adelorenzo/stable
1
0
Fork 0
Code Issues Pull Requests Packages Projects Releases Wiki Activity

finish refactor of sell_reason table

Browse Source
This commit is contained in:
Matthias
2020-05-25 07:08:15 +02:00
parent d17300fd84
commit 876a9e4f44
2 changed files with 15 additions and 11 deletions
Download Patch File Download Diff File Expand all files Collapse all files

18
freqtrade/optimize/optimize_reports.py
View File

@@ -1,7 +1,7 @@
import logging
from datetime import timedelta
from pathlib import Path
from typing import Dict, Tuple, List
from typing import Dict, Tuple, List, Any
from pandas import DataFrame
from tabulate import tabulate
@@ -112,11 +112,10 @@ def generate_text_table(data: Dict[str, Dict], stake_currency: str, max_open_tra
floatfmt=floatfmt, tablefmt="orgtbl", stralign="right") # type: ignore
def generate_sell_reason_stats(stake_currency: str, max_open_trades: int,
def generate_sell_reason_stats(max_open_trades: int,
results: DataFrame) -> List[Dict]:
"""
Generate small table outlining Backtest results
:param stake_currency: Stakecurrency used
:param max_open_trades: Max_open_trades parameter
:param results: Dataframe containing the backtest result for one strategy
:return: List of Dicts containing the metrics per Sell reason
@@ -148,8 +147,7 @@ def generate_sell_reason_stats(stake_currency: str, max_open_trades: int,
return tabular_data
def generate_text_table_sell_reason(stake_currency: str,
max_open_trades: int, results: DataFrame) -> str:
def generate_text_table_sell_reason(sell_reason_stats: Dict[str, Any], stake_currency: str) -> str:
"""
Generate small table outlining Backtest results
:param stake_currency: Stakecurrency used
@@ -168,7 +166,7 @@ def generate_text_table_sell_reason(stake_currency: str,
f'Tot Profit {stake_currency}',
'Tot Profit %',
]
sell_reason_stats = generate_sell_reason_stats(stake_currency, max_open_trades, results)
output = [[
t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'],
t['profit_mean_pct'], t['profit_sum_pct'], t['profit_total_abs'], t['profit_pct_total'],
@@ -249,9 +247,11 @@ def show_backtest_results(config: Dict, btdata: Dict[str, DataFrame],
print(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table)
table = generate_text_table_sell_reason(stake_currency=config['stake_currency'],
max_open_trades=config['max_open_trades'],
results=results)
sell_reason_stats = generate_sell_reason_stats(max_open_trades=config['max_open_trades'],
results=results)
table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
stake_currency=config['stake_currency'],
)
if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table)