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Extract generate_text_table_strategy to seperate module

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This commit is contained in:
Matthias 2020-01-02 07:32:12 +01:00
parent caec345c0b
commit 904e1647e1
3 changed files with 38 additions and 45 deletions
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29
freqtrade/optimize/backtest_reports.py
View File

@ -64,3 +64,32 @@ def generate_text_table_sell_reason(data: Dict[str, Dict], results: DataFrame) -
loss = len(results[(results['sell_reason'] == reason) & (results['profit_abs'] < 0)])
tabular_data.append([reason.value, count, profit, loss])
return tabulate(tabular_data, headers=headers, tablefmt="pipe")
def generate_text_table_strategy(stake_currency: str, max_open_trades: str,
all_results: Dict) -> str:
"""
Generate summary table per strategy
"""
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
tabular_data = []
headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
f'tot profit {stake_currency}', 'tot profit %', 'avg duration',
'profit', 'loss']
for strategy, results in all_results.items():
tabular_data.append([
strategy,
len(results.index),
results.profit_percent.mean() * 100.0,
results.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.profit_percent.sum() * 100.0 / max_open_trades,
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
len(results[results.profit_abs < 0])
])
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(tabular_data, headers=headers,
floatfmt=floatfmt, tablefmt="pipe") # type: ignore

39
freqtrade/optimize/backtesting.py
View File

@ -10,7 +10,6 @@ from pathlib import Path
from typing import Any, Dict, List, NamedTuple, Optional
from pandas import DataFrame
from tabulate import tabulate
from freqtrade.configuration import (TimeRange, remove_credentials,
validate_config_consistency)
@ -20,7 +19,8 @@ from freqtrade.exceptions import OperationalException
from freqtrade.exchange import timeframe_to_minutes, timeframe_to_seconds
from freqtrade.misc import file_dump_json
from freqtrade.optimize.backtest_reports import (
generate_text_table, generate_text_table_sell_reason)
generate_text_table, generate_text_table_sell_reason,
generate_text_table_strategy)
from freqtrade.persistence import Trade
from freqtrade.resolvers import ExchangeResolver, StrategyResolver
from freqtrade.state import RunMode
@ -131,37 +131,6 @@ class Backtesting:
return data, timerange
def _generate_text_table_strategy(self, all_results: dict) -> str:
"""
Generate summary table per strategy
"""
stake_currency = str(self.config.get('stake_currency'))
max_open_trades = self.config.get('max_open_trades')
floatfmt = ('s', 'd', '.2f', '.2f', '.8f', '.2f', 'd', '.1f', '.1f')
tabular_data = []
headers = ['Strategy', 'buy count', 'avg profit %', 'cum profit %',
'tot profit ' + stake_currency, 'tot profit %', 'avg duration',
'profit', 'loss']
for strategy, results in all_results.items():
tabular_data.append([
strategy,
len(results.index),
results.profit_percent.mean() * 100.0,
results.profit_percent.sum() * 100.0,
results.profit_abs.sum(),
results.profit_percent.sum() * 100.0 / max_open_trades,
str(timedelta(
minutes=round(results.trade_duration.mean()))) if not results.empty else '0:00',
len(results[results.profit_abs > 0]),
len(results[results.profit_abs < 0])
])
# Ignore type as floatfmt does allow tuples but mypy does not know that
return tabulate(tabular_data, headers=headers,
floatfmt=floatfmt, tablefmt="pipe") # type: ignore
def _store_backtest_result(self, recordfilename: Path, results: DataFrame,
strategyname: Optional[str] = None) -> None:
@ -469,5 +438,7 @@ class Backtesting:
if len(all_results) > 1:
# Print Strategy summary table
print(' Strategy Summary '.center(133, '='))
print(self._generate_text_table_strategy(all_results))
print(generate_text_table_strategy(self.config['stake_currency'],
self.config['max_open_trades'],
all_results=all_results))
print('\nFor more details, please look at the detail tables above')

15
tests/optimize/test_backtesting.py
View File

@ -20,7 +20,8 @@ from freqtrade.data.history import get_timerange
from freqtrade.exceptions import DependencyException, OperationalException
from freqtrade.optimize import setup_configuration, start_backtesting
from freqtrade.optimize.backtest_reports import (
generate_text_table, generate_text_table_sell_reason)
generate_text_table, generate_text_table_sell_reason,
generate_text_table_strategy)
from freqtrade.optimize.backtesting import Backtesting
from freqtrade.state import RunMode
from freqtrade.strategy.default_strategy import DefaultStrategy
@ -361,7 +362,6 @@ def test_tickerdata_to_dataframe_bt(default_conf, mocker, testdatadir) -> None:
def test_generate_text_table(default_conf, mocker):
patch_exchange(mocker)
results = pd.DataFrame(
{
@ -390,7 +390,6 @@ def test_generate_text_table(default_conf, mocker):
def test_generate_text_table_sell_reason(default_conf, mocker):
patch_exchange(mocker)
results = pd.DataFrame(
{
@ -414,13 +413,7 @@ def test_generate_text_table_sell_reason(default_conf, mocker):
data={'ETH/BTC': {}}, results=results) == result_str
def test_generate_text_table_strategyn(default_conf, mocker):
"""
Test Backtesting.generate_text_table_sell_reason() method
"""
patch_exchange(mocker)
default_conf['max_open_trades'] = 2
backtesting = Backtesting(default_conf)
def test_generate_text_table_strategy(default_conf, mocker):
results = {}
results['ETH/BTC'] = pd.DataFrame(
{
@ -455,7 +448,7 @@ def test_generate_text_table_strategyn(default_conf, mocker):
'| LTC/BTC | 3 | 30.00 | 90.00 '
'| 1.30000000 | 45.00 | 0:20:00 | 3 | 0 |'
)
assert backtesting._generate_text_table_strategy(all_results=results) == result_str
assert generate_text_table_strategy('BTC', 2, all_results=results) == result_str
def test_backtesting_start(default_conf, mocker, testdatadir, caplog) -> None: