analyze the trades your bot generated, you can load them to a DataFrame as follwos:
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``` python
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from freqtrade.data.btanalysis import load_trades_from_db
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df = load_trades_from_db("sqlite:///tradesv3.sqlite")
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df.groupby("pair")["sell_reason"].value_counts()
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```
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Feel free to submit an issue or Pull Request if you would like to share ideas on how to best analyze the data.
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@ -17,6 +17,7 @@ nav:
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- Plotting: plotting.md
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- Deprecated features: deprecated.md
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- FAQ: faq.md
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- Data Analysis: data-analysis.md
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- SQL Cheatsheet: sql_cheatsheet.md
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- Sandbox testing: sandbox-testing.md
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- Contributors guide: developer.md
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