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finish refactor of sell_reason table

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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
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16
freqtrade/optimize/optimize_reports.py
View File

@ -1,7 +1,7 @@
import logging import logging
from datetime import timedelta from datetime import timedelta
from pathlib import Path from pathlib import Path
from typing import Dict, Tuple, List from typing import Dict, Tuple, List, Any
from pandas import DataFrame from pandas import DataFrame
from tabulate import tabulate 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 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]: results: DataFrame) -> List[Dict]:
""" """
Generate small table outlining Backtest results Generate small table outlining Backtest results
:param stake_currency: Stakecurrency used
:param max_open_trades: Max_open_trades parameter :param max_open_trades: Max_open_trades parameter
:param results: Dataframe containing the backtest result for one strategy :param results: Dataframe containing the backtest result for one strategy
:return: List of Dicts containing the metrics per Sell reason :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 return tabular_data
def generate_text_table_sell_reason(stake_currency: str, def generate_text_table_sell_reason(sell_reason_stats: Dict[str, Any], stake_currency: str) -> str:
max_open_trades: int, results: DataFrame) -> str:
""" """
Generate small table outlining Backtest results Generate small table outlining Backtest results
:param stake_currency: Stakecurrency used :param stake_currency: Stakecurrency used
@ -168,7 +166,7 @@ def generate_text_table_sell_reason(stake_currency: str,
f'Tot Profit {stake_currency}', f'Tot Profit {stake_currency}',
'Tot Profit %', 'Tot Profit %',
] ]
sell_reason_stats = generate_sell_reason_stats(stake_currency, max_open_trades, results)
output = [[ output = [[
t['sell_reason'], t['trades'], t['wins'], t['draws'], t['losses'], 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'], 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(' BACKTESTING REPORT '.center(len(table.splitlines()[0]), '='))
print(table) print(table)
table = generate_text_table_sell_reason(stake_currency=config['stake_currency'], sell_reason_stats = generate_sell_reason_stats(max_open_trades=config['max_open_trades'],
max_open_trades=config['max_open_trades'],
results=results) results=results)
table = generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
stake_currency=config['stake_currency'],
)
if isinstance(table, str): if isinstance(table, str):
print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '=')) print(' SELL REASON STATS '.center(len(table.splitlines()[0]), '='))
print(table) print(table)

8
tests/optimize/test_optimize_reports.py
View File

@ -6,6 +6,7 @@ from arrow import Arrow
from freqtrade.edge import PairInfo from freqtrade.edge import PairInfo
from freqtrade.optimize.optimize_reports import ( from freqtrade.optimize.optimize_reports import (
generate_edge_table, generate_text_table, generate_text_table_sell_reason, generate_edge_table, generate_text_table, generate_text_table_sell_reason,
generate_sell_reason_stats,
generate_text_table_strategy, store_backtest_result) generate_text_table_strategy, store_backtest_result)
from freqtrade.strategy.interface import SellType from freqtrade.strategy.interface import SellType
from tests.conftest import patch_exchange from tests.conftest import patch_exchange
@ -65,8 +66,11 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
'| stop_loss | 1 | 0 | 0 | 1 |' '| stop_loss | 1 | 0 | 0 | 1 |'
' -10 | -10 | -0.2 | -5 |' ' -10 | -10 | -0.2 | -5 |'
) )
assert generate_text_table_sell_reason(stake_currency='BTC', max_open_trades=2,
results=results) == result_str sell_reason_stats = generate_sell_reason_stats(max_open_trades=2,
results=results)
assert generate_text_table_sell_reason(sell_reason_stats=sell_reason_stats,
stake_currency='BTC') == result_str
def test_generate_text_table_strategy(default_conf, mocker): def test_generate_text_table_strategy(default_conf, mocker):