Fix group 0 table, add pathlib.Path use

freqtrade/commands/analyze_commands.py

@@ -1,5 +1,4 @@
 import logging
-import os
 from pathlib import Path
 from typing import Any, Dict
 
@@ -26,14 +25,19 @@ def setup_analyze_configuration(args: Dict[str, Any], method: RunMode) -> Dict[s
     if method in no_unlimited_runmodes.keys():
         from freqtrade.data.btanalysis import get_latest_backtest_filename
 
-        btfile = get_latest_backtest_filename(config['user_data_dir'] / 'backtest_results')
-        signals_file = f"{os.path.basename(os.path.splitext(btfile)[0])}_signals.pkl"
+        btfile = Path(get_latest_backtest_filename(config['user_data_dir'] / 'backtest_results'))
+        signals_file = f"{btfile.stem}_signals.pkl"
 
-        if (not os.path.exists(config['user_data_dir'] / 'backtest_results' / signals_file)):
+        if (not (config['user_data_dir'] / 'backtest_results' / signals_file).exists()):
             raise OperationalException(
                 "Cannot find latest backtest signals file. Run backtesting with --export signals."
             )
 
+        if ('strategy' not in config):
+            raise OperationalException(
+                "No strategy defined. Use --strategy or supply in config."
+            )
+
     return config
 
 
@@ -48,6 +52,8 @@ def start_analysis_entries_exits(args: Dict[str, Any]) -> None:
     # Initialize configuration
     config = setup_analyze_configuration(args, RunMode.BACKTEST)
 
+    print(config)
+
     logger.info('Starting freqtrade in analysis mode')
 
     process_entry_exit_reasons(Path(config['user_data_dir'], 'backtest_results'),

freqtrade/commands/cli_options.py

@@ -644,5 +644,6 @@ AVAILABLE_CLI_OPTIONS = {
         help=("Comma separated list of indicators to analyse. ",
               "e.g. 'close,rsi,bb_lowerband,profit_abs'"),
         nargs='?',
+        default='',
     ),
 }

freqtrade/data/entryexitanalysis.py

@@ -97,15 +97,12 @@ def _do_group_table_output(bigdf, glist):
                                                    'count',
                                                    lambda x: sum(x > 0),
                                                    lambda x: sum(x <= 0)]})
-
-        new = pd.merge(new, wins, left_index=True, right_index=True)
-        new = pd.merge(new, loss, left_index=True, right_index=True)
+        new = pd.concat([new, wins, loss], axis=1).fillna(0)
 
         new['profit_tot'] = new['profit_abs_wins'] - abs(new['profit_abs_loss'])
-
-        new['wl_ratio_pct'] = (new.iloc[:, 1] / new.iloc[:, 0] * 100)
-        new['avg_win'] = (new['profit_abs_wins'] / new.iloc[:, 1])
-        new['avg_loss'] = (new['profit_abs_loss'] / new.iloc[:, 2])
+        new['wl_ratio_pct'] = (new.iloc[:, 1] / new.iloc[:, 0] * 100).fillna(0)
+        new['avg_win'] = (new['profit_abs_wins'] / new.iloc[:, 1]).fillna(0)
+        new['avg_loss'] = (new['profit_abs_loss'] / new.iloc[:, 2]).fillna(0)
 
         new.columns = ['total_num_buys', 'wins', 'losses', 'profit_abs_wins', 'profit_abs_loss',
                        'profit_tot', 'wl_ratio_pct', 'avg_win', 'avg_loss']
@@ -249,6 +246,7 @@ def process_entry_exit_reasons(backtest_dir: Path,
         signal_candles = _load_signal_candles(backtest_dir)
         analysed_trades_dict = _process_candles_and_indicators(pairlist, strategy_name,
                                                                trades, signal_candles)
+
         _print_results(analysed_trades_dict,
                        strategy_name,
                        analysis_groups,